{ "generated_at": "2026-07-13T06:16:39.698350+00:00", "tickers": 506, "candidates": 86421, "qualified": 372, "params": { "step_days": 5, "horizon_days": 30, "min_lookback": 60, "cost_per_side_pct": 0.1, "sr_variant": "legacy_range_grid_neutral", "entry_start": "2024-07-01", "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": 372, "wins": 135, "losses": 210, "expired": 27, "hit_rate": 39.1, "avg_r": 0.219, "total_r": 81.57, "net_avg_r": 0.178, "net_total_r": 66.29, "best_r": 3.05, "worst_r": -4.3, "avg_hold_days": 11.5, "net_r_per_day": 0.0156, "median_net_r": -1.026, "profit_factor": 1.28, "net_avg_r_ex_top5": 0.039 }, "overall_all": { "total": 86421, "wins": 36411, "losses": 47809, "expired": 2201, "hit_rate": 43.2, "avg_r": -0.044, "total_r": -3767.6, "net_avg_r": -0.098, "net_total_r": -8497.59, "best_r": 5.57, "worst_r": -16.42, "avg_hold_days": 7.8, "net_r_per_day": -0.0126, "median_net_r": -1.034, "profit_factor": 0.84, "net_avg_r_ex_top5": -0.21 }, "by_direction": { "long": { "total": 372, "wins": 135, "losses": 210, "expired": 27, "hit_rate": 39.1, "avg_r": 0.219, "total_r": 81.57, "net_avg_r": 0.178, "net_total_r": 66.29, "best_r": 3.05, "worst_r": -4.3, "avg_hold_days": 11.5, "net_r_per_day": 0.0156, "median_net_r": -1.026, "profit_factor": 1.28, "net_avg_r_ex_top5": 0.039 }, "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": 195, "wins": 71, "losses": 104, "expired": 20, "hit_rate": 40.6, "avg_r": 0.26, "total_r": 50.79, "net_avg_r": 0.225, "net_total_r": 43.82, "best_r": 3.05, "worst_r": -4.3, "avg_hold_days": 11.9, "net_r_per_day": 0.0189, "median_net_r": -1.023, "profit_factor": 1.37, "net_avg_r_ex_top5": 0.085 }, { "min_momentum_percentile": 80.0, "total": 372, "wins": 135, "losses": 210, "expired": 27, "hit_rate": 39.1, "avg_r": 0.219, "total_r": 81.57, "net_avg_r": 0.178, "net_total_r": 66.29, "best_r": 3.05, "worst_r": -4.3, "avg_hold_days": 11.5, "net_r_per_day": 0.0156, "median_net_r": -1.026, "profit_factor": 1.28, "net_avg_r_ex_top5": 0.039 }, { "min_momentum_percentile": 70.0, "total": 574, "wins": 189, "losses": 338, "expired": 47, "hit_rate": 35.9, "avg_r": 0.118, "total_r": 67.76, "net_avg_r": 0.074, "net_total_r": 42.32, "best_r": 3.05, "worst_r": -4.3, "avg_hold_days": 11.5, "net_r_per_day": 0.0064, "median_net_r": -1.031, "profit_factor": 1.11, "net_avg_r_ex_top5": -0.068 }, { "min_momentum_percentile": 60.0, "total": 842, "wins": 253, "losses": 514, "expired": 75, "hit_rate": 33.0, "avg_r": 0.042, "total_r": 34.98, "net_avg_r": -0.005, "net_total_r": -4.11, "best_r": 3.05, "worst_r": -4.3, "avg_hold_days": 11.8, "net_r_per_day": -0.0004, "median_net_r": -1.036, "profit_factor": 0.99, "net_avg_r_ex_top5": -0.153 }, { "min_momentum_percentile": 50.0, "total": 1172, "wins": 334, "losses": 730, "expired": 108, "hit_rate": 31.4, "avg_r": 0.002, "total_r": 2.51, "net_avg_r": -0.046, "net_total_r": -53.55, "best_r": 3.05, "worst_r": -4.3, "avg_hold_days": 11.7, "net_r_per_day": -0.0039, "median_net_r": -1.041, "profit_factor": 0.93, "net_avg_r_ex_top5": -0.195 }, { "min_momentum_percentile": 0.0, "total": 4054, "wins": 1068, "losses": 2605, "expired": 381, "hit_rate": 29.1, "avg_r": -0.058, "total_r": -233.65, "net_avg_r": -0.106, "net_total_r": -428.08, "best_r": 3.72, "worst_r": -15.94, "avg_hold_days": 11.6, "net_r_per_day": -0.0091, "median_net_r": -1.042, "profit_factor": 0.86, "net_avg_r_ex_top5": -0.264 } ], "gate_ablation": [ { "variant": "all_floors", "total": 372, "wins": 135, "losses": 210, "expired": 27, "hit_rate": 39.1, "avg_r": 0.219, "total_r": 81.57, "net_avg_r": 0.178, "net_total_r": 66.29, "best_r": 3.05, "worst_r": -4.3, "avg_hold_days": 11.5, "net_r_per_day": 0.0156, "median_net_r": -1.026, "profit_factor": 1.28, "net_avg_r_ex_top5": 0.039, "hold_days": 30, "hold_avg_r": 0.612, "hold_net_avg_r": 0.571, "hold_total_r": 227.57 }, { "variant": "no_confidence_floor", "total": 378, "wins": 137, "losses": 214, "expired": 27, "hit_rate": 39.0, "avg_r": 0.217, "total_r": 82.11, "net_avg_r": 0.176, "net_total_r": 66.49, "best_r": 3.05, "worst_r": -4.3, "avg_hold_days": 11.4, "net_r_per_day": 0.0154, "median_net_r": -1.026, "profit_factor": 1.27, "net_avg_r_ex_top5": 0.039, "hold_days": 30, "hold_avg_r": 0.608, "hold_net_avg_r": 0.566, "hold_total_r": 229.66 }, { "variant": "no_rr_floor", "total": 2976, "wins": 1424, "losses": 1475, "expired": 77, "hit_rate": 49.1, "avg_r": 0.102, "total_r": 302.88, "net_avg_r": 0.051, "net_total_r": 152.92, "best_r": 3.05, "worst_r": -4.32, "avg_hold_days": 7.8, "net_r_per_day": 0.0066, "median_net_r": -0.054, "profit_factor": 1.09, "net_avg_r_ex_top5": -0.064, "hold_days": 30, "hold_avg_r": 0.346, "hold_net_avg_r": 0.295, "hold_total_r": 1028.44 }, { "variant": "no_neutral_exclusion", "total": 412, "wins": 153, "losses": 231, "expired": 28, "hit_rate": 39.8, "avg_r": 0.258, "total_r": 106.19, "net_avg_r": 0.216, "net_total_r": 89.18, "best_r": 3.81, "worst_r": -4.3, "avg_hold_days": 11.4, "net_r_per_day": 0.0189, "median_net_r": -1.026, "profit_factor": 1.34, "net_avg_r_ex_top5": 0.07, "hold_days": 30, "hold_avg_r": 0.646, "hold_net_avg_r": 0.605, "hold_total_r": 266.3 }, { "variant": "momentum_only", "total": 7125, "wins": 3407, "losses": 3506, "expired": 212, "hit_rate": 49.3, "avg_r": 0.127, "total_r": 908.16, "net_avg_r": 0.078, "net_total_r": 557.17, "best_r": 3.81, "worst_r": -5.71, "avg_hold_days": 8.3, "net_r_per_day": 0.0094, "median_net_r": -0.052, "profit_factor": 1.14, "net_avg_r_ex_top5": -0.026, "hold_days": 30, "hold_avg_r": 0.383, "hold_net_avg_r": 0.334, "hold_total_r": 2729.29 } ], "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": 372, "wins": 204, "win_rate": 54.8, "avg_r": 0.163, "total_r": 60.52, "net_avg_r": 0.122, "net_total_r": 45.24, "best_r": 5.09, "worst_r": -3.78, "avg_hold_days": 4.5, "net_r_per_day": 0.0273, "median_net_r": 0.14, "profit_factor": 1.32, "net_avg_r_ex_top5": -0.02 }, { "hold_days": 10, "total": 372, "wins": 188, "win_rate": 50.5, "avg_r": 0.295, "total_r": 109.65, "net_avg_r": 0.254, "net_total_r": 94.38, "best_r": 6.73, "worst_r": -4.3, "avg_hold_days": 7.8, "net_r_per_day": 0.0326, "median_net_r": 0.013, "profit_factor": 1.51, "net_avg_r_ex_top5": 0.032 }, { "hold_days": 21, "total": 372, "wins": 162, "win_rate": 43.5, "avg_r": 0.487, "total_r": 181.05, "net_avg_r": 0.446, "net_total_r": 165.78, "best_r": 8.34, "worst_r": -4.3, "avg_hold_days": 13.6, "net_r_per_day": 0.0328, "median_net_r": -1.025, "profit_factor": 1.71, "net_avg_r_ex_top5": 0.152 }, { "hold_days": 30, "total": 372, "wins": 147, "win_rate": 39.5, "avg_r": 0.612, "total_r": 227.57, "net_avg_r": 0.571, "net_total_r": 212.3, "best_r": 10.41, "worst_r": -4.3, "avg_hold_days": 17.5, "net_r_per_day": 0.0326, "median_net_r": -1.028, "profit_factor": 1.85, "net_avg_r_ex_top5": 0.216 } ], "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": 16285.3, "total_return_pct": 62.9, "cagr_pct": 27.6, "max_drawdown_pct": 14.1, "sharpe": 1.47, "trades": 189, "win_rate": 45.5, "avg_trade_pnl": 33.26, "best_trade_r": 2.97, "worst_trade_r": -4.3, "best_trade_pnl": 394.14, "worst_trade_pnl": -619.28, "avg_hold_days": 11.3, "exit_reasons": { "stop": 102, "target": 73, "time": 14 }, "skipped_book_full": 0, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 12.0 }, { "year": 2025, "return_pct": 20.5 }, { "year": 2026, "return_pct": 20.6 } ], "start_date": "2024-07-01", "end_date": "2026-07-02" }, { "policy": "hold", "starting_capital": 10000.0, "final_equity": 20683.55, "total_return_pct": 106.8, "cagr_pct": 43.8, "max_drawdown_pct": 13.3, "sharpe": 1.95, "trades": 148, "win_rate": 39.9, "avg_trade_pnl": 72.19, "best_trade_r": 10.41, "worst_trade_r": -4.3, "best_trade_pnl": 1718.94, "worst_trade_pnl": -650.55, "avg_hold_days": 17.6, "exit_reasons": { "stop": 85, "time": 63 }, "skipped_book_full": 0, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 24.7 }, { "year": 2025, "return_pct": 20.4 }, { "year": 2026, "return_pct": 37.8 } ], "start_date": "2024-07-01", "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": 20683.55, "total_return_pct": 106.8, "cagr_pct": 43.8, "max_drawdown_pct": 13.3, "sharpe": 1.95, "trades": 148, "win_rate": 39.9, "avg_trade_pnl": 72.19, "best_trade_r": 10.41, "worst_trade_r": -4.3, "best_trade_pnl": 1718.94, "worst_trade_pnl": -650.55, "avg_hold_days": 17.6, "exit_reasons": { "stop": 85, "time": 63 }, "skipped_book_full": 0, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 24.7 }, { "year": 2025, "return_pct": 20.4 }, { "year": 2026, "return_pct": 37.8 } ], "start_date": "2024-07-01", "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": 18487.0, "total_return_pct": 84.9, "cagr_pct": 35.9, "max_drawdown_pct": 17.7, "sharpe": 1.65, "trades": 146, "win_rate": 39.7, "avg_trade_pnl": 58.13, "best_trade_r": 10.41, "worst_trade_r": -4.3, "best_trade_pnl": 1457.39, "worst_trade_pnl": -589.36, "avg_hold_days": 17.8, "exit_reasons": { "stop": 85, "time": 61 }, "skipped_book_full": 32, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 19.6 }, { "year": 2025, "return_pct": 18.8 }, { "year": 2026, "return_pct": 30.1 } ], "start_date": "2024-07-01", "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": 16972.87, "total_return_pct": 69.7, "cagr_pct": 30.3, "max_drawdown_pct": 14.2, "sharpe": 1.5, "trades": 106, "win_rate": 38.7, "avg_trade_pnl": 65.78, "best_trade_r": 10.13, "worst_trade_r": -4.3, "best_trade_pnl": 1434.85, "worst_trade_pnl": -627.33, "avg_hold_days": 17.3, "exit_reasons": { "stop": 63, "time": 43 }, "skipped_book_full": 17, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 20.2 }, { "year": 2025, "return_pct": 16.6 }, { "year": 2026, "return_pct": 21.0 } ], "start_date": "2024-07-01", "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": 20683.55, "total_return_pct": 106.8, "cagr_pct": 43.8, "max_drawdown_pct": 13.3, "sharpe": 1.95, "trades": 148, "win_rate": 39.9, "avg_trade_pnl": 72.19, "best_trade_r": 10.41, "worst_trade_r": -4.3, "best_trade_pnl": 1718.94, "worst_trade_pnl": -650.55, "avg_hold_days": 17.6, "exit_reasons": { "stop": 85, "time": 63 }, "skipped_book_full": 0, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 24.7 }, { "year": 2025, "return_pct": 20.4 }, { "year": 2026, "return_pct": 37.8 } ], "start_date": "2024-07-01", "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": 12683.94, "total_return_pct": 26.8, "cagr_pct": 12.6, "max_drawdown_pct": 5.9, "sharpe": 1.52, "trades": 42, "win_rate": 45.2, "avg_trade_pnl": 63.9, "best_trade_r": 8.98, "worst_trade_r": -1.95, "best_trade_pnl": 735.69, "worst_trade_pnl": -131.26, "avg_hold_days": 18.5, "exit_reasons": { "stop": 23, "time": 19 }, "skipped_book_full": 0, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": -0.9 }, { "year": 2025, "return_pct": 6.9 }, { "year": 2026, "return_pct": 19.8 } ], "start_date": "2024-07-01", "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": 10437.8, "total_return_pct": 4.4, "cagr_pct": 2.2, "max_drawdown_pct": 4.1, "sharpe": 0.61, "trades": 9, "win_rate": 33.3, "avg_trade_pnl": 48.64, "best_trade_r": 8.98, "worst_trade_r": -1.0, "best_trade_pnl": 643.52, "worst_trade_pnl": -94.52, "avg_hold_days": 16.3, "exit_reasons": { "stop": 6, "time": 3 }, "skipped_book_full": 0, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": -0.8 }, { "year": 2025, "return_pct": 7.0 }, { "year": 2026, "return_pct": -1.7 } ], "start_date": "2024-07-01", "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": 21507.16, "total_return_pct": 115.1, "cagr_pct": 46.6, "max_drawdown_pct": 13.6, "sharpe": 2.09, "trades": 143, "win_rate": 37.1, "avg_trade_pnl": 80.47, "best_trade_r": 10.41, "worst_trade_r": -4.3, "best_trade_pnl": 1806.15, "worst_trade_pnl": -653.04, "avg_hold_days": 17.3, "exit_reasons": { "stop": 86, "time": 57 }, "skipped_book_full": 0, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 17.9 }, { "year": 2025, "return_pct": 34.6 }, { "year": 2026, "return_pct": 35.6 } ], "start_date": "2024-07-01", "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": 18938.38, "total_return_pct": 89.4, "cagr_pct": 37.6, "max_drawdown_pct": 13.9, "sharpe": 1.61, "trades": 137, "win_rate": 38.7, "avg_trade_pnl": 65.24, "best_trade_r": 10.41, "worst_trade_r": -4.3, "best_trade_pnl": 1711.37, "worst_trade_pnl": -673.41, "avg_hold_days": 17.6, "exit_reasons": { "stop": 80, "time": 57 }, "skipped_book_full": 25, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 24.6 }, { "year": 2025, "return_pct": 25.9 }, { "year": 2026, "return_pct": 20.7 } ], "start_date": "2024-07-01", "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": 20724.74, "total_return_pct": 107.2, "cagr_pct": 43.9, "max_drawdown_pct": 14.6, "sharpe": 1.91, "trades": 112, "win_rate": 42.9, "avg_trade_pnl": 95.76, "best_trade_r": 10.41, "worst_trade_r": -4.3, "best_trade_pnl": 1751.86, "worst_trade_pnl": -748.2, "avg_hold_days": 18.8, "exit_reasons": { "stop": 61, "time": 51 }, "skipped_book_full": 0, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 23.4 }, { "year": 2025, "return_pct": 39.1 }, { "year": 2026, "return_pct": 20.7 } ], "start_date": "2024-07-01", "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": 20475.48, "total_return_pct": 104.8, "cagr_pct": 43.1, "max_drawdown_pct": 14.0, "sharpe": 1.88, "trades": 145, "win_rate": 40.7, "avg_trade_pnl": 72.24, "best_trade_r": 10.41, "worst_trade_r": -4.3, "best_trade_pnl": 1760.44, "worst_trade_pnl": -688.56, "avg_hold_days": 18.0, "exit_reasons": { "stop": 82, "time": 63 }, "skipped_book_full": 0, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 24.7 }, { "year": 2025, "return_pct": 24.5 }, { "year": 2026, "return_pct": 31.9 } ], "start_date": "2024-07-01", "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": 18923.88, "total_return_pct": 89.2, "cagr_pct": 37.5, "max_drawdown_pct": 13.3, "sharpe": 1.62, "trades": 149, "win_rate": 38.9, "avg_trade_pnl": 59.89, "best_trade_r": 10.41, "worst_trade_r": -4.3, "best_trade_pnl": 1527.46, "worst_trade_pnl": -651.55, "avg_hold_days": 17.4, "exit_reasons": { "stop": 87, "time": 62 }, "skipped_book_full": 0, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 24.7 }, { "year": 2025, "return_pct": 14.8 }, { "year": 2026, "return_pct": 32.3 } ], "start_date": "2024-07-01", "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": 18500.37, "total_return_pct": 85.0, "cagr_pct": 36.0, "max_drawdown_pct": 14.8, "sharpe": 1.56, "trades": 150, "win_rate": 38.7, "avg_trade_pnl": 56.67, "best_trade_r": 10.41, "worst_trade_r": -4.3, "best_trade_pnl": 1523.95, "worst_trade_pnl": -656.74, "avg_hold_days": 17.3, "exit_reasons": { "stop": 88, "time": 62 }, "skipped_book_full": 0, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 24.7 }, { "year": 2025, "return_pct": 14.5 }, { "year": 2026, "return_pct": 29.6 } ], "start_date": "2024-07-01", "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": 20252.12, "total_return_pct": 102.5, "cagr_pct": 42.3, "max_drawdown_pct": 13.3, "sharpe": 1.78, "trades": 148, "win_rate": 39.2, "avg_trade_pnl": 69.27, "best_trade_r": 10.41, "worst_trade_r": -4.3, "best_trade_pnl": 1763.12, "worst_trade_pnl": -707.21, "avg_hold_days": 17.2, "exit_reasons": { "stop": 87, "time": 61 }, "skipped_book_full": 0, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 24.7 }, { "year": 2025, "return_pct": 31.3 }, { "year": 2026, "return_pct": 23.7 } ], "start_date": "2024-07-01", "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": 19988.81, "total_return_pct": 99.9, "cagr_pct": 41.3, "max_drawdown_pct": 25.0, "sharpe": 1.39, "trades": 198, "win_rate": 37.4, "avg_trade_pnl": 50.45, "best_trade_r": 10.41, "worst_trade_r": -6.57, "best_trade_pnl": 1847.52, "worst_trade_pnl": -902.22, "avg_hold_days": 17.1, "exit_reasons": { "stop": 120, "time": 78 }, "skipped_book_full": 221, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 26.3 }, { "year": 2025, "return_pct": 30.6 }, { "year": 2026, "return_pct": 21.2 } ], "start_date": "2024-07-01", "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": 19533.94, "total_return_pct": 95.3, "cagr_pct": 39.7, "max_drawdown_pct": 27.7, "sharpe": 1.36, "trades": 191, "win_rate": 39.3, "avg_trade_pnl": 49.92, "best_trade_r": 10.41, "worst_trade_r": -6.57, "best_trade_pnl": 1744.12, "worst_trade_pnl": -872.89, "avg_hold_days": 17.8, "exit_reasons": { "stop": 113, "time": 78 }, "skipped_book_full": 146, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 38.5 }, { "year": 2025, "return_pct": 14.8 }, { "year": 2026, "return_pct": 22.8 } ], "start_date": "2024-07-01", "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": 18703.01, "total_return_pct": 87.0, "cagr_pct": 36.7, "max_drawdown_pct": 23.4, "sharpe": 1.29, "trades": 189, "win_rate": 35.4, "avg_trade_pnl": 46.05, "best_trade_r": 10.63, "worst_trade_r": -6.57, "best_trade_pnl": 1552.43, "worst_trade_pnl": -933.71, "avg_hold_days": 16.7, "exit_reasons": { "stop": 119, "time": 70 }, "skipped_book_full": 73, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 25.1 }, { "year": 2025, "return_pct": 32.7 }, { "year": 2026, "return_pct": 12.7 } ], "start_date": "2024-07-01", "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": 9853.94, "total_return_pct": -1.5, "cagr_pct": -0.7, "max_drawdown_pct": 17.0, "sharpe": -0.03, "trades": 78, "win_rate": 30.8, "avg_trade_pnl": -1.87, "best_trade_r": 6.59, "worst_trade_r": -1.36, "best_trade_pnl": 446.11, "worst_trade_pnl": -102.02, "avg_hold_days": 16.2, "exit_reasons": { "stop": 52, "time": 26 }, "skipped_book_full": 0, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 4.3 }, { "year": 2025, "return_pct": -6.1 }, { "year": 2026, "return_pct": 0.7 } ], "start_date": "2024-07-01", "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": 18923.88, "total_return_pct": 89.2, "cagr_pct": 37.5, "max_drawdown_pct": 13.3, "sharpe": 1.62, "trades": 149, "win_rate": 38.9, "avg_trade_pnl": 59.89, "best_trade_r": 10.41, "worst_trade_r": -4.3, "best_trade_pnl": 1527.46, "worst_trade_pnl": -651.55, "avg_hold_days": 17.4, "exit_reasons": { "stop": 87, "time": 62 }, "skipped_book_full": 0, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 24.7 }, { "year": 2025, "return_pct": 14.8 }, { "year": 2026, "return_pct": 32.3 } ], "start_date": "2024-07-01", "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": 15127.79, "total_return_pct": 51.3, "cagr_pct": 23.0, "max_drawdown_pct": 17.3, "sharpe": 1.16, "trades": 185, "win_rate": 37.3, "avg_trade_pnl": 27.72, "best_trade_r": 9.54, "worst_trade_r": -2.51, "best_trade_pnl": 1067.09, "worst_trade_pnl": -356.89, "avg_hold_days": 12.7, "exit_reasons": { "sma50": 78, "stop": 57, "time": 50 }, "skipped_book_full": 28, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 22.7 }, { "year": 2025, "return_pct": 20.1 }, { "year": 2026, "return_pct": 2.7 } ], "start_date": "2024-07-01", "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": 17883.21, "total_return_pct": 78.8, "cagr_pct": 33.7, "max_drawdown_pct": 13.9, "sharpe": 1.54, "trades": 146, "win_rate": 37.0, "avg_trade_pnl": 53.99, "best_trade_r": 10.13, "worst_trade_r": -4.3, "best_trade_pnl": 1472.44, "worst_trade_pnl": -623.16, "avg_hold_days": 16.7, "exit_reasons": { "low20": 10, "stop": 85, "time": 51 }, "skipped_book_full": 0, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 19.7 }, { "year": 2025, "return_pct": 21.9 }, { "year": 2026, "return_pct": 22.6 } ], "start_date": "2024-07-01", "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": 18923.88, "total_return_pct": 89.2, "cagr_pct": 37.5, "max_drawdown_pct": 13.3, "sharpe": 1.62, "trades": 149, "win_rate": 38.9, "avg_trade_pnl": 59.89, "best_trade_r": 10.41, "worst_trade_r": -4.3, "best_trade_pnl": 1527.46, "worst_trade_pnl": -651.55, "avg_hold_days": 17.4, "exit_reasons": { "stop": 87, "time": 62 }, "skipped_book_full": 0, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 24.7 }, { "year": 2025, "return_pct": 14.8 }, { "year": 2026, "return_pct": 32.3 } ], "start_date": "2024-07-01", "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": 20514.58, "total_return_pct": 105.1, "cagr_pct": 43.2, "max_drawdown_pct": 15.2, "sharpe": 1.85, "trades": 154, "win_rate": 37.7, "avg_trade_pnl": 68.28, "best_trade_r": 10.41, "worst_trade_r": -4.3, "best_trade_pnl": 1746.78, "worst_trade_pnl": -650.1, "avg_hold_days": 15.9, "exit_reasons": { "stop": 64, "time": 35, "trailing_stop": 55 }, "skipped_book_full": 0, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 25.3 }, { "year": 2025, "return_pct": 19.2 }, { "year": 2026, "return_pct": 37.4 } ], "start_date": "2024-07-01", "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 } ], "lookbacks": [ { "lookback": "6m", "label": "6 months" }, { "lookback": "1y", "label": "1 year" }, { "lookback": "3y", "label": "3 years" }, { "lookback": "5y", "label": "5 years" }, { "lookback": "all", "label": "All history" } ], "runs": [ { "strategy": "legacy_residual80_hold", "label": "Legacy residual 80 + 30d hold", "description": "Previous production baseline: residual momentum gate/rank with 30-trading-day hold.", "is_production": false, "entry_variant": "production_residual_80_fixed10", "exit_policy": "hold", "live_exit_mode": null, "lookback": "6m", "lookback_label": "6 months", "starting_capital": 10000.0, "final_equity": 12465.96, "total_return_pct": 24.7, "cagr_pct": 55.3, "max_drawdown_pct": 10.0, "sharpe": 2.31, "trades": 29, "win_rate": 55.2, "avg_trade_pnl": 85.03, "best_trade_r": 10.13, "worst_trade_r": -3.02, "best_trade_pnl": 1051.89, "worst_trade_pnl": -286.95, "avg_hold_days": 19.8, "exit_reasons": { "stop": 13, "time": 16 }, "skipped_book_full": 0, "spy_return_pct": 9.2, "yearly_returns": [ { "year": 2025, "return_pct": 0.0 }, { "year": 2026, "return_pct": 24.7 } ], "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": 9990.01, "return_pct": -0.1 }, { "date": "2026-01-08", "equity": 9951.43, "return_pct": -0.49 }, { "date": "2026-01-09", "equity": 10164.77, "return_pct": 1.65 }, { "date": "2026-01-12", "equity": 10371.23, "return_pct": 3.71 }, { "date": "2026-01-13", "equity": 10599.36, "return_pct": 5.99 }, { "date": "2026-01-14", "equity": 10702.95, "return_pct": 7.03 }, { "date": "2026-01-15", "equity": 10728.12, "return_pct": 7.28 }, { "date": "2026-01-16", "equity": 10458.29, "return_pct": 4.58 }, { "date": "2026-01-20", "equity": 10516.17, "return_pct": 5.16 }, { "date": "2026-01-21", "equity": 10827.71, "return_pct": 8.28 }, { "date": "2026-01-22", "equity": 10800.61, "return_pct": 8.01 }, { "date": "2026-01-23", "equity": 10532.33, "return_pct": 5.32 }, { "date": "2026-01-26", "equity": 10511.85, "return_pct": 5.12 }, { "date": "2026-01-27", "equity": 10388.04, "return_pct": 3.88 }, { "date": "2026-01-28", "equity": 10439.02, "return_pct": 4.39 }, { "date": "2026-01-29", "equity": 10371.86, "return_pct": 3.72 }, { "date": "2026-01-30", "equity": 10227.41, "return_pct": 2.27 }, { "date": "2026-02-02", "equity": 10370.54, "return_pct": 3.71 }, { "date": "2026-02-03", "equity": 10588.65, "return_pct": 5.89 }, { "date": "2026-02-04", "equity": 10624.33, "return_pct": 6.24 }, { "date": "2026-02-05", "equity": 10594.99, "return_pct": 5.95 }, { "date": "2026-02-06", "equity": 10827.34, "return_pct": 8.27 }, { "date": "2026-02-09", "equity": 10886.28, "return_pct": 8.86 }, { "date": "2026-02-10", "equity": 10911.65, "return_pct": 9.12 }, { "date": "2026-02-11", "equity": 11086.29, "return_pct": 10.86 }, { "date": "2026-02-12", "equity": 10757.74, "return_pct": 7.58 }, { "date": "2026-02-13", "equity": 10911.77, "return_pct": 9.12 }, { "date": "2026-02-17", "equity": 10820.57, "return_pct": 8.21 }, { "date": "2026-02-18", "equity": 10889.67, "return_pct": 8.9 }, { "date": "2026-02-19", "equity": 10821.13, "return_pct": 8.21 }, { "date": "2026-02-20", "equity": 10783.36, "return_pct": 7.83 }, { "date": "2026-02-23", "equity": 10758.9, "return_pct": 7.59 }, { "date": "2026-02-24", "equity": 10845.31, "return_pct": 8.45 }, { "date": "2026-02-25", "equity": 10763.39, "return_pct": 7.63 }, { "date": "2026-02-26", "equity": 10767.87, "return_pct": 7.68 }, { "date": "2026-02-27", "equity": 10963.35, "return_pct": 9.63 }, { "date": "2026-03-02", "equity": 10539.1, "return_pct": 5.39 }, { "date": "2026-03-03", "equity": 10406.51, "return_pct": 4.07 }, { "date": "2026-03-04", "equity": 10342.94, "return_pct": 3.43 }, { "date": "2026-03-05", "equity": 10222.06, "return_pct": 2.22 }, { "date": "2026-03-06", "equity": 10214.65, "return_pct": 2.15 }, { "date": "2026-03-09", "equity": 10109.17, "return_pct": 1.09 }, { "date": "2026-03-10", "equity": 9979.53, "return_pct": -0.2 }, { "date": "2026-03-11", "equity": 10101.99, "return_pct": 1.02 }, { "date": "2026-03-12", "equity": 10240.85, "return_pct": 2.41 }, { "date": "2026-03-13", "equity": 10229.48, "return_pct": 2.29 }, { "date": "2026-03-16", "equity": 10196.88, "return_pct": 1.97 }, { "date": "2026-03-17", "equity": 10291.13, "return_pct": 2.91 }, { "date": "2026-03-18", "equity": 10332.91, "return_pct": 3.33 }, { "date": "2026-03-19", "equity": 10423.09, "return_pct": 4.23 }, { "date": "2026-03-20", "equity": 10425.85, "return_pct": 4.26 }, { "date": "2026-03-23", "equity": 10487.46, "return_pct": 4.87 }, { "date": "2026-03-24", "equity": 10591.73, "return_pct": 5.92 }, { "date": "2026-03-25", "equity": 10740.2, "return_pct": 7.4 }, { "date": "2026-03-26", "equity": 10657.25, "return_pct": 6.57 }, { "date": "2026-03-27", "equity": 10728.92, "return_pct": 7.29 }, { "date": "2026-03-30", "equity": 10628.53, "return_pct": 6.29 }, { "date": "2026-03-31", "equity": 10608.72, "return_pct": 6.09 }, { "date": "2026-04-01", "equity": 10574.15, "return_pct": 5.74 }, { "date": "2026-04-02", "equity": 10718.5, "return_pct": 7.19 }, { "date": "2026-04-06", "equity": 10741.24, "return_pct": 7.41 }, { "date": "2026-04-07", "equity": 10768.92, "return_pct": 7.69 }, { "date": "2026-04-08", "equity": 10605.96, "return_pct": 6.06 }, { "date": "2026-04-09", "equity": 10568.68, "return_pct": 5.69 }, { "date": "2026-04-10", "equity": 10640.57, "return_pct": 6.41 }, { "date": "2026-04-13", "equity": 10808.52, "return_pct": 8.09 }, { "date": "2026-04-14", "equity": 10947.39, "return_pct": 9.47 }, { "date": "2026-04-15", "equity": 10858.51, "return_pct": 8.59 }, { "date": "2026-04-16", "equity": 11288.2, "return_pct": 12.88 }, { "date": "2026-04-17", "equity": 11154.34, "return_pct": 11.54 }, { "date": "2026-04-20", "equity": 11047.98, "return_pct": 10.48 }, { "date": "2026-04-21", "equity": 10983.02, "return_pct": 9.83 }, { "date": "2026-04-22", "equity": 11187.45, "return_pct": 11.87 }, { "date": "2026-04-23", "equity": 11190.04, "return_pct": 11.9 }, { "date": "2026-04-24", "equity": 11506.6, "return_pct": 15.07 }, { "date": "2026-04-27", "equity": 11589.37, "return_pct": 15.89 }, { "date": "2026-04-28", "equity": 11313.91, "return_pct": 13.14 }, { "date": "2026-04-29", "equity": 11432.33, "return_pct": 14.32 }, { "date": "2026-04-30", "equity": 12003.58, "return_pct": 20.04 }, { "date": "2026-05-01", "equity": 12068.83, "return_pct": 20.69 }, { "date": "2026-05-04", "equity": 11883.01, "return_pct": 18.83 }, { "date": "2026-05-05", "equity": 12155.81, "return_pct": 21.56 }, { "date": "2026-05-06", "equity": 12286.49, "return_pct": 22.86 }, { "date": "2026-05-07", "equity": 12479.17, "return_pct": 24.79 }, { "date": "2026-05-08", "equity": 12549.07, "return_pct": 25.49 }, { "date": "2026-05-11", "equity": 12543.25, "return_pct": 25.43 }, { "date": "2026-05-12", "equity": 12571.19, "return_pct": 25.71 }, { "date": "2026-05-13", "equity": 12867.18, "return_pct": 28.67 }, { "date": "2026-05-14", "equity": 12724.25, "return_pct": 27.24 }, { "date": "2026-05-15", "equity": 12472.68, "return_pct": 24.73 }, { "date": "2026-05-18", "equity": 12414.75, "return_pct": 24.15 }, { "date": "2026-05-19", "equity": 12229.48, "return_pct": 22.29 }, { "date": "2026-05-20", "equity": 12152.51, "return_pct": 21.53 }, { "date": "2026-05-21", "equity": 12073.64, "return_pct": 20.74 }, { "date": "2026-05-22", "equity": 12094.68, "return_pct": 20.95 }, { "date": "2026-05-26", "equity": 12077.8, "return_pct": 20.78 }, { "date": "2026-05-27", "equity": 12122.86, "return_pct": 21.23 }, { "date": "2026-05-28", "equity": 12116.38, "return_pct": 21.16 }, { "date": "2026-05-29", "equity": 12088.58, "return_pct": 20.89 }, { "date": "2026-06-01", "equity": 12101.91, "return_pct": 21.02 }, { "date": "2026-06-02", "equity": 12077.08, "return_pct": 20.77 }, { "date": "2026-06-03", "equity": 12140.58, "return_pct": 21.41 }, { "date": "2026-06-04", "equity": 12190.74, "return_pct": 21.91 }, { "date": "2026-06-05", "equity": 12163.74, "return_pct": 21.64 }, { "date": "2026-06-08", "equity": 12126.62, "return_pct": 21.27 }, { "date": "2026-06-09", "equity": 12225.34, "return_pct": 22.25 }, { "date": "2026-06-10", "equity": 12306.63, "return_pct": 23.07 }, { "date": "2026-06-11", "equity": 12292.87, "return_pct": 22.93 }, { "date": "2026-06-12", "equity": 12368.09, "return_pct": 23.68 }, { "date": "2026-06-15", "equity": 12369.56, "return_pct": 23.7 }, { "date": "2026-06-16", "equity": 12344.58, "return_pct": 23.45 }, { "date": "2026-06-17", "equity": 12326.67, "return_pct": 23.27 }, { "date": "2026-06-18", "equity": 12270.6, "return_pct": 22.71 }, { "date": "2026-06-22", "equity": 12282.66, "return_pct": 22.83 }, { "date": "2026-06-23", "equity": 12359.37, "return_pct": 23.59 }, { "date": "2026-06-24", "equity": 12410.35, "return_pct": 24.1 }, { "date": "2026-06-25", "equity": 12431.99, "return_pct": 24.32 }, { "date": "2026-06-26", "equity": 12471.4, "return_pct": 24.71 }, { "date": "2026-06-29", "equity": 12450.26, "return_pct": 24.5 }, { "date": "2026-06-30", "equity": 12466.93, "return_pct": 24.67 }, { "date": "2026-07-01", "equity": 12465.96, "return_pct": 24.66 }, { "date": "2026-07-02", "equity": 12465.96, "return_pct": 24.66 } ], "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", "exit_policy": "hold", "live_exit_mode": null, "lookback": "1y", "lookback_label": "1 year", "starting_capital": 10000.0, "final_equity": 16180.54, "total_return_pct": 61.8, "cagr_pct": 61.9, "max_drawdown_pct": 11.1, "sharpe": 2.5, "trades": 72, "win_rate": 44.4, "avg_trade_pnl": 85.84, "best_trade_r": 10.13, "worst_trade_r": -4.3, "best_trade_pnl": 1343.72, "worst_trade_pnl": -483.51, "avg_hold_days": 18.4, "exit_reasons": { "stop": 38, "time": 34 }, "skipped_book_full": 0, "spy_return_pct": 20.0, "yearly_returns": [ { "year": 2025, "return_pct": 16.5 }, { "year": 2026, "return_pct": 39.0 } ], "start_date": "2025-07-02", "end_date": "2026-07-02", "equity_curve": [ { "date": "2025-07-02", "equity": 9992.0, "return_pct": 0.0 }, { "date": "2025-07-03", "equity": 10039.12, "return_pct": 0.47 }, { "date": "2025-07-07", "equity": 10096.92, "return_pct": 1.05 }, { "date": "2025-07-08", "equity": 10031.37, "return_pct": 0.39 }, { "date": "2025-07-09", "equity": 10049.56, "return_pct": 0.58 }, { "date": "2025-07-10", "equity": 10010.78, "return_pct": 0.19 }, { "date": "2025-07-11", "equity": 10129.39, "return_pct": 1.37 }, { "date": "2025-07-14", "equity": 10208.19, "return_pct": 2.16 }, { "date": "2025-07-15", "equity": 10203.75, "return_pct": 2.12 }, { "date": "2025-07-16", "equity": 10297.11, "return_pct": 3.05 }, { "date": "2025-07-17", "equity": 10404.16, "return_pct": 4.12 }, { "date": "2025-07-18", "equity": 10318.56, "return_pct": 3.27 }, { "date": "2025-07-21", "equity": 10344.25, "return_pct": 3.53 }, { "date": "2025-07-22", "equity": 10327.58, "return_pct": 3.36 }, { "date": "2025-07-23", "equity": 10479.75, "return_pct": 4.88 }, { "date": "2025-07-24", "equity": 10510.89, "return_pct": 5.19 }, { "date": "2025-07-25", "equity": 10471.0, "return_pct": 4.79 }, { "date": "2025-07-28", "equity": 10538.73, "return_pct": 5.47 }, { "date": "2025-07-29", "equity": 10465.65, "return_pct": 4.74 }, { "date": "2025-07-30", "equity": 10421.36, "return_pct": 4.3 }, { "date": "2025-07-31", "equity": 10418.37, "return_pct": 4.27 }, { "date": "2025-08-01", "equity": 10243.29, "return_pct": 2.51 }, { "date": "2025-08-04", "equity": 10539.18, "return_pct": 5.48 }, { "date": "2025-08-05", "equity": 10453.78, "return_pct": 4.62 }, { "date": "2025-08-06", "equity": 10511.61, "return_pct": 5.2 }, { "date": "2025-08-07", "equity": 10447.33, "return_pct": 4.56 }, { "date": "2025-08-08", "equity": 10573.73, "return_pct": 5.82 }, { "date": "2025-08-11", "equity": 10533.15, "return_pct": 5.42 }, { "date": "2025-08-12", "equity": 10776.59, "return_pct": 7.85 }, { "date": "2025-08-13", "equity": 10778.43, "return_pct": 7.87 }, { "date": "2025-08-14", "equity": 10587.61, "return_pct": 5.96 }, { "date": "2025-08-15", "equity": 10666.76, "return_pct": 6.75 }, { "date": "2025-08-18", "equity": 10782.03, "return_pct": 7.91 }, { "date": "2025-08-19", "equity": 10593.92, "return_pct": 6.02 }, { "date": "2025-08-20", "equity": 10444.85, "return_pct": 4.53 }, { "date": "2025-08-21", "equity": 10436.56, "return_pct": 4.45 }, { "date": "2025-08-22", "equity": 10664.58, "return_pct": 6.73 }, { "date": "2025-08-25", "equity": 10598.01, "return_pct": 6.06 }, { "date": "2025-08-26", "equity": 10690.71, "return_pct": 6.99 }, { "date": "2025-08-27", "equity": 10643.0, "return_pct": 6.52 }, { "date": "2025-08-28", "equity": 10697.73, "return_pct": 7.06 }, { "date": "2025-08-29", "equity": 10546.72, "return_pct": 5.55 }, { "date": "2025-09-02", "equity": 10510.32, "return_pct": 5.19 }, { "date": "2025-09-03", "equity": 10464.32, "return_pct": 4.73 }, { "date": "2025-09-04", "equity": 10453.19, "return_pct": 4.62 }, { "date": "2025-09-05", "equity": 10501.71, "return_pct": 5.1 }, { "date": "2025-09-08", "equity": 10517.23, "return_pct": 5.26 }, { "date": "2025-09-09", "equity": 10483.59, "return_pct": 4.92 }, { "date": "2025-09-10", "equity": 10560.48, "return_pct": 5.69 }, { "date": "2025-09-11", "equity": 10631.4, "return_pct": 6.4 }, { "date": "2025-09-12", "equity": 10560.38, "return_pct": 5.69 }, { "date": "2025-09-15", "equity": 10608.17, "return_pct": 6.17 }, { "date": "2025-09-16", "equity": 10533.08, "return_pct": 5.42 }, { "date": "2025-09-17", "equity": 10494.04, "return_pct": 5.02 }, { "date": "2025-09-18", "equity": 11015.14, "return_pct": 10.24 }, { "date": "2025-09-19", "equity": 11025.23, "return_pct": 10.34 }, { "date": "2025-09-22", "equity": 10954.3, "return_pct": 9.63 }, { "date": "2025-09-23", "equity": 10808.96, "return_pct": 8.18 }, { "date": "2025-09-24", "equity": 10756.5, "return_pct": 7.65 }, { "date": "2025-09-25", "equity": 10595.81, "return_pct": 6.04 }, { "date": "2025-09-26", "equity": 10656.47, "return_pct": 6.65 }, { "date": "2025-09-29", "equity": 10850.46, "return_pct": 8.59 }, { "date": "2025-09-30", "equity": 10964.4, "return_pct": 9.73 }, { "date": "2025-10-01", "equity": 11317.39, "return_pct": 13.26 }, { "date": "2025-10-02", "equity": 11424.04, "return_pct": 14.33 }, { "date": "2025-10-03", "equity": 11414.87, "return_pct": 14.24 }, { "date": "2025-10-06", "equity": 11656.5, "return_pct": 16.66 }, { "date": "2025-10-07", "equity": 11526.26, "return_pct": 15.35 }, { "date": "2025-10-08", "equity": 11929.73, "return_pct": 19.39 }, { "date": "2025-10-09", "equity": 11750.39, "return_pct": 17.6 }, { "date": "2025-10-10", "equity": 11213.14, "return_pct": 12.22 }, { "date": "2025-10-13", "equity": 11457.46, "return_pct": 14.67 }, { "date": "2025-10-14", "equity": 11158.09, "return_pct": 11.67 }, { "date": "2025-10-15", "equity": 11208.6, "return_pct": 12.18 }, { "date": "2025-10-16", "equity": 11161.11, "return_pct": 11.7 }, { "date": "2025-10-17", "equity": 11096.25, "return_pct": 11.05 }, { "date": "2025-10-20", "equity": 11290.07, "return_pct": 12.99 }, { "date": "2025-10-21", "equity": 11197.21, "return_pct": 12.06 }, { "date": "2025-10-22", "equity": 10857.91, "return_pct": 8.67 }, { "date": "2025-10-23", "equity": 10913.92, "return_pct": 9.23 }, { "date": "2025-10-24", "equity": 11151.18, "return_pct": 11.6 }, { "date": "2025-10-27", "equity": 11345.89, "return_pct": 13.55 }, { "date": "2025-10-28", "equity": 11260.4, "return_pct": 12.69 }, { "date": "2025-10-29", "equity": 11257.84, "return_pct": 12.67 }, { "date": "2025-10-30", "equity": 11099.61, "return_pct": 11.08 }, { "date": "2025-10-31", "equity": 11470.76, "return_pct": 14.8 }, { "date": "2025-11-03", "equity": 11392.21, "return_pct": 14.01 }, { "date": "2025-11-04", "equity": 11388.16, "return_pct": 13.97 }, { "date": "2025-11-05", "equity": 11181.33, "return_pct": 11.9 }, { "date": "2025-11-06", "equity": 11049.12, "return_pct": 10.58 }, { "date": "2025-11-07", "equity": 11134.99, "return_pct": 11.44 }, { "date": "2025-11-10", "equity": 11250.89, "return_pct": 12.6 }, { "date": "2025-11-11", "equity": 11036.61, "return_pct": 10.45 }, { "date": "2025-11-12", "equity": 11001.45, "return_pct": 10.1 }, { "date": "2025-11-13", "equity": 10767.13, "return_pct": 7.76 }, { "date": "2025-11-14", "equity": 10812.86, "return_pct": 8.22 }, { "date": "2025-11-17", "equity": 10767.36, "return_pct": 7.76 }, { "date": "2025-11-18", "equity": 10790.61, "return_pct": 7.99 }, { "date": "2025-11-19", "equity": 10700.82, "return_pct": 7.09 }, { "date": "2025-11-20", "equity": 10606.6, "return_pct": 6.15 }, { "date": "2025-11-21", "equity": 10735.11, "return_pct": 7.44 }, { "date": "2025-11-24", "equity": 10747.56, "return_pct": 7.56 }, { "date": "2025-11-25", "equity": 10881.71, "return_pct": 8.9 }, { "date": "2025-11-26", "equity": 11140.29, "return_pct": 11.49 }, { "date": "2025-11-28", "equity": 11179.64, "return_pct": 11.89 }, { "date": "2025-12-01", "equity": 11073.5, "return_pct": 10.82 }, { "date": "2025-12-02", "equity": 11098.87, "return_pct": 11.08 }, { "date": "2025-12-03", "equity": 11112.25, "return_pct": 11.21 }, { "date": "2025-12-04", "equity": 11408.32, "return_pct": 14.17 }, { "date": "2025-12-05", "equity": 11832.93, "return_pct": 18.42 }, { "date": "2025-12-08", "equity": 11695.54, "return_pct": 17.05 }, { "date": "2025-12-09", "equity": 11705.42, "return_pct": 17.15 }, { "date": "2025-12-10", "equity": 11736.44, "return_pct": 17.46 }, { "date": "2025-12-11", "equity": 11854.33, "return_pct": 18.64 }, { "date": "2025-12-12", "equity": 11773.38, "return_pct": 17.83 }, { "date": "2025-12-15", "equity": 11771.61, "return_pct": 17.81 }, { "date": "2025-12-16", "equity": 11765.03, "return_pct": 17.74 }, { "date": "2025-12-17", "equity": 11720.87, "return_pct": 17.3 }, { "date": "2025-12-18", "equity": 11722.25, "return_pct": 17.32 }, { "date": "2025-12-19", "equity": 11806.07, "return_pct": 18.16 }, { "date": "2025-12-22", "equity": 11828.55, "return_pct": 18.38 }, { "date": "2025-12-23", "equity": 11780.56, "return_pct": 17.9 }, { "date": "2025-12-24", "equity": 11893.05, "return_pct": 19.03 }, { "date": "2025-12-26", "equity": 11946.06, "return_pct": 19.56 }, { "date": "2025-12-29", "equity": 11852.57, "return_pct": 18.62 }, { "date": "2025-12-30", "equity": 11780.34, "return_pct": 17.9 }, { "date": "2025-12-31", "equity": 11642.24, "return_pct": 16.52 }, { "date": "2026-01-02", "equity": 11967.32, "return_pct": 19.77 }, { "date": "2026-01-05", "equity": 12087.38, "return_pct": 20.97 }, { "date": "2026-01-06", "equity": 12485.63, "return_pct": 24.96 }, { "date": "2026-01-07", "equity": 12367.71, "return_pct": 23.78 }, { "date": "2026-01-08", "equity": 12341.46, "return_pct": 23.51 }, { "date": "2026-01-09", "equity": 12425.15, "return_pct": 24.35 }, { "date": "2026-01-12", "equity": 12729.67, "return_pct": 27.4 }, { "date": "2026-01-13", "equity": 12972.4, "return_pct": 29.83 }, { "date": "2026-01-14", "equity": 12900.55, "return_pct": 29.11 }, { "date": "2026-01-15", "equity": 13057.2, "return_pct": 30.68 }, { "date": "2026-01-16", "equity": 12842.94, "return_pct": 28.53 }, { "date": "2026-01-20", "equity": 12967.92, "return_pct": 29.78 }, { "date": "2026-01-21", "equity": 13260.5, "return_pct": 32.71 }, { "date": "2026-01-22", "equity": 13381.01, "return_pct": 33.92 }, { "date": "2026-01-23", "equity": 13357.07, "return_pct": 33.68 }, { "date": "2026-01-26", "equity": 13367.16, "return_pct": 33.78 }, { "date": "2026-01-27", "equity": 13243.26, "return_pct": 32.54 }, { "date": "2026-01-28", "equity": 13229.05, "return_pct": 32.4 }, { "date": "2026-01-29", "equity": 13241.57, "return_pct": 32.52 }, { "date": "2026-01-30", "equity": 12961.87, "return_pct": 29.72 }, { "date": "2026-02-02", "equity": 13168.55, "return_pct": 31.79 }, { "date": "2026-02-03", "equity": 13261.89, "return_pct": 32.73 }, { "date": "2026-02-04", "equity": 13227.39, "return_pct": 32.38 }, { "date": "2026-02-05", "equity": 13284.08, "return_pct": 32.95 }, { "date": "2026-02-06", "equity": 13607.8, "return_pct": 36.19 }, { "date": "2026-02-09", "equity": 13663.75, "return_pct": 36.75 }, { "date": "2026-02-10", "equity": 13911.06, "return_pct": 39.22 }, { "date": "2026-02-11", "equity": 14144.36, "return_pct": 41.56 }, { "date": "2026-02-12", "equity": 14006.14, "return_pct": 40.17 }, { "date": "2026-02-13", "equity": 14028.66, "return_pct": 40.4 }, { "date": "2026-02-17", "equity": 13996.29, "return_pct": 40.07 }, { "date": "2026-02-18", "equity": 13846.68, "return_pct": 38.58 }, { "date": "2026-02-19", "equity": 13836.51, "return_pct": 38.48 }, { "date": "2026-02-20", "equity": 13838.42, "return_pct": 38.49 }, { "date": "2026-02-23", "equity": 13858.84, "return_pct": 38.7 }, { "date": "2026-02-24", "equity": 13959.76, "return_pct": 39.71 }, { "date": "2026-02-25", "equity": 13865.81, "return_pct": 38.77 }, { "date": "2026-02-26", "equity": 13882.85, "return_pct": 38.94 }, { "date": "2026-02-27", "equity": 14013.75, "return_pct": 40.25 }, { "date": "2026-03-02", "equity": 14014.65, "return_pct": 40.26 }, { "date": "2026-03-03", "equity": 13811.87, "return_pct": 38.23 }, { "date": "2026-03-04", "equity": 13783.07, "return_pct": 37.94 }, { "date": "2026-03-05", "equity": 13581.09, "return_pct": 35.92 }, { "date": "2026-03-06", "equity": 13519.02, "return_pct": 35.3 }, { "date": "2026-03-09", "equity": 13579.48, "return_pct": 35.9 }, { "date": "2026-03-10", "equity": 13503.54, "return_pct": 35.14 }, { "date": "2026-03-11", "equity": 13576.01, "return_pct": 35.87 }, { "date": "2026-03-12", "equity": 13606.02, "return_pct": 36.17 }, { "date": "2026-03-13", "equity": 13588.15, "return_pct": 35.99 }, { "date": "2026-03-16", "equity": 13611.93, "return_pct": 36.23 }, { "date": "2026-03-17", "equity": 13799.36, "return_pct": 38.1 }, { "date": "2026-03-18", "equity": 13658.39, "return_pct": 36.69 }, { "date": "2026-03-19", "equity": 13615.12, "return_pct": 36.26 }, { "date": "2026-03-20", "equity": 13318.27, "return_pct": 33.29 }, { "date": "2026-03-23", "equity": 13446.75, "return_pct": 34.58 }, { "date": "2026-03-24", "equity": 13457.48, "return_pct": 34.68 }, { "date": "2026-03-25", "equity": 13619.15, "return_pct": 36.3 }, { "date": "2026-03-26", "equity": 13420.65, "return_pct": 34.31 }, { "date": "2026-03-27", "equity": 13423.34, "return_pct": 34.34 }, { "date": "2026-03-30", "equity": 13306.95, "return_pct": 33.18 }, { "date": "2026-03-31", "equity": 13394.2, "return_pct": 34.05 }, { "date": "2026-04-01", "equity": 13403.53, "return_pct": 34.14 }, { "date": "2026-04-02", "equity": 13545.89, "return_pct": 35.57 }, { "date": "2026-04-06", "equity": 13532.12, "return_pct": 35.43 }, { "date": "2026-04-07", "equity": 13519.47, "return_pct": 35.3 }, { "date": "2026-04-08", "equity": 13611.85, "return_pct": 36.23 }, { "date": "2026-04-09", "equity": 13599.88, "return_pct": 36.11 }, { "date": "2026-04-10", "equity": 13761.66, "return_pct": 37.73 }, { "date": "2026-04-13", "equity": 13921.53, "return_pct": 39.33 }, { "date": "2026-04-14", "equity": 14176.46, "return_pct": 41.88 }, { "date": "2026-04-15", "equity": 14029.65, "return_pct": 40.41 }, { "date": "2026-04-16", "equity": 14503.78, "return_pct": 45.15 }, { "date": "2026-04-17", "equity": 14390.55, "return_pct": 44.02 }, { "date": "2026-04-20", "equity": 14284.26, "return_pct": 42.96 }, { "date": "2026-04-21", "equity": 14169.44, "return_pct": 41.81 }, { "date": "2026-04-22", "equity": 14452.12, "return_pct": 44.64 }, { "date": "2026-04-23", "equity": 14483.93, "return_pct": 44.96 }, { "date": "2026-04-24", "equity": 14909.63, "return_pct": 49.22 }, { "date": "2026-04-27", "equity": 15046.63, "return_pct": 50.59 }, { "date": "2026-04-28", "equity": 14667.87, "return_pct": 46.8 }, { "date": "2026-04-29", "equity": 14742.59, "return_pct": 47.54 }, { "date": "2026-04-30", "equity": 15384.29, "return_pct": 53.97 }, { "date": "2026-05-01", "equity": 15531.09, "return_pct": 55.44 }, { "date": "2026-05-04", "equity": 15292.56, "return_pct": 53.05 }, { "date": "2026-05-05", "equity": 15653.59, "return_pct": 56.66 }, { "date": "2026-05-06", "equity": 15792.87, "return_pct": 58.06 }, { "date": "2026-05-07", "equity": 15912.88, "return_pct": 59.26 }, { "date": "2026-05-08", "equity": 16076.0, "return_pct": 60.89 }, { "date": "2026-05-11", "equity": 16260.32, "return_pct": 62.73 }, { "date": "2026-05-12", "equity": 16250.85, "return_pct": 62.64 }, { "date": "2026-05-13", "equity": 16635.38, "return_pct": 66.49 }, { "date": "2026-05-14", "equity": 16498.43, "return_pct": 65.12 }, { "date": "2026-05-15", "equity": 16214.0, "return_pct": 62.27 }, { "date": "2026-05-18", "equity": 16120.01, "return_pct": 61.33 }, { "date": "2026-05-19", "equity": 15955.56, "return_pct": 59.68 }, { "date": "2026-05-20", "equity": 15734.97, "return_pct": 57.48 }, { "date": "2026-05-21", "equity": 15610.25, "return_pct": 56.23 }, { "date": "2026-05-22", "equity": 15637.18, "return_pct": 56.5 }, { "date": "2026-05-26", "equity": 15628.11, "return_pct": 56.41 }, { "date": "2026-05-27", "equity": 15683.59, "return_pct": 56.96 }, { "date": "2026-05-28", "equity": 15689.85, "return_pct": 57.02 }, { "date": "2026-05-29", "equity": 15641.46, "return_pct": 56.54 }, { "date": "2026-06-01", "equity": 15694.85, "return_pct": 57.07 }, { "date": "2026-06-02", "equity": 15673.86, "return_pct": 56.86 }, { "date": "2026-06-03", "equity": 15755.71, "return_pct": 57.68 }, { "date": "2026-06-04", "equity": 15821.13, "return_pct": 58.34 }, { "date": "2026-06-05", "equity": 15786.96, "return_pct": 58.0 }, { "date": "2026-06-08", "equity": 15739.02, "return_pct": 57.52 }, { "date": "2026-06-09", "equity": 15867.25, "return_pct": 58.8 }, { "date": "2026-06-10", "equity": 15972.4, "return_pct": 59.85 }, { "date": "2026-06-11", "equity": 15955.41, "return_pct": 59.68 }, { "date": "2026-06-12", "equity": 16052.6, "return_pct": 60.65 }, { "date": "2026-06-15", "equity": 16054.86, "return_pct": 60.68 }, { "date": "2026-06-16", "equity": 16022.91, "return_pct": 60.36 }, { "date": "2026-06-17", "equity": 15999.65, "return_pct": 60.12 }, { "date": "2026-06-18", "equity": 15926.83, "return_pct": 59.4 }, { "date": "2026-06-22", "equity": 15942.49, "return_pct": 59.55 }, { "date": "2026-06-23", "equity": 16042.12, "return_pct": 60.55 }, { "date": "2026-06-24", "equity": 16108.33, "return_pct": 61.21 }, { "date": "2026-06-25", "equity": 16136.42, "return_pct": 61.49 }, { "date": "2026-06-26", "equity": 16187.61, "return_pct": 62.01 }, { "date": "2026-06-29", "equity": 16160.16, "return_pct": 61.73 }, { "date": "2026-06-30", "equity": 16181.8, "return_pct": 61.95 }, { "date": "2026-07-01", "equity": 16180.54, "return_pct": 61.93 }, { "date": "2026-07-02", "equity": 16180.54, "return_pct": 61.93 } ], "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", "exit_policy": "hold", "live_exit_mode": null, "lookback": "3y", "lookback_label": "3 years", "starting_capital": 10000.0, "final_equity": 20683.55, "total_return_pct": 106.8, "cagr_pct": 27.4, "max_drawdown_pct": 13.3, "sharpe": 1.59, "trades": 148, "win_rate": 39.9, "avg_trade_pnl": 72.19, "best_trade_r": 10.41, "worst_trade_r": -4.3, "best_trade_pnl": 1718.94, "worst_trade_pnl": -650.55, "avg_hold_days": 17.6, "exit_reasons": { "stop": 85, "time": 63 }, "skipped_book_full": 0, "spy_return_pct": 67.8, "yearly_returns": [ { "year": 2023, "return_pct": 0.0 }, { "year": 2024, "return_pct": 24.7 }, { "year": 2025, "return_pct": 20.4 }, { "year": 2026, "return_pct": 37.8 } ], "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": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-07-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-07-02", "equity": 9992.0, "return_pct": -0.08 }, { "date": "2024-07-03", "equity": 9983.72, "return_pct": -0.16 }, { "date": "2024-07-05", "equity": 9952.95, "return_pct": -0.47 }, { "date": "2024-07-08", "equity": 9977.65, "return_pct": -0.22 }, { "date": "2024-07-09", "equity": 10016.89, "return_pct": 0.17 }, { "date": "2024-07-10", "equity": 10182.75, "return_pct": 1.83 }, { "date": "2024-07-11", "equity": 10027.82, "return_pct": 0.28 }, { "date": "2024-07-12", "equity": 10224.1, "return_pct": 2.24 }, { "date": "2024-07-15", "equity": 10385.84, "return_pct": 3.86 }, { "date": "2024-07-16", "equity": 10312.56, "return_pct": 3.13 }, { "date": "2024-07-17", "equity": 9912.41, "return_pct": -0.88 }, { "date": "2024-07-18", "equity": 9687.91, "return_pct": -3.12 }, { "date": "2024-07-19", "equity": 9722.76, "return_pct": -2.77 }, { "date": "2024-07-22", "equity": 9767.74, "return_pct": -2.32 }, { "date": "2024-07-23", "equity": 9711.77, "return_pct": -2.88 }, { "date": "2024-07-24", "equity": 9655.57, "return_pct": -3.44 }, { "date": "2024-07-25", "equity": 9554.62, "return_pct": -4.45 }, { "date": "2024-07-26", "equity": 9655.73, "return_pct": -3.44 }, { "date": "2024-07-29", "equity": 9599.18, "return_pct": -4.01 }, { "date": "2024-07-30", "equity": 9535.97, "return_pct": -4.64 }, { "date": "2024-07-31", "equity": 9636.85, "return_pct": -3.63 }, { "date": "2024-08-01", "equity": 9626.54, "return_pct": -3.73 }, { "date": "2024-08-02", "equity": 9305.28, "return_pct": -6.95 }, { "date": "2024-08-05", "equity": 9134.24, "return_pct": -8.66 }, { "date": "2024-08-06", "equity": 9211.31, "return_pct": -7.89 }, { "date": "2024-08-07", "equity": 9122.2, "return_pct": -8.78 }, { "date": "2024-08-08", "equity": 9312.48, "return_pct": -6.88 }, { "date": "2024-08-09", "equity": 9319.95, "return_pct": -6.8 }, { "date": "2024-08-12", "equity": 9326.73, "return_pct": -6.73 }, { "date": "2024-08-13", "equity": 9403.67, "return_pct": -5.96 }, { "date": "2024-08-14", "equity": 9351.59, "return_pct": -6.48 }, { "date": "2024-08-15", "equity": 9564.21, "return_pct": -4.36 }, { "date": "2024-08-16", "equity": 9497.69, "return_pct": -5.02 }, { "date": "2024-08-19", "equity": 9634.42, "return_pct": -3.66 }, { "date": "2024-08-20", "equity": 9678.92, "return_pct": -3.21 }, { "date": "2024-08-21", "equity": 9717.17, "return_pct": -2.83 }, { "date": "2024-08-22", "equity": 9609.34, "return_pct": -3.91 }, { "date": "2024-08-23", "equity": 9791.05, "return_pct": -2.09 }, { "date": "2024-08-26", "equity": 9647.98, "return_pct": -3.52 }, { "date": "2024-08-27", "equity": 9719.87, "return_pct": -2.8 }, { "date": "2024-08-28", "equity": 9641.94, "return_pct": -3.58 }, { "date": "2024-08-29", "equity": 9641.84, "return_pct": -3.58 }, { "date": "2024-08-30", "equity": 9775.68, "return_pct": -2.24 }, { "date": "2024-09-03", "equity": 9384.74, "return_pct": -6.15 }, { "date": "2024-09-04", "equity": 9302.92, "return_pct": -6.97 }, { "date": "2024-09-05", "equity": 9240.04, "return_pct": -7.6 }, { "date": "2024-09-06", "equity": 9014.99, "return_pct": -9.85 }, { "date": "2024-09-09", "equity": 9107.71, "return_pct": -8.92 }, { "date": "2024-09-10", "equity": 9005.54, "return_pct": -9.94 }, { "date": "2024-09-11", "equity": 9028.78, "return_pct": -9.71 }, { "date": "2024-09-12", "equity": 9199.7, "return_pct": -8.0 }, { "date": "2024-09-13", "equity": 9328.64, "return_pct": -6.71 }, { "date": "2024-09-16", "equity": 9448.65, "return_pct": -5.51 }, { "date": "2024-09-17", "equity": 9468.85, "return_pct": -5.31 }, { "date": "2024-09-18", "equity": 9382.44, "return_pct": -6.18 }, { "date": "2024-09-19", "equity": 9540.82, "return_pct": -4.59 }, { "date": "2024-09-20", "equity": 9946.23, "return_pct": -0.54 }, { "date": "2024-09-23", "equity": 10000.03, "return_pct": 0.0 }, { "date": "2024-09-24", "equity": 10000.93, "return_pct": 0.01 }, { "date": "2024-09-25", "equity": 10052.8, "return_pct": 0.53 }, { "date": "2024-09-26", "equity": 10023.18, "return_pct": 0.23 }, { "date": "2024-09-27", "equity": 10064.95, "return_pct": 0.65 }, { "date": "2024-09-30", "equity": 10114.9, "return_pct": 1.15 }, { "date": "2024-10-01", "equity": 10063.92, "return_pct": 0.64 }, { "date": "2024-10-02", "equity": 10175.77, "return_pct": 1.76 }, { "date": "2024-10-03", "equity": 10259.27, "return_pct": 2.59 }, { "date": "2024-10-04", "equity": 10596.82, "return_pct": 5.97 }, { "date": "2024-10-07", "equity": 10572.09, "return_pct": 5.72 }, { "date": "2024-10-08", "equity": 10860.53, "return_pct": 8.61 }, { "date": "2024-10-09", "equity": 10702.47, "return_pct": 7.02 }, { "date": "2024-10-10", "equity": 10677.2, "return_pct": 6.77 }, { "date": "2024-10-11", "equity": 11102.9, "return_pct": 11.03 }, { "date": "2024-10-14", "equity": 11111.08, "return_pct": 11.11 }, { "date": "2024-10-15", "equity": 10934.74, "return_pct": 9.35 }, { "date": "2024-10-16", "equity": 11128.69, "return_pct": 11.29 }, { "date": "2024-10-17", "equity": 11054.43, "return_pct": 10.54 }, { "date": "2024-10-18", "equity": 11214.09, "return_pct": 12.14 }, { "date": "2024-10-21", "equity": 11303.08, "return_pct": 13.03 }, { "date": "2024-10-22", "equity": 11269.35, "return_pct": 12.69 }, { "date": "2024-10-23", "equity": 11070.67, "return_pct": 10.71 }, { "date": "2024-10-24", "equity": 11288.95, "return_pct": 12.89 }, { "date": "2024-10-25", "equity": 11384.84, "return_pct": 13.85 }, { "date": "2024-10-28", "equity": 11525.99, "return_pct": 15.26 }, { "date": "2024-10-29", "equity": 11592.46, "return_pct": 15.92 }, { "date": "2024-10-30", "equity": 11503.49, "return_pct": 15.03 }, { "date": "2024-10-31", "equity": 11430.89, "return_pct": 14.31 }, { "date": "2024-11-01", "equity": 11312.94, "return_pct": 13.13 }, { "date": "2024-11-04", "equity": 11336.98, "return_pct": 13.37 }, { "date": "2024-11-05", "equity": 11499.65, "return_pct": 15.0 }, { "date": "2024-11-06", "equity": 12253.14, "return_pct": 22.53 }, { "date": "2024-11-07", "equity": 12227.58, "return_pct": 22.28 }, { "date": "2024-11-08", "equity": 12274.26, "return_pct": 22.74 }, { "date": "2024-11-11", "equity": 12940.46, "return_pct": 29.4 }, { "date": "2024-11-12", "equity": 13032.63, "return_pct": 30.33 }, { "date": "2024-11-13", "equity": 12689.46, "return_pct": 26.89 }, { "date": "2024-11-14", "equity": 12719.32, "return_pct": 27.19 }, { "date": "2024-11-15", "equity": 12741.36, "return_pct": 27.41 }, { "date": "2024-11-18", "equity": 12907.11, "return_pct": 29.07 }, { "date": "2024-11-19", "equity": 12905.54, "return_pct": 29.06 }, { "date": "2024-11-20", "equity": 12963.57, "return_pct": 29.64 }, { "date": "2024-11-21", "equity": 13014.59, "return_pct": 30.15 }, { "date": "2024-11-22", "equity": 13215.33, "return_pct": 32.15 }, { "date": "2024-11-25", "equity": 13337.31, "return_pct": 33.37 }, { "date": "2024-11-26", "equity": 13191.56, "return_pct": 31.92 }, { "date": "2024-11-27", "equity": 13237.19, "return_pct": 32.37 }, { "date": "2024-11-29", "equity": 13306.2, "return_pct": 33.06 }, { "date": "2024-12-02", "equity": 13159.27, "return_pct": 31.59 }, { "date": "2024-12-03", "equity": 13207.48, "return_pct": 32.07 }, { "date": "2024-12-04", "equity": 13239.16, "return_pct": 32.39 }, { "date": "2024-12-05", "equity": 13082.09, "return_pct": 30.82 }, { "date": "2024-12-06", "equity": 13175.38, "return_pct": 31.75 }, { "date": "2024-12-09", "equity": 12918.46, "return_pct": 29.18 }, { "date": "2024-12-10", "equity": 12684.9, "return_pct": 26.85 }, { "date": "2024-12-11", "equity": 12808.33, "return_pct": 28.08 }, { "date": "2024-12-12", "equity": 12826.91, "return_pct": 28.27 }, { "date": "2024-12-13", "equity": 12894.4, "return_pct": 28.94 }, { "date": "2024-12-16", "equity": 13100.22, "return_pct": 31.0 }, { "date": "2024-12-17", "equity": 12999.96, "return_pct": 30.0 }, { "date": "2024-12-18", "equity": 12592.18, "return_pct": 25.92 }, { "date": "2024-12-19", "equity": 12525.74, "return_pct": 25.26 }, { "date": "2024-12-20", "equity": 12525.74, "return_pct": 25.26 }, { "date": "2024-12-23", "equity": 12525.74, "return_pct": 25.26 }, { "date": "2024-12-24", "equity": 12525.74, "return_pct": 25.26 }, { "date": "2024-12-26", "equity": 12525.74, "return_pct": 25.26 }, { "date": "2024-12-27", "equity": 12524.45, "return_pct": 25.24 }, { "date": "2024-12-30", "equity": 12500.04, "return_pct": 25.0 }, { "date": "2024-12-31", "equity": 12466.4, "return_pct": 24.66 }, { "date": "2025-01-02", "equity": 12538.3, "return_pct": 25.38 }, { "date": "2025-01-03", "equity": 12601.3, "return_pct": 26.01 }, { "date": "2025-01-06", "equity": 12646.16, "return_pct": 26.46 }, { "date": "2025-01-07", "equity": 12573.52, "return_pct": 25.74 }, { "date": "2025-01-08", "equity": 12606.0, "return_pct": 26.06 }, { "date": "2025-01-10", "equity": 12616.25, "return_pct": 26.16 }, { "date": "2025-01-13", "equity": 12599.59, "return_pct": 26.0 }, { "date": "2025-01-14", "equity": 12709.28, "return_pct": 27.09 }, { "date": "2025-01-15", "equity": 12893.59, "return_pct": 28.94 }, { "date": "2025-01-16", "equity": 12842.07, "return_pct": 28.42 }, { "date": "2025-01-17", "equity": 12939.04, "return_pct": 29.39 }, { "date": "2025-01-21", "equity": 13096.45, "return_pct": 30.96 }, { "date": "2025-01-22", "equity": 13107.81, "return_pct": 31.08 }, { "date": "2025-01-23", "equity": 12898.14, "return_pct": 28.98 }, { "date": "2025-01-24", "equity": 12851.88, "return_pct": 28.52 }, { "date": "2025-01-27", "equity": 12454.51, "return_pct": 24.55 }, { "date": "2025-01-28", "equity": 12554.66, "return_pct": 25.55 }, { "date": "2025-01-29", "equity": 12562.36, "return_pct": 25.62 }, { "date": "2025-01-30", "equity": 12441.94, "return_pct": 24.42 }, { "date": "2025-01-31", "equity": 12377.33, "return_pct": 23.77 }, { "date": "2025-02-03", "equity": 12512.41, "return_pct": 25.12 }, { "date": "2025-02-04", "equity": 12548.65, "return_pct": 25.49 }, { "date": "2025-02-05", "equity": 12710.76, "return_pct": 27.11 }, { "date": "2025-02-06", "equity": 12606.87, "return_pct": 26.07 }, { "date": "2025-02-07", "equity": 12685.45, "return_pct": 26.85 }, { "date": "2025-02-10", "equity": 12773.42, "return_pct": 27.73 }, { "date": "2025-02-11", "equity": 12604.08, "return_pct": 26.04 }, { "date": "2025-02-12", "equity": 12763.76, "return_pct": 27.64 }, { "date": "2025-02-13", "equity": 12913.75, "return_pct": 29.14 }, { "date": "2025-02-14", "equity": 13221.83, "return_pct": 32.22 }, { "date": "2025-02-18", "equity": 13269.36, "return_pct": 32.69 }, { "date": "2025-02-19", "equity": 13254.02, "return_pct": 32.54 }, { "date": "2025-02-20", "equity": 12934.33, "return_pct": 29.34 }, { "date": "2025-02-21", "equity": 12688.54, "return_pct": 26.89 }, { "date": "2025-02-24", "equity": 12620.22, "return_pct": 26.2 }, { "date": "2025-02-25", "equity": 12556.26, "return_pct": 25.56 }, { "date": "2025-02-26", "equity": 12578.72, "return_pct": 25.79 }, { "date": "2025-02-27", "equity": 12395.29, "return_pct": 23.95 }, { "date": "2025-02-28", "equity": 12482.48, "return_pct": 24.82 }, { "date": "2025-03-03", "equity": 12510.13, "return_pct": 25.1 }, { "date": "2025-03-04", "equity": 12292.72, "return_pct": 22.93 }, { "date": "2025-03-05", "equity": 12310.61, "return_pct": 23.11 }, { "date": "2025-03-06", "equity": 12189.81, "return_pct": 21.9 }, { "date": "2025-03-07", "equity": 12227.79, "return_pct": 22.28 }, { "date": "2025-03-10", "equity": 12356.22, "return_pct": 23.56 }, { "date": "2025-03-11", "equity": 12153.02, "return_pct": 21.53 }, { "date": "2025-03-12", "equity": 12085.68, "return_pct": 20.86 }, { "date": "2025-03-13", "equity": 12117.65, "return_pct": 21.18 }, { "date": "2025-03-14", "equity": 12190.8, "return_pct": 21.91 }, { "date": "2025-03-17", "equity": 12204.52, "return_pct": 22.05 }, { "date": "2025-03-18", "equity": 12118.31, "return_pct": 21.18 }, { "date": "2025-03-19", "equity": 12148.01, "return_pct": 21.48 }, { "date": "2025-03-20", "equity": 12166.91, "return_pct": 21.67 }, { "date": "2025-03-21", "equity": 12152.78, "return_pct": 21.53 }, { "date": "2025-03-24", "equity": 12265.7, "return_pct": 22.66 }, { "date": "2025-03-25", "equity": 12285.8, "return_pct": 22.86 }, { "date": "2025-03-26", "equity": 12239.61, "return_pct": 22.4 }, { "date": "2025-03-27", "equity": 12212.8, "return_pct": 22.13 }, { "date": "2025-03-28", "equity": 12172.82, "return_pct": 21.73 }, { "date": "2025-03-31", "equity": 12204.21, "return_pct": 22.04 }, { "date": "2025-04-01", "equity": 12221.03, "return_pct": 22.21 }, { "date": "2025-04-02", "equity": 12244.16, "return_pct": 22.44 }, { "date": "2025-04-03", "equity": 12098.02, "return_pct": 20.98 }, { "date": "2025-04-04", "equity": 11874.5, "return_pct": 18.75 }, { "date": "2025-04-07", "equity": 11874.5, "return_pct": 18.75 }, { "date": "2025-04-08", "equity": 11874.5, "return_pct": 18.75 }, { "date": "2025-04-09", "equity": 11874.5, "return_pct": 18.75 }, { "date": "2025-04-10", "equity": 11874.5, "return_pct": 18.75 }, { "date": "2025-04-11", "equity": 11868.81, "return_pct": 18.69 }, { "date": "2025-04-14", "equity": 11942.61, "return_pct": 19.43 }, { "date": "2025-04-15", "equity": 11958.89, "return_pct": 19.59 }, { "date": "2025-04-16", "equity": 11843.54, "return_pct": 18.44 }, { "date": "2025-04-17", "equity": 11864.64, "return_pct": 18.65 }, { "date": "2025-04-21", "equity": 11747.46, "return_pct": 17.47 }, { "date": "2025-04-22", "equity": 11868.57, "return_pct": 18.69 }, { "date": "2025-04-23", "equity": 11943.2, "return_pct": 19.43 }, { "date": "2025-04-24", "equity": 11873.14, "return_pct": 18.73 }, { "date": "2025-04-25", "equity": 11887.17, "return_pct": 18.87 }, { "date": "2025-04-28", "equity": 11878.8, "return_pct": 18.79 }, { "date": "2025-04-29", "equity": 12063.28, "return_pct": 20.63 }, { "date": "2025-04-30", "equity": 12148.8, "return_pct": 21.49 }, { "date": "2025-05-01", "equity": 12246.1, "return_pct": 22.46 }, { "date": "2025-05-02", "equity": 12393.57, "return_pct": 23.94 }, { "date": "2025-05-05", "equity": 12421.41, "return_pct": 24.21 }, { "date": "2025-05-06", "equity": 12312.83, "return_pct": 23.13 }, { "date": "2025-05-07", "equity": 12247.94, "return_pct": 22.48 }, { "date": "2025-05-08", "equity": 12688.82, "return_pct": 26.89 }, { "date": "2025-05-09", "equity": 12639.35, "return_pct": 26.39 }, { "date": "2025-05-12", "equity": 12947.89, "return_pct": 29.48 }, { "date": "2025-05-13", "equity": 13335.96, "return_pct": 33.36 }, { "date": "2025-05-14", "equity": 13325.62, "return_pct": 33.26 }, { "date": "2025-05-15", "equity": 13243.83, "return_pct": 32.44 }, { "date": "2025-05-16", "equity": 13435.95, "return_pct": 34.36 }, { "date": "2025-05-19", "equity": 13498.52, "return_pct": 34.99 }, { "date": "2025-05-20", "equity": 13564.03, "return_pct": 35.64 }, { "date": "2025-05-21", "equity": 13300.82, "return_pct": 33.01 }, { "date": "2025-05-22", "equity": 13213.7, "return_pct": 32.14 }, { "date": "2025-05-23", "equity": 13127.84, "return_pct": 31.28 }, { "date": "2025-05-27", "equity": 13396.21, "return_pct": 33.96 }, { "date": "2025-05-28", "equity": 13285.45, "return_pct": 32.85 }, { "date": "2025-05-29", "equity": 13117.95, "return_pct": 31.18 }, { "date": "2025-05-30", "equity": 13248.35, "return_pct": 32.48 }, { "date": "2025-06-02", "equity": 13415.5, "return_pct": 34.16 }, { "date": "2025-06-03", "equity": 13635.12, "return_pct": 36.35 }, { "date": "2025-06-04", "equity": 13626.82, "return_pct": 36.27 }, { "date": "2025-06-05", "equity": 13591.19, "return_pct": 35.91 }, { "date": "2025-06-06", "equity": 13724.22, "return_pct": 37.24 }, { "date": "2025-06-09", "equity": 13671.61, "return_pct": 36.72 }, { "date": "2025-06-10", "equity": 13620.61, "return_pct": 36.21 }, { "date": "2025-06-11", "equity": 13736.27, "return_pct": 37.36 }, { "date": "2025-06-12", "equity": 13673.0, "return_pct": 36.73 }, { "date": "2025-06-13", "equity": 13521.73, "return_pct": 35.22 }, { "date": "2025-06-16", "equity": 13705.94, "return_pct": 37.06 }, { "date": "2025-06-17", "equity": 13627.28, "return_pct": 36.27 }, { "date": "2025-06-18", "equity": 13637.03, "return_pct": 36.37 }, { "date": "2025-06-20", "equity": 13668.52, "return_pct": 36.69 }, { "date": "2025-06-23", "equity": 13788.66, "return_pct": 37.89 }, { "date": "2025-06-24", "equity": 13974.42, "return_pct": 39.74 }, { "date": "2025-06-25", "equity": 13926.97, "return_pct": 39.27 }, { "date": "2025-06-26", "equity": 14181.03, "return_pct": 41.81 }, { "date": "2025-06-27", "equity": 14360.52, "return_pct": 43.61 }, { "date": "2025-06-30", "equity": 14412.11, "return_pct": 44.12 }, { "date": "2025-07-01", "equity": 14119.51, "return_pct": 41.2 }, { "date": "2025-07-02", "equity": 14200.52, "return_pct": 42.01 }, { "date": "2025-07-03", "equity": 14334.32, "return_pct": 43.34 }, { "date": "2025-07-07", "equity": 14369.7, "return_pct": 43.7 }, { "date": "2025-07-08", "equity": 14284.24, "return_pct": 42.84 }, { "date": "2025-07-09", "equity": 14299.8, "return_pct": 43.0 }, { "date": "2025-07-10", "equity": 14227.05, "return_pct": 42.27 }, { "date": "2025-07-11", "equity": 14388.14, "return_pct": 43.88 }, { "date": "2025-07-14", "equity": 14524.11, "return_pct": 45.24 }, { "date": "2025-07-15", "equity": 14456.88, "return_pct": 44.57 }, { "date": "2025-07-16", "equity": 14535.83, "return_pct": 45.36 }, { "date": "2025-07-17", "equity": 14630.42, "return_pct": 46.3 }, { "date": "2025-07-18", "equity": 14609.83, "return_pct": 46.1 }, { "date": "2025-07-21", "equity": 14517.89, "return_pct": 45.18 }, { "date": "2025-07-22", "equity": 14319.93, "return_pct": 43.2 }, { "date": "2025-07-23", "equity": 14408.33, "return_pct": 44.08 }, { "date": "2025-07-24", "equity": 14542.07, "return_pct": 45.42 }, { "date": "2025-07-25", "equity": 14552.61, "return_pct": 45.53 }, { "date": "2025-07-28", "equity": 14551.16, "return_pct": 45.51 }, { "date": "2025-07-29", "equity": 14623.55, "return_pct": 46.24 }, { "date": "2025-07-30", "equity": 14530.76, "return_pct": 45.31 }, { "date": "2025-07-31", "equity": 14482.41, "return_pct": 44.82 }, { "date": "2025-08-01", "equity": 14081.1, "return_pct": 40.81 }, { "date": "2025-08-04", "equity": 14223.82, "return_pct": 42.24 }, { "date": "2025-08-05", "equity": 14162.46, "return_pct": 41.62 }, { "date": "2025-08-06", "equity": 14214.08, "return_pct": 42.14 }, { "date": "2025-08-07", "equity": 14234.45, "return_pct": 42.34 }, { "date": "2025-08-08", "equity": 14356.32, "return_pct": 43.56 }, { "date": "2025-08-11", "equity": 14447.39, "return_pct": 44.47 }, { "date": "2025-08-12", "equity": 14609.72, "return_pct": 46.1 }, { "date": "2025-08-13", "equity": 14593.3, "return_pct": 45.93 }, { "date": "2025-08-14", "equity": 14535.98, "return_pct": 45.36 }, { "date": "2025-08-15", "equity": 14601.5, "return_pct": 46.01 }, { "date": "2025-08-18", "equity": 14667.06, "return_pct": 46.67 }, { "date": "2025-08-19", "equity": 14535.06, "return_pct": 45.35 }, { "date": "2025-08-20", "equity": 14454.48, "return_pct": 44.54 }, { "date": "2025-08-21", "equity": 14328.0, "return_pct": 43.28 }, { "date": "2025-08-22", "equity": 14745.1, "return_pct": 47.45 }, { "date": "2025-08-25", "equity": 14714.75, "return_pct": 47.15 }, { "date": "2025-08-26", "equity": 14866.11, "return_pct": 48.66 }, { "date": "2025-08-27", "equity": 14911.45, "return_pct": 49.11 }, { "date": "2025-08-28", "equity": 14956.86, "return_pct": 49.57 }, { "date": "2025-08-29", "equity": 14574.45, "return_pct": 45.74 }, { "date": "2025-09-02", "equity": 14555.35, "return_pct": 45.55 }, { "date": "2025-09-03", "equity": 14530.03, "return_pct": 45.3 }, { "date": "2025-09-04", "equity": 14583.17, "return_pct": 45.83 }, { "date": "2025-09-05", "equity": 14714.72, "return_pct": 47.15 }, { "date": "2025-09-08", "equity": 14709.79, "return_pct": 47.1 }, { "date": "2025-09-09", "equity": 14690.81, "return_pct": 46.91 }, { "date": "2025-09-10", "equity": 14704.11, "return_pct": 47.04 }, { "date": "2025-09-11", "equity": 14962.81, "return_pct": 49.63 }, { "date": "2025-09-12", "equity": 15102.44, "return_pct": 51.02 }, { "date": "2025-09-15", "equity": 15178.95, "return_pct": 51.79 }, { "date": "2025-09-16", "equity": 15171.71, "return_pct": 51.72 }, { "date": "2025-09-17", "equity": 15083.01, "return_pct": 50.83 }, { "date": "2025-09-18", "equity": 15338.71, "return_pct": 53.39 }, { "date": "2025-09-19", "equity": 15522.47, "return_pct": 55.22 }, { "date": "2025-09-22", "equity": 15412.98, "return_pct": 54.13 }, { "date": "2025-09-23", "equity": 15276.85, "return_pct": 52.77 }, { "date": "2025-09-24", "equity": 15073.53, "return_pct": 50.74 }, { "date": "2025-09-25", "equity": 14870.1, "return_pct": 48.7 }, { "date": "2025-09-26", "equity": 14939.43, "return_pct": 49.39 }, { "date": "2025-09-29", "equity": 15105.43, "return_pct": 51.05 }, { "date": "2025-09-30", "equity": 15124.4, "return_pct": 51.24 }, { "date": "2025-10-01", "equity": 15450.07, "return_pct": 54.5 }, { "date": "2025-10-02", "equity": 15635.46, "return_pct": 56.35 }, { "date": "2025-10-03", "equity": 15655.04, "return_pct": 56.55 }, { "date": "2025-10-06", "equity": 15888.5, "return_pct": 58.89 }, { "date": "2025-10-07", "equity": 15702.28, "return_pct": 57.02 }, { "date": "2025-10-08", "equity": 15812.0, "return_pct": 58.12 }, { "date": "2025-10-09", "equity": 15583.74, "return_pct": 55.84 }, { "date": "2025-10-10", "equity": 15148.57, "return_pct": 51.49 }, { "date": "2025-10-13", "equity": 15361.74, "return_pct": 53.62 }, { "date": "2025-10-14", "equity": 15118.26, "return_pct": 51.18 }, { "date": "2025-10-15", "equity": 15203.83, "return_pct": 52.04 }, { "date": "2025-10-16", "equity": 15241.74, "return_pct": 52.42 }, { "date": "2025-10-17", "equity": 14992.73, "return_pct": 49.93 }, { "date": "2025-10-20", "equity": 15170.72, "return_pct": 51.71 }, { "date": "2025-10-21", "equity": 15063.4, "return_pct": 50.63 }, { "date": "2025-10-22", "equity": 14745.9, "return_pct": 47.46 }, { "date": "2025-10-23", "equity": 14776.57, "return_pct": 47.77 }, { "date": "2025-10-24", "equity": 15008.46, "return_pct": 50.08 }, { "date": "2025-10-27", "equity": 15255.2, "return_pct": 52.55 }, { "date": "2025-10-28", "equity": 15266.91, "return_pct": 52.67 }, { "date": "2025-10-29", "equity": 15237.82, "return_pct": 52.38 }, { "date": "2025-10-30", "equity": 15276.99, "return_pct": 52.77 }, { "date": "2025-10-31", "equity": 15445.14, "return_pct": 54.45 }, { "date": "2025-11-03", "equity": 15280.9, "return_pct": 52.81 }, { "date": "2025-11-04", "equity": 15180.8, "return_pct": 51.81 }, { "date": "2025-11-05", "equity": 14767.0, "return_pct": 47.67 }, { "date": "2025-11-06", "equity": 14671.43, "return_pct": 46.71 }, { "date": "2025-11-07", "equity": 14827.97, "return_pct": 48.28 }, { "date": "2025-11-10", "equity": 14931.17, "return_pct": 49.31 }, { "date": "2025-11-11", "equity": 14705.78, "return_pct": 47.06 }, { "date": "2025-11-12", "equity": 14635.9, "return_pct": 46.36 }, { "date": "2025-11-13", "equity": 14400.5, "return_pct": 44.01 }, { "date": "2025-11-14", "equity": 14420.95, "return_pct": 44.21 }, { "date": "2025-11-17", "equity": 14343.46, "return_pct": 43.43 }, { "date": "2025-11-18", "equity": 14394.89, "return_pct": 43.95 }, { "date": "2025-11-19", "equity": 14328.3, "return_pct": 43.28 }, { "date": "2025-11-20", "equity": 14300.36, "return_pct": 43.0 }, { "date": "2025-11-21", "equity": 14346.44, "return_pct": 43.46 }, { "date": "2025-11-24", "equity": 14307.93, "return_pct": 43.08 }, { "date": "2025-11-25", "equity": 14347.81, "return_pct": 43.48 }, { "date": "2025-11-26", "equity": 14458.91, "return_pct": 44.59 }, { "date": "2025-11-28", "equity": 14476.34, "return_pct": 44.76 }, { "date": "2025-12-01", "equity": 14450.82, "return_pct": 44.51 }, { "date": "2025-12-02", "equity": 14497.12, "return_pct": 44.97 }, { "date": "2025-12-03", "equity": 14431.16, "return_pct": 44.31 }, { "date": "2025-12-04", "equity": 14745.83, "return_pct": 47.46 }, { "date": "2025-12-05", "equity": 15120.17, "return_pct": 51.2 }, { "date": "2025-12-08", "equity": 14982.69, "return_pct": 49.83 }, { "date": "2025-12-09", "equity": 14975.42, "return_pct": 49.75 }, { "date": "2025-12-10", "equity": 15090.0, "return_pct": 50.9 }, { "date": "2025-12-11", "equity": 15325.97, "return_pct": 53.26 }, { "date": "2025-12-12", "equity": 15069.09, "return_pct": 50.69 }, { "date": "2025-12-15", "equity": 15074.9, "return_pct": 50.75 }, { "date": "2025-12-16", "equity": 15091.65, "return_pct": 50.92 }, { "date": "2025-12-17", "equity": 15032.36, "return_pct": 50.32 }, { "date": "2025-12-18", "equity": 15108.57, "return_pct": 51.09 }, { "date": "2025-12-19", "equity": 15236.44, "return_pct": 52.36 }, { "date": "2025-12-22", "equity": 15437.19, "return_pct": 54.37 }, { "date": "2025-12-23", "equity": 15227.11, "return_pct": 52.27 }, { "date": "2025-12-24", "equity": 15380.56, "return_pct": 53.81 }, { "date": "2025-12-26", "equity": 15416.28, "return_pct": 54.16 }, { "date": "2025-12-29", "equity": 15316.93, "return_pct": 53.17 }, { "date": "2025-12-30", "equity": 15205.22, "return_pct": 52.05 }, { "date": "2025-12-31", "equity": 15012.34, "return_pct": 50.12 }, { "date": "2026-01-02", "equity": 15492.3, "return_pct": 54.92 }, { "date": "2026-01-05", "equity": 15618.04, "return_pct": 56.18 }, { "date": "2026-01-06", "equity": 16042.26, "return_pct": 60.42 }, { "date": "2026-01-07", "equity": 15680.31, "return_pct": 56.8 }, { "date": "2026-01-08", "equity": 15605.23, "return_pct": 56.05 }, { "date": "2026-01-09", "equity": 15889.6, "return_pct": 58.9 }, { "date": "2026-01-12", "equity": 16159.9, "return_pct": 61.6 }, { "date": "2026-01-13", "equity": 16569.25, "return_pct": 65.69 }, { "date": "2026-01-14", "equity": 16558.07, "return_pct": 65.58 }, { "date": "2026-01-15", "equity": 16731.13, "return_pct": 67.31 }, { "date": "2026-01-16", "equity": 16466.02, "return_pct": 64.66 }, { "date": "2026-01-20", "equity": 16668.77, "return_pct": 66.69 }, { "date": "2026-01-21", "equity": 17250.89, "return_pct": 72.51 }, { "date": "2026-01-22", "equity": 17354.63, "return_pct": 73.55 }, { "date": "2026-01-23", "equity": 16886.2, "return_pct": 68.86 }, { "date": "2026-01-26", "equity": 16782.51, "return_pct": 67.83 }, { "date": "2026-01-27", "equity": 16695.7, "return_pct": 66.96 }, { "date": "2026-01-28", "equity": 16957.52, "return_pct": 69.58 }, { "date": "2026-01-29", "equity": 16985.87, "return_pct": 69.86 }, { "date": "2026-01-30", "equity": 16582.55, "return_pct": 65.83 }, { "date": "2026-02-02", "equity": 17016.22, "return_pct": 70.16 }, { "date": "2026-02-03", "equity": 17147.09, "return_pct": 71.47 }, { "date": "2026-02-04", "equity": 17086.97, "return_pct": 70.87 }, { "date": "2026-02-05", "equity": 17226.93, "return_pct": 72.27 }, { "date": "2026-02-06", "equity": 17566.91, "return_pct": 75.67 }, { "date": "2026-02-09", "equity": 17710.83, "return_pct": 77.11 }, { "date": "2026-02-10", "equity": 17944.37, "return_pct": 79.44 }, { "date": "2026-02-11", "equity": 18274.28, "return_pct": 82.74 }, { "date": "2026-02-12", "equity": 17960.7, "return_pct": 79.61 }, { "date": "2026-02-13", "equity": 17992.94, "return_pct": 79.93 }, { "date": "2026-02-17", "equity": 17933.88, "return_pct": 79.34 }, { "date": "2026-02-18", "equity": 17723.55, "return_pct": 77.24 }, { "date": "2026-02-19", "equity": 17696.02, "return_pct": 76.96 }, { "date": "2026-02-20", "equity": 17670.91, "return_pct": 76.71 }, { "date": "2026-02-23", "equity": 17676.11, "return_pct": 76.76 }, { "date": "2026-02-24", "equity": 17834.95, "return_pct": 78.35 }, { "date": "2026-02-25", "equity": 17776.73, "return_pct": 77.77 }, { "date": "2026-02-26", "equity": 17819.87, "return_pct": 78.2 }, { "date": "2026-02-27", "equity": 17974.05, "return_pct": 79.74 }, { "date": "2026-03-02", "equity": 17970.84, "return_pct": 79.71 }, { "date": "2026-03-03", "equity": 17761.71, "return_pct": 77.62 }, { "date": "2026-03-04", "equity": 17634.96, "return_pct": 76.35 }, { "date": "2026-03-05", "equity": 17327.52, "return_pct": 73.28 }, { "date": "2026-03-06", "equity": 17282.17, "return_pct": 72.82 }, { "date": "2026-03-09", "equity": 17284.18, "return_pct": 72.84 }, { "date": "2026-03-10", "equity": 17184.75, "return_pct": 71.85 }, { "date": "2026-03-11", "equity": 17255.48, "return_pct": 72.55 }, { "date": "2026-03-12", "equity": 17361.32, "return_pct": 73.61 }, { "date": "2026-03-13", "equity": 17379.07, "return_pct": 73.79 }, { "date": "2026-03-16", "equity": 17389.32, "return_pct": 73.89 }, { "date": "2026-03-17", "equity": 17609.14, "return_pct": 76.09 }, { "date": "2026-03-18", "equity": 17462.97, "return_pct": 74.63 }, { "date": "2026-03-19", "equity": 17394.72, "return_pct": 73.95 }, { "date": "2026-03-20", "equity": 17037.29, "return_pct": 70.37 }, { "date": "2026-03-23", "equity": 17201.41, "return_pct": 72.01 }, { "date": "2026-03-24", "equity": 17218.02, "return_pct": 72.18 }, { "date": "2026-03-25", "equity": 17425.65, "return_pct": 74.26 }, { "date": "2026-03-26", "equity": 17174.15, "return_pct": 71.74 }, { "date": "2026-03-27", "equity": 17180.12, "return_pct": 71.8 }, { "date": "2026-03-30", "equity": 17030.18, "return_pct": 70.3 }, { "date": "2026-03-31", "equity": 17139.77, "return_pct": 71.4 }, { "date": "2026-04-01", "equity": 17149.96, "return_pct": 71.5 }, { "date": "2026-04-02", "equity": 17333.2, "return_pct": 73.33 }, { "date": "2026-04-06", "equity": 17317.17, "return_pct": 73.17 }, { "date": "2026-04-07", "equity": 17300.69, "return_pct": 73.01 }, { "date": "2026-04-08", "equity": 17410.73, "return_pct": 74.11 }, { "date": "2026-04-09", "equity": 17395.03, "return_pct": 73.95 }, { "date": "2026-04-10", "equity": 17599.7, "return_pct": 76.0 }, { "date": "2026-04-13", "equity": 17805.39, "return_pct": 78.05 }, { "date": "2026-04-14", "equity": 18125.03, "return_pct": 81.25 }, { "date": "2026-04-15", "equity": 17935.67, "return_pct": 79.36 }, { "date": "2026-04-16", "equity": 18544.6, "return_pct": 85.45 }, { "date": "2026-04-17", "equity": 18395.01, "return_pct": 83.95 }, { "date": "2026-04-20", "equity": 18259.1, "return_pct": 82.59 }, { "date": "2026-04-21", "equity": 18112.46, "return_pct": 81.12 }, { "date": "2026-04-22", "equity": 18472.34, "return_pct": 84.72 }, { "date": "2026-04-23", "equity": 18515.03, "return_pct": 85.15 }, { "date": "2026-04-24", "equity": 19055.76, "return_pct": 90.56 }, { "date": "2026-04-27", "equity": 19228.87, "return_pct": 92.29 }, { "date": "2026-04-28", "equity": 18745.61, "return_pct": 87.46 }, { "date": "2026-04-29", "equity": 18843.26, "return_pct": 88.43 }, { "date": "2026-04-30", "equity": 19668.15, "return_pct": 96.68 }, { "date": "2026-05-01", "equity": 19856.78, "return_pct": 98.57 }, { "date": "2026-05-04", "equity": 19552.2, "return_pct": 95.52 }, { "date": "2026-05-05", "equity": 20016.08, "return_pct": 100.16 }, { "date": "2026-05-06", "equity": 20191.79, "return_pct": 101.92 }, { "date": "2026-05-07", "equity": 20349.47, "return_pct": 103.49 }, { "date": "2026-05-08", "equity": 20556.01, "return_pct": 105.56 }, { "date": "2026-05-11", "equity": 20789.17, "return_pct": 107.89 }, { "date": "2026-05-12", "equity": 20777.43, "return_pct": 107.77 }, { "date": "2026-05-13", "equity": 21268.35, "return_pct": 112.68 }, { "date": "2026-05-14", "equity": 21088.98, "return_pct": 110.89 }, { "date": "2026-05-15", "equity": 20725.98, "return_pct": 107.26 }, { "date": "2026-05-18", "equity": 20607.03, "return_pct": 106.07 }, { "date": "2026-05-19", "equity": 20394.87, "return_pct": 103.95 }, { "date": "2026-05-20", "equity": 20116.66, "return_pct": 101.17 }, { "date": "2026-05-21", "equity": 19957.56, "return_pct": 99.58 }, { "date": "2026-05-22", "equity": 19992.7, "return_pct": 99.93 }, { "date": "2026-05-26", "equity": 19979.63, "return_pct": 99.8 }, { "date": "2026-05-27", "equity": 20050.68, "return_pct": 100.51 }, { "date": "2026-05-28", "equity": 20057.98, "return_pct": 100.58 }, { "date": "2026-05-29", "equity": 19996.72, "return_pct": 99.97 }, { "date": "2026-06-01", "equity": 20063.23, "return_pct": 100.63 }, { "date": "2026-06-02", "equity": 20035.86, "return_pct": 100.36 }, { "date": "2026-06-03", "equity": 20140.51, "return_pct": 101.41 }, { "date": "2026-06-04", "equity": 20224.14, "return_pct": 102.24 }, { "date": "2026-06-05", "equity": 20180.43, "return_pct": 101.8 }, { "date": "2026-06-08", "equity": 20119.14, "return_pct": 101.19 }, { "date": "2026-06-09", "equity": 20283.07, "return_pct": 102.83 }, { "date": "2026-06-10", "equity": 20417.5, "return_pct": 104.17 }, { "date": "2026-06-11", "equity": 20395.75, "return_pct": 103.96 }, { "date": "2026-06-12", "equity": 20520.01, "return_pct": 105.2 }, { "date": "2026-06-15", "equity": 20522.9, "return_pct": 105.23 }, { "date": "2026-06-16", "equity": 20482.03, "return_pct": 104.82 }, { "date": "2026-06-17", "equity": 20452.31, "return_pct": 104.52 }, { "date": "2026-06-18", "equity": 20359.21, "return_pct": 103.59 }, { "date": "2026-06-22", "equity": 20379.23, "return_pct": 103.79 }, { "date": "2026-06-23", "equity": 20506.6, "return_pct": 105.07 }, { "date": "2026-06-24", "equity": 20591.23, "return_pct": 105.91 }, { "date": "2026-06-25", "equity": 20627.15, "return_pct": 106.27 }, { "date": "2026-06-26", "equity": 20692.58, "return_pct": 106.93 }, { "date": "2026-06-29", "equity": 20657.49, "return_pct": 106.57 }, { "date": "2026-06-30", "equity": 20685.15, "return_pct": 106.85 }, { "date": "2026-07-01", "equity": 20683.55, "return_pct": 106.84 }, { "date": "2026-07-02", "equity": 20683.55, "return_pct": 106.84 } ], "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", "exit_policy": "hold", "live_exit_mode": null, "lookback": "5y", "lookback_label": "5 years", "starting_capital": 10000.0, "final_equity": 20683.55, "total_return_pct": 106.8, "cagr_pct": 15.7, "max_drawdown_pct": 13.3, "sharpe": 1.23, "trades": 148, "win_rate": 39.9, "avg_trade_pnl": 72.19, "best_trade_r": 10.41, "worst_trade_r": -4.3, "best_trade_pnl": 1718.94, "worst_trade_pnl": -650.55, "avg_hold_days": 17.6, "exit_reasons": { "stop": 85, "time": 63 }, "skipped_book_full": 0, "spy_return_pct": 72.0, "yearly_returns": [ { "year": 2021, "return_pct": 0.0 }, { "year": 2022, "return_pct": 0.0 }, { "year": 2023, "return_pct": 0.0 }, { "year": 2024, "return_pct": 24.7 }, { "year": 2025, "return_pct": 20.4 }, { "year": 2026, "return_pct": 37.8 } ], "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": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-07-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-07-02", "equity": 9992.0, "return_pct": -0.08 }, { "date": "2024-07-03", "equity": 9983.72, "return_pct": -0.16 }, { "date": "2024-07-05", "equity": 9952.95, "return_pct": -0.47 }, { "date": "2024-07-08", "equity": 9977.65, "return_pct": -0.22 }, { "date": "2024-07-09", "equity": 10016.89, "return_pct": 0.17 }, { "date": "2024-07-10", "equity": 10182.75, "return_pct": 1.83 }, { "date": "2024-07-11", "equity": 10027.82, "return_pct": 0.28 }, { "date": "2024-07-12", "equity": 10224.1, "return_pct": 2.24 }, { "date": "2024-07-15", "equity": 10385.84, "return_pct": 3.86 }, { "date": "2024-07-16", "equity": 10312.56, "return_pct": 3.13 }, { "date": "2024-07-17", "equity": 9912.41, "return_pct": -0.88 }, { "date": "2024-07-18", "equity": 9687.91, "return_pct": -3.12 }, { "date": "2024-07-19", "equity": 9722.76, "return_pct": -2.77 }, { "date": "2024-07-22", "equity": 9767.74, "return_pct": -2.32 }, { "date": "2024-07-23", "equity": 9711.77, "return_pct": -2.88 }, { "date": "2024-07-24", "equity": 9655.57, "return_pct": -3.44 }, { "date": "2024-07-25", "equity": 9554.62, "return_pct": -4.45 }, { "date": "2024-07-26", "equity": 9655.73, "return_pct": -3.44 }, { "date": "2024-07-29", "equity": 9599.18, "return_pct": -4.01 }, { "date": "2024-07-30", "equity": 9535.97, "return_pct": -4.64 }, { "date": "2024-07-31", "equity": 9636.85, "return_pct": -3.63 }, { "date": "2024-08-01", "equity": 9626.54, "return_pct": -3.73 }, { "date": "2024-08-02", "equity": 9305.28, "return_pct": -6.95 }, { "date": "2024-08-05", "equity": 9134.24, "return_pct": -8.66 }, { "date": "2024-08-06", "equity": 9211.31, "return_pct": -7.89 }, { "date": "2024-08-07", "equity": 9122.2, "return_pct": -8.78 }, { "date": "2024-08-08", "equity": 9312.48, "return_pct": -6.88 }, { "date": "2024-08-09", "equity": 9319.95, "return_pct": -6.8 }, { "date": "2024-08-12", "equity": 9326.73, "return_pct": -6.73 }, { "date": "2024-08-13", "equity": 9403.67, "return_pct": -5.96 }, { "date": "2024-08-14", "equity": 9351.59, "return_pct": -6.48 }, { "date": "2024-08-15", "equity": 9564.21, "return_pct": -4.36 }, { "date": "2024-08-16", "equity": 9497.69, "return_pct": -5.02 }, { "date": "2024-08-19", "equity": 9634.42, "return_pct": -3.66 }, { "date": "2024-08-20", "equity": 9678.92, "return_pct": -3.21 }, { "date": "2024-08-21", "equity": 9717.17, "return_pct": -2.83 }, { "date": "2024-08-22", "equity": 9609.34, "return_pct": -3.91 }, { "date": "2024-08-23", "equity": 9791.05, "return_pct": -2.09 }, { "date": "2024-08-26", "equity": 9647.98, "return_pct": -3.52 }, { "date": "2024-08-27", "equity": 9719.87, "return_pct": -2.8 }, { "date": "2024-08-28", "equity": 9641.94, "return_pct": -3.58 }, { "date": "2024-08-29", "equity": 9641.84, "return_pct": -3.58 }, { "date": "2024-08-30", "equity": 9775.68, "return_pct": -2.24 }, { "date": "2024-09-03", "equity": 9384.74, "return_pct": -6.15 }, { "date": "2024-09-04", "equity": 9302.92, "return_pct": -6.97 }, { "date": "2024-09-05", "equity": 9240.04, "return_pct": -7.6 }, { "date": "2024-09-06", "equity": 9014.99, "return_pct": -9.85 }, { "date": "2024-09-09", "equity": 9107.71, "return_pct": -8.92 }, { "date": "2024-09-10", "equity": 9005.54, "return_pct": -9.94 }, { "date": "2024-09-11", "equity": 9028.78, "return_pct": -9.71 }, { "date": "2024-09-12", "equity": 9199.7, "return_pct": -8.0 }, { "date": "2024-09-13", "equity": 9328.64, "return_pct": -6.71 }, { "date": "2024-09-16", "equity": 9448.65, "return_pct": -5.51 }, { "date": "2024-09-17", "equity": 9468.85, "return_pct": -5.31 }, { "date": "2024-09-18", "equity": 9382.44, "return_pct": -6.18 }, { "date": "2024-09-19", "equity": 9540.82, "return_pct": -4.59 }, { "date": "2024-09-20", "equity": 9946.23, "return_pct": -0.54 }, { "date": "2024-09-23", "equity": 10000.03, "return_pct": 0.0 }, { "date": "2024-09-24", "equity": 10000.93, "return_pct": 0.01 }, { "date": "2024-09-25", "equity": 10052.8, "return_pct": 0.53 }, { "date": "2024-09-26", "equity": 10023.18, "return_pct": 0.23 }, { "date": "2024-09-27", "equity": 10064.95, "return_pct": 0.65 }, { "date": "2024-09-30", "equity": 10114.9, "return_pct": 1.15 }, { "date": "2024-10-01", "equity": 10063.92, "return_pct": 0.64 }, { "date": "2024-10-02", "equity": 10175.77, "return_pct": 1.76 }, { "date": "2024-10-03", "equity": 10259.27, "return_pct": 2.59 }, { "date": "2024-10-04", "equity": 10596.82, "return_pct": 5.97 }, { "date": "2024-10-07", "equity": 10572.09, "return_pct": 5.72 }, { "date": "2024-10-08", "equity": 10860.53, "return_pct": 8.61 }, { "date": "2024-10-09", "equity": 10702.47, "return_pct": 7.02 }, { "date": "2024-10-10", "equity": 10677.2, "return_pct": 6.77 }, { "date": "2024-10-11", "equity": 11102.9, "return_pct": 11.03 }, { "date": "2024-10-14", "equity": 11111.08, "return_pct": 11.11 }, { "date": "2024-10-15", "equity": 10934.74, "return_pct": 9.35 }, { "date": "2024-10-16", "equity": 11128.69, "return_pct": 11.29 }, { "date": "2024-10-17", "equity": 11054.43, "return_pct": 10.54 }, { "date": "2024-10-18", "equity": 11214.09, "return_pct": 12.14 }, { "date": "2024-10-21", "equity": 11303.08, "return_pct": 13.03 }, { "date": "2024-10-22", "equity": 11269.35, "return_pct": 12.69 }, { "date": "2024-10-23", "equity": 11070.67, "return_pct": 10.71 }, { "date": "2024-10-24", "equity": 11288.95, "return_pct": 12.89 }, { "date": "2024-10-25", "equity": 11384.84, "return_pct": 13.85 }, { "date": "2024-10-28", "equity": 11525.99, "return_pct": 15.26 }, { "date": "2024-10-29", "equity": 11592.46, "return_pct": 15.92 }, { "date": "2024-10-30", "equity": 11503.49, "return_pct": 15.03 }, { "date": "2024-10-31", "equity": 11430.89, "return_pct": 14.31 }, { "date": "2024-11-01", "equity": 11312.94, "return_pct": 13.13 }, { "date": "2024-11-04", "equity": 11336.98, "return_pct": 13.37 }, { "date": "2024-11-05", "equity": 11499.65, "return_pct": 15.0 }, { "date": "2024-11-06", "equity": 12253.14, "return_pct": 22.53 }, { "date": "2024-11-07", "equity": 12227.58, "return_pct": 22.28 }, { "date": "2024-11-08", "equity": 12274.26, "return_pct": 22.74 }, { "date": "2024-11-11", "equity": 12940.46, "return_pct": 29.4 }, { "date": "2024-11-12", "equity": 13032.63, "return_pct": 30.33 }, { "date": "2024-11-13", "equity": 12689.46, "return_pct": 26.89 }, { "date": "2024-11-14", "equity": 12719.32, "return_pct": 27.19 }, { "date": "2024-11-15", "equity": 12741.36, "return_pct": 27.41 }, { "date": "2024-11-18", "equity": 12907.11, "return_pct": 29.07 }, { "date": "2024-11-19", "equity": 12905.54, "return_pct": 29.06 }, { "date": "2024-11-20", "equity": 12963.57, "return_pct": 29.64 }, { "date": "2024-11-21", "equity": 13014.59, "return_pct": 30.15 }, { "date": "2024-11-22", "equity": 13215.33, "return_pct": 32.15 }, { "date": "2024-11-25", "equity": 13337.31, "return_pct": 33.37 }, { "date": "2024-11-26", "equity": 13191.56, "return_pct": 31.92 }, { "date": "2024-11-27", "equity": 13237.19, "return_pct": 32.37 }, { "date": "2024-11-29", "equity": 13306.2, "return_pct": 33.06 }, { "date": "2024-12-02", "equity": 13159.27, "return_pct": 31.59 }, { "date": "2024-12-03", "equity": 13207.48, "return_pct": 32.07 }, { "date": "2024-12-04", "equity": 13239.16, "return_pct": 32.39 }, { "date": "2024-12-05", "equity": 13082.09, "return_pct": 30.82 }, { "date": "2024-12-06", "equity": 13175.38, "return_pct": 31.75 }, { "date": "2024-12-09", "equity": 12918.46, "return_pct": 29.18 }, { "date": "2024-12-10", "equity": 12684.9, "return_pct": 26.85 }, { "date": "2024-12-11", "equity": 12808.33, "return_pct": 28.08 }, { "date": "2024-12-12", "equity": 12826.91, "return_pct": 28.27 }, { "date": "2024-12-13", "equity": 12894.4, "return_pct": 28.94 }, { "date": "2024-12-16", "equity": 13100.22, "return_pct": 31.0 }, { "date": "2024-12-17", "equity": 12999.96, "return_pct": 30.0 }, { "date": "2024-12-18", "equity": 12592.18, "return_pct": 25.92 }, { "date": "2024-12-19", "equity": 12525.74, "return_pct": 25.26 }, { "date": "2024-12-20", "equity": 12525.74, "return_pct": 25.26 }, { "date": "2024-12-23", "equity": 12525.74, "return_pct": 25.26 }, { "date": "2024-12-24", "equity": 12525.74, "return_pct": 25.26 }, { "date": "2024-12-26", "equity": 12525.74, "return_pct": 25.26 }, { "date": "2024-12-27", "equity": 12524.45, "return_pct": 25.24 }, { "date": "2024-12-30", "equity": 12500.04, "return_pct": 25.0 }, { "date": "2024-12-31", "equity": 12466.4, "return_pct": 24.66 }, { "date": "2025-01-02", "equity": 12538.3, "return_pct": 25.38 }, { "date": "2025-01-03", "equity": 12601.3, "return_pct": 26.01 }, { "date": "2025-01-06", "equity": 12646.16, "return_pct": 26.46 }, { "date": "2025-01-07", "equity": 12573.52, "return_pct": 25.74 }, { "date": "2025-01-08", "equity": 12606.0, "return_pct": 26.06 }, { "date": "2025-01-10", "equity": 12616.25, "return_pct": 26.16 }, { "date": "2025-01-13", "equity": 12599.59, "return_pct": 26.0 }, { "date": "2025-01-14", "equity": 12709.28, "return_pct": 27.09 }, { "date": "2025-01-15", "equity": 12893.59, "return_pct": 28.94 }, { "date": "2025-01-16", "equity": 12842.07, "return_pct": 28.42 }, { "date": "2025-01-17", "equity": 12939.04, "return_pct": 29.39 }, { "date": "2025-01-21", "equity": 13096.45, "return_pct": 30.96 }, { "date": "2025-01-22", "equity": 13107.81, "return_pct": 31.08 }, { "date": "2025-01-23", "equity": 12898.14, "return_pct": 28.98 }, { "date": "2025-01-24", "equity": 12851.88, "return_pct": 28.52 }, { "date": "2025-01-27", "equity": 12454.51, "return_pct": 24.55 }, { "date": "2025-01-28", "equity": 12554.66, "return_pct": 25.55 }, { "date": "2025-01-29", "equity": 12562.36, "return_pct": 25.62 }, { "date": "2025-01-30", "equity": 12441.94, "return_pct": 24.42 }, { "date": "2025-01-31", "equity": 12377.33, "return_pct": 23.77 }, { "date": "2025-02-03", "equity": 12512.41, "return_pct": 25.12 }, { "date": "2025-02-04", "equity": 12548.65, "return_pct": 25.49 }, { "date": "2025-02-05", "equity": 12710.76, "return_pct": 27.11 }, { "date": "2025-02-06", "equity": 12606.87, "return_pct": 26.07 }, { "date": "2025-02-07", "equity": 12685.45, "return_pct": 26.85 }, { "date": "2025-02-10", "equity": 12773.42, "return_pct": 27.73 }, { "date": "2025-02-11", "equity": 12604.08, "return_pct": 26.04 }, { "date": "2025-02-12", "equity": 12763.76, "return_pct": 27.64 }, { "date": "2025-02-13", "equity": 12913.75, "return_pct": 29.14 }, { "date": "2025-02-14", "equity": 13221.83, "return_pct": 32.22 }, { "date": "2025-02-18", "equity": 13269.36, "return_pct": 32.69 }, { "date": "2025-02-19", "equity": 13254.02, "return_pct": 32.54 }, { "date": "2025-02-20", "equity": 12934.33, "return_pct": 29.34 }, { "date": "2025-02-21", "equity": 12688.54, "return_pct": 26.89 }, { "date": "2025-02-24", "equity": 12620.22, "return_pct": 26.2 }, { "date": "2025-02-25", "equity": 12556.26, "return_pct": 25.56 }, { "date": "2025-02-26", "equity": 12578.72, "return_pct": 25.79 }, { "date": "2025-02-27", "equity": 12395.29, "return_pct": 23.95 }, { "date": "2025-02-28", "equity": 12482.48, "return_pct": 24.82 }, { "date": "2025-03-03", "equity": 12510.13, "return_pct": 25.1 }, { "date": "2025-03-04", "equity": 12292.72, "return_pct": 22.93 }, { "date": "2025-03-05", "equity": 12310.61, "return_pct": 23.11 }, { "date": "2025-03-06", "equity": 12189.81, "return_pct": 21.9 }, { "date": "2025-03-07", "equity": 12227.79, "return_pct": 22.28 }, { "date": "2025-03-10", "equity": 12356.22, "return_pct": 23.56 }, { "date": "2025-03-11", "equity": 12153.02, "return_pct": 21.53 }, { "date": "2025-03-12", "equity": 12085.68, "return_pct": 20.86 }, { "date": "2025-03-13", "equity": 12117.65, "return_pct": 21.18 }, { "date": "2025-03-14", "equity": 12190.8, "return_pct": 21.91 }, { "date": "2025-03-17", "equity": 12204.52, "return_pct": 22.05 }, { "date": "2025-03-18", "equity": 12118.31, "return_pct": 21.18 }, { "date": "2025-03-19", "equity": 12148.01, "return_pct": 21.48 }, { "date": "2025-03-20", "equity": 12166.91, "return_pct": 21.67 }, { "date": "2025-03-21", "equity": 12152.78, "return_pct": 21.53 }, { "date": "2025-03-24", "equity": 12265.7, "return_pct": 22.66 }, { "date": "2025-03-25", "equity": 12285.8, "return_pct": 22.86 }, { "date": "2025-03-26", "equity": 12239.61, "return_pct": 22.4 }, { "date": "2025-03-27", "equity": 12212.8, "return_pct": 22.13 }, { "date": "2025-03-28", "equity": 12172.82, "return_pct": 21.73 }, { "date": "2025-03-31", "equity": 12204.21, "return_pct": 22.04 }, { "date": "2025-04-01", "equity": 12221.03, "return_pct": 22.21 }, { "date": "2025-04-02", "equity": 12244.16, "return_pct": 22.44 }, { "date": "2025-04-03", "equity": 12098.02, "return_pct": 20.98 }, { "date": "2025-04-04", "equity": 11874.5, "return_pct": 18.75 }, { "date": "2025-04-07", "equity": 11874.5, "return_pct": 18.75 }, { "date": "2025-04-08", "equity": 11874.5, "return_pct": 18.75 }, { "date": "2025-04-09", "equity": 11874.5, "return_pct": 18.75 }, { "date": "2025-04-10", "equity": 11874.5, "return_pct": 18.75 }, { "date": "2025-04-11", "equity": 11868.81, "return_pct": 18.69 }, { "date": "2025-04-14", "equity": 11942.61, "return_pct": 19.43 }, { "date": "2025-04-15", "equity": 11958.89, "return_pct": 19.59 }, { "date": "2025-04-16", "equity": 11843.54, "return_pct": 18.44 }, { "date": "2025-04-17", "equity": 11864.64, "return_pct": 18.65 }, { "date": "2025-04-21", "equity": 11747.46, "return_pct": 17.47 }, { "date": "2025-04-22", "equity": 11868.57, "return_pct": 18.69 }, { "date": "2025-04-23", "equity": 11943.2, "return_pct": 19.43 }, { "date": "2025-04-24", "equity": 11873.14, "return_pct": 18.73 }, { "date": "2025-04-25", "equity": 11887.17, "return_pct": 18.87 }, { "date": "2025-04-28", "equity": 11878.8, "return_pct": 18.79 }, { "date": "2025-04-29", "equity": 12063.28, "return_pct": 20.63 }, { "date": "2025-04-30", "equity": 12148.8, "return_pct": 21.49 }, { "date": "2025-05-01", "equity": 12246.1, "return_pct": 22.46 }, { "date": "2025-05-02", "equity": 12393.57, "return_pct": 23.94 }, { "date": "2025-05-05", "equity": 12421.41, "return_pct": 24.21 }, { "date": "2025-05-06", "equity": 12312.83, "return_pct": 23.13 }, { "date": "2025-05-07", "equity": 12247.94, "return_pct": 22.48 }, { "date": "2025-05-08", "equity": 12688.82, "return_pct": 26.89 }, { "date": "2025-05-09", "equity": 12639.35, "return_pct": 26.39 }, { "date": "2025-05-12", "equity": 12947.89, "return_pct": 29.48 }, { "date": "2025-05-13", "equity": 13335.96, "return_pct": 33.36 }, { "date": "2025-05-14", "equity": 13325.62, "return_pct": 33.26 }, { "date": "2025-05-15", "equity": 13243.83, "return_pct": 32.44 }, { "date": "2025-05-16", "equity": 13435.95, "return_pct": 34.36 }, { "date": "2025-05-19", "equity": 13498.52, "return_pct": 34.99 }, { "date": "2025-05-20", "equity": 13564.03, "return_pct": 35.64 }, { "date": "2025-05-21", "equity": 13300.82, "return_pct": 33.01 }, { "date": "2025-05-22", "equity": 13213.7, "return_pct": 32.14 }, { "date": "2025-05-23", "equity": 13127.84, "return_pct": 31.28 }, { "date": "2025-05-27", "equity": 13396.21, "return_pct": 33.96 }, { "date": "2025-05-28", "equity": 13285.45, "return_pct": 32.85 }, { "date": "2025-05-29", "equity": 13117.95, "return_pct": 31.18 }, { "date": "2025-05-30", "equity": 13248.35, "return_pct": 32.48 }, { "date": "2025-06-02", "equity": 13415.5, "return_pct": 34.16 }, { "date": "2025-06-03", "equity": 13635.12, "return_pct": 36.35 }, { "date": "2025-06-04", "equity": 13626.82, "return_pct": 36.27 }, { "date": "2025-06-05", "equity": 13591.19, "return_pct": 35.91 }, { "date": "2025-06-06", "equity": 13724.22, "return_pct": 37.24 }, { "date": "2025-06-09", "equity": 13671.61, "return_pct": 36.72 }, { "date": "2025-06-10", "equity": 13620.61, "return_pct": 36.21 }, { "date": "2025-06-11", "equity": 13736.27, "return_pct": 37.36 }, { "date": "2025-06-12", "equity": 13673.0, "return_pct": 36.73 }, { "date": "2025-06-13", "equity": 13521.73, "return_pct": 35.22 }, { "date": "2025-06-16", "equity": 13705.94, "return_pct": 37.06 }, { "date": "2025-06-17", "equity": 13627.28, "return_pct": 36.27 }, { "date": "2025-06-18", "equity": 13637.03, "return_pct": 36.37 }, { "date": "2025-06-20", "equity": 13668.52, "return_pct": 36.69 }, { "date": "2025-06-23", "equity": 13788.66, "return_pct": 37.89 }, { "date": "2025-06-24", "equity": 13974.42, "return_pct": 39.74 }, { "date": "2025-06-25", "equity": 13926.97, "return_pct": 39.27 }, { "date": "2025-06-26", "equity": 14181.03, "return_pct": 41.81 }, { "date": "2025-06-27", "equity": 14360.52, "return_pct": 43.61 }, { "date": "2025-06-30", "equity": 14412.11, "return_pct": 44.12 }, { "date": "2025-07-01", "equity": 14119.51, "return_pct": 41.2 }, { "date": "2025-07-02", "equity": 14200.52, "return_pct": 42.01 }, { "date": "2025-07-03", "equity": 14334.32, "return_pct": 43.34 }, { "date": "2025-07-07", "equity": 14369.7, "return_pct": 43.7 }, { "date": "2025-07-08", "equity": 14284.24, "return_pct": 42.84 }, { "date": "2025-07-09", "equity": 14299.8, "return_pct": 43.0 }, { "date": "2025-07-10", "equity": 14227.05, "return_pct": 42.27 }, { "date": "2025-07-11", "equity": 14388.14, "return_pct": 43.88 }, { "date": "2025-07-14", "equity": 14524.11, "return_pct": 45.24 }, { "date": "2025-07-15", "equity": 14456.88, "return_pct": 44.57 }, { "date": "2025-07-16", "equity": 14535.83, "return_pct": 45.36 }, { "date": "2025-07-17", "equity": 14630.42, "return_pct": 46.3 }, { "date": "2025-07-18", "equity": 14609.83, "return_pct": 46.1 }, { "date": "2025-07-21", "equity": 14517.89, "return_pct": 45.18 }, { "date": "2025-07-22", "equity": 14319.93, "return_pct": 43.2 }, { "date": "2025-07-23", "equity": 14408.33, "return_pct": 44.08 }, { "date": "2025-07-24", "equity": 14542.07, "return_pct": 45.42 }, { "date": "2025-07-25", "equity": 14552.61, "return_pct": 45.53 }, { "date": "2025-07-28", "equity": 14551.16, "return_pct": 45.51 }, { "date": "2025-07-29", "equity": 14623.55, "return_pct": 46.24 }, { "date": "2025-07-30", "equity": 14530.76, "return_pct": 45.31 }, { "date": "2025-07-31", "equity": 14482.41, "return_pct": 44.82 }, { "date": "2025-08-01", "equity": 14081.1, "return_pct": 40.81 }, { "date": "2025-08-04", "equity": 14223.82, "return_pct": 42.24 }, { "date": "2025-08-05", "equity": 14162.46, "return_pct": 41.62 }, { "date": "2025-08-06", "equity": 14214.08, "return_pct": 42.14 }, { "date": "2025-08-07", "equity": 14234.45, "return_pct": 42.34 }, { "date": "2025-08-08", "equity": 14356.32, "return_pct": 43.56 }, { "date": "2025-08-11", "equity": 14447.39, "return_pct": 44.47 }, { "date": "2025-08-12", "equity": 14609.72, "return_pct": 46.1 }, { "date": "2025-08-13", "equity": 14593.3, "return_pct": 45.93 }, { "date": "2025-08-14", "equity": 14535.98, "return_pct": 45.36 }, { "date": "2025-08-15", "equity": 14601.5, "return_pct": 46.01 }, { "date": "2025-08-18", "equity": 14667.06, "return_pct": 46.67 }, { "date": "2025-08-19", "equity": 14535.06, "return_pct": 45.35 }, { "date": "2025-08-20", "equity": 14454.48, "return_pct": 44.54 }, { "date": "2025-08-21", "equity": 14328.0, "return_pct": 43.28 }, { "date": "2025-08-22", "equity": 14745.1, "return_pct": 47.45 }, { "date": "2025-08-25", "equity": 14714.75, "return_pct": 47.15 }, { "date": "2025-08-26", "equity": 14866.11, "return_pct": 48.66 }, { "date": "2025-08-27", "equity": 14911.45, "return_pct": 49.11 }, { "date": "2025-08-28", "equity": 14956.86, "return_pct": 49.57 }, { "date": "2025-08-29", "equity": 14574.45, "return_pct": 45.74 }, { "date": "2025-09-02", "equity": 14555.35, "return_pct": 45.55 }, { "date": "2025-09-03", "equity": 14530.03, "return_pct": 45.3 }, { "date": "2025-09-04", "equity": 14583.17, "return_pct": 45.83 }, { "date": "2025-09-05", "equity": 14714.72, "return_pct": 47.15 }, { "date": "2025-09-08", "equity": 14709.79, "return_pct": 47.1 }, { "date": "2025-09-09", "equity": 14690.81, "return_pct": 46.91 }, { "date": "2025-09-10", "equity": 14704.11, "return_pct": 47.04 }, { "date": "2025-09-11", "equity": 14962.81, "return_pct": 49.63 }, { "date": "2025-09-12", "equity": 15102.44, "return_pct": 51.02 }, { "date": "2025-09-15", "equity": 15178.95, "return_pct": 51.79 }, { "date": "2025-09-16", "equity": 15171.71, "return_pct": 51.72 }, { "date": "2025-09-17", "equity": 15083.01, "return_pct": 50.83 }, { "date": "2025-09-18", "equity": 15338.71, "return_pct": 53.39 }, { "date": "2025-09-19", "equity": 15522.47, "return_pct": 55.22 }, { "date": "2025-09-22", "equity": 15412.98, "return_pct": 54.13 }, { "date": "2025-09-23", "equity": 15276.85, "return_pct": 52.77 }, { "date": "2025-09-24", "equity": 15073.53, "return_pct": 50.74 }, { "date": "2025-09-25", "equity": 14870.1, "return_pct": 48.7 }, { "date": "2025-09-26", "equity": 14939.43, "return_pct": 49.39 }, { "date": "2025-09-29", "equity": 15105.43, "return_pct": 51.05 }, { "date": "2025-09-30", "equity": 15124.4, "return_pct": 51.24 }, { "date": "2025-10-01", "equity": 15450.07, "return_pct": 54.5 }, { "date": "2025-10-02", "equity": 15635.46, "return_pct": 56.35 }, { "date": "2025-10-03", "equity": 15655.04, "return_pct": 56.55 }, { "date": "2025-10-06", "equity": 15888.5, "return_pct": 58.89 }, { "date": "2025-10-07", "equity": 15702.28, "return_pct": 57.02 }, { "date": "2025-10-08", "equity": 15812.0, "return_pct": 58.12 }, { "date": "2025-10-09", "equity": 15583.74, "return_pct": 55.84 }, { "date": "2025-10-10", "equity": 15148.57, "return_pct": 51.49 }, { "date": "2025-10-13", "equity": 15361.74, "return_pct": 53.62 }, { "date": "2025-10-14", "equity": 15118.26, "return_pct": 51.18 }, { "date": "2025-10-15", "equity": 15203.83, "return_pct": 52.04 }, { "date": "2025-10-16", "equity": 15241.74, "return_pct": 52.42 }, { "date": "2025-10-17", "equity": 14992.73, "return_pct": 49.93 }, { "date": "2025-10-20", "equity": 15170.72, "return_pct": 51.71 }, { "date": "2025-10-21", "equity": 15063.4, "return_pct": 50.63 }, { "date": "2025-10-22", "equity": 14745.9, "return_pct": 47.46 }, { "date": "2025-10-23", "equity": 14776.57, "return_pct": 47.77 }, { "date": "2025-10-24", "equity": 15008.46, "return_pct": 50.08 }, { "date": "2025-10-27", "equity": 15255.2, "return_pct": 52.55 }, { "date": "2025-10-28", "equity": 15266.91, "return_pct": 52.67 }, { "date": "2025-10-29", "equity": 15237.82, "return_pct": 52.38 }, { "date": "2025-10-30", "equity": 15276.99, "return_pct": 52.77 }, { "date": "2025-10-31", "equity": 15445.14, "return_pct": 54.45 }, { "date": "2025-11-03", "equity": 15280.9, "return_pct": 52.81 }, { "date": "2025-11-04", "equity": 15180.8, "return_pct": 51.81 }, { "date": "2025-11-05", "equity": 14767.0, "return_pct": 47.67 }, { "date": "2025-11-06", "equity": 14671.43, "return_pct": 46.71 }, { "date": "2025-11-07", "equity": 14827.97, "return_pct": 48.28 }, { "date": "2025-11-10", "equity": 14931.17, "return_pct": 49.31 }, { "date": "2025-11-11", "equity": 14705.78, "return_pct": 47.06 }, { "date": "2025-11-12", "equity": 14635.9, "return_pct": 46.36 }, { "date": "2025-11-13", "equity": 14400.5, "return_pct": 44.01 }, { "date": "2025-11-14", "equity": 14420.95, "return_pct": 44.21 }, { "date": "2025-11-17", "equity": 14343.46, "return_pct": 43.43 }, { "date": "2025-11-18", "equity": 14394.89, "return_pct": 43.95 }, { "date": "2025-11-19", "equity": 14328.3, "return_pct": 43.28 }, { "date": "2025-11-20", "equity": 14300.36, "return_pct": 43.0 }, { "date": "2025-11-21", "equity": 14346.44, "return_pct": 43.46 }, { "date": "2025-11-24", "equity": 14307.93, "return_pct": 43.08 }, { "date": "2025-11-25", "equity": 14347.81, "return_pct": 43.48 }, { "date": "2025-11-26", "equity": 14458.91, "return_pct": 44.59 }, { "date": "2025-11-28", "equity": 14476.34, "return_pct": 44.76 }, { "date": "2025-12-01", "equity": 14450.82, "return_pct": 44.51 }, { "date": "2025-12-02", "equity": 14497.12, "return_pct": 44.97 }, { "date": "2025-12-03", "equity": 14431.16, "return_pct": 44.31 }, { "date": "2025-12-04", "equity": 14745.83, "return_pct": 47.46 }, { "date": "2025-12-05", "equity": 15120.17, "return_pct": 51.2 }, { "date": "2025-12-08", "equity": 14982.69, "return_pct": 49.83 }, { "date": "2025-12-09", "equity": 14975.42, "return_pct": 49.75 }, { "date": "2025-12-10", "equity": 15090.0, "return_pct": 50.9 }, { "date": "2025-12-11", "equity": 15325.97, "return_pct": 53.26 }, { "date": "2025-12-12", "equity": 15069.09, "return_pct": 50.69 }, { "date": "2025-12-15", "equity": 15074.9, "return_pct": 50.75 }, { "date": "2025-12-16", "equity": 15091.65, "return_pct": 50.92 }, { "date": "2025-12-17", "equity": 15032.36, "return_pct": 50.32 }, { "date": "2025-12-18", "equity": 15108.57, "return_pct": 51.09 }, { "date": "2025-12-19", "equity": 15236.44, "return_pct": 52.36 }, { "date": "2025-12-22", "equity": 15437.19, "return_pct": 54.37 }, { "date": "2025-12-23", "equity": 15227.11, "return_pct": 52.27 }, { "date": "2025-12-24", "equity": 15380.56, "return_pct": 53.81 }, { "date": "2025-12-26", "equity": 15416.28, "return_pct": 54.16 }, { "date": "2025-12-29", "equity": 15316.93, "return_pct": 53.17 }, { "date": "2025-12-30", "equity": 15205.22, "return_pct": 52.05 }, { "date": "2025-12-31", "equity": 15012.34, "return_pct": 50.12 }, { "date": "2026-01-02", "equity": 15492.3, "return_pct": 54.92 }, { "date": "2026-01-05", "equity": 15618.04, "return_pct": 56.18 }, { "date": "2026-01-06", "equity": 16042.26, "return_pct": 60.42 }, { "date": "2026-01-07", "equity": 15680.31, "return_pct": 56.8 }, { "date": "2026-01-08", "equity": 15605.23, "return_pct": 56.05 }, { "date": "2026-01-09", "equity": 15889.6, "return_pct": 58.9 }, { "date": "2026-01-12", "equity": 16159.9, "return_pct": 61.6 }, { "date": "2026-01-13", "equity": 16569.25, "return_pct": 65.69 }, { "date": "2026-01-14", "equity": 16558.07, "return_pct": 65.58 }, { "date": "2026-01-15", "equity": 16731.13, "return_pct": 67.31 }, { "date": "2026-01-16", "equity": 16466.02, "return_pct": 64.66 }, { "date": "2026-01-20", "equity": 16668.77, "return_pct": 66.69 }, { "date": "2026-01-21", "equity": 17250.89, "return_pct": 72.51 }, { "date": "2026-01-22", "equity": 17354.63, "return_pct": 73.55 }, { "date": "2026-01-23", "equity": 16886.2, "return_pct": 68.86 }, { "date": "2026-01-26", "equity": 16782.51, "return_pct": 67.83 }, { "date": "2026-01-27", "equity": 16695.7, "return_pct": 66.96 }, { "date": "2026-01-28", "equity": 16957.52, "return_pct": 69.58 }, { "date": "2026-01-29", "equity": 16985.87, "return_pct": 69.86 }, { "date": "2026-01-30", "equity": 16582.55, "return_pct": 65.83 }, { "date": "2026-02-02", "equity": 17016.22, "return_pct": 70.16 }, { "date": "2026-02-03", "equity": 17147.09, "return_pct": 71.47 }, { "date": "2026-02-04", "equity": 17086.97, "return_pct": 70.87 }, { "date": "2026-02-05", "equity": 17226.93, "return_pct": 72.27 }, { "date": "2026-02-06", "equity": 17566.91, "return_pct": 75.67 }, { "date": "2026-02-09", "equity": 17710.83, "return_pct": 77.11 }, { "date": "2026-02-10", "equity": 17944.37, "return_pct": 79.44 }, { "date": "2026-02-11", "equity": 18274.28, "return_pct": 82.74 }, { "date": "2026-02-12", "equity": 17960.7, "return_pct": 79.61 }, { "date": "2026-02-13", "equity": 17992.94, "return_pct": 79.93 }, { "date": "2026-02-17", "equity": 17933.88, "return_pct": 79.34 }, { "date": "2026-02-18", "equity": 17723.55, "return_pct": 77.24 }, { "date": "2026-02-19", "equity": 17696.02, "return_pct": 76.96 }, { "date": "2026-02-20", "equity": 17670.91, "return_pct": 76.71 }, { "date": "2026-02-23", "equity": 17676.11, "return_pct": 76.76 }, { "date": "2026-02-24", "equity": 17834.95, "return_pct": 78.35 }, { "date": "2026-02-25", "equity": 17776.73, "return_pct": 77.77 }, { "date": "2026-02-26", "equity": 17819.87, "return_pct": 78.2 }, { "date": "2026-02-27", "equity": 17974.05, "return_pct": 79.74 }, { "date": "2026-03-02", "equity": 17970.84, "return_pct": 79.71 }, { "date": "2026-03-03", "equity": 17761.71, "return_pct": 77.62 }, { "date": "2026-03-04", "equity": 17634.96, "return_pct": 76.35 }, { "date": "2026-03-05", "equity": 17327.52, "return_pct": 73.28 }, { "date": "2026-03-06", "equity": 17282.17, "return_pct": 72.82 }, { "date": "2026-03-09", "equity": 17284.18, "return_pct": 72.84 }, { "date": "2026-03-10", "equity": 17184.75, "return_pct": 71.85 }, { "date": "2026-03-11", "equity": 17255.48, "return_pct": 72.55 }, { "date": "2026-03-12", "equity": 17361.32, "return_pct": 73.61 }, { "date": "2026-03-13", "equity": 17379.07, "return_pct": 73.79 }, { "date": "2026-03-16", "equity": 17389.32, "return_pct": 73.89 }, { "date": "2026-03-17", "equity": 17609.14, "return_pct": 76.09 }, { "date": "2026-03-18", "equity": 17462.97, "return_pct": 74.63 }, { "date": "2026-03-19", "equity": 17394.72, "return_pct": 73.95 }, { "date": "2026-03-20", "equity": 17037.29, "return_pct": 70.37 }, { "date": "2026-03-23", "equity": 17201.41, "return_pct": 72.01 }, { "date": "2026-03-24", "equity": 17218.02, "return_pct": 72.18 }, { "date": "2026-03-25", "equity": 17425.65, "return_pct": 74.26 }, { "date": "2026-03-26", "equity": 17174.15, "return_pct": 71.74 }, { "date": "2026-03-27", "equity": 17180.12, "return_pct": 71.8 }, { "date": "2026-03-30", "equity": 17030.18, "return_pct": 70.3 }, { "date": "2026-03-31", "equity": 17139.77, "return_pct": 71.4 }, { "date": "2026-04-01", "equity": 17149.96, "return_pct": 71.5 }, { "date": "2026-04-02", "equity": 17333.2, "return_pct": 73.33 }, { "date": "2026-04-06", "equity": 17317.17, "return_pct": 73.17 }, { "date": "2026-04-07", "equity": 17300.69, "return_pct": 73.01 }, { "date": "2026-04-08", "equity": 17410.73, "return_pct": 74.11 }, { "date": "2026-04-09", "equity": 17395.03, "return_pct": 73.95 }, { "date": "2026-04-10", "equity": 17599.7, "return_pct": 76.0 }, { "date": "2026-04-13", "equity": 17805.39, "return_pct": 78.05 }, { "date": "2026-04-14", "equity": 18125.03, "return_pct": 81.25 }, { "date": "2026-04-15", "equity": 17935.67, "return_pct": 79.36 }, { "date": "2026-04-16", "equity": 18544.6, "return_pct": 85.45 }, { "date": "2026-04-17", "equity": 18395.01, "return_pct": 83.95 }, { "date": "2026-04-20", "equity": 18259.1, "return_pct": 82.59 }, { "date": "2026-04-21", "equity": 18112.46, "return_pct": 81.12 }, { "date": "2026-04-22", "equity": 18472.34, "return_pct": 84.72 }, { "date": "2026-04-23", "equity": 18515.03, "return_pct": 85.15 }, { "date": "2026-04-24", "equity": 19055.76, "return_pct": 90.56 }, { "date": "2026-04-27", "equity": 19228.87, "return_pct": 92.29 }, { "date": "2026-04-28", "equity": 18745.61, "return_pct": 87.46 }, { "date": "2026-04-29", "equity": 18843.26, "return_pct": 88.43 }, { "date": "2026-04-30", "equity": 19668.15, "return_pct": 96.68 }, { "date": "2026-05-01", "equity": 19856.78, "return_pct": 98.57 }, { "date": "2026-05-04", "equity": 19552.2, "return_pct": 95.52 }, { "date": "2026-05-05", "equity": 20016.08, "return_pct": 100.16 }, { "date": "2026-05-06", "equity": 20191.79, "return_pct": 101.92 }, { "date": "2026-05-07", "equity": 20349.47, "return_pct": 103.49 }, { "date": "2026-05-08", "equity": 20556.01, "return_pct": 105.56 }, { "date": "2026-05-11", "equity": 20789.17, "return_pct": 107.89 }, { "date": "2026-05-12", "equity": 20777.43, "return_pct": 107.77 }, { "date": "2026-05-13", "equity": 21268.35, "return_pct": 112.68 }, { "date": "2026-05-14", "equity": 21088.98, "return_pct": 110.89 }, { "date": "2026-05-15", "equity": 20725.98, "return_pct": 107.26 }, { "date": "2026-05-18", "equity": 20607.03, "return_pct": 106.07 }, { "date": "2026-05-19", "equity": 20394.87, "return_pct": 103.95 }, { "date": "2026-05-20", "equity": 20116.66, "return_pct": 101.17 }, { "date": "2026-05-21", "equity": 19957.56, "return_pct": 99.58 }, { "date": "2026-05-22", "equity": 19992.7, "return_pct": 99.93 }, { "date": "2026-05-26", "equity": 19979.63, "return_pct": 99.8 }, { "date": "2026-05-27", "equity": 20050.68, "return_pct": 100.51 }, { "date": "2026-05-28", "equity": 20057.98, "return_pct": 100.58 }, { "date": "2026-05-29", "equity": 19996.72, "return_pct": 99.97 }, { "date": "2026-06-01", "equity": 20063.23, "return_pct": 100.63 }, { "date": "2026-06-02", "equity": 20035.86, "return_pct": 100.36 }, { "date": "2026-06-03", "equity": 20140.51, "return_pct": 101.41 }, { "date": "2026-06-04", "equity": 20224.14, "return_pct": 102.24 }, { "date": "2026-06-05", "equity": 20180.43, "return_pct": 101.8 }, { "date": "2026-06-08", "equity": 20119.14, "return_pct": 101.19 }, { "date": "2026-06-09", "equity": 20283.07, "return_pct": 102.83 }, { "date": "2026-06-10", "equity": 20417.5, "return_pct": 104.17 }, { "date": "2026-06-11", "equity": 20395.75, "return_pct": 103.96 }, { "date": "2026-06-12", "equity": 20520.01, "return_pct": 105.2 }, { "date": "2026-06-15", "equity": 20522.9, "return_pct": 105.23 }, { "date": "2026-06-16", "equity": 20482.03, "return_pct": 104.82 }, { "date": "2026-06-17", "equity": 20452.31, "return_pct": 104.52 }, { "date": "2026-06-18", "equity": 20359.21, "return_pct": 103.59 }, { "date": "2026-06-22", "equity": 20379.23, "return_pct": 103.79 }, { "date": "2026-06-23", "equity": 20506.6, "return_pct": 105.07 }, { "date": "2026-06-24", "equity": 20591.23, "return_pct": 105.91 }, { "date": "2026-06-25", "equity": 20627.15, "return_pct": 106.27 }, { "date": "2026-06-26", "equity": 20692.58, "return_pct": 106.93 }, { "date": "2026-06-29", "equity": 20657.49, "return_pct": 106.57 }, { "date": "2026-06-30", "equity": 20685.15, "return_pct": 106.85 }, { "date": "2026-07-01", "equity": 20683.55, "return_pct": 106.84 }, { "date": "2026-07-02", "equity": 20683.55, "return_pct": 106.84 } ], "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", "exit_policy": "hold", "live_exit_mode": null, "lookback": "all", "lookback_label": "All history", "starting_capital": 10000.0, "final_equity": 20683.55, "total_return_pct": 106.8, "cagr_pct": 43.8, "max_drawdown_pct": 13.3, "sharpe": 1.95, "trades": 148, "win_rate": 39.9, "avg_trade_pnl": 72.19, "best_trade_r": 10.41, "worst_trade_r": -4.3, "best_trade_pnl": 1718.94, "worst_trade_pnl": -650.55, "avg_hold_days": 17.6, "exit_reasons": { "stop": 85, "time": 63 }, "skipped_book_full": 0, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 24.7 }, { "year": 2025, "return_pct": 20.4 }, { "year": 2026, "return_pct": 37.8 } ], "start_date": "2024-07-01", "end_date": "2026-07-02", "equity_curve": [ { "date": "2024-07-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-07-02", "equity": 9992.0, "return_pct": -0.08 }, { "date": "2024-07-03", "equity": 9983.72, "return_pct": -0.16 }, { "date": "2024-07-05", "equity": 9952.95, "return_pct": -0.47 }, { "date": "2024-07-08", "equity": 9977.65, "return_pct": -0.22 }, { "date": "2024-07-09", "equity": 10016.89, "return_pct": 0.17 }, { "date": "2024-07-10", "equity": 10182.75, "return_pct": 1.83 }, { "date": "2024-07-11", "equity": 10027.82, "return_pct": 0.28 }, { "date": "2024-07-12", "equity": 10224.1, "return_pct": 2.24 }, { "date": "2024-07-15", "equity": 10385.84, "return_pct": 3.86 }, { "date": "2024-07-16", "equity": 10312.56, "return_pct": 3.13 }, { "date": "2024-07-17", "equity": 9912.41, "return_pct": -0.88 }, { "date": "2024-07-18", "equity": 9687.91, "return_pct": -3.12 }, { "date": "2024-07-19", "equity": 9722.76, "return_pct": -2.77 }, { "date": "2024-07-22", "equity": 9767.74, "return_pct": -2.32 }, { "date": "2024-07-23", "equity": 9711.77, "return_pct": -2.88 }, { "date": "2024-07-24", "equity": 9655.57, "return_pct": -3.44 }, { "date": "2024-07-25", "equity": 9554.62, "return_pct": -4.45 }, { "date": "2024-07-26", "equity": 9655.73, "return_pct": -3.44 }, { "date": "2024-07-29", "equity": 9599.18, "return_pct": -4.01 }, { "date": "2024-07-30", "equity": 9535.97, "return_pct": -4.64 }, { "date": "2024-07-31", "equity": 9636.85, "return_pct": -3.63 }, { "date": "2024-08-01", "equity": 9626.54, "return_pct": -3.73 }, { "date": "2024-08-02", "equity": 9305.28, "return_pct": -6.95 }, { "date": "2024-08-05", "equity": 9134.24, "return_pct": -8.66 }, { "date": "2024-08-06", "equity": 9211.31, "return_pct": -7.89 }, { "date": "2024-08-07", "equity": 9122.2, "return_pct": -8.78 }, { "date": "2024-08-08", "equity": 9312.48, "return_pct": -6.88 }, { "date": "2024-08-09", "equity": 9319.95, "return_pct": -6.8 }, { "date": "2024-08-12", "equity": 9326.73, "return_pct": -6.73 }, { "date": "2024-08-13", "equity": 9403.67, "return_pct": -5.96 }, { "date": "2024-08-14", "equity": 9351.59, "return_pct": -6.48 }, { "date": "2024-08-15", "equity": 9564.21, "return_pct": -4.36 }, { "date": "2024-08-16", "equity": 9497.69, "return_pct": -5.02 }, { "date": "2024-08-19", "equity": 9634.42, "return_pct": -3.66 }, { "date": "2024-08-20", "equity": 9678.92, "return_pct": -3.21 }, { "date": "2024-08-21", "equity": 9717.17, "return_pct": -2.83 }, { "date": "2024-08-22", "equity": 9609.34, "return_pct": -3.91 }, { "date": "2024-08-23", "equity": 9791.05, "return_pct": -2.09 }, { "date": "2024-08-26", "equity": 9647.98, "return_pct": -3.52 }, { "date": "2024-08-27", "equity": 9719.87, "return_pct": -2.8 }, { "date": "2024-08-28", "equity": 9641.94, "return_pct": -3.58 }, { "date": "2024-08-29", "equity": 9641.84, "return_pct": -3.58 }, { "date": "2024-08-30", "equity": 9775.68, "return_pct": -2.24 }, { "date": "2024-09-03", "equity": 9384.74, "return_pct": -6.15 }, { "date": "2024-09-04", "equity": 9302.92, "return_pct": -6.97 }, { "date": "2024-09-05", "equity": 9240.04, "return_pct": -7.6 }, { "date": "2024-09-06", "equity": 9014.99, "return_pct": -9.85 }, { "date": "2024-09-09", "equity": 9107.71, "return_pct": -8.92 }, { "date": "2024-09-10", "equity": 9005.54, "return_pct": -9.94 }, { "date": "2024-09-11", "equity": 9028.78, "return_pct": -9.71 }, { "date": "2024-09-12", "equity": 9199.7, "return_pct": -8.0 }, { "date": "2024-09-13", "equity": 9328.64, "return_pct": -6.71 }, { "date": "2024-09-16", "equity": 9448.65, "return_pct": -5.51 }, { "date": "2024-09-17", "equity": 9468.85, "return_pct": -5.31 }, { "date": "2024-09-18", "equity": 9382.44, "return_pct": -6.18 }, { "date": "2024-09-19", "equity": 9540.82, "return_pct": -4.59 }, { "date": "2024-09-20", "equity": 9946.23, "return_pct": -0.54 }, { "date": "2024-09-23", "equity": 10000.03, "return_pct": 0.0 }, { "date": "2024-09-24", "equity": 10000.93, "return_pct": 0.01 }, { "date": "2024-09-25", "equity": 10052.8, "return_pct": 0.53 }, { "date": "2024-09-26", "equity": 10023.18, "return_pct": 0.23 }, { "date": "2024-09-27", "equity": 10064.95, "return_pct": 0.65 }, { "date": "2024-09-30", "equity": 10114.9, "return_pct": 1.15 }, { "date": "2024-10-01", "equity": 10063.92, "return_pct": 0.64 }, { "date": "2024-10-02", "equity": 10175.77, "return_pct": 1.76 }, { "date": "2024-10-03", "equity": 10259.27, "return_pct": 2.59 }, { "date": "2024-10-04", "equity": 10596.82, "return_pct": 5.97 }, { "date": "2024-10-07", "equity": 10572.09, "return_pct": 5.72 }, { "date": "2024-10-08", "equity": 10860.53, "return_pct": 8.61 }, { "date": "2024-10-09", "equity": 10702.47, "return_pct": 7.02 }, { "date": "2024-10-10", "equity": 10677.2, "return_pct": 6.77 }, { "date": "2024-10-11", "equity": 11102.9, "return_pct": 11.03 }, { "date": "2024-10-14", "equity": 11111.08, "return_pct": 11.11 }, { "date": "2024-10-15", "equity": 10934.74, "return_pct": 9.35 }, { "date": "2024-10-16", "equity": 11128.69, "return_pct": 11.29 }, { "date": "2024-10-17", "equity": 11054.43, "return_pct": 10.54 }, { "date": "2024-10-18", "equity": 11214.09, "return_pct": 12.14 }, { "date": "2024-10-21", "equity": 11303.08, "return_pct": 13.03 }, { "date": "2024-10-22", "equity": 11269.35, "return_pct": 12.69 }, { "date": "2024-10-23", "equity": 11070.67, "return_pct": 10.71 }, { "date": "2024-10-24", "equity": 11288.95, "return_pct": 12.89 }, { "date": "2024-10-25", "equity": 11384.84, "return_pct": 13.85 }, { "date": "2024-10-28", "equity": 11525.99, "return_pct": 15.26 }, { "date": "2024-10-29", "equity": 11592.46, "return_pct": 15.92 }, { "date": "2024-10-30", "equity": 11503.49, "return_pct": 15.03 }, { "date": "2024-10-31", "equity": 11430.89, "return_pct": 14.31 }, { "date": "2024-11-01", "equity": 11312.94, "return_pct": 13.13 }, { "date": "2024-11-04", "equity": 11336.98, "return_pct": 13.37 }, { "date": "2024-11-05", "equity": 11499.65, "return_pct": 15.0 }, { "date": "2024-11-06", "equity": 12253.14, "return_pct": 22.53 }, { "date": "2024-11-07", "equity": 12227.58, "return_pct": 22.28 }, { "date": "2024-11-08", "equity": 12274.26, "return_pct": 22.74 }, { "date": "2024-11-11", "equity": 12940.46, "return_pct": 29.4 }, { "date": "2024-11-12", "equity": 13032.63, "return_pct": 30.33 }, { "date": "2024-11-13", "equity": 12689.46, "return_pct": 26.89 }, { "date": "2024-11-14", "equity": 12719.32, "return_pct": 27.19 }, { "date": "2024-11-15", "equity": 12741.36, "return_pct": 27.41 }, { "date": "2024-11-18", "equity": 12907.11, "return_pct": 29.07 }, { "date": "2024-11-19", "equity": 12905.54, "return_pct": 29.06 }, { "date": "2024-11-20", "equity": 12963.57, "return_pct": 29.64 }, { "date": "2024-11-21", "equity": 13014.59, "return_pct": 30.15 }, { "date": "2024-11-22", "equity": 13215.33, "return_pct": 32.15 }, { "date": "2024-11-25", "equity": 13337.31, "return_pct": 33.37 }, { "date": "2024-11-26", "equity": 13191.56, "return_pct": 31.92 }, { "date": "2024-11-27", "equity": 13237.19, "return_pct": 32.37 }, { "date": "2024-11-29", "equity": 13306.2, "return_pct": 33.06 }, { "date": "2024-12-02", "equity": 13159.27, "return_pct": 31.59 }, { "date": "2024-12-03", "equity": 13207.48, "return_pct": 32.07 }, { "date": "2024-12-04", "equity": 13239.16, "return_pct": 32.39 }, { "date": "2024-12-05", "equity": 13082.09, "return_pct": 30.82 }, { "date": "2024-12-06", "equity": 13175.38, "return_pct": 31.75 }, { "date": "2024-12-09", "equity": 12918.46, "return_pct": 29.18 }, { "date": "2024-12-10", "equity": 12684.9, "return_pct": 26.85 }, { "date": "2024-12-11", "equity": 12808.33, "return_pct": 28.08 }, { "date": "2024-12-12", "equity": 12826.91, "return_pct": 28.27 }, { "date": "2024-12-13", "equity": 12894.4, "return_pct": 28.94 }, { "date": "2024-12-16", "equity": 13100.22, "return_pct": 31.0 }, { "date": "2024-12-17", "equity": 12999.96, "return_pct": 30.0 }, { "date": "2024-12-18", "equity": 12592.18, "return_pct": 25.92 }, { "date": "2024-12-19", "equity": 12525.74, "return_pct": 25.26 }, { "date": "2024-12-20", "equity": 12525.74, "return_pct": 25.26 }, { "date": "2024-12-23", "equity": 12525.74, "return_pct": 25.26 }, { "date": "2024-12-24", "equity": 12525.74, "return_pct": 25.26 }, { "date": "2024-12-26", "equity": 12525.74, "return_pct": 25.26 }, { "date": "2024-12-27", "equity": 12524.45, "return_pct": 25.24 }, { "date": "2024-12-30", "equity": 12500.04, "return_pct": 25.0 }, { "date": "2024-12-31", "equity": 12466.4, "return_pct": 24.66 }, { "date": "2025-01-02", "equity": 12538.3, "return_pct": 25.38 }, { "date": "2025-01-03", "equity": 12601.3, "return_pct": 26.01 }, { "date": "2025-01-06", "equity": 12646.16, "return_pct": 26.46 }, { "date": "2025-01-07", "equity": 12573.52, "return_pct": 25.74 }, { "date": "2025-01-08", "equity": 12606.0, "return_pct": 26.06 }, { "date": "2025-01-10", "equity": 12616.25, "return_pct": 26.16 }, { "date": "2025-01-13", "equity": 12599.59, "return_pct": 26.0 }, { "date": "2025-01-14", "equity": 12709.28, "return_pct": 27.09 }, { "date": "2025-01-15", "equity": 12893.59, "return_pct": 28.94 }, { "date": "2025-01-16", "equity": 12842.07, "return_pct": 28.42 }, { "date": "2025-01-17", "equity": 12939.04, "return_pct": 29.39 }, { "date": "2025-01-21", "equity": 13096.45, "return_pct": 30.96 }, { "date": "2025-01-22", "equity": 13107.81, "return_pct": 31.08 }, { "date": "2025-01-23", "equity": 12898.14, "return_pct": 28.98 }, { "date": "2025-01-24", "equity": 12851.88, "return_pct": 28.52 }, { "date": "2025-01-27", "equity": 12454.51, "return_pct": 24.55 }, { "date": "2025-01-28", "equity": 12554.66, "return_pct": 25.55 }, { "date": "2025-01-29", "equity": 12562.36, "return_pct": 25.62 }, { "date": "2025-01-30", "equity": 12441.94, "return_pct": 24.42 }, { "date": "2025-01-31", "equity": 12377.33, "return_pct": 23.77 }, { "date": "2025-02-03", "equity": 12512.41, "return_pct": 25.12 }, { "date": "2025-02-04", "equity": 12548.65, "return_pct": 25.49 }, { "date": "2025-02-05", "equity": 12710.76, "return_pct": 27.11 }, { "date": "2025-02-06", "equity": 12606.87, "return_pct": 26.07 }, { "date": "2025-02-07", "equity": 12685.45, "return_pct": 26.85 }, { "date": "2025-02-10", "equity": 12773.42, "return_pct": 27.73 }, { "date": "2025-02-11", "equity": 12604.08, "return_pct": 26.04 }, { "date": "2025-02-12", "equity": 12763.76, "return_pct": 27.64 }, { "date": "2025-02-13", "equity": 12913.75, "return_pct": 29.14 }, { "date": "2025-02-14", "equity": 13221.83, "return_pct": 32.22 }, { "date": "2025-02-18", "equity": 13269.36, "return_pct": 32.69 }, { "date": "2025-02-19", "equity": 13254.02, "return_pct": 32.54 }, { "date": "2025-02-20", "equity": 12934.33, "return_pct": 29.34 }, { "date": "2025-02-21", "equity": 12688.54, "return_pct": 26.89 }, { "date": "2025-02-24", "equity": 12620.22, "return_pct": 26.2 }, { "date": "2025-02-25", "equity": 12556.26, "return_pct": 25.56 }, { "date": "2025-02-26", "equity": 12578.72, "return_pct": 25.79 }, { "date": "2025-02-27", "equity": 12395.29, "return_pct": 23.95 }, { "date": "2025-02-28", "equity": 12482.48, "return_pct": 24.82 }, { "date": "2025-03-03", "equity": 12510.13, "return_pct": 25.1 }, { "date": "2025-03-04", "equity": 12292.72, "return_pct": 22.93 }, { "date": "2025-03-05", "equity": 12310.61, "return_pct": 23.11 }, { "date": "2025-03-06", "equity": 12189.81, "return_pct": 21.9 }, { "date": "2025-03-07", "equity": 12227.79, "return_pct": 22.28 }, { "date": "2025-03-10", "equity": 12356.22, "return_pct": 23.56 }, { "date": "2025-03-11", "equity": 12153.02, "return_pct": 21.53 }, { "date": "2025-03-12", "equity": 12085.68, "return_pct": 20.86 }, { "date": "2025-03-13", "equity": 12117.65, "return_pct": 21.18 }, { "date": "2025-03-14", "equity": 12190.8, "return_pct": 21.91 }, { "date": "2025-03-17", "equity": 12204.52, "return_pct": 22.05 }, { "date": "2025-03-18", "equity": 12118.31, "return_pct": 21.18 }, { "date": "2025-03-19", "equity": 12148.01, "return_pct": 21.48 }, { "date": "2025-03-20", "equity": 12166.91, "return_pct": 21.67 }, { "date": "2025-03-21", "equity": 12152.78, "return_pct": 21.53 }, { "date": "2025-03-24", "equity": 12265.7, "return_pct": 22.66 }, { "date": "2025-03-25", "equity": 12285.8, "return_pct": 22.86 }, { "date": "2025-03-26", "equity": 12239.61, "return_pct": 22.4 }, { "date": "2025-03-27", "equity": 12212.8, "return_pct": 22.13 }, { "date": "2025-03-28", "equity": 12172.82, "return_pct": 21.73 }, { "date": "2025-03-31", "equity": 12204.21, "return_pct": 22.04 }, { "date": "2025-04-01", "equity": 12221.03, "return_pct": 22.21 }, { "date": "2025-04-02", "equity": 12244.16, "return_pct": 22.44 }, { "date": "2025-04-03", "equity": 12098.02, "return_pct": 20.98 }, { "date": "2025-04-04", "equity": 11874.5, "return_pct": 18.75 }, { "date": "2025-04-07", "equity": 11874.5, "return_pct": 18.75 }, { "date": "2025-04-08", "equity": 11874.5, "return_pct": 18.75 }, { "date": "2025-04-09", "equity": 11874.5, "return_pct": 18.75 }, { "date": "2025-04-10", "equity": 11874.5, "return_pct": 18.75 }, { "date": "2025-04-11", "equity": 11868.81, "return_pct": 18.69 }, { "date": "2025-04-14", "equity": 11942.61, "return_pct": 19.43 }, { "date": "2025-04-15", "equity": 11958.89, "return_pct": 19.59 }, { "date": "2025-04-16", "equity": 11843.54, "return_pct": 18.44 }, { "date": "2025-04-17", "equity": 11864.64, "return_pct": 18.65 }, { "date": "2025-04-21", "equity": 11747.46, "return_pct": 17.47 }, { "date": "2025-04-22", "equity": 11868.57, "return_pct": 18.69 }, { "date": "2025-04-23", "equity": 11943.2, "return_pct": 19.43 }, { "date": "2025-04-24", "equity": 11873.14, "return_pct": 18.73 }, { "date": "2025-04-25", "equity": 11887.17, "return_pct": 18.87 }, { "date": "2025-04-28", "equity": 11878.8, "return_pct": 18.79 }, { "date": "2025-04-29", "equity": 12063.28, "return_pct": 20.63 }, { "date": "2025-04-30", "equity": 12148.8, "return_pct": 21.49 }, { "date": "2025-05-01", "equity": 12246.1, "return_pct": 22.46 }, { "date": "2025-05-02", "equity": 12393.57, "return_pct": 23.94 }, { "date": "2025-05-05", "equity": 12421.41, "return_pct": 24.21 }, { "date": "2025-05-06", "equity": 12312.83, "return_pct": 23.13 }, { "date": "2025-05-07", "equity": 12247.94, "return_pct": 22.48 }, { "date": "2025-05-08", "equity": 12688.82, "return_pct": 26.89 }, { "date": "2025-05-09", "equity": 12639.35, "return_pct": 26.39 }, { "date": "2025-05-12", "equity": 12947.89, "return_pct": 29.48 }, { "date": "2025-05-13", "equity": 13335.96, "return_pct": 33.36 }, { "date": "2025-05-14", "equity": 13325.62, "return_pct": 33.26 }, { "date": "2025-05-15", "equity": 13243.83, "return_pct": 32.44 }, { "date": "2025-05-16", "equity": 13435.95, "return_pct": 34.36 }, { "date": "2025-05-19", "equity": 13498.52, "return_pct": 34.99 }, { "date": "2025-05-20", "equity": 13564.03, "return_pct": 35.64 }, { "date": "2025-05-21", "equity": 13300.82, "return_pct": 33.01 }, { "date": "2025-05-22", "equity": 13213.7, "return_pct": 32.14 }, { "date": "2025-05-23", "equity": 13127.84, "return_pct": 31.28 }, { "date": "2025-05-27", "equity": 13396.21, "return_pct": 33.96 }, { "date": "2025-05-28", "equity": 13285.45, "return_pct": 32.85 }, { "date": "2025-05-29", "equity": 13117.95, "return_pct": 31.18 }, { "date": "2025-05-30", "equity": 13248.35, "return_pct": 32.48 }, { "date": "2025-06-02", "equity": 13415.5, "return_pct": 34.16 }, { "date": "2025-06-03", "equity": 13635.12, "return_pct": 36.35 }, { "date": "2025-06-04", "equity": 13626.82, "return_pct": 36.27 }, { "date": "2025-06-05", "equity": 13591.19, "return_pct": 35.91 }, { "date": "2025-06-06", "equity": 13724.22, "return_pct": 37.24 }, { "date": "2025-06-09", "equity": 13671.61, "return_pct": 36.72 }, { "date": "2025-06-10", "equity": 13620.61, "return_pct": 36.21 }, { "date": "2025-06-11", "equity": 13736.27, "return_pct": 37.36 }, { "date": "2025-06-12", "equity": 13673.0, "return_pct": 36.73 }, { "date": "2025-06-13", "equity": 13521.73, "return_pct": 35.22 }, { "date": "2025-06-16", "equity": 13705.94, "return_pct": 37.06 }, { "date": "2025-06-17", "equity": 13627.28, "return_pct": 36.27 }, { "date": "2025-06-18", "equity": 13637.03, "return_pct": 36.37 }, { "date": "2025-06-20", "equity": 13668.52, "return_pct": 36.69 }, { "date": "2025-06-23", "equity": 13788.66, "return_pct": 37.89 }, { "date": "2025-06-24", "equity": 13974.42, "return_pct": 39.74 }, { "date": "2025-06-25", "equity": 13926.97, "return_pct": 39.27 }, { "date": "2025-06-26", "equity": 14181.03, "return_pct": 41.81 }, { "date": "2025-06-27", "equity": 14360.52, "return_pct": 43.61 }, { "date": "2025-06-30", "equity": 14412.11, "return_pct": 44.12 }, { "date": "2025-07-01", "equity": 14119.51, "return_pct": 41.2 }, { "date": "2025-07-02", "equity": 14200.52, "return_pct": 42.01 }, { "date": "2025-07-03", "equity": 14334.32, "return_pct": 43.34 }, { "date": "2025-07-07", "equity": 14369.7, "return_pct": 43.7 }, { "date": "2025-07-08", "equity": 14284.24, "return_pct": 42.84 }, { "date": "2025-07-09", "equity": 14299.8, "return_pct": 43.0 }, { "date": "2025-07-10", "equity": 14227.05, "return_pct": 42.27 }, { "date": "2025-07-11", "equity": 14388.14, "return_pct": 43.88 }, { "date": "2025-07-14", "equity": 14524.11, "return_pct": 45.24 }, { "date": "2025-07-15", "equity": 14456.88, "return_pct": 44.57 }, { "date": "2025-07-16", "equity": 14535.83, "return_pct": 45.36 }, { "date": "2025-07-17", "equity": 14630.42, "return_pct": 46.3 }, { "date": "2025-07-18", "equity": 14609.83, "return_pct": 46.1 }, { "date": "2025-07-21", "equity": 14517.89, "return_pct": 45.18 }, { "date": "2025-07-22", "equity": 14319.93, "return_pct": 43.2 }, { "date": "2025-07-23", "equity": 14408.33, "return_pct": 44.08 }, { "date": "2025-07-24", "equity": 14542.07, "return_pct": 45.42 }, { "date": "2025-07-25", "equity": 14552.61, "return_pct": 45.53 }, { "date": "2025-07-28", "equity": 14551.16, "return_pct": 45.51 }, { "date": "2025-07-29", "equity": 14623.55, "return_pct": 46.24 }, { "date": "2025-07-30", "equity": 14530.76, "return_pct": 45.31 }, { "date": "2025-07-31", "equity": 14482.41, "return_pct": 44.82 }, { "date": "2025-08-01", "equity": 14081.1, "return_pct": 40.81 }, { "date": "2025-08-04", "equity": 14223.82, "return_pct": 42.24 }, { "date": "2025-08-05", "equity": 14162.46, "return_pct": 41.62 }, { "date": "2025-08-06", "equity": 14214.08, "return_pct": 42.14 }, { "date": "2025-08-07", "equity": 14234.45, "return_pct": 42.34 }, { "date": "2025-08-08", "equity": 14356.32, "return_pct": 43.56 }, { "date": "2025-08-11", "equity": 14447.39, "return_pct": 44.47 }, { "date": "2025-08-12", "equity": 14609.72, "return_pct": 46.1 }, { "date": "2025-08-13", "equity": 14593.3, "return_pct": 45.93 }, { "date": "2025-08-14", "equity": 14535.98, "return_pct": 45.36 }, { "date": "2025-08-15", "equity": 14601.5, "return_pct": 46.01 }, { "date": "2025-08-18", "equity": 14667.06, "return_pct": 46.67 }, { "date": "2025-08-19", "equity": 14535.06, "return_pct": 45.35 }, { "date": "2025-08-20", "equity": 14454.48, "return_pct": 44.54 }, { "date": "2025-08-21", "equity": 14328.0, "return_pct": 43.28 }, { "date": "2025-08-22", "equity": 14745.1, "return_pct": 47.45 }, { "date": "2025-08-25", "equity": 14714.75, "return_pct": 47.15 }, { "date": "2025-08-26", "equity": 14866.11, "return_pct": 48.66 }, { "date": "2025-08-27", "equity": 14911.45, "return_pct": 49.11 }, { "date": "2025-08-28", "equity": 14956.86, "return_pct": 49.57 }, { "date": "2025-08-29", "equity": 14574.45, "return_pct": 45.74 }, { "date": "2025-09-02", "equity": 14555.35, "return_pct": 45.55 }, { "date": "2025-09-03", "equity": 14530.03, "return_pct": 45.3 }, { "date": "2025-09-04", "equity": 14583.17, "return_pct": 45.83 }, { "date": "2025-09-05", "equity": 14714.72, "return_pct": 47.15 }, { "date": "2025-09-08", "equity": 14709.79, "return_pct": 47.1 }, { "date": "2025-09-09", "equity": 14690.81, "return_pct": 46.91 }, { "date": "2025-09-10", "equity": 14704.11, "return_pct": 47.04 }, { "date": "2025-09-11", "equity": 14962.81, "return_pct": 49.63 }, { "date": "2025-09-12", "equity": 15102.44, "return_pct": 51.02 }, { "date": "2025-09-15", "equity": 15178.95, "return_pct": 51.79 }, { "date": "2025-09-16", "equity": 15171.71, "return_pct": 51.72 }, { "date": "2025-09-17", "equity": 15083.01, "return_pct": 50.83 }, { "date": "2025-09-18", "equity": 15338.71, "return_pct": 53.39 }, { "date": "2025-09-19", "equity": 15522.47, "return_pct": 55.22 }, { "date": "2025-09-22", "equity": 15412.98, "return_pct": 54.13 }, { "date": "2025-09-23", "equity": 15276.85, "return_pct": 52.77 }, { "date": "2025-09-24", "equity": 15073.53, "return_pct": 50.74 }, { "date": "2025-09-25", "equity": 14870.1, "return_pct": 48.7 }, { "date": "2025-09-26", "equity": 14939.43, "return_pct": 49.39 }, { "date": "2025-09-29", "equity": 15105.43, "return_pct": 51.05 }, { "date": "2025-09-30", "equity": 15124.4, "return_pct": 51.24 }, { "date": "2025-10-01", "equity": 15450.07, "return_pct": 54.5 }, { "date": "2025-10-02", "equity": 15635.46, "return_pct": 56.35 }, { "date": "2025-10-03", "equity": 15655.04, "return_pct": 56.55 }, { "date": "2025-10-06", "equity": 15888.5, "return_pct": 58.89 }, { "date": "2025-10-07", "equity": 15702.28, "return_pct": 57.02 }, { "date": "2025-10-08", "equity": 15812.0, "return_pct": 58.12 }, { "date": "2025-10-09", "equity": 15583.74, "return_pct": 55.84 }, { "date": "2025-10-10", "equity": 15148.57, "return_pct": 51.49 }, { "date": "2025-10-13", "equity": 15361.74, "return_pct": 53.62 }, { "date": "2025-10-14", "equity": 15118.26, "return_pct": 51.18 }, { "date": "2025-10-15", "equity": 15203.83, "return_pct": 52.04 }, { "date": "2025-10-16", "equity": 15241.74, "return_pct": 52.42 }, { "date": "2025-10-17", "equity": 14992.73, "return_pct": 49.93 }, { "date": "2025-10-20", "equity": 15170.72, "return_pct": 51.71 }, { "date": "2025-10-21", "equity": 15063.4, "return_pct": 50.63 }, { "date": "2025-10-22", "equity": 14745.9, "return_pct": 47.46 }, { "date": "2025-10-23", "equity": 14776.57, "return_pct": 47.77 }, { "date": "2025-10-24", "equity": 15008.46, "return_pct": 50.08 }, { "date": "2025-10-27", "equity": 15255.2, "return_pct": 52.55 }, { "date": "2025-10-28", "equity": 15266.91, "return_pct": 52.67 }, { "date": "2025-10-29", "equity": 15237.82, "return_pct": 52.38 }, { "date": "2025-10-30", "equity": 15276.99, "return_pct": 52.77 }, { "date": "2025-10-31", "equity": 15445.14, "return_pct": 54.45 }, { "date": "2025-11-03", "equity": 15280.9, "return_pct": 52.81 }, { "date": "2025-11-04", "equity": 15180.8, "return_pct": 51.81 }, { "date": "2025-11-05", "equity": 14767.0, "return_pct": 47.67 }, { "date": "2025-11-06", "equity": 14671.43, "return_pct": 46.71 }, { "date": "2025-11-07", "equity": 14827.97, "return_pct": 48.28 }, { "date": "2025-11-10", "equity": 14931.17, "return_pct": 49.31 }, { "date": "2025-11-11", "equity": 14705.78, "return_pct": 47.06 }, { "date": "2025-11-12", "equity": 14635.9, "return_pct": 46.36 }, { "date": "2025-11-13", "equity": 14400.5, "return_pct": 44.01 }, { "date": "2025-11-14", "equity": 14420.95, "return_pct": 44.21 }, { "date": "2025-11-17", "equity": 14343.46, "return_pct": 43.43 }, { "date": "2025-11-18", "equity": 14394.89, "return_pct": 43.95 }, { "date": "2025-11-19", "equity": 14328.3, "return_pct": 43.28 }, { "date": "2025-11-20", "equity": 14300.36, "return_pct": 43.0 }, { "date": "2025-11-21", "equity": 14346.44, "return_pct": 43.46 }, { "date": "2025-11-24", "equity": 14307.93, "return_pct": 43.08 }, { "date": "2025-11-25", "equity": 14347.81, "return_pct": 43.48 }, { "date": "2025-11-26", "equity": 14458.91, "return_pct": 44.59 }, { "date": "2025-11-28", "equity": 14476.34, "return_pct": 44.76 }, { "date": "2025-12-01", "equity": 14450.82, "return_pct": 44.51 }, { "date": "2025-12-02", "equity": 14497.12, "return_pct": 44.97 }, { "date": "2025-12-03", "equity": 14431.16, "return_pct": 44.31 }, { "date": "2025-12-04", "equity": 14745.83, "return_pct": 47.46 }, { "date": "2025-12-05", "equity": 15120.17, "return_pct": 51.2 }, { "date": "2025-12-08", "equity": 14982.69, "return_pct": 49.83 }, { "date": "2025-12-09", "equity": 14975.42, "return_pct": 49.75 }, { "date": "2025-12-10", "equity": 15090.0, "return_pct": 50.9 }, { "date": "2025-12-11", "equity": 15325.97, "return_pct": 53.26 }, { "date": "2025-12-12", "equity": 15069.09, "return_pct": 50.69 }, { "date": "2025-12-15", "equity": 15074.9, "return_pct": 50.75 }, { "date": "2025-12-16", "equity": 15091.65, "return_pct": 50.92 }, { "date": "2025-12-17", "equity": 15032.36, "return_pct": 50.32 }, { "date": "2025-12-18", "equity": 15108.57, "return_pct": 51.09 }, { "date": "2025-12-19", "equity": 15236.44, "return_pct": 52.36 }, { "date": "2025-12-22", "equity": 15437.19, "return_pct": 54.37 }, { "date": "2025-12-23", "equity": 15227.11, "return_pct": 52.27 }, { "date": "2025-12-24", "equity": 15380.56, "return_pct": 53.81 }, { "date": "2025-12-26", "equity": 15416.28, "return_pct": 54.16 }, { "date": "2025-12-29", "equity": 15316.93, "return_pct": 53.17 }, { "date": "2025-12-30", "equity": 15205.22, "return_pct": 52.05 }, { "date": "2025-12-31", "equity": 15012.34, "return_pct": 50.12 }, { "date": "2026-01-02", "equity": 15492.3, "return_pct": 54.92 }, { "date": "2026-01-05", "equity": 15618.04, "return_pct": 56.18 }, { "date": "2026-01-06", "equity": 16042.26, "return_pct": 60.42 }, { "date": "2026-01-07", "equity": 15680.31, "return_pct": 56.8 }, { "date": "2026-01-08", "equity": 15605.23, "return_pct": 56.05 }, { "date": "2026-01-09", "equity": 15889.6, "return_pct": 58.9 }, { "date": "2026-01-12", "equity": 16159.9, "return_pct": 61.6 }, { "date": "2026-01-13", "equity": 16569.25, "return_pct": 65.69 }, { "date": "2026-01-14", "equity": 16558.07, "return_pct": 65.58 }, { "date": "2026-01-15", "equity": 16731.13, "return_pct": 67.31 }, { "date": "2026-01-16", "equity": 16466.02, "return_pct": 64.66 }, { "date": "2026-01-20", "equity": 16668.77, "return_pct": 66.69 }, { "date": "2026-01-21", "equity": 17250.89, "return_pct": 72.51 }, { "date": "2026-01-22", "equity": 17354.63, "return_pct": 73.55 }, { "date": "2026-01-23", "equity": 16886.2, "return_pct": 68.86 }, { "date": "2026-01-26", "equity": 16782.51, "return_pct": 67.83 }, { "date": "2026-01-27", "equity": 16695.7, "return_pct": 66.96 }, { "date": "2026-01-28", "equity": 16957.52, "return_pct": 69.58 }, { "date": "2026-01-29", "equity": 16985.87, "return_pct": 69.86 }, { "date": "2026-01-30", "equity": 16582.55, "return_pct": 65.83 }, { "date": "2026-02-02", "equity": 17016.22, "return_pct": 70.16 }, { "date": "2026-02-03", "equity": 17147.09, "return_pct": 71.47 }, { "date": "2026-02-04", "equity": 17086.97, "return_pct": 70.87 }, { "date": "2026-02-05", "equity": 17226.93, "return_pct": 72.27 }, { "date": "2026-02-06", "equity": 17566.91, "return_pct": 75.67 }, { "date": "2026-02-09", "equity": 17710.83, "return_pct": 77.11 }, { "date": "2026-02-10", "equity": 17944.37, "return_pct": 79.44 }, { "date": "2026-02-11", "equity": 18274.28, "return_pct": 82.74 }, { "date": "2026-02-12", "equity": 17960.7, "return_pct": 79.61 }, { "date": "2026-02-13", "equity": 17992.94, "return_pct": 79.93 }, { "date": "2026-02-17", "equity": 17933.88, "return_pct": 79.34 }, { "date": "2026-02-18", "equity": 17723.55, "return_pct": 77.24 }, { "date": "2026-02-19", "equity": 17696.02, "return_pct": 76.96 }, { "date": "2026-02-20", "equity": 17670.91, "return_pct": 76.71 }, { "date": "2026-02-23", "equity": 17676.11, "return_pct": 76.76 }, { "date": "2026-02-24", "equity": 17834.95, "return_pct": 78.35 }, { "date": "2026-02-25", "equity": 17776.73, "return_pct": 77.77 }, { "date": "2026-02-26", "equity": 17819.87, "return_pct": 78.2 }, { "date": "2026-02-27", "equity": 17974.05, "return_pct": 79.74 }, { "date": "2026-03-02", "equity": 17970.84, "return_pct": 79.71 }, { "date": "2026-03-03", "equity": 17761.71, "return_pct": 77.62 }, { "date": "2026-03-04", "equity": 17634.96, "return_pct": 76.35 }, { "date": "2026-03-05", "equity": 17327.52, "return_pct": 73.28 }, { "date": "2026-03-06", "equity": 17282.17, "return_pct": 72.82 }, { "date": "2026-03-09", "equity": 17284.18, "return_pct": 72.84 }, { "date": "2026-03-10", "equity": 17184.75, "return_pct": 71.85 }, { "date": "2026-03-11", "equity": 17255.48, "return_pct": 72.55 }, { "date": "2026-03-12", "equity": 17361.32, "return_pct": 73.61 }, { "date": "2026-03-13", "equity": 17379.07, "return_pct": 73.79 }, { "date": "2026-03-16", "equity": 17389.32, "return_pct": 73.89 }, { "date": "2026-03-17", "equity": 17609.14, "return_pct": 76.09 }, { "date": "2026-03-18", "equity": 17462.97, "return_pct": 74.63 }, { "date": "2026-03-19", "equity": 17394.72, "return_pct": 73.95 }, { "date": "2026-03-20", "equity": 17037.29, "return_pct": 70.37 }, { "date": "2026-03-23", "equity": 17201.41, "return_pct": 72.01 }, { "date": "2026-03-24", "equity": 17218.02, "return_pct": 72.18 }, { "date": "2026-03-25", "equity": 17425.65, "return_pct": 74.26 }, { "date": "2026-03-26", "equity": 17174.15, "return_pct": 71.74 }, { "date": "2026-03-27", "equity": 17180.12, "return_pct": 71.8 }, { "date": "2026-03-30", "equity": 17030.18, "return_pct": 70.3 }, { "date": "2026-03-31", "equity": 17139.77, "return_pct": 71.4 }, { "date": "2026-04-01", "equity": 17149.96, "return_pct": 71.5 }, { "date": "2026-04-02", "equity": 17333.2, "return_pct": 73.33 }, { "date": "2026-04-06", "equity": 17317.17, "return_pct": 73.17 }, { "date": "2026-04-07", "equity": 17300.69, "return_pct": 73.01 }, { "date": "2026-04-08", "equity": 17410.73, "return_pct": 74.11 }, { "date": "2026-04-09", "equity": 17395.03, "return_pct": 73.95 }, { "date": "2026-04-10", "equity": 17599.7, "return_pct": 76.0 }, { "date": "2026-04-13", "equity": 17805.39, "return_pct": 78.05 }, { "date": "2026-04-14", "equity": 18125.03, "return_pct": 81.25 }, { "date": "2026-04-15", "equity": 17935.67, "return_pct": 79.36 }, { "date": "2026-04-16", "equity": 18544.6, "return_pct": 85.45 }, { "date": "2026-04-17", "equity": 18395.01, "return_pct": 83.95 }, { "date": "2026-04-20", "equity": 18259.1, "return_pct": 82.59 }, { "date": "2026-04-21", "equity": 18112.46, "return_pct": 81.12 }, { "date": "2026-04-22", "equity": 18472.34, "return_pct": 84.72 }, { "date": "2026-04-23", "equity": 18515.03, "return_pct": 85.15 }, { "date": "2026-04-24", "equity": 19055.76, "return_pct": 90.56 }, { "date": "2026-04-27", "equity": 19228.87, "return_pct": 92.29 }, { "date": "2026-04-28", "equity": 18745.61, "return_pct": 87.46 }, { "date": "2026-04-29", "equity": 18843.26, "return_pct": 88.43 }, { "date": "2026-04-30", "equity": 19668.15, "return_pct": 96.68 }, { "date": "2026-05-01", "equity": 19856.78, "return_pct": 98.57 }, { "date": "2026-05-04", "equity": 19552.2, "return_pct": 95.52 }, { "date": "2026-05-05", "equity": 20016.08, "return_pct": 100.16 }, { "date": "2026-05-06", "equity": 20191.79, "return_pct": 101.92 }, { "date": "2026-05-07", "equity": 20349.47, "return_pct": 103.49 }, { "date": "2026-05-08", "equity": 20556.01, "return_pct": 105.56 }, { "date": "2026-05-11", "equity": 20789.17, "return_pct": 107.89 }, { "date": "2026-05-12", "equity": 20777.43, "return_pct": 107.77 }, { "date": "2026-05-13", "equity": 21268.35, "return_pct": 112.68 }, { "date": "2026-05-14", "equity": 21088.98, "return_pct": 110.89 }, { "date": "2026-05-15", "equity": 20725.98, "return_pct": 107.26 }, { "date": "2026-05-18", "equity": 20607.03, "return_pct": 106.07 }, { "date": "2026-05-19", "equity": 20394.87, "return_pct": 103.95 }, { "date": "2026-05-20", "equity": 20116.66, "return_pct": 101.17 }, { "date": "2026-05-21", "equity": 19957.56, "return_pct": 99.58 }, { "date": "2026-05-22", "equity": 19992.7, "return_pct": 99.93 }, { "date": "2026-05-26", "equity": 19979.63, "return_pct": 99.8 }, { "date": "2026-05-27", "equity": 20050.68, "return_pct": 100.51 }, { "date": "2026-05-28", "equity": 20057.98, "return_pct": 100.58 }, { "date": "2026-05-29", "equity": 19996.72, "return_pct": 99.97 }, { "date": "2026-06-01", "equity": 20063.23, "return_pct": 100.63 }, { "date": "2026-06-02", "equity": 20035.86, "return_pct": 100.36 }, { "date": "2026-06-03", "equity": 20140.51, "return_pct": 101.41 }, { "date": "2026-06-04", "equity": 20224.14, "return_pct": 102.24 }, { "date": "2026-06-05", "equity": 20180.43, "return_pct": 101.8 }, { "date": "2026-06-08", "equity": 20119.14, "return_pct": 101.19 }, { "date": "2026-06-09", "equity": 20283.07, "return_pct": 102.83 }, { "date": "2026-06-10", "equity": 20417.5, "return_pct": 104.17 }, { "date": "2026-06-11", "equity": 20395.75, "return_pct": 103.96 }, { "date": "2026-06-12", "equity": 20520.01, "return_pct": 105.2 }, { "date": "2026-06-15", "equity": 20522.9, "return_pct": 105.23 }, { "date": "2026-06-16", "equity": 20482.03, "return_pct": 104.82 }, { "date": "2026-06-17", "equity": 20452.31, "return_pct": 104.52 }, { "date": "2026-06-18", "equity": 20359.21, "return_pct": 103.59 }, { "date": "2026-06-22", "equity": 20379.23, "return_pct": 103.79 }, { "date": "2026-06-23", "equity": 20506.6, "return_pct": 105.07 }, { "date": "2026-06-24", "equity": 20591.23, "return_pct": 105.91 }, { "date": "2026-06-25", "equity": 20627.15, "return_pct": 106.27 }, { "date": "2026-06-26", "equity": 20692.58, "return_pct": 106.93 }, { "date": "2026-06-29", "equity": 20657.49, "return_pct": 106.57 }, { "date": "2026-06-30", "equity": 20685.15, "return_pct": 106.85 }, { "date": "2026-07-01", "equity": 20683.55, "return_pct": 106.84 }, { "date": "2026-07-02", "equity": 20683.55, "return_pct": 106.84 } ], "benchmark_curve": [ { "date": "2024-07-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-07-02", "equity": 10067.3, "return_pct": 0.67 }, { "date": "2024-07-03", "equity": 10112.22, "return_pct": 1.12 }, { "date": "2024-07-05", "equity": 10170.54, "return_pct": 1.71 }, { "date": "2024-07-08", "equity": 10182.27, "return_pct": 1.82 }, { "date": "2024-07-09", "equity": 10192.17, "return_pct": 1.92 }, { "date": "2024-07-10", "equity": 10293.03, "return_pct": 2.93 }, { "date": "2024-07-11", "equity": 10204.28, "return_pct": 2.04 }, { "date": "2024-07-12", "equity": 10268.64, "return_pct": 2.69 }, { "date": "2024-07-15", "equity": 10296.88, "return_pct": 2.97 }, { "date": "2024-07-16", "equity": 10357.94, "return_pct": 3.58 }, { "date": "2024-07-17", "equity": 10212.71, "return_pct": 2.13 }, { "date": "2024-07-18", "equity": 10134.23, "return_pct": 1.34 }, { "date": "2024-07-19", "equity": 10066.93, "return_pct": 0.67 }, { "date": "2024-07-22", "equity": 10170.72, "return_pct": 1.71 }, { "date": "2024-07-23", "equity": 10154.77, "return_pct": 1.55 }, { "date": "2024-07-24", "equity": 9924.63, "return_pct": -0.75 }, { "date": "2024-07-25", "equity": 9872.92, "return_pct": -1.27 }, { "date": "2024-07-26", "equity": 9983.5, "return_pct": -0.17 }, { "date": "2024-07-29", "equity": 9989.36, "return_pct": -0.11 }, { "date": "2024-07-30", "equity": 9938.75, "return_pct": -0.61 }, { "date": "2024-07-31", "equity": 10100.3, "return_pct": 1.0 }, { "date": "2024-08-01", "equity": 9957.27, "return_pct": -0.43 }, { "date": "2024-08-02", "equity": 9771.89, "return_pct": -2.28 }, { "date": "2024-08-05", "equity": 9487.29, "return_pct": -5.13 }, { "date": "2024-08-06", "equity": 9574.76, "return_pct": -4.25 }, { "date": "2024-08-07", "equity": 9510.76, "return_pct": -4.89 }, { "date": "2024-08-08", "equity": 9730.63, "return_pct": -2.69 }, { "date": "2024-08-09", "equity": 9773.54, "return_pct": -2.26 }, { "date": "2024-08-12", "equity": 9778.67, "return_pct": -2.21 }, { "date": "2024-08-13", "equity": 9939.49, "return_pct": -0.61 }, { "date": "2024-08-14", "equity": 9970.84, "return_pct": -0.29 }, { "date": "2024-08-15", "equity": 10141.75, "return_pct": 1.42 }, { "date": "2024-08-16", "equity": 10164.48, "return_pct": 1.64 }, { "date": "2024-08-19", "equity": 10261.67, "return_pct": 2.62 }, { "date": "2024-08-20", "equity": 10244.98, "return_pct": 2.45 }, { "date": "2024-08-21", "equity": 10280.19, "return_pct": 2.8 }, { "date": "2024-08-22", "equity": 10199.51, "return_pct": 2.0 }, { "date": "2024-08-23", "equity": 10307.88, "return_pct": 3.08 }, { "date": "2024-08-26", "equity": 10283.31, "return_pct": 2.83 }, { "date": "2024-08-27", "equity": 10297.43, "return_pct": 2.97 }, { "date": "2024-08-28", "equity": 10237.65, "return_pct": 2.38 }, { "date": "2024-08-29", "equity": 10238.57, "return_pct": 2.39 }, { "date": "2024-08-30", "equity": 10336.3, "return_pct": 3.36 }, { "date": "2024-09-03", "equity": 10123.59, "return_pct": 1.24 }, { "date": "2024-09-04", "equity": 10102.87, "return_pct": 1.03 }, { "date": "2024-09-05", "equity": 10078.3, "return_pct": 0.78 }, { "date": "2024-09-06", "equity": 9908.68, "return_pct": -0.91 }, { "date": "2024-09-09", "equity": 10019.62, "return_pct": 0.2 }, { "date": "2024-09-10", "equity": 10063.26, "return_pct": 0.63 }, { "date": "2024-09-11", "equity": 10166.5, "return_pct": 1.67 }, { "date": "2024-09-12", "equity": 10252.14, "return_pct": 2.52 }, { "date": "2024-09-13", "equity": 10305.68, "return_pct": 3.06 }, { "date": "2024-09-16", "equity": 10320.9, "return_pct": 3.21 }, { "date": "2024-09-17", "equity": 10325.12, "return_pct": 3.25 }, { "date": "2024-09-18", "equity": 10294.5, "return_pct": 2.94 }, { "date": "2024-09-19", "equity": 10470.17, "return_pct": 4.7 }, { "date": "2024-09-20", "equity": 10420.1, "return_pct": 4.2 }, { "date": "2024-09-23", "equity": 10446.14, "return_pct": 4.46 }, { "date": "2024-09-24", "equity": 10476.03, "return_pct": 4.76 }, { "date": "2024-09-25", "equity": 10452.93, "return_pct": 4.53 }, { "date": "2024-09-26", "equity": 10494.37, "return_pct": 4.94 }, { "date": "2024-09-27", "equity": 10479.15, "return_pct": 4.79 }, { "date": "2024-09-30", "equity": 10521.14, "return_pct": 5.21 }, { "date": "2024-10-01", "equity": 10426.89, "return_pct": 4.27 }, { "date": "2024-10-02", "equity": 10431.29, "return_pct": 4.31 }, { "date": "2024-10-03", "equity": 10412.22, "return_pct": 4.12 }, { "date": "2024-10-04", "equity": 10506.84, "return_pct": 5.07 }, { "date": "2024-10-07", "equity": 10411.85, "return_pct": 4.12 }, { "date": "2024-10-08", "equity": 10510.32, "return_pct": 5.1 }, { "date": "2024-10-09", "equity": 10583.12, "return_pct": 5.83 }, { "date": "2024-10-10", "equity": 10564.6, "return_pct": 5.65 }, { "date": "2024-10-11", "equity": 10627.87, "return_pct": 6.28 }, { "date": "2024-10-14", "equity": 10714.78, "return_pct": 7.15 }, { "date": "2024-10-15", "equity": 10631.53, "return_pct": 6.32 }, { "date": "2024-10-16", "equity": 10677.74, "return_pct": 6.78 }, { "date": "2024-10-17", "equity": 10678.66, "return_pct": 6.79 }, { "date": "2024-10-18", "equity": 10719.73, "return_pct": 7.2 }, { "date": "2024-10-21", "equity": 10702.13, "return_pct": 7.02 }, { "date": "2024-10-22", "equity": 10696.45, "return_pct": 6.96 }, { "date": "2024-10-23", "equity": 10598.71, "return_pct": 5.99 }, { "date": "2024-10-24", "equity": 10621.63, "return_pct": 6.22 }, { "date": "2024-10-25", "equity": 10617.96, "return_pct": 6.18 }, { "date": "2024-10-28", "equity": 10650.79, "return_pct": 6.51 }, { "date": "2024-10-29", "equity": 10668.02, "return_pct": 6.68 }, { "date": "2024-10-30", "equity": 10635.75, "return_pct": 6.36 }, { "date": "2024-10-31", "equity": 10427.26, "return_pct": 4.27 }, { "date": "2024-11-01", "equity": 10471.27, "return_pct": 4.71 }, { "date": "2024-11-04", "equity": 10448.71, "return_pct": 4.49 }, { "date": "2024-11-05", "equity": 10575.05, "return_pct": 5.75 }, { "date": "2024-11-06", "equity": 10838.01, "return_pct": 8.38 }, { "date": "2024-11-07", "equity": 10921.81, "return_pct": 9.22 }, { "date": "2024-11-08", "equity": 10969.12, "return_pct": 9.69 }, { "date": "2024-11-11", "equity": 10979.57, "return_pct": 9.8 }, { "date": "2024-11-12", "equity": 10945.47, "return_pct": 9.45 }, { "date": "2024-11-13", "equity": 10950.78, "return_pct": 9.51 }, { "date": "2024-11-14", "equity": 10880.37, "return_pct": 8.8 }, { "date": "2024-11-15", "equity": 10741.01, "return_pct": 7.41 }, { "date": "2024-11-18", "equity": 10785.01, "return_pct": 7.85 }, { "date": "2024-11-19", "equity": 10824.44, "return_pct": 8.24 }, { "date": "2024-11-20", "equity": 10828.11, "return_pct": 8.28 }, { "date": "2024-11-21", "equity": 10886.24, "return_pct": 8.86 }, { "date": "2024-11-22", "equity": 10919.98, "return_pct": 9.2 }, { "date": "2024-11-25", "equity": 10957.02, "return_pct": 9.57 }, { "date": "2024-11-26", "equity": 11014.23, "return_pct": 10.14 }, { "date": "2024-11-27", "equity": 10980.86, "return_pct": 9.81 }, { "date": "2024-11-29", "equity": 11049.07, "return_pct": 10.49 }, { "date": "2024-12-02", "equity": 11068.87, "return_pct": 10.69 }, { "date": "2024-12-03", "equity": 11074.01, "return_pct": 10.74 }, { "date": "2024-12-04", "equity": 11142.77, "return_pct": 11.43 }, { "date": "2024-12-05", "equity": 11124.44, "return_pct": 11.24 }, { "date": "2024-12-06", "equity": 11145.52, "return_pct": 11.46 }, { "date": "2024-12-09", "equity": 11088.13, "return_pct": 10.88 }, { "date": "2024-12-10", "equity": 11053.65, "return_pct": 10.54 }, { "date": "2024-12-11", "equity": 11139.11, "return_pct": 11.39 }, { "date": "2024-12-12", "equity": 11081.71, "return_pct": 10.82 }, { "date": "2024-12-13", "equity": 11079.51, "return_pct": 10.8 }, { "date": "2024-12-16", "equity": 11126.82, "return_pct": 11.27 }, { "date": "2024-12-17", "equity": 11080.98, "return_pct": 10.81 }, { "date": "2024-12-18", "equity": 10750.72, "return_pct": 7.51 }, { "date": "2024-12-19", "equity": 10747.42, "return_pct": 7.47 }, { "date": "2024-12-20", "equity": 10840.03, "return_pct": 8.4 }, { "date": "2024-12-23", "equity": 10904.94, "return_pct": 9.05 }, { "date": "2024-12-24", "equity": 11026.15, "return_pct": 10.26 }, { "date": "2024-12-26", "equity": 11026.88, "return_pct": 10.27 }, { "date": "2024-12-27", "equity": 10910.81, "return_pct": 9.11 }, { "date": "2024-12-30", "equity": 10786.3, "return_pct": 7.86 }, { "date": "2024-12-31", "equity": 10747.06, "return_pct": 7.47 }, { "date": "2025-01-02", "equity": 10720.65, "return_pct": 7.21 }, { "date": "2025-01-03", "equity": 10854.7, "return_pct": 8.55 }, { "date": "2025-01-06", "equity": 10917.23, "return_pct": 9.17 }, { "date": "2025-01-07", "equity": 10793.82, "return_pct": 7.94 }, { "date": "2025-01-08", "equity": 10809.59, "return_pct": 8.1 }, { "date": "2025-01-10", "equity": 10644.55, "return_pct": 6.45 }, { "date": "2025-01-13", "equity": 10661.06, "return_pct": 6.61 }, { "date": "2025-01-14", "equity": 10675.73, "return_pct": 6.76 }, { "date": "2025-01-15", "equity": 10869.92, "return_pct": 8.7 }, { "date": "2025-01-16", "equity": 10849.01, "return_pct": 8.49 }, { "date": "2025-01-17", "equity": 10957.93, "return_pct": 9.58 }, { "date": "2025-01-21", "equity": 11058.24, "return_pct": 10.58 }, { "date": "2025-01-22", "equity": 11120.4, "return_pct": 11.2 }, { "date": "2025-01-23", "equity": 11181.1, "return_pct": 11.81 }, { "date": "2025-01-24", "equity": 11148.46, "return_pct": 11.48 }, { "date": "2025-01-27", "equity": 10990.76, "return_pct": 9.91 }, { "date": "2025-01-28", "equity": 11085.19, "return_pct": 10.85 }, { "date": "2025-01-29", "equity": 11035.5, "return_pct": 10.36 }, { "date": "2025-01-30", "equity": 11094.73, "return_pct": 10.95 }, { "date": "2025-01-31", "equity": 11035.68, "return_pct": 10.36 }, { "date": "2025-02-03", "equity": 10961.42, "return_pct": 9.61 }, { "date": "2025-02-04", "equity": 11034.95, "return_pct": 10.35 }, { "date": "2025-02-05", "equity": 11079.69, "return_pct": 10.8 }, { "date": "2025-02-06", "equity": 11118.2, "return_pct": 11.18 }, { "date": "2025-02-07", "equity": 11016.43, "return_pct": 10.16 }, { "date": "2025-02-10", "equity": 11091.25, "return_pct": 10.91 }, { "date": "2025-02-11", "equity": 11099.68, "return_pct": 11.0 }, { "date": "2025-02-12", "equity": 11063.92, "return_pct": 10.64 }, { "date": "2025-02-13", "equity": 11180.73, "return_pct": 11.81 }, { "date": "2025-02-14", "equity": 11180.18, "return_pct": 11.8 }, { "date": "2025-02-18", "equity": 11213.0, "return_pct": 12.13 }, { "date": "2025-02-19", "equity": 11239.41, "return_pct": 12.39 }, { "date": "2025-02-20", "equity": 11192.65, "return_pct": 11.93 }, { "date": "2025-02-21", "equity": 11001.21, "return_pct": 10.01 }, { "date": "2025-02-24", "equity": 10951.15, "return_pct": 9.51 }, { "date": "2025-02-25", "equity": 10896.69, "return_pct": 8.97 }, { "date": "2025-02-26", "equity": 10902.19, "return_pct": 9.02 }, { "date": "2025-02-27", "equity": 10728.17, "return_pct": 7.28 }, { "date": "2025-02-28", "equity": 10895.59, "return_pct": 8.96 }, { "date": "2025-03-03", "equity": 10704.7, "return_pct": 7.05 }, { "date": "2025-03-04", "equity": 10577.99, "return_pct": 5.78 }, { "date": "2025-03-05", "equity": 10691.68, "return_pct": 6.92 }, { "date": "2025-03-06", "equity": 10501.89, "return_pct": 5.02 }, { "date": "2025-03-07", "equity": 10560.75, "return_pct": 5.61 }, { "date": "2025-03-10", "equity": 10279.46, "return_pct": 2.79 }, { "date": "2025-03-11", "equity": 10194.01, "return_pct": 1.94 }, { "date": "2025-03-12", "equity": 10248.1, "return_pct": 2.48 }, { "date": "2025-03-13", "equity": 10111.49, "return_pct": 1.11 }, { "date": "2025-03-14", "equity": 10320.35, "return_pct": 3.2 }, { "date": "2025-03-17", "equity": 10399.93, "return_pct": 4.0 }, { "date": "2025-03-18", "equity": 10287.53, "return_pct": 2.88 }, { "date": "2025-03-19", "equity": 10399.57, "return_pct": 4.0 }, { "date": "2025-03-20", "equity": 10369.49, "return_pct": 3.69 }, { "date": "2025-03-21", "equity": 10341.81, "return_pct": 3.42 }, { "date": "2025-03-24", "equity": 10527.01, "return_pct": 5.27 }, { "date": "2025-03-25", "equity": 10552.32, "return_pct": 5.52 }, { "date": "2025-03-26", "equity": 10426.34, "return_pct": 4.26 }, { "date": "2025-03-27", "equity": 10398.65, "return_pct": 3.99 }, { "date": "2025-03-28", "equity": 10189.24, "return_pct": 1.89 }, { "date": "2025-03-31", "equity": 10257.64, "return_pct": 2.58 }, { "date": "2025-04-01", "equity": 10286.61, "return_pct": 2.87 }, { "date": "2025-04-02", "equity": 10351.71, "return_pct": 3.52 }, { "date": "2025-04-03", "equity": 9841.57, "return_pct": -1.58 }, { "date": "2025-04-04", "equity": 9265.41, "return_pct": -7.35 }, { "date": "2025-04-07", "equity": 9248.91, "return_pct": -7.51 }, { "date": "2025-04-08", "equity": 9104.05, "return_pct": -8.96 }, { "date": "2025-04-09", "equity": 10060.15, "return_pct": 0.6 }, { "date": "2025-04-10", "equity": 9619.32, "return_pct": -3.81 }, { "date": "2025-04-11", "equity": 9790.96, "return_pct": -2.09 }, { "date": "2025-04-14", "equity": 9885.94, "return_pct": -1.14 }, { "date": "2025-04-15", "equity": 9858.25, "return_pct": -1.42 }, { "date": "2025-04-16", "equity": 9639.12, "return_pct": -3.61 }, { "date": "2025-04-17", "equity": 9652.88, "return_pct": -3.47 }, { "date": "2025-04-21", "equity": 9423.11, "return_pct": -5.77 }, { "date": "2025-04-22", "equity": 9668.28, "return_pct": -3.32 }, { "date": "2025-04-23", "equity": 9818.1, "return_pct": -1.82 }, { "date": "2025-04-24", "equity": 10024.76, "return_pct": 0.25 }, { "date": "2025-04-25", "equity": 10097.19, "return_pct": 0.97 }, { "date": "2025-04-28", "equity": 10101.04, "return_pct": 1.01 }, { "date": "2025-04-29", "equity": 10164.67, "return_pct": 1.65 }, { "date": "2025-04-30", "equity": 10168.7, "return_pct": 1.69 }, { "date": "2025-05-01", "equity": 10240.77, "return_pct": 2.41 }, { "date": "2025-05-02", "equity": 10392.78, "return_pct": 3.93 }, { "date": "2025-05-05", "equity": 10333.19, "return_pct": 3.33 }, { "date": "2025-05-06", "equity": 10246.82, "return_pct": 2.47 }, { "date": "2025-05-07", "equity": 10289.91, "return_pct": 2.9 }, { "date": "2025-05-08", "equity": 10361.61, "return_pct": 3.62 }, { "date": "2025-05-09", "equity": 10348.41, "return_pct": 3.48 }, { "date": "2025-05-12", "equity": 10690.39, "return_pct": 6.9 }, { "date": "2025-05-13", "equity": 10760.99, "return_pct": 7.61 }, { "date": "2025-05-14", "equity": 10774.75, "return_pct": 7.75 }, { "date": "2025-05-15", "equity": 10827.37, "return_pct": 8.27 }, { "date": "2025-05-16", "equity": 10895.95, "return_pct": 8.96 }, { "date": "2025-05-19", "equity": 10907.87, "return_pct": 9.08 }, { "date": "2025-05-20", "equity": 10871.2, "return_pct": 8.71 }, { "date": "2025-05-21", "equity": 10688.01, "return_pct": 6.88 }, { "date": "2025-05-22", "equity": 10692.23, "return_pct": 6.92 }, { "date": "2025-05-23", "equity": 10619.25, "return_pct": 6.19 }, { "date": "2025-05-27", "equity": 10840.03, "return_pct": 8.4 }, { "date": "2025-05-28", "equity": 10777.31, "return_pct": 7.77 }, { "date": "2025-05-29", "equity": 10819.86, "return_pct": 8.2 }, { "date": "2025-05-30", "equity": 10807.75, "return_pct": 8.08 }, { "date": "2025-06-02", "equity": 10868.63, "return_pct": 8.69 }, { "date": "2025-06-03", "equity": 10930.61, "return_pct": 9.31 }, { "date": "2025-06-04", "equity": 10927.68, "return_pct": 9.28 }, { "date": "2025-06-05", "equity": 10874.87, "return_pct": 8.75 }, { "date": "2025-06-06", "equity": 10986.54, "return_pct": 9.87 }, { "date": "2025-06-09", "equity": 10996.44, "return_pct": 9.96 }, { "date": "2025-06-10", "equity": 11058.79, "return_pct": 10.59 }, { "date": "2025-06-11", "equity": 11027.25, "return_pct": 10.27 }, { "date": "2025-06-12", "equity": 11071.07, "return_pct": 10.71 }, { "date": "2025-06-13", "equity": 10947.3, "return_pct": 9.47 }, { "date": "2025-06-16", "equity": 11051.45, "return_pct": 10.51 }, { "date": "2025-06-17", "equity": 10957.02, "return_pct": 9.57 }, { "date": "2025-06-18", "equity": 10955.37, "return_pct": 9.55 }, { "date": "2025-06-20", "equity": 10897.42, "return_pct": 8.97 }, { "date": "2025-06-23", "equity": 11005.06, "return_pct": 10.05 }, { "date": "2025-06-24", "equity": 11126.64, "return_pct": 11.27 }, { "date": "2025-06-25", "equity": 11132.87, "return_pct": 11.33 }, { "date": "2025-06-26", "equity": 11219.97, "return_pct": 12.2 }, { "date": "2025-06-27", "equity": 11275.72, "return_pct": 12.76 }, { "date": "2025-06-30", "equity": 11329.63, "return_pct": 13.3 }, { "date": "2025-07-01", "equity": 11325.96, "return_pct": 13.26 }, { "date": "2025-07-02", "equity": 11377.31, "return_pct": 13.77 }, { "date": "2025-07-03", "equity": 11466.97, "return_pct": 14.67 }, { "date": "2025-07-07", "equity": 11381.52, "return_pct": 13.82 }, { "date": "2025-07-08", "equity": 11375.29, "return_pct": 13.75 }, { "date": "2025-07-09", "equity": 11443.5, "return_pct": 14.44 }, { "date": "2025-07-10", "equity": 11475.78, "return_pct": 14.76 }, { "date": "2025-07-11", "equity": 11435.43, "return_pct": 14.35 }, { "date": "2025-07-14", "equity": 11457.26, "return_pct": 14.57 }, { "date": "2025-07-15", "equity": 11408.3, "return_pct": 14.08 }, { "date": "2025-07-16", "equity": 11446.44, "return_pct": 14.46 }, { "date": "2025-07-17", "equity": 11516.49, "return_pct": 15.16 }, { "date": "2025-07-18", "equity": 11508.05, "return_pct": 15.08 }, { "date": "2025-07-21", "equity": 11529.87, "return_pct": 15.3 }, { "date": "2025-07-22", "equity": 11531.52, "return_pct": 15.32 }, { "date": "2025-07-23", "equity": 11629.63, "return_pct": 16.3 }, { "date": "2025-07-24", "equity": 11633.48, "return_pct": 16.33 }, { "date": "2025-07-25", "equity": 11682.62, "return_pct": 16.83 }, { "date": "2025-07-28", "equity": 11679.69, "return_pct": 16.8 }, { "date": "2025-07-29", "equity": 11648.88, "return_pct": 16.49 }, { "date": "2025-07-30", "equity": 11634.21, "return_pct": 16.34 }, { "date": "2025-07-31", "equity": 11590.57, "return_pct": 15.91 }, { "date": "2025-08-01", "equity": 11400.59, "return_pct": 14.01 }, { "date": "2025-08-04", "equity": 11573.88, "return_pct": 15.74 }, { "date": "2025-08-05", "equity": 11515.2, "return_pct": 15.15 }, { "date": "2025-08-06", "equity": 11603.4, "return_pct": 16.03 }, { "date": "2025-08-07", "equity": 11593.68, "return_pct": 15.94 }, { "date": "2025-08-08", "equity": 11684.09, "return_pct": 16.84 }, { "date": "2025-08-11", "equity": 11660.98, "return_pct": 16.61 }, { "date": "2025-08-12", "equity": 11785.12, "return_pct": 17.85 }, { "date": "2025-08-13", "equity": 11825.47, "return_pct": 18.25 }, { "date": "2025-08-14", "equity": 11826.57, "return_pct": 18.27 }, { "date": "2025-08-15", "equity": 11798.88, "return_pct": 17.99 }, { "date": "2025-08-18", "equity": 11796.31, "return_pct": 17.96 }, { "date": "2025-08-19", "equity": 11732.31, "return_pct": 17.32 }, { "date": "2025-08-20", "equity": 11701.14, "return_pct": 17.01 }, { "date": "2025-08-21", "equity": 11654.2, "return_pct": 16.54 }, { "date": "2025-08-22", "equity": 11833.17, "return_pct": 18.33 }, { "date": "2025-08-25", "equity": 11781.09, "return_pct": 17.81 }, { "date": "2025-08-26", "equity": 11830.42, "return_pct": 18.3 }, { "date": "2025-08-27", "equity": 11857.37, "return_pct": 18.57 }, { "date": "2025-08-28", "equity": 11899.37, "return_pct": 18.99 }, { "date": "2025-08-29", "equity": 11828.4, "return_pct": 18.28 }, { "date": "2025-09-02", "equity": 11740.75, "return_pct": 17.41 }, { "date": "2025-09-03", "equity": 11804.38, "return_pct": 18.04 }, { "date": "2025-09-04", "equity": 11903.03, "return_pct": 19.03 }, { "date": "2025-09-05", "equity": 11868.56, "return_pct": 18.69 }, { "date": "2025-09-08", "equity": 11897.72, "return_pct": 18.98 }, { "date": "2025-09-09", "equity": 11925.22, "return_pct": 19.25 }, { "date": "2025-09-10", "equity": 11959.69, "return_pct": 19.6 }, { "date": "2025-09-11", "equity": 12059.08, "return_pct": 20.59 }, { "date": "2025-09-12", "equity": 12055.05, "return_pct": 20.55 }, { "date": "2025-09-15", "equity": 12119.23, "return_pct": 21.19 }, { "date": "2025-09-16", "equity": 12102.54, "return_pct": 21.03 }, { "date": "2025-09-17", "equity": 12087.51, "return_pct": 20.88 }, { "date": "2025-09-18", "equity": 12143.98, "return_pct": 21.44 }, { "date": "2025-09-19", "equity": 12170.39, "return_pct": 21.7 }, { "date": "2025-09-22", "equity": 12227.97, "return_pct": 22.28 }, { "date": "2025-09-23", "equity": 12161.4, "return_pct": 21.61 }, { "date": "2025-09-24", "equity": 12122.71, "return_pct": 21.23 }, { "date": "2025-09-25", "equity": 12066.78, "return_pct": 20.67 }, { "date": "2025-09-26", "equity": 12135.92, "return_pct": 21.36 }, { "date": "2025-09-29", "equity": 12170.02, "return_pct": 21.7 }, { "date": "2025-09-30", "equity": 12215.87, "return_pct": 22.16 }, { "date": "2025-10-01", "equity": 12257.49, "return_pct": 22.57 }, { "date": "2025-10-02", "equity": 12271.61, "return_pct": 22.72 }, { "date": "2025-10-03", "equity": 12271.43, "return_pct": 22.71 }, { "date": "2025-10-06", "equity": 12315.44, "return_pct": 23.15 }, { "date": "2025-10-07", "equity": 12269.78, "return_pct": 22.7 }, { "date": "2025-10-08", "equity": 12342.94, "return_pct": 23.43 }, { "date": "2025-10-09", "equity": 12307.18, "return_pct": 23.07 }, { "date": "2025-10-10", "equity": 11974.55, "return_pct": 19.75 }, { "date": "2025-10-13", "equity": 12158.29, "return_pct": 21.58 }, { "date": "2025-10-14", "equity": 12143.43, "return_pct": 21.43 }, { "date": "2025-10-15", "equity": 12197.34, "return_pct": 21.97 }, { "date": "2025-10-16", "equity": 12114.28, "return_pct": 21.14 }, { "date": "2025-10-17", "equity": 12183.04, "return_pct": 21.83 }, { "date": "2025-10-20", "equity": 12309.75, "return_pct": 23.1 }, { "date": "2025-10-21", "equity": 12309.57, "return_pct": 23.1 }, { "date": "2025-10-22", "equity": 12245.57, "return_pct": 22.46 }, { "date": "2025-10-23", "equity": 12318.19, "return_pct": 23.18 }, { "date": "2025-10-24", "equity": 12418.86, "return_pct": 24.19 }, { "date": "2025-10-27", "equity": 12565.37, "return_pct": 25.65 }, { "date": "2025-10-28", "equity": 12598.75, "return_pct": 25.99 }, { "date": "2025-10-29", "equity": 12604.8, "return_pct": 26.05 }, { "date": "2025-10-30", "equity": 12466.17, "return_pct": 24.66 }, { "date": "2025-10-31", "equity": 12507.06, "return_pct": 25.07 }, { "date": "2025-11-03", "equity": 12530.53, "return_pct": 25.31 }, { "date": "2025-11-04", "equity": 12382.0, "return_pct": 23.82 }, { "date": "2025-11-05", "equity": 12424.91, "return_pct": 24.25 }, { "date": "2025-11-06", "equity": 12291.6, "return_pct": 22.92 }, { "date": "2025-11-07", "equity": 12303.7, "return_pct": 23.04 }, { "date": "2025-11-10", "equity": 12495.69, "return_pct": 24.96 }, { "date": "2025-11-11", "equity": 12524.3, "return_pct": 25.24 }, { "date": "2025-11-12", "equity": 12531.26, "return_pct": 25.31 }, { "date": "2025-11-13", "equity": 12323.32, "return_pct": 23.23 }, { "date": "2025-11-14", "equity": 12321.3, "return_pct": 23.21 }, { "date": "2025-11-17", "equity": 12206.51, "return_pct": 22.07 }, { "date": "2025-11-18", "equity": 12104.01, "return_pct": 21.04 }, { "date": "2025-11-19", "equity": 12150.77, "return_pct": 21.51 }, { "date": "2025-11-20", "equity": 11965.56, "return_pct": 19.66 }, { "date": "2025-11-21", "equity": 12084.75, "return_pct": 20.85 }, { "date": "2025-11-24", "equity": 12262.63, "return_pct": 22.63 }, { "date": "2025-11-25", "equity": 12377.97, "return_pct": 23.78 }, { "date": "2025-11-26", "equity": 12463.42, "return_pct": 24.63 }, { "date": "2025-11-28", "equity": 12531.45, "return_pct": 25.31 }, { "date": "2025-12-01", "equity": 12474.24, "return_pct": 24.74 }, { "date": "2025-12-02", "equity": 12497.34, "return_pct": 24.97 }, { "date": "2025-12-03", "equity": 12540.62, "return_pct": 25.41 }, { "date": "2025-12-04", "equity": 12549.79, "return_pct": 25.5 }, { "date": "2025-12-05", "equity": 12573.62, "return_pct": 25.74 }, { "date": "2025-12-08", "equity": 12535.85, "return_pct": 25.36 }, { "date": "2025-12-09", "equity": 12525.03, "return_pct": 25.25 }, { "date": "2025-12-10", "equity": 12608.1, "return_pct": 26.08 }, { "date": "2025-12-11", "equity": 12637.44, "return_pct": 26.37 }, { "date": "2025-12-12", "equity": 12501.56, "return_pct": 25.02 }, { "date": "2025-12-15", "equity": 12482.67, "return_pct": 24.83 }, { "date": "2025-12-16", "equity": 12448.56, "return_pct": 24.49 }, { "date": "2025-12-17", "equity": 12311.59, "return_pct": 23.12 }, { "date": "2025-12-18", "equity": 12404.55, "return_pct": 24.05 }, { "date": "2025-12-19", "equity": 12480.1, "return_pct": 24.8 }, { "date": "2025-12-22", "equity": 12557.85, "return_pct": 25.58 }, { "date": "2025-12-23", "equity": 12615.25, "return_pct": 26.15 }, { "date": "2025-12-24", "equity": 12659.63, "return_pct": 26.6 }, { "date": "2025-12-26", "equity": 12658.34, "return_pct": 26.58 }, { "date": "2025-12-29", "equity": 12613.23, "return_pct": 26.13 }, { "date": "2025-12-30", "equity": 12597.83, "return_pct": 25.98 }, { "date": "2025-12-31", "equity": 12504.49, "return_pct": 25.04 }, { "date": "2026-01-02", "equity": 12527.41, "return_pct": 25.27 }, { "date": "2026-01-05", "equity": 12610.85, "return_pct": 26.11 }, { "date": "2026-01-06", "equity": 12685.85, "return_pct": 26.86 }, { "date": "2026-01-07", "equity": 12644.96, "return_pct": 26.45 }, { "date": "2026-01-08", "equity": 12643.67, "return_pct": 26.44 }, { "date": "2026-01-09", "equity": 12727.29, "return_pct": 27.27 }, { "date": "2026-01-12", "equity": 12747.28, "return_pct": 27.47 }, { "date": "2026-01-13", "equity": 12721.79, "return_pct": 27.22 }, { "date": "2026-01-14", "equity": 12659.26, "return_pct": 26.59 }, { "date": "2026-01-15", "equity": 12693.73, "return_pct": 26.94 }, { "date": "2026-01-16", "equity": 12683.1, "return_pct": 26.83 }, { "date": "2026-01-20", "equity": 12424.91, "return_pct": 24.25 }, { "date": "2026-01-21", "equity": 12568.31, "return_pct": 25.68 }, { "date": "2026-01-22", "equity": 12633.95, "return_pct": 26.34 }, { "date": "2026-01-23", "equity": 12638.54, "return_pct": 26.39 }, { "date": "2026-01-26", "equity": 12702.72, "return_pct": 27.03 }, { "date": "2026-01-27", "equity": 12753.33, "return_pct": 27.53 }, { "date": "2026-01-28", "equity": 12752.04, "return_pct": 27.52 }, { "date": "2026-01-29", "equity": 12726.74, "return_pct": 27.27 }, { "date": "2026-01-30", "equity": 12688.78, "return_pct": 26.89 }, { "date": "2026-02-02", "equity": 12751.86, "return_pct": 27.52 }, { "date": "2026-02-03", "equity": 12644.04, "return_pct": 26.44 }, { "date": "2026-02-04", "equity": 12582.79, "return_pct": 25.83 }, { "date": "2026-02-05", "equity": 12425.64, "return_pct": 24.26 }, { "date": "2026-02-06", "equity": 12664.03, "return_pct": 26.64 }, { "date": "2026-02-09", "equity": 12725.09, "return_pct": 27.25 }, { "date": "2026-02-10", "equity": 12691.53, "return_pct": 26.92 }, { "date": "2026-02-11", "equity": 12688.6, "return_pct": 26.89 }, { "date": "2026-02-12", "equity": 12492.57, "return_pct": 24.93 }, { "date": "2026-02-13", "equity": 12501.38, "return_pct": 25.01 }, { "date": "2026-02-17", "equity": 12521.55, "return_pct": 25.22 }, { "date": "2026-02-18", "equity": 12584.63, "return_pct": 25.85 }, { "date": "2026-02-19", "equity": 12551.44, "return_pct": 25.51 }, { "date": "2026-02-20", "equity": 12642.2, "return_pct": 26.42 }, { "date": "2026-02-23", "equity": 12513.11, "return_pct": 25.13 }, { "date": "2026-02-24", "equity": 12604.06, "return_pct": 26.04 }, { "date": "2026-02-25", "equity": 12710.42, "return_pct": 27.1 }, { "date": "2026-02-26", "equity": 12639.82, "return_pct": 26.4 }, { "date": "2026-02-27", "equity": 12579.12, "return_pct": 25.79 }, { "date": "2026-03-02", "equity": 12586.28, "return_pct": 25.86 }, { "date": "2026-03-03", "equity": 12475.34, "return_pct": 24.75 }, { "date": "2026-03-04", "equity": 12563.35, "return_pct": 25.63 }, { "date": "2026-03-05", "equity": 12493.31, "return_pct": 24.93 }, { "date": "2026-03-06", "equity": 12329.56, "return_pct": 23.3 }, { "date": "2026-03-09", "equity": 12437.56, "return_pct": 24.38 }, { "date": "2026-03-10", "equity": 12417.57, "return_pct": 24.18 }, { "date": "2026-03-11", "equity": 12401.99, "return_pct": 24.02 }, { "date": "2026-03-12", "equity": 12213.66, "return_pct": 22.14 }, { "date": "2026-03-13", "equity": 12144.53, "return_pct": 21.45 }, { "date": "2026-03-16", "equity": 12268.13, "return_pct": 22.68 }, { "date": "2026-03-17", "equity": 12300.4, "return_pct": 23.0 }, { "date": "2026-03-18", "equity": 12128.76, "return_pct": 21.29 }, { "date": "2026-03-19", "equity": 12098.87, "return_pct": 20.99 }, { "date": "2026-03-20", "equity": 11892.95, "return_pct": 18.93 }, { "date": "2026-03-23", "equity": 12017.82, "return_pct": 20.18 }, { "date": "2026-03-24", "equity": 11977.48, "return_pct": 19.77 }, { "date": "2026-03-25", "equity": 12044.23, "return_pct": 20.44 }, { "date": "2026-03-26", "equity": 11829.13, "return_pct": 18.29 }, { "date": "2026-03-27", "equity": 11627.43, "return_pct": 16.27 }, { "date": "2026-03-30", "equity": 11588.55, "return_pct": 15.89 }, { "date": "2026-03-31", "equity": 11925.4, "return_pct": 19.25 }, { "date": "2026-04-01", "equity": 12015.26, "return_pct": 20.15 }, { "date": "2026-04-02", "equity": 12026.08, "return_pct": 20.26 }, { "date": "2026-04-06", "equity": 12082.92, "return_pct": 20.83 }, { "date": "2026-04-07", "equity": 12088.24, "return_pct": 20.88 }, { "date": "2026-04-08", "equity": 12396.12, "return_pct": 23.96 }, { "date": "2026-04-09", "equity": 12467.63, "return_pct": 24.68 }, { "date": "2026-04-10", "equity": 12459.38, "return_pct": 24.59 }, { "date": "2026-04-13", "equity": 12581.14, "return_pct": 25.81 }, { "date": "2026-04-14", "equity": 12734.44, "return_pct": 27.34 }, { "date": "2026-04-15", "equity": 12834.93, "return_pct": 28.35 }, { "date": "2026-04-16", "equity": 12866.47, "return_pct": 28.66 }, { "date": "2026-04-17", "equity": 13021.97, "return_pct": 30.22 }, { "date": "2026-04-20", "equity": 12995.93, "return_pct": 29.96 }, { "date": "2026-04-21", "equity": 12910.84, "return_pct": 29.11 }, { "date": "2026-04-22", "equity": 13041.59, "return_pct": 30.42 }, { "date": "2026-04-23", "equity": 12990.98, "return_pct": 29.91 }, { "date": "2026-04-24", "equity": 13091.65, "return_pct": 30.92 }, { "date": "2026-04-27", "equity": 13114.2, "return_pct": 31.14 }, { "date": "2026-04-28", "equity": 13050.39, "return_pct": 30.5 }, { "date": "2026-04-29", "equity": 13048.37, "return_pct": 30.48 }, { "date": "2026-04-30", "equity": 13178.2, "return_pct": 31.78 }, { "date": "2026-05-01", "equity": 13214.69, "return_pct": 32.15 }, { "date": "2026-05-04", "equity": 13166.28, "return_pct": 31.66 }, { "date": "2026-05-05", "equity": 13271.9, "return_pct": 32.72 }, { "date": "2026-05-06", "equity": 13456.38, "return_pct": 34.56 }, { "date": "2026-05-07", "equity": 13415.12, "return_pct": 34.15 }, { "date": "2026-05-08", "equity": 13525.87, "return_pct": 35.26 }, { "date": "2026-05-11", "equity": 13556.68, "return_pct": 35.57 }, { "date": "2026-05-12", "equity": 13536.14, "return_pct": 35.36 }, { "date": "2026-05-13", "equity": 13611.88, "return_pct": 36.12 }, { "date": "2026-05-14", "equity": 13719.33, "return_pct": 37.19 }, { "date": "2026-05-15", "equity": 13554.3, "return_pct": 35.54 }, { "date": "2026-05-18", "equity": 13544.76, "return_pct": 35.45 }, { "date": "2026-05-19", "equity": 13454.54, "return_pct": 34.55 }, { "date": "2026-05-20", "equity": 13592.44, "return_pct": 35.92 }, { "date": "2026-05-21", "equity": 13619.39, "return_pct": 36.19 }, { "date": "2026-05-22", "equity": 13672.94, "return_pct": 36.73 }, { "date": "2026-05-26", "equity": 13763.71, "return_pct": 37.64 }, { "date": "2026-05-27", "equity": 13761.32, "return_pct": 37.61 }, { "date": "2026-05-28", "equity": 13837.24, "return_pct": 38.37 }, { "date": "2026-05-29", "equity": 13871.71, "return_pct": 38.72 }, { "date": "2026-06-01", "equity": 13909.49, "return_pct": 39.09 }, { "date": "2026-06-02", "equity": 13928.37, "return_pct": 39.28 }, { "date": "2026-06-03", "equity": 13830.64, "return_pct": 38.31 }, { "date": "2026-06-04", "equity": 13882.9, "return_pct": 38.83 }, { "date": "2026-06-05", "equity": 13524.59, "return_pct": 35.25 }, { "date": "2026-06-08", "equity": 13555.21, "return_pct": 35.55 }, { "date": "2026-06-09", "equity": 13515.42, "return_pct": 35.15 }, { "date": "2026-06-10", "equity": 13302.34, "return_pct": 33.02 }, { "date": "2026-06-11", "equity": 13528.44, "return_pct": 35.28 }, { "date": "2026-06-12", "equity": 13601.61, "return_pct": 36.02 }, { "date": "2026-06-15", "equity": 13841.46, "return_pct": 38.41 }, { "date": "2026-06-16", "equity": 13758.94, "return_pct": 37.59 }, { "date": "2026-06-17", "equity": 13587.12, "return_pct": 35.87 }, { "date": "2026-06-18", "equity": 13693.11, "return_pct": 36.93 }, { "date": "2026-06-22", "equity": 13650.02, "return_pct": 36.5 }, { "date": "2026-06-23", "equity": 13451.79, "return_pct": 34.52 }, { "date": "2026-06-24", "equity": 13445.56, "return_pct": 34.46 }, { "date": "2026-06-25", "equity": 13464.99, "return_pct": 34.65 }, { "date": "2026-06-26", "equity": 13367.62, "return_pct": 33.68 }, { "date": "2026-06-29", "equity": 13587.85, "return_pct": 35.88 }, { "date": "2026-06-30", "equity": 13693.66, "return_pct": 36.94 }, { "date": "2026-07-01", "equity": 13675.14, "return_pct": 36.75 }, { "date": "2026-07-02", "equity": 13657.17, "return_pct": 36.57 } ] }, { "strategy": "residual80_highvol80_20_hold", "label": "Residual/high-vol 80/20 + 30d hold", "description": "Promoted entry candidate before adding the ATR trailing exit.", "is_production": false, "entry_variant": "residual80_highvol_blend80_20_fixed10", "exit_policy": "hold", "live_exit_mode": null, "lookback": "6m", "lookback_label": "6 months", "starting_capital": 10000.0, "final_equity": 12126.12, "total_return_pct": 21.3, "cagr_pct": 46.9, "max_drawdown_pct": 9.9, "sharpe": 1.94, "trades": 32, "win_rate": 46.9, "avg_trade_pnl": 66.44, "best_trade_r": 10.13, "worst_trade_r": -3.02, "best_trade_pnl": 1023.25, "worst_trade_pnl": -276.66, "avg_hold_days": 18.5, "exit_reasons": { "stop": 16, "time": 16 }, "skipped_book_full": 0, "spy_return_pct": 9.2, "yearly_returns": [ { "year": 2025, "return_pct": 0.0 }, { "year": 2026, "return_pct": 21.3 } ], "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": 9990.01, "return_pct": -0.1 }, { "date": "2026-01-08", "equity": 9951.4, "return_pct": -0.49 }, { "date": "2026-01-09", "equity": 10164.79, "return_pct": 1.65 }, { "date": "2026-01-12", "equity": 10371.25, "return_pct": 3.71 }, { "date": "2026-01-13", "equity": 10599.41, "return_pct": 5.99 }, { "date": "2026-01-14", "equity": 10703.04, "return_pct": 7.03 }, { "date": "2026-01-15", "equity": 10728.18, "return_pct": 7.28 }, { "date": "2026-01-16", "equity": 10458.34, "return_pct": 4.58 }, { "date": "2026-01-20", "equity": 10516.23, "return_pct": 5.16 }, { "date": "2026-01-21", "equity": 10827.81, "return_pct": 8.28 }, { "date": "2026-01-22", "equity": 10800.7, "return_pct": 8.01 }, { "date": "2026-01-23", "equity": 10505.19, "return_pct": 5.05 }, { "date": "2026-01-26", "equity": 10448.33, "return_pct": 4.48 }, { "date": "2026-01-27", "equity": 10319.42, "return_pct": 3.19 }, { "date": "2026-01-28", "equity": 10336.59, "return_pct": 3.37 }, { "date": "2026-01-29", "equity": 10255.07, "return_pct": 2.55 }, { "date": "2026-01-30", "equity": 10112.55, "return_pct": 1.13 }, { "date": "2026-02-02", "equity": 10144.4, "return_pct": 1.44 }, { "date": "2026-02-03", "equity": 10329.04, "return_pct": 3.29 }, { "date": "2026-02-04", "equity": 10331.31, "return_pct": 3.31 }, { "date": "2026-02-05", "equity": 10262.71, "return_pct": 2.63 }, { "date": "2026-02-06", "equity": 10689.84, "return_pct": 6.9 }, { "date": "2026-02-09", "equity": 10608.51, "return_pct": 6.09 }, { "date": "2026-02-10", "equity": 10428.97, "return_pct": 4.29 }, { "date": "2026-02-11", "equity": 10583.47, "return_pct": 5.83 }, { "date": "2026-02-12", "equity": 10400.1, "return_pct": 4.0 }, { "date": "2026-02-13", "equity": 10550.64, "return_pct": 5.51 }, { "date": "2026-02-17", "equity": 10458.37, "return_pct": 4.58 }, { "date": "2026-02-18", "equity": 10531.05, "return_pct": 5.31 }, { "date": "2026-02-19", "equity": 10446.77, "return_pct": 4.47 }, { "date": "2026-02-20", "equity": 10396.53, "return_pct": 3.97 }, { "date": "2026-02-23", "equity": 10481.37, "return_pct": 4.81 }, { "date": "2026-02-24", "equity": 10516.49, "return_pct": 5.16 }, { "date": "2026-02-25", "equity": 10389.26, "return_pct": 3.89 }, { "date": "2026-02-26", "equity": 10350.39, "return_pct": 3.5 }, { "date": "2026-02-27", "equity": 10591.13, "return_pct": 5.91 }, { "date": "2026-03-02", "equity": 10164.17, "return_pct": 1.64 }, { "date": "2026-03-03", "equity": 10028.17, "return_pct": 0.28 }, { "date": "2026-03-04", "equity": 10038.78, "return_pct": 0.39 }, { "date": "2026-03-05", "equity": 9957.09, "return_pct": -0.43 }, { "date": "2026-03-06", "equity": 9948.38, "return_pct": -0.52 }, { "date": "2026-03-09", "equity": 9873.82, "return_pct": -1.26 }, { "date": "2026-03-10", "equity": 9751.0, "return_pct": -2.49 }, { "date": "2026-03-11", "equity": 9915.3, "return_pct": -0.85 }, { "date": "2026-03-12", "equity": 10027.67, "return_pct": 0.28 }, { "date": "2026-03-13", "equity": 9965.11, "return_pct": -0.35 }, { "date": "2026-03-16", "equity": 9935.78, "return_pct": -0.64 }, { "date": "2026-03-17", "equity": 10051.05, "return_pct": 0.51 }, { "date": "2026-03-18", "equity": 10067.18, "return_pct": 0.67 }, { "date": "2026-03-19", "equity": 10163.82, "return_pct": 1.64 }, { "date": "2026-03-20", "equity": 10141.97, "return_pct": 1.42 }, { "date": "2026-03-23", "equity": 10191.64, "return_pct": 1.92 }, { "date": "2026-03-24", "equity": 10307.46, "return_pct": 3.07 }, { "date": "2026-03-25", "equity": 10454.4, "return_pct": 4.54 }, { "date": "2026-03-26", "equity": 10383.1, "return_pct": 3.83 }, { "date": "2026-03-27", "equity": 10461.02, "return_pct": 4.61 }, { "date": "2026-03-30", "equity": 10365.96, "return_pct": 3.66 }, { "date": "2026-03-31", "equity": 10329.99, "return_pct": 3.3 }, { "date": "2026-04-01", "equity": 10292.46, "return_pct": 2.92 }, { "date": "2026-04-02", "equity": 10437.21, "return_pct": 4.37 }, { "date": "2026-04-06", "equity": 10461.5, "return_pct": 4.61 }, { "date": "2026-04-07", "equity": 10445.5, "return_pct": 4.46 }, { "date": "2026-04-08", "equity": 10264.86, "return_pct": 2.65 }, { "date": "2026-04-09", "equity": 10184.79, "return_pct": 1.85 }, { "date": "2026-04-10", "equity": 10305.61, "return_pct": 3.06 }, { "date": "2026-04-13", "equity": 10428.29, "return_pct": 4.28 }, { "date": "2026-04-14", "equity": 10498.87, "return_pct": 4.99 }, { "date": "2026-04-15", "equity": 10325.07, "return_pct": 3.25 }, { "date": "2026-04-16", "equity": 10752.03, "return_pct": 7.52 }, { "date": "2026-04-17", "equity": 10581.58, "return_pct": 5.82 }, { "date": "2026-04-20", "equity": 10545.39, "return_pct": 5.45 }, { "date": "2026-04-21", "equity": 10467.83, "return_pct": 4.68 }, { "date": "2026-04-22", "equity": 10604.71, "return_pct": 6.05 }, { "date": "2026-04-23", "equity": 10681.14, "return_pct": 6.81 }, { "date": "2026-04-24", "equity": 10962.18, "return_pct": 9.62 }, { "date": "2026-04-27", "equity": 10972.19, "return_pct": 9.72 }, { "date": "2026-04-28", "equity": 10621.97, "return_pct": 6.22 }, { "date": "2026-04-29", "equity": 11005.65, "return_pct": 10.06 }, { "date": "2026-04-30", "equity": 11369.89, "return_pct": 13.7 }, { "date": "2026-05-01", "equity": 11426.72, "return_pct": 14.27 }, { "date": "2026-05-04", "equity": 11220.34, "return_pct": 12.2 }, { "date": "2026-05-05", "equity": 11432.97, "return_pct": 14.33 }, { "date": "2026-05-06", "equity": 11431.95, "return_pct": 14.32 }, { "date": "2026-05-07", "equity": 11432.91, "return_pct": 14.33 }, { "date": "2026-05-08", "equity": 11563.75, "return_pct": 15.64 }, { "date": "2026-05-11", "equity": 11817.91, "return_pct": 18.18 }, { "date": "2026-05-12", "equity": 11798.35, "return_pct": 17.98 }, { "date": "2026-05-13", "equity": 11974.19, "return_pct": 19.74 }, { "date": "2026-05-14", "equity": 11851.03, "return_pct": 18.51 }, { "date": "2026-05-15", "equity": 11744.26, "return_pct": 17.44 }, { "date": "2026-05-18", "equity": 11662.34, "return_pct": 16.62 }, { "date": "2026-05-19", "equity": 11546.93, "return_pct": 15.47 }, { "date": "2026-05-20", "equity": 11385.9, "return_pct": 13.86 }, { "date": "2026-05-21", "equity": 11349.63, "return_pct": 13.5 }, { "date": "2026-05-22", "equity": 11573.11, "return_pct": 15.73 }, { "date": "2026-05-26", "equity": 11600.18, "return_pct": 16.0 }, { "date": "2026-05-27", "equity": 11719.51, "return_pct": 17.2 }, { "date": "2026-05-28", "equity": 11720.34, "return_pct": 17.2 }, { "date": "2026-05-29", "equity": 11661.61, "return_pct": 16.62 }, { "date": "2026-06-01", "equity": 11624.31, "return_pct": 16.24 }, { "date": "2026-06-02", "equity": 11699.92, "return_pct": 17.0 }, { "date": "2026-06-03", "equity": 11826.55, "return_pct": 18.27 }, { "date": "2026-06-04", "equity": 11878.15, "return_pct": 18.78 }, { "date": "2026-06-05", "equity": 11842.01, "return_pct": 18.42 }, { "date": "2026-06-08", "equity": 11781.58, "return_pct": 17.82 }, { "date": "2026-06-09", "equity": 11934.94, "return_pct": 19.35 }, { "date": "2026-06-10", "equity": 11965.99, "return_pct": 19.66 }, { "date": "2026-06-11", "equity": 12006.24, "return_pct": 20.06 }, { "date": "2026-06-12", "equity": 12077.94, "return_pct": 20.78 }, { "date": "2026-06-15", "equity": 12065.97, "return_pct": 20.66 }, { "date": "2026-06-16", "equity": 12012.11, "return_pct": 20.12 }, { "date": "2026-06-17", "equity": 11995.29, "return_pct": 19.95 }, { "date": "2026-06-18", "equity": 11942.62, "return_pct": 19.43 }, { "date": "2026-06-22", "equity": 11953.95, "return_pct": 19.54 }, { "date": "2026-06-23", "equity": 12026.01, "return_pct": 20.26 }, { "date": "2026-06-24", "equity": 12073.89, "return_pct": 20.74 }, { "date": "2026-06-25", "equity": 12094.21, "return_pct": 20.94 }, { "date": "2026-06-26", "equity": 12131.24, "return_pct": 21.31 }, { "date": "2026-06-29", "equity": 12111.38, "return_pct": 21.11 }, { "date": "2026-06-30", "equity": 12127.03, "return_pct": 21.27 }, { "date": "2026-07-01", "equity": 12126.12, "return_pct": 21.26 }, { "date": "2026-07-02", "equity": 12126.12, "return_pct": 21.26 } ], "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", "exit_policy": "hold", "live_exit_mode": null, "lookback": "1y", "lookback_label": "1 year", "starting_capital": 10000.0, "final_equity": 14478.87, "total_return_pct": 44.8, "cagr_pct": 44.8, "max_drawdown_pct": 10.2, "sharpe": 1.88, "trades": 77, "win_rate": 39.0, "avg_trade_pnl": 58.17, "best_trade_r": 10.13, "worst_trade_r": -4.3, "best_trade_pnl": 1176.49, "worst_trade_pnl": -452.98, "avg_hold_days": 17.3, "exit_reasons": { "stop": 45, "time": 32 }, "skipped_book_full": 0, "spy_return_pct": 20.0, "yearly_returns": [ { "year": 2025, "return_pct": 6.8 }, { "year": 2026, "return_pct": 35.7 } ], "start_date": "2025-07-02", "end_date": "2026-07-02", "equity_curve": [ { "date": "2025-07-02", "equity": 9992.0, "return_pct": 0.0 }, { "date": "2025-07-03", "equity": 10039.12, "return_pct": 0.47 }, { "date": "2025-07-07", "equity": 10096.92, "return_pct": 1.05 }, { "date": "2025-07-08", "equity": 10031.36, "return_pct": 0.39 }, { "date": "2025-07-09", "equity": 10049.53, "return_pct": 0.58 }, { "date": "2025-07-10", "equity": 10010.78, "return_pct": 0.19 }, { "date": "2025-07-11", "equity": 10129.37, "return_pct": 1.37 }, { "date": "2025-07-14", "equity": 10208.17, "return_pct": 2.16 }, { "date": "2025-07-15", "equity": 10203.73, "return_pct": 2.12 }, { "date": "2025-07-16", "equity": 10297.13, "return_pct": 3.05 }, { "date": "2025-07-17", "equity": 10404.19, "return_pct": 4.13 }, { "date": "2025-07-18", "equity": 10318.59, "return_pct": 3.27 }, { "date": "2025-07-21", "equity": 10344.3, "return_pct": 3.53 }, { "date": "2025-07-22", "equity": 10327.63, "return_pct": 3.36 }, { "date": "2025-07-23", "equity": 10479.79, "return_pct": 4.88 }, { "date": "2025-07-24", "equity": 10510.93, "return_pct": 5.19 }, { "date": "2025-07-25", "equity": 10471.05, "return_pct": 4.79 }, { "date": "2025-07-28", "equity": 10538.79, "return_pct": 5.47 }, { "date": "2025-07-29", "equity": 10465.68, "return_pct": 4.74 }, { "date": "2025-07-30", "equity": 10421.41, "return_pct": 4.3 }, { "date": "2025-07-31", "equity": 10418.42, "return_pct": 4.27 }, { "date": "2025-08-01", "equity": 10172.69, "return_pct": 1.81 }, { "date": "2025-08-04", "equity": 10394.47, "return_pct": 4.03 }, { "date": "2025-08-05", "equity": 10261.4, "return_pct": 2.7 }, { "date": "2025-08-06", "equity": 10301.46, "return_pct": 3.1 }, { "date": "2025-08-07", "equity": 10205.5, "return_pct": 2.14 }, { "date": "2025-08-08", "equity": 10348.79, "return_pct": 3.57 }, { "date": "2025-08-11", "equity": 10299.35, "return_pct": 3.08 }, { "date": "2025-08-12", "equity": 10568.29, "return_pct": 5.77 }, { "date": "2025-08-13", "equity": 10580.04, "return_pct": 5.89 }, { "date": "2025-08-14", "equity": 10425.91, "return_pct": 4.34 }, { "date": "2025-08-15", "equity": 10508.23, "return_pct": 5.17 }, { "date": "2025-08-18", "equity": 10639.33, "return_pct": 6.48 }, { "date": "2025-08-19", "equity": 10517.69, "return_pct": 5.26 }, { "date": "2025-08-20", "equity": 10355.9, "return_pct": 3.64 }, { "date": "2025-08-21", "equity": 10295.32, "return_pct": 3.04 }, { "date": "2025-08-22", "equity": 10519.01, "return_pct": 5.27 }, { "date": "2025-08-25", "equity": 10435.1, "return_pct": 4.43 }, { "date": "2025-08-26", "equity": 10506.53, "return_pct": 5.15 }, { "date": "2025-08-27", "equity": 10474.64, "return_pct": 4.83 }, { "date": "2025-08-28", "equity": 10529.34, "return_pct": 5.38 }, { "date": "2025-08-29", "equity": 10356.18, "return_pct": 3.64 }, { "date": "2025-09-02", "equity": 10311.53, "return_pct": 3.2 }, { "date": "2025-09-03", "equity": 10269.21, "return_pct": 2.77 }, { "date": "2025-09-04", "equity": 10285.04, "return_pct": 2.93 }, { "date": "2025-09-05", "equity": 10313.3, "return_pct": 3.22 }, { "date": "2025-09-08", "equity": 10343.68, "return_pct": 3.52 }, { "date": "2025-09-09", "equity": 10322.85, "return_pct": 3.31 }, { "date": "2025-09-10", "equity": 10266.43, "return_pct": 2.75 }, { "date": "2025-09-11", "equity": 10310.27, "return_pct": 3.19 }, { "date": "2025-09-12", "equity": 10272.51, "return_pct": 2.81 }, { "date": "2025-09-15", "equity": 10310.07, "return_pct": 3.18 }, { "date": "2025-09-16", "equity": 10250.07, "return_pct": 2.58 }, { "date": "2025-09-17", "equity": 10180.48, "return_pct": 1.89 }, { "date": "2025-09-18", "equity": 10655.0, "return_pct": 6.64 }, { "date": "2025-09-19", "equity": 10664.91, "return_pct": 6.73 }, { "date": "2025-09-22", "equity": 10535.96, "return_pct": 5.44 }, { "date": "2025-09-23", "equity": 10389.97, "return_pct": 3.98 }, { "date": "2025-09-24", "equity": 10267.21, "return_pct": 2.75 }, { "date": "2025-09-25", "equity": 10082.68, "return_pct": 0.91 }, { "date": "2025-09-26", "equity": 10131.57, "return_pct": 1.4 }, { "date": "2025-09-29", "equity": 10307.91, "return_pct": 3.16 }, { "date": "2025-09-30", "equity": 10396.47, "return_pct": 4.05 }, { "date": "2025-10-01", "equity": 10725.46, "return_pct": 7.34 }, { "date": "2025-10-02", "equity": 10804.35, "return_pct": 8.13 }, { "date": "2025-10-03", "equity": 10759.83, "return_pct": 7.68 }, { "date": "2025-10-06", "equity": 10986.57, "return_pct": 9.95 }, { "date": "2025-10-07", "equity": 10867.35, "return_pct": 8.76 }, { "date": "2025-10-08", "equity": 11130.04, "return_pct": 11.39 }, { "date": "2025-10-09", "equity": 11027.22, "return_pct": 10.36 }, { "date": "2025-10-10", "equity": 10544.05, "return_pct": 5.52 }, { "date": "2025-10-13", "equity": 10697.58, "return_pct": 7.06 }, { "date": "2025-10-14", "equity": 10388.67, "return_pct": 3.97 }, { "date": "2025-10-15", "equity": 10403.05, "return_pct": 4.11 }, { "date": "2025-10-16", "equity": 10291.27, "return_pct": 3.0 }, { "date": "2025-10-17", "equity": 10314.67, "return_pct": 3.23 }, { "date": "2025-10-20", "equity": 10484.92, "return_pct": 4.93 }, { "date": "2025-10-21", "equity": 10462.56, "return_pct": 4.71 }, { "date": "2025-10-22", "equity": 10242.89, "return_pct": 2.51 }, { "date": "2025-10-23", "equity": 10257.47, "return_pct": 2.66 }, { "date": "2025-10-24", "equity": 10447.07, "return_pct": 4.55 }, { "date": "2025-10-27", "equity": 10685.31, "return_pct": 6.94 }, { "date": "2025-10-28", "equity": 10680.02, "return_pct": 6.89 }, { "date": "2025-10-29", "equity": 10672.59, "return_pct": 6.81 }, { "date": "2025-10-30", "equity": 10638.19, "return_pct": 6.47 }, { "date": "2025-10-31", "equity": 10945.28, "return_pct": 9.54 }, { "date": "2025-11-03", "equity": 10859.42, "return_pct": 8.68 }, { "date": "2025-11-04", "equity": 10790.7, "return_pct": 7.99 }, { "date": "2025-11-05", "equity": 10644.18, "return_pct": 6.53 }, { "date": "2025-11-06", "equity": 10506.55, "return_pct": 5.15 }, { "date": "2025-11-07", "equity": 10640.79, "return_pct": 6.49 }, { "date": "2025-11-10", "equity": 10745.61, "return_pct": 7.54 }, { "date": "2025-11-11", "equity": 10519.34, "return_pct": 5.28 }, { "date": "2025-11-12", "equity": 10529.4, "return_pct": 5.38 }, { "date": "2025-11-13", "equity": 10243.97, "return_pct": 2.52 }, { "date": "2025-11-14", "equity": 10228.91, "return_pct": 2.37 }, { "date": "2025-11-17", "equity": 10173.25, "return_pct": 1.81 }, { "date": "2025-11-18", "equity": 10130.61, "return_pct": 1.39 }, { "date": "2025-11-19", "equity": 10076.14, "return_pct": 0.84 }, { "date": "2025-11-20", "equity": 9998.25, "return_pct": 0.06 }, { "date": "2025-11-21", "equity": 10104.31, "return_pct": 1.12 }, { "date": "2025-11-24", "equity": 10131.31, "return_pct": 1.39 }, { "date": "2025-11-25", "equity": 10252.04, "return_pct": 2.6 }, { "date": "2025-11-26", "equity": 10448.82, "return_pct": 4.57 }, { "date": "2025-11-28", "equity": 10479.76, "return_pct": 4.88 }, { "date": "2025-12-01", "equity": 10386.74, "return_pct": 3.95 }, { "date": "2025-12-02", "equity": 10377.88, "return_pct": 3.86 }, { "date": "2025-12-03", "equity": 10388.41, "return_pct": 3.97 }, { "date": "2025-12-04", "equity": 10667.52, "return_pct": 6.76 }, { "date": "2025-12-05", "equity": 10989.36, "return_pct": 9.98 }, { "date": "2025-12-08", "equity": 10803.7, "return_pct": 8.12 }, { "date": "2025-12-09", "equity": 10764.8, "return_pct": 7.73 }, { "date": "2025-12-10", "equity": 10793.55, "return_pct": 8.02 }, { "date": "2025-12-11", "equity": 10904.41, "return_pct": 9.13 }, { "date": "2025-12-12", "equity": 10829.79, "return_pct": 8.38 }, { "date": "2025-12-15", "equity": 10828.15, "return_pct": 8.37 }, { "date": "2025-12-16", "equity": 10843.89, "return_pct": 8.53 }, { "date": "2025-12-17", "equity": 10785.75, "return_pct": 7.94 }, { "date": "2025-12-18", "equity": 10775.71, "return_pct": 7.84 }, { "date": "2025-12-19", "equity": 10862.57, "return_pct": 8.71 }, { "date": "2025-12-22", "equity": 10842.92, "return_pct": 8.52 }, { "date": "2025-12-23", "equity": 10835.77, "return_pct": 8.44 }, { "date": "2025-12-24", "equity": 10919.51, "return_pct": 9.28 }, { "date": "2025-12-26", "equity": 10973.17, "return_pct": 9.82 }, { "date": "2025-12-29", "equity": 10867.2, "return_pct": 8.76 }, { "date": "2025-12-30", "equity": 10798.81, "return_pct": 8.07 }, { "date": "2025-12-31", "equity": 10671.92, "return_pct": 6.8 }, { "date": "2026-01-02", "equity": 10975.07, "return_pct": 9.84 }, { "date": "2026-01-05", "equity": 11077.25, "return_pct": 10.86 }, { "date": "2026-01-06", "equity": 11435.4, "return_pct": 14.45 }, { "date": "2026-01-07", "equity": 11351.77, "return_pct": 13.61 }, { "date": "2026-01-08", "equity": 11290.94, "return_pct": 13.0 }, { "date": "2026-01-09", "equity": 11371.15, "return_pct": 13.8 }, { "date": "2026-01-12", "equity": 11652.95, "return_pct": 16.62 }, { "date": "2026-01-13", "equity": 11877.29, "return_pct": 18.87 }, { "date": "2026-01-14", "equity": 11815.34, "return_pct": 18.25 }, { "date": "2026-01-15", "equity": 11973.83, "return_pct": 19.83 }, { "date": "2026-01-16", "equity": 11869.11, "return_pct": 18.79 }, { "date": "2026-01-20", "equity": 11932.55, "return_pct": 19.42 }, { "date": "2026-01-21", "equity": 12326.58, "return_pct": 23.36 }, { "date": "2026-01-22", "equity": 12479.5, "return_pct": 24.89 }, { "date": "2026-01-23", "equity": 12518.98, "return_pct": 25.29 }, { "date": "2026-01-26", "equity": 12433.23, "return_pct": 24.43 }, { "date": "2026-01-27", "equity": 12479.43, "return_pct": 24.89 }, { "date": "2026-01-28", "equity": 12475.31, "return_pct": 24.85 }, { "date": "2026-01-29", "equity": 12472.54, "return_pct": 24.83 }, { "date": "2026-01-30", "equity": 12083.17, "return_pct": 20.93 }, { "date": "2026-02-02", "equity": 12148.22, "return_pct": 21.58 }, { "date": "2026-02-03", "equity": 12144.57, "return_pct": 21.54 }, { "date": "2026-02-04", "equity": 11776.28, "return_pct": 17.86 }, { "date": "2026-02-05", "equity": 11659.69, "return_pct": 16.69 }, { "date": "2026-02-06", "equity": 11997.39, "return_pct": 20.07 }, { "date": "2026-02-09", "equity": 11978.36, "return_pct": 19.88 }, { "date": "2026-02-10", "equity": 11997.84, "return_pct": 20.07 }, { "date": "2026-02-11", "equity": 12176.68, "return_pct": 21.86 }, { "date": "2026-02-12", "equity": 12216.69, "return_pct": 22.26 }, { "date": "2026-02-13", "equity": 12270.11, "return_pct": 22.8 }, { "date": "2026-02-17", "equity": 12278.59, "return_pct": 22.88 }, { "date": "2026-02-18", "equity": 12134.65, "return_pct": 21.44 }, { "date": "2026-02-19", "equity": 12161.55, "return_pct": 21.71 }, { "date": "2026-02-20", "equity": 12145.13, "return_pct": 21.55 }, { "date": "2026-02-23", "equity": 12183.77, "return_pct": 21.94 }, { "date": "2026-02-24", "equity": 12206.43, "return_pct": 22.16 }, { "date": "2026-02-25", "equity": 12108.43, "return_pct": 21.18 }, { "date": "2026-02-26", "equity": 12047.58, "return_pct": 20.57 }, { "date": "2026-02-27", "equity": 12323.12, "return_pct": 23.33 }, { "date": "2026-03-02", "equity": 11884.7, "return_pct": 18.94 }, { "date": "2026-03-03", "equity": 11687.65, "return_pct": 16.97 }, { "date": "2026-03-04", "equity": 11697.32, "return_pct": 17.07 }, { "date": "2026-03-05", "equity": 11588.18, "return_pct": 15.97 }, { "date": "2026-03-06", "equity": 11591.25, "return_pct": 16.01 }, { "date": "2026-03-09", "equity": 11670.56, "return_pct": 16.8 }, { "date": "2026-03-10", "equity": 11613.27, "return_pct": 16.23 }, { "date": "2026-03-11", "equity": 11726.89, "return_pct": 17.36 }, { "date": "2026-03-12", "equity": 11772.45, "return_pct": 17.82 }, { "date": "2026-03-13", "equity": 11760.9, "return_pct": 17.7 }, { "date": "2026-03-16", "equity": 11788.99, "return_pct": 17.98 }, { "date": "2026-03-17", "equity": 11998.85, "return_pct": 20.08 }, { "date": "2026-03-18", "equity": 11888.05, "return_pct": 18.98 }, { "date": "2026-03-19", "equity": 11895.98, "return_pct": 19.06 }, { "date": "2026-03-20", "equity": 11660.83, "return_pct": 16.7 }, { "date": "2026-03-23", "equity": 11768.81, "return_pct": 17.78 }, { "date": "2026-03-24", "equity": 11832.09, "return_pct": 18.42 }, { "date": "2026-03-25", "equity": 11989.06, "return_pct": 19.99 }, { "date": "2026-03-26", "equity": 11860.8, "return_pct": 18.7 }, { "date": "2026-03-27", "equity": 11910.82, "return_pct": 19.2 }, { "date": "2026-03-30", "equity": 11789.14, "return_pct": 17.99 }, { "date": "2026-03-31", "equity": 11827.56, "return_pct": 18.37 }, { "date": "2026-04-01", "equity": 11803.08, "return_pct": 18.13 }, { "date": "2026-04-02", "equity": 11948.83, "return_pct": 19.58 }, { "date": "2026-04-06", "equity": 11966.35, "return_pct": 19.76 }, { "date": "2026-04-07", "equity": 11943.05, "return_pct": 19.53 }, { "date": "2026-04-08", "equity": 11863.87, "return_pct": 18.73 }, { "date": "2026-04-09", "equity": 11849.01, "return_pct": 18.58 }, { "date": "2026-04-10", "equity": 11961.3, "return_pct": 19.71 }, { "date": "2026-04-13", "equity": 12119.08, "return_pct": 21.29 }, { "date": "2026-04-14", "equity": 12217.62, "return_pct": 22.27 }, { "date": "2026-04-15", "equity": 12051.23, "return_pct": 20.61 }, { "date": "2026-04-16", "equity": 12518.35, "return_pct": 25.28 }, { "date": "2026-04-17", "equity": 12328.14, "return_pct": 23.38 }, { "date": "2026-04-20", "equity": 12251.92, "return_pct": 22.62 }, { "date": "2026-04-21", "equity": 12146.33, "return_pct": 21.56 }, { "date": "2026-04-22", "equity": 12370.11, "return_pct": 23.8 }, { "date": "2026-04-23", "equity": 12436.08, "return_pct": 24.46 }, { "date": "2026-04-24", "equity": 12788.44, "return_pct": 27.99 }, { "date": "2026-04-27", "equity": 12834.61, "return_pct": 28.45 }, { "date": "2026-04-28", "equity": 12473.21, "return_pct": 24.83 }, { "date": "2026-04-29", "equity": 12875.47, "return_pct": 28.86 }, { "date": "2026-04-30", "equity": 13457.24, "return_pct": 34.68 }, { "date": "2026-05-01", "equity": 13571.38, "return_pct": 35.82 }, { "date": "2026-05-04", "equity": 13334.93, "return_pct": 33.46 }, { "date": "2026-05-05", "equity": 13647.78, "return_pct": 36.59 }, { "date": "2026-05-06", "equity": 13687.68, "return_pct": 36.99 }, { "date": "2026-05-07", "equity": 13687.42, "return_pct": 36.98 }, { "date": "2026-05-08", "equity": 13849.31, "return_pct": 38.6 }, { "date": "2026-05-11", "equity": 14088.2, "return_pct": 40.99 }, { "date": "2026-05-12", "equity": 14060.71, "return_pct": 40.72 }, { "date": "2026-05-13", "equity": 14330.42, "return_pct": 43.42 }, { "date": "2026-05-14", "equity": 14185.28, "return_pct": 41.97 }, { "date": "2026-05-15", "equity": 14040.76, "return_pct": 40.52 }, { "date": "2026-05-18", "equity": 13944.95, "return_pct": 39.56 }, { "date": "2026-05-19", "equity": 13811.66, "return_pct": 38.23 }, { "date": "2026-05-20", "equity": 13616.27, "return_pct": 36.27 }, { "date": "2026-05-21", "equity": 13567.84, "return_pct": 35.79 }, { "date": "2026-05-22", "equity": 13825.87, "return_pct": 38.37 }, { "date": "2026-05-26", "equity": 13854.13, "return_pct": 38.65 }, { "date": "2026-05-27", "equity": 13992.16, "return_pct": 40.03 }, { "date": "2026-05-28", "equity": 13993.75, "return_pct": 40.05 }, { "date": "2026-05-29", "equity": 13924.26, "return_pct": 39.35 }, { "date": "2026-06-01", "equity": 13884.06, "return_pct": 38.95 }, { "date": "2026-06-02", "equity": 13973.09, "return_pct": 39.84 }, { "date": "2026-06-03", "equity": 14118.93, "return_pct": 41.3 }, { "date": "2026-06-04", "equity": 14180.43, "return_pct": 41.92 }, { "date": "2026-06-05", "equity": 14138.56, "return_pct": 41.5 }, { "date": "2026-06-08", "equity": 14068.44, "return_pct": 40.8 }, { "date": "2026-06-09", "equity": 14247.1, "return_pct": 42.59 }, { "date": "2026-06-10", "equity": 14287.53, "return_pct": 42.99 }, { "date": "2026-06-11", "equity": 14331.98, "return_pct": 43.43 }, { "date": "2026-06-12", "equity": 14417.36, "return_pct": 44.29 }, { "date": "2026-06-15", "equity": 14404.3, "return_pct": 44.16 }, { "date": "2026-06-16", "equity": 14342.54, "return_pct": 43.54 }, { "date": "2026-06-17", "equity": 14322.43, "return_pct": 43.34 }, { "date": "2026-06-18", "equity": 14259.44, "return_pct": 42.71 }, { "date": "2026-06-22", "equity": 14272.99, "return_pct": 42.84 }, { "date": "2026-06-23", "equity": 14359.15, "return_pct": 43.71 }, { "date": "2026-06-24", "equity": 14416.41, "return_pct": 44.28 }, { "date": "2026-06-25", "equity": 14440.71, "return_pct": 44.52 }, { "date": "2026-06-26", "equity": 14484.98, "return_pct": 44.97 }, { "date": "2026-06-29", "equity": 14461.24, "return_pct": 44.73 }, { "date": "2026-06-30", "equity": 14479.95, "return_pct": 44.92 }, { "date": "2026-07-01", "equity": 14478.87, "return_pct": 44.9 }, { "date": "2026-07-02", "equity": 14478.87, "return_pct": 44.9 } ], "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", "exit_policy": "hold", "live_exit_mode": null, "lookback": "3y", "lookback_label": "3 years", "starting_capital": 10000.0, "final_equity": 18923.88, "total_return_pct": 89.2, "cagr_pct": 23.7, "max_drawdown_pct": 13.3, "sharpe": 1.32, "trades": 149, "win_rate": 38.9, "avg_trade_pnl": 59.89, "best_trade_r": 10.41, "worst_trade_r": -4.3, "best_trade_pnl": 1527.46, "worst_trade_pnl": -651.55, "avg_hold_days": 17.4, "exit_reasons": { "stop": 87, "time": 62 }, "skipped_book_full": 0, "spy_return_pct": 67.8, "yearly_returns": [ { "year": 2023, "return_pct": 0.0 }, { "year": 2024, "return_pct": 24.7 }, { "year": 2025, "return_pct": 14.8 }, { "year": 2026, "return_pct": 32.3 } ], "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": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-07-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-07-02", "equity": 9992.0, "return_pct": -0.08 }, { "date": "2024-07-03", "equity": 9983.72, "return_pct": -0.16 }, { "date": "2024-07-05", "equity": 9952.95, "return_pct": -0.47 }, { "date": "2024-07-08", "equity": 9977.65, "return_pct": -0.22 }, { "date": "2024-07-09", "equity": 10016.89, "return_pct": 0.17 }, { "date": "2024-07-10", "equity": 10182.75, "return_pct": 1.83 }, { "date": "2024-07-11", "equity": 10027.82, "return_pct": 0.28 }, { "date": "2024-07-12", "equity": 10224.1, "return_pct": 2.24 }, { "date": "2024-07-15", "equity": 10385.84, "return_pct": 3.86 }, { "date": "2024-07-16", "equity": 10312.56, "return_pct": 3.13 }, { "date": "2024-07-17", "equity": 9912.41, "return_pct": -0.88 }, { "date": "2024-07-18", "equity": 9687.91, "return_pct": -3.12 }, { "date": "2024-07-19", "equity": 9722.76, "return_pct": -2.77 }, { "date": "2024-07-22", "equity": 9767.74, "return_pct": -2.32 }, { "date": "2024-07-23", "equity": 9711.77, "return_pct": -2.88 }, { "date": "2024-07-24", "equity": 9655.57, "return_pct": -3.44 }, { "date": "2024-07-25", "equity": 9554.62, "return_pct": -4.45 }, { "date": "2024-07-26", "equity": 9655.73, "return_pct": -3.44 }, { "date": "2024-07-29", "equity": 9599.18, "return_pct": -4.01 }, { "date": "2024-07-30", "equity": 9535.97, "return_pct": -4.64 }, { "date": "2024-07-31", "equity": 9636.85, "return_pct": -3.63 }, { "date": "2024-08-01", "equity": 9626.54, "return_pct": -3.73 }, { "date": "2024-08-02", "equity": 9305.28, "return_pct": -6.95 }, { "date": "2024-08-05", "equity": 9134.24, "return_pct": -8.66 }, { "date": "2024-08-06", "equity": 9211.31, "return_pct": -7.89 }, { "date": "2024-08-07", "equity": 9122.2, "return_pct": -8.78 }, { "date": "2024-08-08", "equity": 9312.48, "return_pct": -6.88 }, { "date": "2024-08-09", "equity": 9319.95, "return_pct": -6.8 }, { "date": "2024-08-12", "equity": 9326.73, "return_pct": -6.73 }, { "date": "2024-08-13", "equity": 9403.67, "return_pct": -5.96 }, { "date": "2024-08-14", "equity": 9351.59, "return_pct": -6.48 }, { "date": "2024-08-15", "equity": 9564.2, "return_pct": -4.36 }, { "date": "2024-08-16", "equity": 9497.68, "return_pct": -5.02 }, { "date": "2024-08-19", "equity": 9634.42, "return_pct": -3.66 }, { "date": "2024-08-20", "equity": 9678.92, "return_pct": -3.21 }, { "date": "2024-08-21", "equity": 9717.17, "return_pct": -2.83 }, { "date": "2024-08-22", "equity": 9609.33, "return_pct": -3.91 }, { "date": "2024-08-23", "equity": 9791.04, "return_pct": -2.09 }, { "date": "2024-08-26", "equity": 9647.96, "return_pct": -3.52 }, { "date": "2024-08-27", "equity": 9719.85, "return_pct": -2.8 }, { "date": "2024-08-28", "equity": 9641.92, "return_pct": -3.58 }, { "date": "2024-08-29", "equity": 9641.82, "return_pct": -3.58 }, { "date": "2024-08-30", "equity": 9775.67, "return_pct": -2.24 }, { "date": "2024-09-03", "equity": 9384.73, "return_pct": -6.15 }, { "date": "2024-09-04", "equity": 9302.91, "return_pct": -6.97 }, { "date": "2024-09-05", "equity": 9240.03, "return_pct": -7.6 }, { "date": "2024-09-06", "equity": 9014.98, "return_pct": -9.85 }, { "date": "2024-09-09", "equity": 9107.69, "return_pct": -8.92 }, { "date": "2024-09-10", "equity": 9005.51, "return_pct": -9.94 }, { "date": "2024-09-11", "equity": 9028.76, "return_pct": -9.71 }, { "date": "2024-09-12", "equity": 9199.67, "return_pct": -8.0 }, { "date": "2024-09-13", "equity": 9328.6, "return_pct": -6.71 }, { "date": "2024-09-16", "equity": 9448.61, "return_pct": -5.51 }, { "date": "2024-09-17", "equity": 9468.81, "return_pct": -5.31 }, { "date": "2024-09-18", "equity": 9382.38, "return_pct": -6.18 }, { "date": "2024-09-19", "equity": 9540.75, "return_pct": -4.59 }, { "date": "2024-09-20", "equity": 9946.12, "return_pct": -0.54 }, { "date": "2024-09-23", "equity": 9999.92, "return_pct": -0.0 }, { "date": "2024-09-24", "equity": 10000.82, "return_pct": 0.01 }, { "date": "2024-09-25", "equity": 10052.68, "return_pct": 0.53 }, { "date": "2024-09-26", "equity": 10023.06, "return_pct": 0.23 }, { "date": "2024-09-27", "equity": 10064.84, "return_pct": 0.65 }, { "date": "2024-09-30", "equity": 10114.79, "return_pct": 1.15 }, { "date": "2024-10-01", "equity": 10063.8, "return_pct": 0.64 }, { "date": "2024-10-02", "equity": 10175.65, "return_pct": 1.76 }, { "date": "2024-10-03", "equity": 10259.13, "return_pct": 2.59 }, { "date": "2024-10-04", "equity": 10596.66, "return_pct": 5.97 }, { "date": "2024-10-07", "equity": 10571.97, "return_pct": 5.72 }, { "date": "2024-10-08", "equity": 10860.44, "return_pct": 8.6 }, { "date": "2024-10-09", "equity": 10702.39, "return_pct": 7.02 }, { "date": "2024-10-10", "equity": 10677.13, "return_pct": 6.77 }, { "date": "2024-10-11", "equity": 11102.82, "return_pct": 11.03 }, { "date": "2024-10-14", "equity": 11111.0, "return_pct": 11.11 }, { "date": "2024-10-15", "equity": 10934.67, "return_pct": 9.35 }, { "date": "2024-10-16", "equity": 11128.61, "return_pct": 11.29 }, { "date": "2024-10-17", "equity": 11054.36, "return_pct": 10.54 }, { "date": "2024-10-18", "equity": 11214.01, "return_pct": 12.14 }, { "date": "2024-10-21", "equity": 11303.01, "return_pct": 13.03 }, { "date": "2024-10-22", "equity": 11269.31, "return_pct": 12.69 }, { "date": "2024-10-23", "equity": 11070.63, "return_pct": 10.71 }, { "date": "2024-10-24", "equity": 11288.91, "return_pct": 12.89 }, { "date": "2024-10-25", "equity": 11384.77, "return_pct": 13.85 }, { "date": "2024-10-28", "equity": 11525.92, "return_pct": 15.26 }, { "date": "2024-10-29", "equity": 11592.4, "return_pct": 15.92 }, { "date": "2024-10-30", "equity": 11503.43, "return_pct": 15.03 }, { "date": "2024-10-31", "equity": 11430.91, "return_pct": 14.31 }, { "date": "2024-11-01", "equity": 11312.98, "return_pct": 13.13 }, { "date": "2024-11-04", "equity": 11337.01, "return_pct": 13.37 }, { "date": "2024-11-05", "equity": 11499.69, "return_pct": 15.0 }, { "date": "2024-11-06", "equity": 12253.11, "return_pct": 22.53 }, { "date": "2024-11-07", "equity": 12227.55, "return_pct": 22.28 }, { "date": "2024-11-08", "equity": 12274.24, "return_pct": 22.74 }, { "date": "2024-11-11", "equity": 12940.45, "return_pct": 29.4 }, { "date": "2024-11-12", "equity": 13032.62, "return_pct": 30.33 }, { "date": "2024-11-13", "equity": 12689.43, "return_pct": 26.89 }, { "date": "2024-11-14", "equity": 12719.3, "return_pct": 27.19 }, { "date": "2024-11-15", "equity": 12741.34, "return_pct": 27.41 }, { "date": "2024-11-18", "equity": 12907.13, "return_pct": 29.07 }, { "date": "2024-11-19", "equity": 12905.57, "return_pct": 29.06 }, { "date": "2024-11-20", "equity": 12963.61, "return_pct": 29.64 }, { "date": "2024-11-21", "equity": 13014.63, "return_pct": 30.15 }, { "date": "2024-11-22", "equity": 13215.38, "return_pct": 32.15 }, { "date": "2024-11-25", "equity": 13337.35, "return_pct": 33.37 }, { "date": "2024-11-26", "equity": 13191.59, "return_pct": 31.92 }, { "date": "2024-11-27", "equity": 13237.22, "return_pct": 32.37 }, { "date": "2024-11-29", "equity": 13306.23, "return_pct": 33.06 }, { "date": "2024-12-02", "equity": 13159.32, "return_pct": 31.59 }, { "date": "2024-12-03", "equity": 13207.55, "return_pct": 32.08 }, { "date": "2024-12-04", "equity": 13239.24, "return_pct": 32.39 }, { "date": "2024-12-05", "equity": 13082.16, "return_pct": 30.82 }, { "date": "2024-12-06", "equity": 13175.48, "return_pct": 31.75 }, { "date": "2024-12-09", "equity": 12918.53, "return_pct": 29.19 }, { "date": "2024-12-10", "equity": 12684.92, "return_pct": 26.85 }, { "date": "2024-12-11", "equity": 12808.36, "return_pct": 28.08 }, { "date": "2024-12-12", "equity": 12826.97, "return_pct": 28.27 }, { "date": "2024-12-13", "equity": 12894.49, "return_pct": 28.94 }, { "date": "2024-12-16", "equity": 13100.35, "return_pct": 31.0 }, { "date": "2024-12-17", "equity": 13000.07, "return_pct": 30.0 }, { "date": "2024-12-18", "equity": 12592.23, "return_pct": 25.92 }, { "date": "2024-12-19", "equity": 12525.79, "return_pct": 25.26 }, { "date": "2024-12-20", "equity": 12525.79, "return_pct": 25.26 }, { "date": "2024-12-23", "equity": 12525.79, "return_pct": 25.26 }, { "date": "2024-12-24", "equity": 12525.79, "return_pct": 25.26 }, { "date": "2024-12-26", "equity": 12525.79, "return_pct": 25.26 }, { "date": "2024-12-27", "equity": 12524.5, "return_pct": 25.25 }, { "date": "2024-12-30", "equity": 12500.09, "return_pct": 25.0 }, { "date": "2024-12-31", "equity": 12466.45, "return_pct": 24.66 }, { "date": "2025-01-02", "equity": 12538.36, "return_pct": 25.38 }, { "date": "2025-01-03", "equity": 12601.35, "return_pct": 26.01 }, { "date": "2025-01-06", "equity": 12646.21, "return_pct": 26.46 }, { "date": "2025-01-07", "equity": 12573.57, "return_pct": 25.74 }, { "date": "2025-01-08", "equity": 12606.05, "return_pct": 26.06 }, { "date": "2025-01-10", "equity": 12616.3, "return_pct": 26.16 }, { "date": "2025-01-13", "equity": 12599.64, "return_pct": 26.0 }, { "date": "2025-01-14", "equity": 12709.33, "return_pct": 27.09 }, { "date": "2025-01-15", "equity": 12893.64, "return_pct": 28.94 }, { "date": "2025-01-16", "equity": 12842.14, "return_pct": 28.42 }, { "date": "2025-01-17", "equity": 12939.11, "return_pct": 29.39 }, { "date": "2025-01-21", "equity": 13096.54, "return_pct": 30.97 }, { "date": "2025-01-22", "equity": 13107.9, "return_pct": 31.08 }, { "date": "2025-01-23", "equity": 12898.19, "return_pct": 28.98 }, { "date": "2025-01-24", "equity": 12851.93, "return_pct": 28.52 }, { "date": "2025-01-27", "equity": 12454.56, "return_pct": 24.55 }, { "date": "2025-01-28", "equity": 12554.71, "return_pct": 25.55 }, { "date": "2025-01-29", "equity": 12562.41, "return_pct": 25.62 }, { "date": "2025-01-30", "equity": 12441.99, "return_pct": 24.42 }, { "date": "2025-01-31", "equity": 12377.39, "return_pct": 23.77 }, { "date": "2025-02-03", "equity": 12512.46, "return_pct": 25.12 }, { "date": "2025-02-04", "equity": 12548.7, "return_pct": 25.49 }, { "date": "2025-02-05", "equity": 12710.81, "return_pct": 27.11 }, { "date": "2025-02-06", "equity": 12606.93, "return_pct": 26.07 }, { "date": "2025-02-07", "equity": 12685.5, "return_pct": 26.85 }, { "date": "2025-02-10", "equity": 12773.45, "return_pct": 27.73 }, { "date": "2025-02-11", "equity": 12604.1, "return_pct": 26.04 }, { "date": "2025-02-12", "equity": 12763.79, "return_pct": 27.64 }, { "date": "2025-02-13", "equity": 12913.8, "return_pct": 29.14 }, { "date": "2025-02-14", "equity": 13221.89, "return_pct": 32.22 }, { "date": "2025-02-18", "equity": 13269.4, "return_pct": 32.69 }, { "date": "2025-02-19", "equity": 13254.06, "return_pct": 32.54 }, { "date": "2025-02-20", "equity": 12934.34, "return_pct": 29.34 }, { "date": "2025-02-21", "equity": 12688.53, "return_pct": 26.89 }, { "date": "2025-02-24", "equity": 12620.19, "return_pct": 26.2 }, { "date": "2025-02-25", "equity": 12556.23, "return_pct": 25.56 }, { "date": "2025-02-26", "equity": 12578.7, "return_pct": 25.79 }, { "date": "2025-02-27", "equity": 12395.21, "return_pct": 23.95 }, { "date": "2025-02-28", "equity": 12482.39, "return_pct": 24.82 }, { "date": "2025-03-03", "equity": 12510.03, "return_pct": 25.1 }, { "date": "2025-03-04", "equity": 12292.66, "return_pct": 22.93 }, { "date": "2025-03-05", "equity": 12310.57, "return_pct": 23.11 }, { "date": "2025-03-06", "equity": 12189.7, "return_pct": 21.9 }, { "date": "2025-03-07", "equity": 12227.67, "return_pct": 22.28 }, { "date": "2025-03-10", "equity": 12356.09, "return_pct": 23.56 }, { "date": "2025-03-11", "equity": 12152.94, "return_pct": 21.53 }, { "date": "2025-03-12", "equity": 12085.61, "return_pct": 20.86 }, { "date": "2025-03-13", "equity": 12117.57, "return_pct": 21.18 }, { "date": "2025-03-14", "equity": 12190.7, "return_pct": 21.91 }, { "date": "2025-03-17", "equity": 12204.43, "return_pct": 22.04 }, { "date": "2025-03-18", "equity": 12118.22, "return_pct": 21.18 }, { "date": "2025-03-19", "equity": 12147.91, "return_pct": 21.48 }, { "date": "2025-03-20", "equity": 12166.81, "return_pct": 21.67 }, { "date": "2025-03-21", "equity": 12152.68, "return_pct": 21.53 }, { "date": "2025-03-24", "equity": 12265.6, "return_pct": 22.66 }, { "date": "2025-03-25", "equity": 12285.7, "return_pct": 22.86 }, { "date": "2025-03-26", "equity": 12239.51, "return_pct": 22.4 }, { "date": "2025-03-27", "equity": 12212.7, "return_pct": 22.13 }, { "date": "2025-03-28", "equity": 12172.72, "return_pct": 21.73 }, { "date": "2025-03-31", "equity": 12204.11, "return_pct": 22.04 }, { "date": "2025-04-01", "equity": 12220.93, "return_pct": 22.21 }, { "date": "2025-04-02", "equity": 12244.06, "return_pct": 22.44 }, { "date": "2025-04-03", "equity": 12097.92, "return_pct": 20.98 }, { "date": "2025-04-04", "equity": 11874.4, "return_pct": 18.74 }, { "date": "2025-04-07", "equity": 11874.4, "return_pct": 18.74 }, { "date": "2025-04-08", "equity": 11874.4, "return_pct": 18.74 }, { "date": "2025-04-09", "equity": 11874.4, "return_pct": 18.74 }, { "date": "2025-04-10", "equity": 11874.4, "return_pct": 18.74 }, { "date": "2025-04-11", "equity": 11868.71, "return_pct": 18.69 }, { "date": "2025-04-14", "equity": 11942.51, "return_pct": 19.43 }, { "date": "2025-04-15", "equity": 11958.79, "return_pct": 19.59 }, { "date": "2025-04-16", "equity": 11843.45, "return_pct": 18.43 }, { "date": "2025-04-17", "equity": 11864.54, "return_pct": 18.65 }, { "date": "2025-04-21", "equity": 11747.36, "return_pct": 17.47 }, { "date": "2025-04-22", "equity": 11868.47, "return_pct": 18.68 }, { "date": "2025-04-23", "equity": 11943.11, "return_pct": 19.43 }, { "date": "2025-04-24", "equity": 11873.04, "return_pct": 18.73 }, { "date": "2025-04-25", "equity": 11887.07, "return_pct": 18.87 }, { "date": "2025-04-28", "equity": 11878.71, "return_pct": 18.79 }, { "date": "2025-04-29", "equity": 12063.18, "return_pct": 20.63 }, { "date": "2025-04-30", "equity": 12148.7, "return_pct": 21.49 }, { "date": "2025-05-01", "equity": 12246.0, "return_pct": 22.46 }, { "date": "2025-05-02", "equity": 12393.45, "return_pct": 23.93 }, { "date": "2025-05-05", "equity": 12421.3, "return_pct": 24.21 }, { "date": "2025-05-06", "equity": 12312.75, "return_pct": 23.13 }, { "date": "2025-05-07", "equity": 12247.87, "return_pct": 22.48 }, { "date": "2025-05-08", "equity": 12688.74, "return_pct": 26.89 }, { "date": "2025-05-09", "equity": 12639.26, "return_pct": 26.39 }, { "date": "2025-05-12", "equity": 12947.79, "return_pct": 29.48 }, { "date": "2025-05-13", "equity": 13335.86, "return_pct": 33.36 }, { "date": "2025-05-14", "equity": 13325.52, "return_pct": 33.26 }, { "date": "2025-05-15", "equity": 13243.74, "return_pct": 32.44 }, { "date": "2025-05-16", "equity": 13435.86, "return_pct": 34.36 }, { "date": "2025-05-19", "equity": 13498.42, "return_pct": 34.98 }, { "date": "2025-05-20", "equity": 13563.93, "return_pct": 35.64 }, { "date": "2025-05-21", "equity": 13300.72, "return_pct": 33.01 }, { "date": "2025-05-22", "equity": 13213.6, "return_pct": 32.14 }, { "date": "2025-05-23", "equity": 13127.74, "return_pct": 31.28 }, { "date": "2025-05-27", "equity": 13396.12, "return_pct": 33.96 }, { "date": "2025-05-28", "equity": 13228.52, "return_pct": 32.29 }, { "date": "2025-05-29", "equity": 13121.52, "return_pct": 31.22 }, { "date": "2025-05-30", "equity": 13116.98, "return_pct": 31.17 }, { "date": "2025-06-02", "equity": 13242.52, "return_pct": 32.43 }, { "date": "2025-06-03", "equity": 13524.23, "return_pct": 35.24 }, { "date": "2025-06-04", "equity": 13569.39, "return_pct": 35.69 }, { "date": "2025-06-05", "equity": 13549.69, "return_pct": 35.5 }, { "date": "2025-06-06", "equity": 13729.78, "return_pct": 37.3 }, { "date": "2025-06-09", "equity": 13677.4, "return_pct": 36.77 }, { "date": "2025-06-10", "equity": 13581.29, "return_pct": 35.81 }, { "date": "2025-06-11", "equity": 13709.54, "return_pct": 37.1 }, { "date": "2025-06-12", "equity": 13714.17, "return_pct": 37.14 }, { "date": "2025-06-13", "equity": 13556.7, "return_pct": 35.57 }, { "date": "2025-06-16", "equity": 13764.6, "return_pct": 37.65 }, { "date": "2025-06-17", "equity": 13713.75, "return_pct": 37.14 }, { "date": "2025-06-18", "equity": 13780.91, "return_pct": 37.81 }, { "date": "2025-06-20", "equity": 13828.08, "return_pct": 38.28 }, { "date": "2025-06-23", "equity": 13863.12, "return_pct": 38.63 }, { "date": "2025-06-24", "equity": 14087.54, "return_pct": 40.88 }, { "date": "2025-06-25", "equity": 14053.54, "return_pct": 40.54 }, { "date": "2025-06-26", "equity": 14390.95, "return_pct": 43.91 }, { "date": "2025-06-27", "equity": 14575.13, "return_pct": 45.75 }, { "date": "2025-06-30", "equity": 14673.8, "return_pct": 46.74 }, { "date": "2025-07-01", "equity": 14313.87, "return_pct": 43.14 }, { "date": "2025-07-02", "equity": 14459.84, "return_pct": 44.6 }, { "date": "2025-07-03", "equity": 14626.89, "return_pct": 46.27 }, { "date": "2025-07-07", "equity": 14641.66, "return_pct": 46.42 }, { "date": "2025-07-08", "equity": 14517.82, "return_pct": 45.18 }, { "date": "2025-07-09", "equity": 14610.37, "return_pct": 46.1 }, { "date": "2025-07-10", "equity": 14288.72, "return_pct": 42.89 }, { "date": "2025-07-11", "equity": 14412.81, "return_pct": 44.13 }, { "date": "2025-07-14", "equity": 14540.79, "return_pct": 45.41 }, { "date": "2025-07-15", "equity": 14346.37, "return_pct": 43.46 }, { "date": "2025-07-16", "equity": 14380.18, "return_pct": 43.8 }, { "date": "2025-07-17", "equity": 14494.19, "return_pct": 44.94 }, { "date": "2025-07-18", "equity": 14496.17, "return_pct": 44.96 }, { "date": "2025-07-21", "equity": 14407.76, "return_pct": 44.08 }, { "date": "2025-07-22", "equity": 14437.32, "return_pct": 44.37 }, { "date": "2025-07-23", "equity": 14493.39, "return_pct": 44.93 }, { "date": "2025-07-24", "equity": 14516.43, "return_pct": 45.16 }, { "date": "2025-07-25", "equity": 14535.95, "return_pct": 45.36 }, { "date": "2025-07-28", "equity": 14562.0, "return_pct": 45.62 }, { "date": "2025-07-29", "equity": 14460.79, "return_pct": 44.61 }, { "date": "2025-07-30", "equity": 14341.75, "return_pct": 43.42 }, { "date": "2025-07-31", "equity": 14280.6, "return_pct": 42.81 }, { "date": "2025-08-01", "equity": 13781.6, "return_pct": 37.82 }, { "date": "2025-08-04", "equity": 13931.97, "return_pct": 39.32 }, { "date": "2025-08-05", "equity": 13936.25, "return_pct": 39.36 }, { "date": "2025-08-06", "equity": 13988.46, "return_pct": 39.88 }, { "date": "2025-08-07", "equity": 13977.33, "return_pct": 39.77 }, { "date": "2025-08-08", "equity": 14094.5, "return_pct": 40.95 }, { "date": "2025-08-11", "equity": 14147.19, "return_pct": 41.47 }, { "date": "2025-08-12", "equity": 14372.84, "return_pct": 43.73 }, { "date": "2025-08-13", "equity": 14319.07, "return_pct": 43.19 }, { "date": "2025-08-14", "equity": 14192.81, "return_pct": 41.93 }, { "date": "2025-08-15", "equity": 14224.29, "return_pct": 42.24 }, { "date": "2025-08-18", "equity": 14296.83, "return_pct": 42.97 }, { "date": "2025-08-19", "equity": 14102.28, "return_pct": 41.02 }, { "date": "2025-08-20", "equity": 13999.35, "return_pct": 39.99 }, { "date": "2025-08-21", "equity": 13919.01, "return_pct": 39.19 }, { "date": "2025-08-22", "equity": 14305.31, "return_pct": 43.05 }, { "date": "2025-08-25", "equity": 14314.12, "return_pct": 43.14 }, { "date": "2025-08-26", "equity": 14453.79, "return_pct": 44.54 }, { "date": "2025-08-27", "equity": 14534.8, "return_pct": 45.35 }, { "date": "2025-08-28", "equity": 14675.07, "return_pct": 46.75 }, { "date": "2025-08-29", "equity": 14289.14, "return_pct": 42.89 }, { "date": "2025-09-02", "equity": 14248.11, "return_pct": 42.48 }, { "date": "2025-09-03", "equity": 14228.69, "return_pct": 42.29 }, { "date": "2025-09-04", "equity": 14282.9, "return_pct": 42.83 }, { "date": "2025-09-05", "equity": 14404.33, "return_pct": 44.04 }, { "date": "2025-09-08", "equity": 14386.71, "return_pct": 43.87 }, { "date": "2025-09-09", "equity": 14391.09, "return_pct": 43.91 }, { "date": "2025-09-10", "equity": 14383.65, "return_pct": 43.84 }, { "date": "2025-09-11", "equity": 14617.44, "return_pct": 46.17 }, { "date": "2025-09-12", "equity": 14783.67, "return_pct": 47.84 }, { "date": "2025-09-15", "equity": 14883.95, "return_pct": 48.84 }, { "date": "2025-09-16", "equity": 14862.83, "return_pct": 48.63 }, { "date": "2025-09-17", "equity": 14760.67, "return_pct": 47.61 }, { "date": "2025-09-18", "equity": 14979.11, "return_pct": 49.79 }, { "date": "2025-09-19", "equity": 15144.31, "return_pct": 51.44 }, { "date": "2025-09-22", "equity": 15147.47, "return_pct": 51.47 }, { "date": "2025-09-23", "equity": 14986.97, "return_pct": 49.87 }, { "date": "2025-09-24", "equity": 14950.73, "return_pct": 49.51 }, { "date": "2025-09-25", "equity": 14642.41, "return_pct": 46.42 }, { "date": "2025-09-26", "equity": 14818.11, "return_pct": 48.18 }, { "date": "2025-09-29", "equity": 15002.53, "return_pct": 50.03 }, { "date": "2025-09-30", "equity": 15079.97, "return_pct": 50.8 }, { "date": "2025-10-01", "equity": 15568.31, "return_pct": 55.68 }, { "date": "2025-10-02", "equity": 15593.06, "return_pct": 55.93 }, { "date": "2025-10-03", "equity": 15597.37, "return_pct": 55.97 }, { "date": "2025-10-06", "equity": 16026.22, "return_pct": 60.26 }, { "date": "2025-10-07", "equity": 15757.5, "return_pct": 57.57 }, { "date": "2025-10-08", "equity": 15991.96, "return_pct": 59.92 }, { "date": "2025-10-09", "equity": 15737.39, "return_pct": 57.37 }, { "date": "2025-10-10", "equity": 15083.87, "return_pct": 50.84 }, { "date": "2025-10-13", "equity": 15482.99, "return_pct": 54.83 }, { "date": "2025-10-14", "equity": 15197.09, "return_pct": 51.97 }, { "date": "2025-10-15", "equity": 15345.14, "return_pct": 53.45 }, { "date": "2025-10-16", "equity": 15402.31, "return_pct": 54.02 }, { "date": "2025-10-17", "equity": 15173.65, "return_pct": 51.74 }, { "date": "2025-10-20", "equity": 15425.39, "return_pct": 54.25 }, { "date": "2025-10-21", "equity": 15316.59, "return_pct": 53.17 }, { "date": "2025-10-22", "equity": 14899.38, "return_pct": 48.99 }, { "date": "2025-10-23", "equity": 14882.56, "return_pct": 48.83 }, { "date": "2025-10-24", "equity": 15030.43, "return_pct": 50.3 }, { "date": "2025-10-27", "equity": 15382.7, "return_pct": 53.83 }, { "date": "2025-10-28", "equity": 15448.89, "return_pct": 54.49 }, { "date": "2025-10-29", "equity": 15359.18, "return_pct": 53.59 }, { "date": "2025-10-30", "equity": 15052.25, "return_pct": 50.52 }, { "date": "2025-10-31", "equity": 15219.45, "return_pct": 52.19 }, { "date": "2025-11-03", "equity": 15092.76, "return_pct": 50.93 }, { "date": "2025-11-04", "equity": 14937.19, "return_pct": 49.37 }, { "date": "2025-11-05", "equity": 14528.85, "return_pct": 45.29 }, { "date": "2025-11-06", "equity": 14423.35, "return_pct": 44.23 }, { "date": "2025-11-07", "equity": 14557.73, "return_pct": 45.58 }, { "date": "2025-11-10", "equity": 14637.01, "return_pct": 46.37 }, { "date": "2025-11-11", "equity": 14404.91, "return_pct": 44.05 }, { "date": "2025-11-12", "equity": 14417.96, "return_pct": 44.18 }, { "date": "2025-11-13", "equity": 14154.75, "return_pct": 41.55 }, { "date": "2025-11-14", "equity": 14109.67, "return_pct": 41.1 }, { "date": "2025-11-17", "equity": 14047.12, "return_pct": 40.47 }, { "date": "2025-11-18", "equity": 13985.83, "return_pct": 39.86 }, { "date": "2025-11-19", "equity": 13957.97, "return_pct": 39.58 }, { "date": "2025-11-20", "equity": 13934.52, "return_pct": 39.35 }, { "date": "2025-11-21", "equity": 13989.05, "return_pct": 39.89 }, { "date": "2025-11-24", "equity": 13962.53, "return_pct": 39.63 }, { "date": "2025-11-25", "equity": 14052.21, "return_pct": 40.52 }, { "date": "2025-11-26", "equity": 14121.5, "return_pct": 41.22 }, { "date": "2025-11-28", "equity": 14139.25, "return_pct": 41.39 }, { "date": "2025-12-01", "equity": 14116.07, "return_pct": 41.16 }, { "date": "2025-12-02", "equity": 14090.68, "return_pct": 40.91 }, { "date": "2025-12-03", "equity": 14066.09, "return_pct": 40.66 }, { "date": "2025-12-04", "equity": 14408.85, "return_pct": 44.09 }, { "date": "2025-12-05", "equity": 14705.75, "return_pct": 47.06 }, { "date": "2025-12-08", "equity": 14440.81, "return_pct": 44.41 }, { "date": "2025-12-09", "equity": 14331.4, "return_pct": 43.31 }, { "date": "2025-12-10", "equity": 14439.6, "return_pct": 44.4 }, { "date": "2025-12-11", "equity": 14674.44, "return_pct": 46.74 }, { "date": "2025-12-12", "equity": 14432.43, "return_pct": 44.32 }, { "date": "2025-12-15", "equity": 14440.86, "return_pct": 44.41 }, { "date": "2025-12-16", "equity": 14505.71, "return_pct": 45.06 }, { "date": "2025-12-17", "equity": 14418.13, "return_pct": 44.18 }, { "date": "2025-12-18", "equity": 14476.65, "return_pct": 44.77 }, { "date": "2025-12-19", "equity": 14629.11, "return_pct": 46.29 }, { "date": "2025-12-22", "equity": 14754.51, "return_pct": 47.55 }, { "date": "2025-12-23", "equity": 14602.36, "return_pct": 46.02 }, { "date": "2025-12-24", "equity": 14723.69, "return_pct": 47.24 }, { "date": "2025-12-26", "equity": 14759.61, "return_pct": 47.6 }, { "date": "2025-12-29", "equity": 14608.74, "return_pct": 46.09 }, { "date": "2025-12-30", "equity": 14490.37, "return_pct": 44.9 }, { "date": "2025-12-31", "equity": 14307.04, "return_pct": 43.07 }, { "date": "2026-01-02", "equity": 14796.09, "return_pct": 47.96 }, { "date": "2026-01-05", "equity": 14915.42, "return_pct": 49.15 }, { "date": "2026-01-06", "equity": 15376.54, "return_pct": 53.77 }, { "date": "2026-01-07", "equity": 15082.1, "return_pct": 50.82 }, { "date": "2026-01-08", "equity": 14937.62, "return_pct": 49.38 }, { "date": "2026-01-09", "equity": 15252.57, "return_pct": 52.53 }, { "date": "2026-01-12", "equity": 15565.39, "return_pct": 55.65 }, { "date": "2026-01-13", "equity": 16006.64, "return_pct": 60.07 }, { "date": "2026-01-14", "equity": 16023.1, "return_pct": 60.23 }, { "date": "2026-01-15", "equity": 16166.65, "return_pct": 61.67 }, { "date": "2026-01-16", "equity": 16011.01, "return_pct": 60.11 }, { "date": "2026-01-20", "equity": 16186.26, "return_pct": 61.86 }, { "date": "2026-01-21", "equity": 16931.12, "return_pct": 69.31 }, { "date": "2026-01-22", "equity": 17115.04, "return_pct": 71.15 }, { "date": "2026-01-23", "equity": 16721.81, "return_pct": 67.22 }, { "date": "2026-01-26", "equity": 16489.92, "return_pct": 64.9 }, { "date": "2026-01-27", "equity": 16584.23, "return_pct": 65.84 }, { "date": "2026-01-28", "equity": 16794.1, "return_pct": 67.94 }, { "date": "2026-01-29", "equity": 16781.81, "return_pct": 67.82 }, { "date": "2026-01-30", "equity": 16176.55, "return_pct": 61.77 }, { "date": "2026-02-02", "equity": 16398.05, "return_pct": 63.98 }, { "date": "2026-02-03", "equity": 16404.58, "return_pct": 64.05 }, { "date": "2026-02-04", "equity": 15900.45, "return_pct": 59.0 }, { "date": "2026-02-05", "equity": 15769.44, "return_pct": 57.69 }, { "date": "2026-02-06", "equity": 16310.76, "return_pct": 63.11 }, { "date": "2026-02-09", "equity": 16234.77, "return_pct": 62.35 }, { "date": "2026-02-10", "equity": 16122.93, "return_pct": 61.23 }, { "date": "2026-02-11", "equity": 16373.05, "return_pct": 63.73 }, { "date": "2026-02-12", "equity": 16348.46, "return_pct": 63.48 }, { "date": "2026-02-13", "equity": 16415.47, "return_pct": 64.15 }, { "date": "2026-02-17", "equity": 16406.26, "return_pct": 64.06 }, { "date": "2026-02-18", "equity": 16181.8, "return_pct": 61.82 }, { "date": "2026-02-19", "equity": 16163.51, "return_pct": 61.64 }, { "date": "2026-02-20", "equity": 16127.96, "return_pct": 61.28 }, { "date": "2026-02-23", "equity": 16226.17, "return_pct": 62.26 }, { "date": "2026-02-24", "equity": 16257.38, "return_pct": 62.57 }, { "date": "2026-02-25", "equity": 16162.68, "return_pct": 61.63 }, { "date": "2026-02-26", "equity": 16097.93, "return_pct": 60.98 }, { "date": "2026-02-27", "equity": 16454.66, "return_pct": 64.55 }, { "date": "2026-03-02", "equity": 15905.92, "return_pct": 59.06 }, { "date": "2026-03-03", "equity": 15720.21, "return_pct": 57.2 }, { "date": "2026-03-04", "equity": 15733.5, "return_pct": 57.34 }, { "date": "2026-03-05", "equity": 15539.99, "return_pct": 55.4 }, { "date": "2026-03-06", "equity": 15501.78, "return_pct": 55.02 }, { "date": "2026-03-09", "equity": 15578.61, "return_pct": 55.79 }, { "date": "2026-03-10", "equity": 15551.55, "return_pct": 55.52 }, { "date": "2026-03-11", "equity": 15629.82, "return_pct": 56.3 }, { "date": "2026-03-12", "equity": 15648.93, "return_pct": 56.49 }, { "date": "2026-03-13", "equity": 15577.76, "return_pct": 55.78 }, { "date": "2026-03-16", "equity": 15610.93, "return_pct": 56.11 }, { "date": "2026-03-17", "equity": 15807.85, "return_pct": 58.08 }, { "date": "2026-03-18", "equity": 15609.67, "return_pct": 56.1 }, { "date": "2026-03-19", "equity": 15525.25, "return_pct": 55.25 }, { "date": "2026-03-20", "equity": 15139.49, "return_pct": 51.39 }, { "date": "2026-03-23", "equity": 15288.59, "return_pct": 52.89 }, { "date": "2026-03-24", "equity": 15258.25, "return_pct": 52.58 }, { "date": "2026-03-25", "equity": 15429.75, "return_pct": 54.3 }, { "date": "2026-03-26", "equity": 15168.27, "return_pct": 51.68 }, { "date": "2026-03-27", "equity": 15133.52, "return_pct": 51.34 }, { "date": "2026-03-30", "equity": 15016.95, "return_pct": 50.17 }, { "date": "2026-03-31", "equity": 15146.34, "return_pct": 51.46 }, { "date": "2026-04-01", "equity": 15182.92, "return_pct": 51.83 }, { "date": "2026-04-02", "equity": 15327.96, "return_pct": 53.28 }, { "date": "2026-04-06", "equity": 15288.78, "return_pct": 52.89 }, { "date": "2026-04-07", "equity": 15278.66, "return_pct": 52.79 }, { "date": "2026-04-08", "equity": 15505.06, "return_pct": 55.05 }, { "date": "2026-04-09", "equity": 15497.14, "return_pct": 54.97 }, { "date": "2026-04-10", "equity": 15715.09, "return_pct": 57.15 }, { "date": "2026-04-13", "equity": 15879.25, "return_pct": 58.79 }, { "date": "2026-04-14", "equity": 16261.1, "return_pct": 62.61 }, { "date": "2026-04-15", "equity": 16108.29, "return_pct": 61.08 }, { "date": "2026-04-16", "equity": 16618.51, "return_pct": 66.19 }, { "date": "2026-04-17", "equity": 16558.05, "return_pct": 65.58 }, { "date": "2026-04-20", "equity": 16445.54, "return_pct": 64.46 }, { "date": "2026-04-21", "equity": 16312.12, "return_pct": 63.12 }, { "date": "2026-04-22", "equity": 16646.87, "return_pct": 66.47 }, { "date": "2026-04-23", "equity": 16661.06, "return_pct": 66.61 }, { "date": "2026-04-24", "equity": 17205.34, "return_pct": 72.05 }, { "date": "2026-04-27", "equity": 17375.58, "return_pct": 73.76 }, { "date": "2026-04-28", "equity": 16908.19, "return_pct": 69.08 }, { "date": "2026-04-29", "equity": 17040.3, "return_pct": 70.4 }, { "date": "2026-04-30", "equity": 17680.12, "return_pct": 76.8 }, { "date": "2026-05-01", "equity": 17817.52, "return_pct": 78.18 }, { "date": "2026-05-04", "equity": 17530.14, "return_pct": 75.3 }, { "date": "2026-05-05", "equity": 17859.24, "return_pct": 78.59 }, { "date": "2026-05-06", "equity": 18021.77, "return_pct": 80.22 }, { "date": "2026-05-07", "equity": 18068.79, "return_pct": 80.69 }, { "date": "2026-05-08", "equity": 18297.32, "return_pct": 82.97 }, { "date": "2026-05-11", "equity": 18610.18, "return_pct": 86.1 }, { "date": "2026-05-12", "equity": 18605.59, "return_pct": 86.06 }, { "date": "2026-05-13", "equity": 19059.0, "return_pct": 90.59 }, { "date": "2026-05-14", "equity": 18903.86, "return_pct": 89.04 }, { "date": "2026-05-15", "equity": 18709.15, "return_pct": 87.09 }, { "date": "2026-05-18", "equity": 18647.25, "return_pct": 86.47 }, { "date": "2026-05-19", "equity": 18576.1, "return_pct": 85.76 }, { "date": "2026-05-20", "equity": 18238.64, "return_pct": 82.39 }, { "date": "2026-05-21", "equity": 18107.48, "return_pct": 81.07 }, { "date": "2026-05-22", "equity": 18223.06, "return_pct": 82.23 }, { "date": "2026-05-26", "equity": 18185.47, "return_pct": 81.85 }, { "date": "2026-05-27", "equity": 18307.33, "return_pct": 83.07 }, { "date": "2026-05-28", "equity": 18320.51, "return_pct": 83.21 }, { "date": "2026-05-29", "equity": 18243.59, "return_pct": 82.44 }, { "date": "2026-06-01", "equity": 18278.22, "return_pct": 82.78 }, { "date": "2026-06-02", "equity": 18251.69, "return_pct": 82.52 }, { "date": "2026-06-03", "equity": 18436.92, "return_pct": 84.37 }, { "date": "2026-06-04", "equity": 18519.17, "return_pct": 85.19 }, { "date": "2026-06-05", "equity": 18466.46, "return_pct": 84.66 }, { "date": "2026-06-08", "equity": 18376.49, "return_pct": 83.76 }, { "date": "2026-06-09", "equity": 18607.78, "return_pct": 86.08 }, { "date": "2026-06-10", "equity": 18666.72, "return_pct": 86.67 }, { "date": "2026-06-11", "equity": 18721.25, "return_pct": 87.21 }, { "date": "2026-06-12", "equity": 18834.26, "return_pct": 88.34 }, { "date": "2026-06-15", "equity": 18819.24, "return_pct": 88.19 }, { "date": "2026-06-16", "equity": 18741.55, "return_pct": 87.42 }, { "date": "2026-06-17", "equity": 18714.65, "return_pct": 87.15 }, { "date": "2026-06-18", "equity": 18630.42, "return_pct": 86.3 }, { "date": "2026-06-22", "equity": 18648.54, "return_pct": 86.49 }, { "date": "2026-06-23", "equity": 18763.77, "return_pct": 87.64 }, { "date": "2026-06-24", "equity": 18840.35, "return_pct": 88.4 }, { "date": "2026-06-25", "equity": 18872.85, "return_pct": 88.73 }, { "date": "2026-06-26", "equity": 18932.05, "return_pct": 89.32 }, { "date": "2026-06-29", "equity": 18900.3, "return_pct": 89.0 }, { "date": "2026-06-30", "equity": 18925.33, "return_pct": 89.25 }, { "date": "2026-07-01", "equity": 18923.88, "return_pct": 89.24 }, { "date": "2026-07-02", "equity": 18923.88, "return_pct": 89.24 } ], "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", "exit_policy": "hold", "live_exit_mode": null, "lookback": "5y", "lookback_label": "5 years", "starting_capital": 10000.0, "final_equity": 18923.88, "total_return_pct": 89.2, "cagr_pct": 13.6, "max_drawdown_pct": 13.3, "sharpe": 1.02, "trades": 149, "win_rate": 38.9, "avg_trade_pnl": 59.89, "best_trade_r": 10.41, "worst_trade_r": -4.3, "best_trade_pnl": 1527.46, "worst_trade_pnl": -651.55, "avg_hold_days": 17.4, "exit_reasons": { "stop": 87, "time": 62 }, "skipped_book_full": 0, "spy_return_pct": 72.0, "yearly_returns": [ { "year": 2021, "return_pct": 0.0 }, { "year": 2022, "return_pct": 0.0 }, { "year": 2023, "return_pct": 0.0 }, { "year": 2024, "return_pct": 24.7 }, { "year": 2025, "return_pct": 14.8 }, { "year": 2026, "return_pct": 32.3 } ], "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": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-07-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-07-02", "equity": 9992.0, "return_pct": -0.08 }, { "date": "2024-07-03", "equity": 9983.72, "return_pct": -0.16 }, { "date": "2024-07-05", "equity": 9952.95, "return_pct": -0.47 }, { "date": "2024-07-08", "equity": 9977.65, "return_pct": -0.22 }, { "date": "2024-07-09", "equity": 10016.89, "return_pct": 0.17 }, { "date": "2024-07-10", "equity": 10182.75, "return_pct": 1.83 }, { "date": "2024-07-11", "equity": 10027.82, "return_pct": 0.28 }, { "date": "2024-07-12", "equity": 10224.1, "return_pct": 2.24 }, { "date": "2024-07-15", "equity": 10385.84, "return_pct": 3.86 }, { "date": "2024-07-16", "equity": 10312.56, "return_pct": 3.13 }, { "date": "2024-07-17", "equity": 9912.41, "return_pct": -0.88 }, { "date": "2024-07-18", "equity": 9687.91, "return_pct": -3.12 }, { "date": "2024-07-19", "equity": 9722.76, "return_pct": -2.77 }, { "date": "2024-07-22", "equity": 9767.74, "return_pct": -2.32 }, { "date": "2024-07-23", "equity": 9711.77, "return_pct": -2.88 }, { "date": "2024-07-24", "equity": 9655.57, "return_pct": -3.44 }, { "date": "2024-07-25", "equity": 9554.62, "return_pct": -4.45 }, { "date": "2024-07-26", "equity": 9655.73, "return_pct": -3.44 }, { "date": "2024-07-29", "equity": 9599.18, "return_pct": -4.01 }, { "date": "2024-07-30", "equity": 9535.97, "return_pct": -4.64 }, { "date": "2024-07-31", "equity": 9636.85, "return_pct": -3.63 }, { "date": "2024-08-01", "equity": 9626.54, "return_pct": -3.73 }, { "date": "2024-08-02", "equity": 9305.28, "return_pct": -6.95 }, { "date": "2024-08-05", "equity": 9134.24, "return_pct": -8.66 }, { "date": "2024-08-06", "equity": 9211.31, "return_pct": -7.89 }, { "date": "2024-08-07", "equity": 9122.2, "return_pct": -8.78 }, { "date": "2024-08-08", "equity": 9312.48, "return_pct": -6.88 }, { "date": "2024-08-09", "equity": 9319.95, "return_pct": -6.8 }, { "date": "2024-08-12", "equity": 9326.73, "return_pct": -6.73 }, { "date": "2024-08-13", "equity": 9403.67, "return_pct": -5.96 }, { "date": "2024-08-14", "equity": 9351.59, "return_pct": -6.48 }, { "date": "2024-08-15", "equity": 9564.2, "return_pct": -4.36 }, { "date": "2024-08-16", "equity": 9497.68, "return_pct": -5.02 }, { "date": "2024-08-19", "equity": 9634.42, "return_pct": -3.66 }, { "date": "2024-08-20", "equity": 9678.92, "return_pct": -3.21 }, { "date": "2024-08-21", "equity": 9717.17, "return_pct": -2.83 }, { "date": "2024-08-22", "equity": 9609.33, "return_pct": -3.91 }, { "date": "2024-08-23", "equity": 9791.04, "return_pct": -2.09 }, { "date": "2024-08-26", "equity": 9647.96, "return_pct": -3.52 }, { "date": "2024-08-27", "equity": 9719.85, "return_pct": -2.8 }, { "date": "2024-08-28", "equity": 9641.92, "return_pct": -3.58 }, { "date": "2024-08-29", "equity": 9641.82, "return_pct": -3.58 }, { "date": "2024-08-30", "equity": 9775.67, "return_pct": -2.24 }, { "date": "2024-09-03", "equity": 9384.73, "return_pct": -6.15 }, { "date": "2024-09-04", "equity": 9302.91, "return_pct": -6.97 }, { "date": "2024-09-05", "equity": 9240.03, "return_pct": -7.6 }, { "date": "2024-09-06", "equity": 9014.98, "return_pct": -9.85 }, { "date": "2024-09-09", "equity": 9107.69, "return_pct": -8.92 }, { "date": "2024-09-10", "equity": 9005.51, "return_pct": -9.94 }, { "date": "2024-09-11", "equity": 9028.76, "return_pct": -9.71 }, { "date": "2024-09-12", "equity": 9199.67, "return_pct": -8.0 }, { "date": "2024-09-13", "equity": 9328.6, "return_pct": -6.71 }, { "date": "2024-09-16", "equity": 9448.61, "return_pct": -5.51 }, { "date": "2024-09-17", "equity": 9468.81, "return_pct": -5.31 }, { "date": "2024-09-18", "equity": 9382.38, "return_pct": -6.18 }, { "date": "2024-09-19", "equity": 9540.75, "return_pct": -4.59 }, { "date": "2024-09-20", "equity": 9946.12, "return_pct": -0.54 }, { "date": "2024-09-23", "equity": 9999.92, "return_pct": -0.0 }, { "date": "2024-09-24", "equity": 10000.82, "return_pct": 0.01 }, { "date": "2024-09-25", "equity": 10052.68, "return_pct": 0.53 }, { "date": "2024-09-26", "equity": 10023.06, "return_pct": 0.23 }, { "date": "2024-09-27", "equity": 10064.84, "return_pct": 0.65 }, { "date": "2024-09-30", "equity": 10114.79, "return_pct": 1.15 }, { "date": "2024-10-01", "equity": 10063.8, "return_pct": 0.64 }, { "date": "2024-10-02", "equity": 10175.65, "return_pct": 1.76 }, { "date": "2024-10-03", "equity": 10259.13, "return_pct": 2.59 }, { "date": "2024-10-04", "equity": 10596.66, "return_pct": 5.97 }, { "date": "2024-10-07", "equity": 10571.97, "return_pct": 5.72 }, { "date": "2024-10-08", "equity": 10860.44, "return_pct": 8.6 }, { "date": "2024-10-09", "equity": 10702.39, "return_pct": 7.02 }, { "date": "2024-10-10", "equity": 10677.13, "return_pct": 6.77 }, { "date": "2024-10-11", "equity": 11102.82, "return_pct": 11.03 }, { "date": "2024-10-14", "equity": 11111.0, "return_pct": 11.11 }, { "date": "2024-10-15", "equity": 10934.67, "return_pct": 9.35 }, { "date": "2024-10-16", "equity": 11128.61, "return_pct": 11.29 }, { "date": "2024-10-17", "equity": 11054.36, "return_pct": 10.54 }, { "date": "2024-10-18", "equity": 11214.01, "return_pct": 12.14 }, { "date": "2024-10-21", "equity": 11303.01, "return_pct": 13.03 }, { "date": "2024-10-22", "equity": 11269.31, "return_pct": 12.69 }, { "date": "2024-10-23", "equity": 11070.63, "return_pct": 10.71 }, { "date": "2024-10-24", "equity": 11288.91, "return_pct": 12.89 }, { "date": "2024-10-25", "equity": 11384.77, "return_pct": 13.85 }, { "date": "2024-10-28", "equity": 11525.92, "return_pct": 15.26 }, { "date": "2024-10-29", "equity": 11592.4, "return_pct": 15.92 }, { "date": "2024-10-30", "equity": 11503.43, "return_pct": 15.03 }, { "date": "2024-10-31", "equity": 11430.91, "return_pct": 14.31 }, { "date": "2024-11-01", "equity": 11312.98, "return_pct": 13.13 }, { "date": "2024-11-04", "equity": 11337.01, "return_pct": 13.37 }, { "date": "2024-11-05", "equity": 11499.69, "return_pct": 15.0 }, { "date": "2024-11-06", "equity": 12253.11, "return_pct": 22.53 }, { "date": "2024-11-07", "equity": 12227.55, "return_pct": 22.28 }, { "date": "2024-11-08", "equity": 12274.24, "return_pct": 22.74 }, { "date": "2024-11-11", "equity": 12940.45, "return_pct": 29.4 }, { "date": "2024-11-12", "equity": 13032.62, "return_pct": 30.33 }, { "date": "2024-11-13", "equity": 12689.43, "return_pct": 26.89 }, { "date": "2024-11-14", "equity": 12719.3, "return_pct": 27.19 }, { "date": "2024-11-15", "equity": 12741.34, "return_pct": 27.41 }, { "date": "2024-11-18", "equity": 12907.13, "return_pct": 29.07 }, { "date": "2024-11-19", "equity": 12905.57, "return_pct": 29.06 }, { "date": "2024-11-20", "equity": 12963.61, "return_pct": 29.64 }, { "date": "2024-11-21", "equity": 13014.63, "return_pct": 30.15 }, { "date": "2024-11-22", "equity": 13215.38, "return_pct": 32.15 }, { "date": "2024-11-25", "equity": 13337.35, "return_pct": 33.37 }, { "date": "2024-11-26", "equity": 13191.59, "return_pct": 31.92 }, { "date": "2024-11-27", "equity": 13237.22, "return_pct": 32.37 }, { "date": "2024-11-29", "equity": 13306.23, "return_pct": 33.06 }, { "date": "2024-12-02", "equity": 13159.32, "return_pct": 31.59 }, { "date": "2024-12-03", "equity": 13207.55, "return_pct": 32.08 }, { "date": "2024-12-04", "equity": 13239.24, "return_pct": 32.39 }, { "date": "2024-12-05", "equity": 13082.16, "return_pct": 30.82 }, { "date": "2024-12-06", "equity": 13175.48, "return_pct": 31.75 }, { "date": "2024-12-09", "equity": 12918.53, "return_pct": 29.19 }, { "date": "2024-12-10", "equity": 12684.92, "return_pct": 26.85 }, { "date": "2024-12-11", "equity": 12808.36, "return_pct": 28.08 }, { "date": "2024-12-12", "equity": 12826.97, "return_pct": 28.27 }, { "date": "2024-12-13", "equity": 12894.49, "return_pct": 28.94 }, { "date": "2024-12-16", "equity": 13100.35, "return_pct": 31.0 }, { "date": "2024-12-17", "equity": 13000.07, "return_pct": 30.0 }, { "date": "2024-12-18", "equity": 12592.23, "return_pct": 25.92 }, { "date": "2024-12-19", "equity": 12525.79, "return_pct": 25.26 }, { "date": "2024-12-20", "equity": 12525.79, "return_pct": 25.26 }, { "date": "2024-12-23", "equity": 12525.79, "return_pct": 25.26 }, { "date": "2024-12-24", "equity": 12525.79, "return_pct": 25.26 }, { "date": "2024-12-26", "equity": 12525.79, "return_pct": 25.26 }, { "date": "2024-12-27", "equity": 12524.5, "return_pct": 25.25 }, { "date": "2024-12-30", "equity": 12500.09, "return_pct": 25.0 }, { "date": "2024-12-31", "equity": 12466.45, "return_pct": 24.66 }, { "date": "2025-01-02", "equity": 12538.36, "return_pct": 25.38 }, { "date": "2025-01-03", "equity": 12601.35, "return_pct": 26.01 }, { "date": "2025-01-06", "equity": 12646.21, "return_pct": 26.46 }, { "date": "2025-01-07", "equity": 12573.57, "return_pct": 25.74 }, { "date": "2025-01-08", "equity": 12606.05, "return_pct": 26.06 }, { "date": "2025-01-10", "equity": 12616.3, "return_pct": 26.16 }, { "date": "2025-01-13", "equity": 12599.64, "return_pct": 26.0 }, { "date": "2025-01-14", "equity": 12709.33, "return_pct": 27.09 }, { "date": "2025-01-15", "equity": 12893.64, "return_pct": 28.94 }, { "date": "2025-01-16", "equity": 12842.14, "return_pct": 28.42 }, { "date": "2025-01-17", "equity": 12939.11, "return_pct": 29.39 }, { "date": "2025-01-21", "equity": 13096.54, "return_pct": 30.97 }, { "date": "2025-01-22", "equity": 13107.9, "return_pct": 31.08 }, { "date": "2025-01-23", "equity": 12898.19, "return_pct": 28.98 }, { "date": "2025-01-24", "equity": 12851.93, "return_pct": 28.52 }, { "date": "2025-01-27", "equity": 12454.56, "return_pct": 24.55 }, { "date": "2025-01-28", "equity": 12554.71, "return_pct": 25.55 }, { "date": "2025-01-29", "equity": 12562.41, "return_pct": 25.62 }, { "date": "2025-01-30", "equity": 12441.99, "return_pct": 24.42 }, { "date": "2025-01-31", "equity": 12377.39, "return_pct": 23.77 }, { "date": "2025-02-03", "equity": 12512.46, "return_pct": 25.12 }, { "date": "2025-02-04", "equity": 12548.7, "return_pct": 25.49 }, { "date": "2025-02-05", "equity": 12710.81, "return_pct": 27.11 }, { "date": "2025-02-06", "equity": 12606.93, "return_pct": 26.07 }, { "date": "2025-02-07", "equity": 12685.5, "return_pct": 26.85 }, { "date": "2025-02-10", "equity": 12773.45, "return_pct": 27.73 }, { "date": "2025-02-11", "equity": 12604.1, "return_pct": 26.04 }, { "date": "2025-02-12", "equity": 12763.79, "return_pct": 27.64 }, { "date": "2025-02-13", "equity": 12913.8, "return_pct": 29.14 }, { "date": "2025-02-14", "equity": 13221.89, "return_pct": 32.22 }, { "date": "2025-02-18", "equity": 13269.4, "return_pct": 32.69 }, { "date": "2025-02-19", "equity": 13254.06, "return_pct": 32.54 }, { "date": "2025-02-20", "equity": 12934.34, "return_pct": 29.34 }, { "date": "2025-02-21", "equity": 12688.53, "return_pct": 26.89 }, { "date": "2025-02-24", "equity": 12620.19, "return_pct": 26.2 }, { "date": "2025-02-25", "equity": 12556.23, "return_pct": 25.56 }, { "date": "2025-02-26", "equity": 12578.7, "return_pct": 25.79 }, { "date": "2025-02-27", "equity": 12395.21, "return_pct": 23.95 }, { "date": "2025-02-28", "equity": 12482.39, "return_pct": 24.82 }, { "date": "2025-03-03", "equity": 12510.03, "return_pct": 25.1 }, { "date": "2025-03-04", "equity": 12292.66, "return_pct": 22.93 }, { "date": "2025-03-05", "equity": 12310.57, "return_pct": 23.11 }, { "date": "2025-03-06", "equity": 12189.7, "return_pct": 21.9 }, { "date": "2025-03-07", "equity": 12227.67, "return_pct": 22.28 }, { "date": "2025-03-10", "equity": 12356.09, "return_pct": 23.56 }, { "date": "2025-03-11", "equity": 12152.94, "return_pct": 21.53 }, { "date": "2025-03-12", "equity": 12085.61, "return_pct": 20.86 }, { "date": "2025-03-13", "equity": 12117.57, "return_pct": 21.18 }, { "date": "2025-03-14", "equity": 12190.7, "return_pct": 21.91 }, { "date": "2025-03-17", "equity": 12204.43, "return_pct": 22.04 }, { "date": "2025-03-18", "equity": 12118.22, "return_pct": 21.18 }, { "date": "2025-03-19", "equity": 12147.91, "return_pct": 21.48 }, { "date": "2025-03-20", "equity": 12166.81, "return_pct": 21.67 }, { "date": "2025-03-21", "equity": 12152.68, "return_pct": 21.53 }, { "date": "2025-03-24", "equity": 12265.6, "return_pct": 22.66 }, { "date": "2025-03-25", "equity": 12285.7, "return_pct": 22.86 }, { "date": "2025-03-26", "equity": 12239.51, "return_pct": 22.4 }, { "date": "2025-03-27", "equity": 12212.7, "return_pct": 22.13 }, { "date": "2025-03-28", "equity": 12172.72, "return_pct": 21.73 }, { "date": "2025-03-31", "equity": 12204.11, "return_pct": 22.04 }, { "date": "2025-04-01", "equity": 12220.93, "return_pct": 22.21 }, { "date": "2025-04-02", "equity": 12244.06, "return_pct": 22.44 }, { "date": "2025-04-03", "equity": 12097.92, "return_pct": 20.98 }, { "date": "2025-04-04", "equity": 11874.4, "return_pct": 18.74 }, { "date": "2025-04-07", "equity": 11874.4, "return_pct": 18.74 }, { "date": "2025-04-08", "equity": 11874.4, "return_pct": 18.74 }, { "date": "2025-04-09", "equity": 11874.4, "return_pct": 18.74 }, { "date": "2025-04-10", "equity": 11874.4, "return_pct": 18.74 }, { "date": "2025-04-11", "equity": 11868.71, "return_pct": 18.69 }, { "date": "2025-04-14", "equity": 11942.51, "return_pct": 19.43 }, { "date": "2025-04-15", "equity": 11958.79, "return_pct": 19.59 }, { "date": "2025-04-16", "equity": 11843.45, "return_pct": 18.43 }, { "date": "2025-04-17", "equity": 11864.54, "return_pct": 18.65 }, { "date": "2025-04-21", "equity": 11747.36, "return_pct": 17.47 }, { "date": "2025-04-22", "equity": 11868.47, "return_pct": 18.68 }, { "date": "2025-04-23", "equity": 11943.11, "return_pct": 19.43 }, { "date": "2025-04-24", "equity": 11873.04, "return_pct": 18.73 }, { "date": "2025-04-25", "equity": 11887.07, "return_pct": 18.87 }, { "date": "2025-04-28", "equity": 11878.71, "return_pct": 18.79 }, { "date": "2025-04-29", "equity": 12063.18, "return_pct": 20.63 }, { "date": "2025-04-30", "equity": 12148.7, "return_pct": 21.49 }, { "date": "2025-05-01", "equity": 12246.0, "return_pct": 22.46 }, { "date": "2025-05-02", "equity": 12393.45, "return_pct": 23.93 }, { "date": "2025-05-05", "equity": 12421.3, "return_pct": 24.21 }, { "date": "2025-05-06", "equity": 12312.75, "return_pct": 23.13 }, { "date": "2025-05-07", "equity": 12247.87, "return_pct": 22.48 }, { "date": "2025-05-08", "equity": 12688.74, "return_pct": 26.89 }, { "date": "2025-05-09", "equity": 12639.26, "return_pct": 26.39 }, { "date": "2025-05-12", "equity": 12947.79, "return_pct": 29.48 }, { "date": "2025-05-13", "equity": 13335.86, "return_pct": 33.36 }, { "date": "2025-05-14", "equity": 13325.52, "return_pct": 33.26 }, { "date": "2025-05-15", "equity": 13243.74, "return_pct": 32.44 }, { "date": "2025-05-16", "equity": 13435.86, "return_pct": 34.36 }, { "date": "2025-05-19", "equity": 13498.42, "return_pct": 34.98 }, { "date": "2025-05-20", "equity": 13563.93, "return_pct": 35.64 }, { "date": "2025-05-21", "equity": 13300.72, "return_pct": 33.01 }, { "date": "2025-05-22", "equity": 13213.6, "return_pct": 32.14 }, { "date": "2025-05-23", "equity": 13127.74, "return_pct": 31.28 }, { "date": "2025-05-27", "equity": 13396.12, "return_pct": 33.96 }, { "date": "2025-05-28", "equity": 13228.52, "return_pct": 32.29 }, { "date": "2025-05-29", "equity": 13121.52, "return_pct": 31.22 }, { "date": "2025-05-30", "equity": 13116.98, "return_pct": 31.17 }, { "date": "2025-06-02", "equity": 13242.52, "return_pct": 32.43 }, { "date": "2025-06-03", "equity": 13524.23, "return_pct": 35.24 }, { "date": "2025-06-04", "equity": 13569.39, "return_pct": 35.69 }, { "date": "2025-06-05", "equity": 13549.69, "return_pct": 35.5 }, { "date": "2025-06-06", "equity": 13729.78, "return_pct": 37.3 }, { "date": "2025-06-09", "equity": 13677.4, "return_pct": 36.77 }, { "date": "2025-06-10", "equity": 13581.29, "return_pct": 35.81 }, { "date": "2025-06-11", "equity": 13709.54, "return_pct": 37.1 }, { "date": "2025-06-12", "equity": 13714.17, "return_pct": 37.14 }, { "date": "2025-06-13", "equity": 13556.7, "return_pct": 35.57 }, { "date": "2025-06-16", "equity": 13764.6, "return_pct": 37.65 }, { "date": "2025-06-17", "equity": 13713.75, "return_pct": 37.14 }, { "date": "2025-06-18", "equity": 13780.91, "return_pct": 37.81 }, { "date": "2025-06-20", "equity": 13828.08, "return_pct": 38.28 }, { "date": "2025-06-23", "equity": 13863.12, "return_pct": 38.63 }, { "date": "2025-06-24", "equity": 14087.54, "return_pct": 40.88 }, { "date": "2025-06-25", "equity": 14053.54, "return_pct": 40.54 }, { "date": "2025-06-26", "equity": 14390.95, "return_pct": 43.91 }, { "date": "2025-06-27", "equity": 14575.13, "return_pct": 45.75 }, { "date": "2025-06-30", "equity": 14673.8, "return_pct": 46.74 }, { "date": "2025-07-01", "equity": 14313.87, "return_pct": 43.14 }, { "date": "2025-07-02", "equity": 14459.84, "return_pct": 44.6 }, { "date": "2025-07-03", "equity": 14626.89, "return_pct": 46.27 }, { "date": "2025-07-07", "equity": 14641.66, "return_pct": 46.42 }, { "date": "2025-07-08", "equity": 14517.82, "return_pct": 45.18 }, { "date": "2025-07-09", "equity": 14610.37, "return_pct": 46.1 }, { "date": "2025-07-10", "equity": 14288.72, "return_pct": 42.89 }, { "date": "2025-07-11", "equity": 14412.81, "return_pct": 44.13 }, { "date": "2025-07-14", "equity": 14540.79, "return_pct": 45.41 }, { "date": "2025-07-15", "equity": 14346.37, "return_pct": 43.46 }, { "date": "2025-07-16", "equity": 14380.18, "return_pct": 43.8 }, { "date": "2025-07-17", "equity": 14494.19, "return_pct": 44.94 }, { "date": "2025-07-18", "equity": 14496.17, "return_pct": 44.96 }, { "date": "2025-07-21", "equity": 14407.76, "return_pct": 44.08 }, { "date": "2025-07-22", "equity": 14437.32, "return_pct": 44.37 }, { "date": "2025-07-23", "equity": 14493.39, "return_pct": 44.93 }, { "date": "2025-07-24", "equity": 14516.43, "return_pct": 45.16 }, { "date": "2025-07-25", "equity": 14535.95, "return_pct": 45.36 }, { "date": "2025-07-28", "equity": 14562.0, "return_pct": 45.62 }, { "date": "2025-07-29", "equity": 14460.79, "return_pct": 44.61 }, { "date": "2025-07-30", "equity": 14341.75, "return_pct": 43.42 }, { "date": "2025-07-31", "equity": 14280.6, "return_pct": 42.81 }, { "date": "2025-08-01", "equity": 13781.6, "return_pct": 37.82 }, { "date": "2025-08-04", "equity": 13931.97, "return_pct": 39.32 }, { "date": "2025-08-05", "equity": 13936.25, "return_pct": 39.36 }, { "date": "2025-08-06", "equity": 13988.46, "return_pct": 39.88 }, { "date": "2025-08-07", "equity": 13977.33, "return_pct": 39.77 }, { "date": "2025-08-08", "equity": 14094.5, "return_pct": 40.95 }, { "date": "2025-08-11", "equity": 14147.19, "return_pct": 41.47 }, { "date": "2025-08-12", "equity": 14372.84, "return_pct": 43.73 }, { "date": "2025-08-13", "equity": 14319.07, "return_pct": 43.19 }, { "date": "2025-08-14", "equity": 14192.81, "return_pct": 41.93 }, { "date": "2025-08-15", "equity": 14224.29, "return_pct": 42.24 }, { "date": "2025-08-18", "equity": 14296.83, "return_pct": 42.97 }, { "date": "2025-08-19", "equity": 14102.28, "return_pct": 41.02 }, { "date": "2025-08-20", "equity": 13999.35, "return_pct": 39.99 }, { "date": "2025-08-21", "equity": 13919.01, "return_pct": 39.19 }, { "date": "2025-08-22", "equity": 14305.31, "return_pct": 43.05 }, { "date": "2025-08-25", "equity": 14314.12, "return_pct": 43.14 }, { "date": "2025-08-26", "equity": 14453.79, "return_pct": 44.54 }, { "date": "2025-08-27", "equity": 14534.8, "return_pct": 45.35 }, { "date": "2025-08-28", "equity": 14675.07, "return_pct": 46.75 }, { "date": "2025-08-29", "equity": 14289.14, "return_pct": 42.89 }, { "date": "2025-09-02", "equity": 14248.11, "return_pct": 42.48 }, { "date": "2025-09-03", "equity": 14228.69, "return_pct": 42.29 }, { "date": "2025-09-04", "equity": 14282.9, "return_pct": 42.83 }, { "date": "2025-09-05", "equity": 14404.33, "return_pct": 44.04 }, { "date": "2025-09-08", "equity": 14386.71, "return_pct": 43.87 }, { "date": "2025-09-09", "equity": 14391.09, "return_pct": 43.91 }, { "date": "2025-09-10", "equity": 14383.65, "return_pct": 43.84 }, { "date": "2025-09-11", "equity": 14617.44, "return_pct": 46.17 }, { "date": "2025-09-12", "equity": 14783.67, "return_pct": 47.84 }, { "date": "2025-09-15", "equity": 14883.95, "return_pct": 48.84 }, { "date": "2025-09-16", "equity": 14862.83, "return_pct": 48.63 }, { "date": "2025-09-17", "equity": 14760.67, "return_pct": 47.61 }, { "date": "2025-09-18", "equity": 14979.11, "return_pct": 49.79 }, { "date": "2025-09-19", "equity": 15144.31, "return_pct": 51.44 }, { "date": "2025-09-22", "equity": 15147.47, "return_pct": 51.47 }, { "date": "2025-09-23", "equity": 14986.97, "return_pct": 49.87 }, { "date": "2025-09-24", "equity": 14950.73, "return_pct": 49.51 }, { "date": "2025-09-25", "equity": 14642.41, "return_pct": 46.42 }, { "date": "2025-09-26", "equity": 14818.11, "return_pct": 48.18 }, { "date": "2025-09-29", "equity": 15002.53, "return_pct": 50.03 }, { "date": "2025-09-30", "equity": 15079.97, "return_pct": 50.8 }, { "date": "2025-10-01", "equity": 15568.31, "return_pct": 55.68 }, { "date": "2025-10-02", "equity": 15593.06, "return_pct": 55.93 }, { "date": "2025-10-03", "equity": 15597.37, "return_pct": 55.97 }, { "date": "2025-10-06", "equity": 16026.22, "return_pct": 60.26 }, { "date": "2025-10-07", "equity": 15757.5, "return_pct": 57.57 }, { "date": "2025-10-08", "equity": 15991.96, "return_pct": 59.92 }, { "date": "2025-10-09", "equity": 15737.39, "return_pct": 57.37 }, { "date": "2025-10-10", "equity": 15083.87, "return_pct": 50.84 }, { "date": "2025-10-13", "equity": 15482.99, "return_pct": 54.83 }, { "date": "2025-10-14", "equity": 15197.09, "return_pct": 51.97 }, { "date": "2025-10-15", "equity": 15345.14, "return_pct": 53.45 }, { "date": "2025-10-16", "equity": 15402.31, "return_pct": 54.02 }, { "date": "2025-10-17", "equity": 15173.65, "return_pct": 51.74 }, { "date": "2025-10-20", "equity": 15425.39, "return_pct": 54.25 }, { "date": "2025-10-21", "equity": 15316.59, "return_pct": 53.17 }, { "date": "2025-10-22", "equity": 14899.38, "return_pct": 48.99 }, { "date": "2025-10-23", "equity": 14882.56, "return_pct": 48.83 }, { "date": "2025-10-24", "equity": 15030.43, "return_pct": 50.3 }, { "date": "2025-10-27", "equity": 15382.7, "return_pct": 53.83 }, { "date": "2025-10-28", "equity": 15448.89, "return_pct": 54.49 }, { "date": "2025-10-29", "equity": 15359.18, "return_pct": 53.59 }, { "date": "2025-10-30", "equity": 15052.25, "return_pct": 50.52 }, { "date": "2025-10-31", "equity": 15219.45, "return_pct": 52.19 }, { "date": "2025-11-03", "equity": 15092.76, "return_pct": 50.93 }, { "date": "2025-11-04", "equity": 14937.19, "return_pct": 49.37 }, { "date": "2025-11-05", "equity": 14528.85, "return_pct": 45.29 }, { "date": "2025-11-06", "equity": 14423.35, "return_pct": 44.23 }, { "date": "2025-11-07", "equity": 14557.73, "return_pct": 45.58 }, { "date": "2025-11-10", "equity": 14637.01, "return_pct": 46.37 }, { "date": "2025-11-11", "equity": 14404.91, "return_pct": 44.05 }, { "date": "2025-11-12", "equity": 14417.96, "return_pct": 44.18 }, { "date": "2025-11-13", "equity": 14154.75, "return_pct": 41.55 }, { "date": "2025-11-14", "equity": 14109.67, "return_pct": 41.1 }, { "date": "2025-11-17", "equity": 14047.12, "return_pct": 40.47 }, { "date": "2025-11-18", "equity": 13985.83, "return_pct": 39.86 }, { "date": "2025-11-19", "equity": 13957.97, "return_pct": 39.58 }, { "date": "2025-11-20", "equity": 13934.52, "return_pct": 39.35 }, { "date": "2025-11-21", "equity": 13989.05, "return_pct": 39.89 }, { "date": "2025-11-24", "equity": 13962.53, "return_pct": 39.63 }, { "date": "2025-11-25", "equity": 14052.21, "return_pct": 40.52 }, { "date": "2025-11-26", "equity": 14121.5, "return_pct": 41.22 }, { "date": "2025-11-28", "equity": 14139.25, "return_pct": 41.39 }, { "date": "2025-12-01", "equity": 14116.07, "return_pct": 41.16 }, { "date": "2025-12-02", "equity": 14090.68, "return_pct": 40.91 }, { "date": "2025-12-03", "equity": 14066.09, "return_pct": 40.66 }, { "date": "2025-12-04", "equity": 14408.85, "return_pct": 44.09 }, { "date": "2025-12-05", "equity": 14705.75, "return_pct": 47.06 }, { "date": "2025-12-08", "equity": 14440.81, "return_pct": 44.41 }, { "date": "2025-12-09", "equity": 14331.4, "return_pct": 43.31 }, { "date": "2025-12-10", "equity": 14439.6, "return_pct": 44.4 }, { "date": "2025-12-11", "equity": 14674.44, "return_pct": 46.74 }, { "date": "2025-12-12", "equity": 14432.43, "return_pct": 44.32 }, { "date": "2025-12-15", "equity": 14440.86, "return_pct": 44.41 }, { "date": "2025-12-16", "equity": 14505.71, "return_pct": 45.06 }, { "date": "2025-12-17", "equity": 14418.13, "return_pct": 44.18 }, { "date": "2025-12-18", "equity": 14476.65, "return_pct": 44.77 }, { "date": "2025-12-19", "equity": 14629.11, "return_pct": 46.29 }, { "date": "2025-12-22", "equity": 14754.51, "return_pct": 47.55 }, { "date": "2025-12-23", "equity": 14602.36, "return_pct": 46.02 }, { "date": "2025-12-24", "equity": 14723.69, "return_pct": 47.24 }, { "date": "2025-12-26", "equity": 14759.61, "return_pct": 47.6 }, { "date": "2025-12-29", "equity": 14608.74, "return_pct": 46.09 }, { "date": "2025-12-30", "equity": 14490.37, "return_pct": 44.9 }, { "date": "2025-12-31", "equity": 14307.04, "return_pct": 43.07 }, { "date": "2026-01-02", "equity": 14796.09, "return_pct": 47.96 }, { "date": "2026-01-05", "equity": 14915.42, "return_pct": 49.15 }, { "date": "2026-01-06", "equity": 15376.54, "return_pct": 53.77 }, { "date": "2026-01-07", "equity": 15082.1, "return_pct": 50.82 }, { "date": "2026-01-08", "equity": 14937.62, "return_pct": 49.38 }, { "date": "2026-01-09", "equity": 15252.57, "return_pct": 52.53 }, { "date": "2026-01-12", "equity": 15565.39, "return_pct": 55.65 }, { "date": "2026-01-13", "equity": 16006.64, "return_pct": 60.07 }, { "date": "2026-01-14", "equity": 16023.1, "return_pct": 60.23 }, { "date": "2026-01-15", "equity": 16166.65, "return_pct": 61.67 }, { "date": "2026-01-16", "equity": 16011.01, "return_pct": 60.11 }, { "date": "2026-01-20", "equity": 16186.26, "return_pct": 61.86 }, { "date": "2026-01-21", "equity": 16931.12, "return_pct": 69.31 }, { "date": "2026-01-22", "equity": 17115.04, "return_pct": 71.15 }, { "date": "2026-01-23", "equity": 16721.81, "return_pct": 67.22 }, { "date": "2026-01-26", "equity": 16489.92, "return_pct": 64.9 }, { "date": "2026-01-27", "equity": 16584.23, "return_pct": 65.84 }, { "date": "2026-01-28", "equity": 16794.1, "return_pct": 67.94 }, { "date": "2026-01-29", "equity": 16781.81, "return_pct": 67.82 }, { "date": "2026-01-30", "equity": 16176.55, "return_pct": 61.77 }, { "date": "2026-02-02", "equity": 16398.05, "return_pct": 63.98 }, { "date": "2026-02-03", "equity": 16404.58, "return_pct": 64.05 }, { "date": "2026-02-04", "equity": 15900.45, "return_pct": 59.0 }, { "date": "2026-02-05", "equity": 15769.44, "return_pct": 57.69 }, { "date": "2026-02-06", "equity": 16310.76, "return_pct": 63.11 }, { "date": "2026-02-09", "equity": 16234.77, "return_pct": 62.35 }, { "date": "2026-02-10", "equity": 16122.93, "return_pct": 61.23 }, { "date": "2026-02-11", "equity": 16373.05, "return_pct": 63.73 }, { "date": "2026-02-12", "equity": 16348.46, "return_pct": 63.48 }, { "date": "2026-02-13", "equity": 16415.47, "return_pct": 64.15 }, { "date": "2026-02-17", "equity": 16406.26, "return_pct": 64.06 }, { "date": "2026-02-18", "equity": 16181.8, "return_pct": 61.82 }, { "date": "2026-02-19", "equity": 16163.51, "return_pct": 61.64 }, { "date": "2026-02-20", "equity": 16127.96, "return_pct": 61.28 }, { "date": "2026-02-23", "equity": 16226.17, "return_pct": 62.26 }, { "date": "2026-02-24", "equity": 16257.38, "return_pct": 62.57 }, { "date": "2026-02-25", "equity": 16162.68, "return_pct": 61.63 }, { "date": "2026-02-26", "equity": 16097.93, "return_pct": 60.98 }, { "date": "2026-02-27", "equity": 16454.66, "return_pct": 64.55 }, { "date": "2026-03-02", "equity": 15905.92, "return_pct": 59.06 }, { "date": "2026-03-03", "equity": 15720.21, "return_pct": 57.2 }, { "date": "2026-03-04", "equity": 15733.5, "return_pct": 57.34 }, { "date": "2026-03-05", "equity": 15539.99, "return_pct": 55.4 }, { "date": "2026-03-06", "equity": 15501.78, "return_pct": 55.02 }, { "date": "2026-03-09", "equity": 15578.61, "return_pct": 55.79 }, { "date": "2026-03-10", "equity": 15551.55, "return_pct": 55.52 }, { "date": "2026-03-11", "equity": 15629.82, "return_pct": 56.3 }, { "date": "2026-03-12", "equity": 15648.93, "return_pct": 56.49 }, { "date": "2026-03-13", "equity": 15577.76, "return_pct": 55.78 }, { "date": "2026-03-16", "equity": 15610.93, "return_pct": 56.11 }, { "date": "2026-03-17", "equity": 15807.85, "return_pct": 58.08 }, { "date": "2026-03-18", "equity": 15609.67, "return_pct": 56.1 }, { "date": "2026-03-19", "equity": 15525.25, "return_pct": 55.25 }, { "date": "2026-03-20", "equity": 15139.49, "return_pct": 51.39 }, { "date": "2026-03-23", "equity": 15288.59, "return_pct": 52.89 }, { "date": "2026-03-24", "equity": 15258.25, "return_pct": 52.58 }, { "date": "2026-03-25", "equity": 15429.75, "return_pct": 54.3 }, { "date": "2026-03-26", "equity": 15168.27, "return_pct": 51.68 }, { "date": "2026-03-27", "equity": 15133.52, "return_pct": 51.34 }, { "date": "2026-03-30", "equity": 15016.95, "return_pct": 50.17 }, { "date": "2026-03-31", "equity": 15146.34, "return_pct": 51.46 }, { "date": "2026-04-01", "equity": 15182.92, "return_pct": 51.83 }, { "date": "2026-04-02", "equity": 15327.96, "return_pct": 53.28 }, { "date": "2026-04-06", "equity": 15288.78, "return_pct": 52.89 }, { "date": "2026-04-07", "equity": 15278.66, "return_pct": 52.79 }, { "date": "2026-04-08", "equity": 15505.06, "return_pct": 55.05 }, { "date": "2026-04-09", "equity": 15497.14, "return_pct": 54.97 }, { "date": "2026-04-10", "equity": 15715.09, "return_pct": 57.15 }, { "date": "2026-04-13", "equity": 15879.25, "return_pct": 58.79 }, { "date": "2026-04-14", "equity": 16261.1, "return_pct": 62.61 }, { "date": "2026-04-15", "equity": 16108.29, "return_pct": 61.08 }, { "date": "2026-04-16", "equity": 16618.51, "return_pct": 66.19 }, { "date": "2026-04-17", "equity": 16558.05, "return_pct": 65.58 }, { "date": "2026-04-20", "equity": 16445.54, "return_pct": 64.46 }, { "date": "2026-04-21", "equity": 16312.12, "return_pct": 63.12 }, { "date": "2026-04-22", "equity": 16646.87, "return_pct": 66.47 }, { "date": "2026-04-23", "equity": 16661.06, "return_pct": 66.61 }, { "date": "2026-04-24", "equity": 17205.34, "return_pct": 72.05 }, { "date": "2026-04-27", "equity": 17375.58, "return_pct": 73.76 }, { "date": "2026-04-28", "equity": 16908.19, "return_pct": 69.08 }, { "date": "2026-04-29", "equity": 17040.3, "return_pct": 70.4 }, { "date": "2026-04-30", "equity": 17680.12, "return_pct": 76.8 }, { "date": "2026-05-01", "equity": 17817.52, "return_pct": 78.18 }, { "date": "2026-05-04", "equity": 17530.14, "return_pct": 75.3 }, { "date": "2026-05-05", "equity": 17859.24, "return_pct": 78.59 }, { "date": "2026-05-06", "equity": 18021.77, "return_pct": 80.22 }, { "date": "2026-05-07", "equity": 18068.79, "return_pct": 80.69 }, { "date": "2026-05-08", "equity": 18297.32, "return_pct": 82.97 }, { "date": "2026-05-11", "equity": 18610.18, "return_pct": 86.1 }, { "date": "2026-05-12", "equity": 18605.59, "return_pct": 86.06 }, { "date": "2026-05-13", "equity": 19059.0, "return_pct": 90.59 }, { "date": "2026-05-14", "equity": 18903.86, "return_pct": 89.04 }, { "date": "2026-05-15", "equity": 18709.15, "return_pct": 87.09 }, { "date": "2026-05-18", "equity": 18647.25, "return_pct": 86.47 }, { "date": "2026-05-19", "equity": 18576.1, "return_pct": 85.76 }, { "date": "2026-05-20", "equity": 18238.64, "return_pct": 82.39 }, { "date": "2026-05-21", "equity": 18107.48, "return_pct": 81.07 }, { "date": "2026-05-22", "equity": 18223.06, "return_pct": 82.23 }, { "date": "2026-05-26", "equity": 18185.47, "return_pct": 81.85 }, { "date": "2026-05-27", "equity": 18307.33, "return_pct": 83.07 }, { "date": "2026-05-28", "equity": 18320.51, "return_pct": 83.21 }, { "date": "2026-05-29", "equity": 18243.59, "return_pct": 82.44 }, { "date": "2026-06-01", "equity": 18278.22, "return_pct": 82.78 }, { "date": "2026-06-02", "equity": 18251.69, "return_pct": 82.52 }, { "date": "2026-06-03", "equity": 18436.92, "return_pct": 84.37 }, { "date": "2026-06-04", "equity": 18519.17, "return_pct": 85.19 }, { "date": "2026-06-05", "equity": 18466.46, "return_pct": 84.66 }, { "date": "2026-06-08", "equity": 18376.49, "return_pct": 83.76 }, { "date": "2026-06-09", "equity": 18607.78, "return_pct": 86.08 }, { "date": "2026-06-10", "equity": 18666.72, "return_pct": 86.67 }, { "date": "2026-06-11", "equity": 18721.25, "return_pct": 87.21 }, { "date": "2026-06-12", "equity": 18834.26, "return_pct": 88.34 }, { "date": "2026-06-15", "equity": 18819.24, "return_pct": 88.19 }, { "date": "2026-06-16", "equity": 18741.55, "return_pct": 87.42 }, { "date": "2026-06-17", "equity": 18714.65, "return_pct": 87.15 }, { "date": "2026-06-18", "equity": 18630.42, "return_pct": 86.3 }, { "date": "2026-06-22", "equity": 18648.54, "return_pct": 86.49 }, { "date": "2026-06-23", "equity": 18763.77, "return_pct": 87.64 }, { "date": "2026-06-24", "equity": 18840.35, "return_pct": 88.4 }, { "date": "2026-06-25", "equity": 18872.85, "return_pct": 88.73 }, { "date": "2026-06-26", "equity": 18932.05, "return_pct": 89.32 }, { "date": "2026-06-29", "equity": 18900.3, "return_pct": 89.0 }, { "date": "2026-06-30", "equity": 18925.33, "return_pct": 89.25 }, { "date": "2026-07-01", "equity": 18923.88, "return_pct": 89.24 }, { "date": "2026-07-02", "equity": 18923.88, "return_pct": 89.24 } ], "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", "exit_policy": "hold", "live_exit_mode": null, "lookback": "all", "lookback_label": "All history", "starting_capital": 10000.0, "final_equity": 18923.88, "total_return_pct": 89.2, "cagr_pct": 37.5, "max_drawdown_pct": 13.3, "sharpe": 1.62, "trades": 149, "win_rate": 38.9, "avg_trade_pnl": 59.89, "best_trade_r": 10.41, "worst_trade_r": -4.3, "best_trade_pnl": 1527.46, "worst_trade_pnl": -651.55, "avg_hold_days": 17.4, "exit_reasons": { "stop": 87, "time": 62 }, "skipped_book_full": 0, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 24.7 }, { "year": 2025, "return_pct": 14.8 }, { "year": 2026, "return_pct": 32.3 } ], "start_date": "2024-07-01", "end_date": "2026-07-02", "equity_curve": [ { "date": "2024-07-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-07-02", "equity": 9992.0, "return_pct": -0.08 }, { "date": "2024-07-03", "equity": 9983.72, "return_pct": -0.16 }, { "date": "2024-07-05", "equity": 9952.95, "return_pct": -0.47 }, { "date": "2024-07-08", "equity": 9977.65, "return_pct": -0.22 }, { "date": "2024-07-09", "equity": 10016.89, "return_pct": 0.17 }, { "date": "2024-07-10", "equity": 10182.75, "return_pct": 1.83 }, { "date": "2024-07-11", "equity": 10027.82, "return_pct": 0.28 }, { "date": "2024-07-12", "equity": 10224.1, "return_pct": 2.24 }, { "date": "2024-07-15", "equity": 10385.84, "return_pct": 3.86 }, { "date": "2024-07-16", "equity": 10312.56, "return_pct": 3.13 }, { "date": "2024-07-17", "equity": 9912.41, "return_pct": -0.88 }, { "date": "2024-07-18", "equity": 9687.91, "return_pct": -3.12 }, { "date": "2024-07-19", "equity": 9722.76, "return_pct": -2.77 }, { "date": "2024-07-22", "equity": 9767.74, "return_pct": -2.32 }, { "date": "2024-07-23", "equity": 9711.77, "return_pct": -2.88 }, { "date": "2024-07-24", "equity": 9655.57, "return_pct": -3.44 }, { "date": "2024-07-25", "equity": 9554.62, "return_pct": -4.45 }, { "date": "2024-07-26", "equity": 9655.73, "return_pct": -3.44 }, { "date": "2024-07-29", "equity": 9599.18, "return_pct": -4.01 }, { "date": "2024-07-30", "equity": 9535.97, "return_pct": -4.64 }, { "date": "2024-07-31", "equity": 9636.85, "return_pct": -3.63 }, { "date": "2024-08-01", "equity": 9626.54, "return_pct": -3.73 }, { "date": "2024-08-02", "equity": 9305.28, "return_pct": -6.95 }, { "date": "2024-08-05", "equity": 9134.24, "return_pct": -8.66 }, { "date": "2024-08-06", "equity": 9211.31, "return_pct": -7.89 }, { "date": "2024-08-07", "equity": 9122.2, "return_pct": -8.78 }, { "date": "2024-08-08", "equity": 9312.48, "return_pct": -6.88 }, { "date": "2024-08-09", "equity": 9319.95, "return_pct": -6.8 }, { "date": "2024-08-12", "equity": 9326.73, "return_pct": -6.73 }, { "date": "2024-08-13", "equity": 9403.67, "return_pct": -5.96 }, { "date": "2024-08-14", "equity": 9351.59, "return_pct": -6.48 }, { "date": "2024-08-15", "equity": 9564.2, "return_pct": -4.36 }, { "date": "2024-08-16", "equity": 9497.68, "return_pct": -5.02 }, { "date": "2024-08-19", "equity": 9634.42, "return_pct": -3.66 }, { "date": "2024-08-20", "equity": 9678.92, "return_pct": -3.21 }, { "date": "2024-08-21", "equity": 9717.17, "return_pct": -2.83 }, { "date": "2024-08-22", "equity": 9609.33, "return_pct": -3.91 }, { "date": "2024-08-23", "equity": 9791.04, "return_pct": -2.09 }, { "date": "2024-08-26", "equity": 9647.96, "return_pct": -3.52 }, { "date": "2024-08-27", "equity": 9719.85, "return_pct": -2.8 }, { "date": "2024-08-28", "equity": 9641.92, "return_pct": -3.58 }, { "date": "2024-08-29", "equity": 9641.82, "return_pct": -3.58 }, { "date": "2024-08-30", "equity": 9775.67, "return_pct": -2.24 }, { "date": "2024-09-03", "equity": 9384.73, "return_pct": -6.15 }, { "date": "2024-09-04", "equity": 9302.91, "return_pct": -6.97 }, { "date": "2024-09-05", "equity": 9240.03, "return_pct": -7.6 }, { "date": "2024-09-06", "equity": 9014.98, "return_pct": -9.85 }, { "date": "2024-09-09", "equity": 9107.69, "return_pct": -8.92 }, { "date": "2024-09-10", "equity": 9005.51, "return_pct": -9.94 }, { "date": "2024-09-11", "equity": 9028.76, "return_pct": -9.71 }, { "date": "2024-09-12", "equity": 9199.67, "return_pct": -8.0 }, { "date": "2024-09-13", "equity": 9328.6, "return_pct": -6.71 }, { "date": "2024-09-16", "equity": 9448.61, "return_pct": -5.51 }, { "date": "2024-09-17", "equity": 9468.81, "return_pct": -5.31 }, { "date": "2024-09-18", "equity": 9382.38, "return_pct": -6.18 }, { "date": "2024-09-19", "equity": 9540.75, "return_pct": -4.59 }, { "date": "2024-09-20", "equity": 9946.12, "return_pct": -0.54 }, { "date": "2024-09-23", "equity": 9999.92, "return_pct": -0.0 }, { "date": "2024-09-24", "equity": 10000.82, "return_pct": 0.01 }, { "date": "2024-09-25", "equity": 10052.68, "return_pct": 0.53 }, { "date": "2024-09-26", "equity": 10023.06, "return_pct": 0.23 }, { "date": "2024-09-27", "equity": 10064.84, "return_pct": 0.65 }, { "date": "2024-09-30", "equity": 10114.79, "return_pct": 1.15 }, { "date": "2024-10-01", "equity": 10063.8, "return_pct": 0.64 }, { "date": "2024-10-02", "equity": 10175.65, "return_pct": 1.76 }, { "date": "2024-10-03", "equity": 10259.13, "return_pct": 2.59 }, { "date": "2024-10-04", "equity": 10596.66, "return_pct": 5.97 }, { "date": "2024-10-07", "equity": 10571.97, "return_pct": 5.72 }, { "date": "2024-10-08", "equity": 10860.44, "return_pct": 8.6 }, { "date": "2024-10-09", "equity": 10702.39, "return_pct": 7.02 }, { "date": "2024-10-10", "equity": 10677.13, "return_pct": 6.77 }, { "date": "2024-10-11", "equity": 11102.82, "return_pct": 11.03 }, { "date": "2024-10-14", "equity": 11111.0, "return_pct": 11.11 }, { "date": "2024-10-15", "equity": 10934.67, "return_pct": 9.35 }, { "date": "2024-10-16", "equity": 11128.61, "return_pct": 11.29 }, { "date": "2024-10-17", "equity": 11054.36, "return_pct": 10.54 }, { "date": "2024-10-18", "equity": 11214.01, "return_pct": 12.14 }, { "date": "2024-10-21", "equity": 11303.01, "return_pct": 13.03 }, { "date": "2024-10-22", "equity": 11269.31, "return_pct": 12.69 }, { "date": "2024-10-23", "equity": 11070.63, "return_pct": 10.71 }, { "date": "2024-10-24", "equity": 11288.91, "return_pct": 12.89 }, { "date": "2024-10-25", "equity": 11384.77, "return_pct": 13.85 }, { "date": "2024-10-28", "equity": 11525.92, "return_pct": 15.26 }, { "date": "2024-10-29", "equity": 11592.4, "return_pct": 15.92 }, { "date": "2024-10-30", "equity": 11503.43, "return_pct": 15.03 }, { "date": "2024-10-31", "equity": 11430.91, "return_pct": 14.31 }, { "date": "2024-11-01", "equity": 11312.98, "return_pct": 13.13 }, { "date": "2024-11-04", "equity": 11337.01, "return_pct": 13.37 }, { "date": "2024-11-05", "equity": 11499.69, "return_pct": 15.0 }, { "date": "2024-11-06", "equity": 12253.11, "return_pct": 22.53 }, { "date": "2024-11-07", "equity": 12227.55, "return_pct": 22.28 }, { "date": "2024-11-08", "equity": 12274.24, "return_pct": 22.74 }, { "date": "2024-11-11", "equity": 12940.45, "return_pct": 29.4 }, { "date": "2024-11-12", "equity": 13032.62, "return_pct": 30.33 }, { "date": "2024-11-13", "equity": 12689.43, "return_pct": 26.89 }, { "date": "2024-11-14", "equity": 12719.3, "return_pct": 27.19 }, { "date": "2024-11-15", "equity": 12741.34, "return_pct": 27.41 }, { "date": "2024-11-18", "equity": 12907.13, "return_pct": 29.07 }, { "date": "2024-11-19", "equity": 12905.57, "return_pct": 29.06 }, { "date": "2024-11-20", "equity": 12963.61, "return_pct": 29.64 }, { "date": "2024-11-21", "equity": 13014.63, "return_pct": 30.15 }, { "date": "2024-11-22", "equity": 13215.38, "return_pct": 32.15 }, { "date": "2024-11-25", "equity": 13337.35, "return_pct": 33.37 }, { "date": "2024-11-26", "equity": 13191.59, "return_pct": 31.92 }, { "date": "2024-11-27", "equity": 13237.22, "return_pct": 32.37 }, { "date": "2024-11-29", "equity": 13306.23, "return_pct": 33.06 }, { "date": "2024-12-02", "equity": 13159.32, "return_pct": 31.59 }, { "date": "2024-12-03", "equity": 13207.55, "return_pct": 32.08 }, { "date": "2024-12-04", "equity": 13239.24, "return_pct": 32.39 }, { "date": "2024-12-05", "equity": 13082.16, "return_pct": 30.82 }, { "date": "2024-12-06", "equity": 13175.48, "return_pct": 31.75 }, { "date": "2024-12-09", "equity": 12918.53, "return_pct": 29.19 }, { "date": "2024-12-10", "equity": 12684.92, "return_pct": 26.85 }, { "date": "2024-12-11", "equity": 12808.36, "return_pct": 28.08 }, { "date": "2024-12-12", "equity": 12826.97, "return_pct": 28.27 }, { "date": "2024-12-13", "equity": 12894.49, "return_pct": 28.94 }, { "date": "2024-12-16", "equity": 13100.35, "return_pct": 31.0 }, { "date": "2024-12-17", "equity": 13000.07, "return_pct": 30.0 }, { "date": "2024-12-18", "equity": 12592.23, "return_pct": 25.92 }, { "date": "2024-12-19", "equity": 12525.79, "return_pct": 25.26 }, { "date": "2024-12-20", "equity": 12525.79, "return_pct": 25.26 }, { "date": "2024-12-23", "equity": 12525.79, "return_pct": 25.26 }, { "date": "2024-12-24", "equity": 12525.79, "return_pct": 25.26 }, { "date": "2024-12-26", "equity": 12525.79, "return_pct": 25.26 }, { "date": "2024-12-27", "equity": 12524.5, "return_pct": 25.25 }, { "date": "2024-12-30", "equity": 12500.09, "return_pct": 25.0 }, { "date": "2024-12-31", "equity": 12466.45, "return_pct": 24.66 }, { "date": "2025-01-02", "equity": 12538.36, "return_pct": 25.38 }, { "date": "2025-01-03", "equity": 12601.35, "return_pct": 26.01 }, { "date": "2025-01-06", "equity": 12646.21, "return_pct": 26.46 }, { "date": "2025-01-07", "equity": 12573.57, "return_pct": 25.74 }, { "date": "2025-01-08", "equity": 12606.05, "return_pct": 26.06 }, { "date": "2025-01-10", "equity": 12616.3, "return_pct": 26.16 }, { "date": "2025-01-13", "equity": 12599.64, "return_pct": 26.0 }, { "date": "2025-01-14", "equity": 12709.33, "return_pct": 27.09 }, { "date": "2025-01-15", "equity": 12893.64, "return_pct": 28.94 }, { "date": "2025-01-16", "equity": 12842.14, "return_pct": 28.42 }, { "date": "2025-01-17", "equity": 12939.11, "return_pct": 29.39 }, { "date": "2025-01-21", "equity": 13096.54, "return_pct": 30.97 }, { "date": "2025-01-22", "equity": 13107.9, "return_pct": 31.08 }, { "date": "2025-01-23", "equity": 12898.19, "return_pct": 28.98 }, { "date": "2025-01-24", "equity": 12851.93, "return_pct": 28.52 }, { "date": "2025-01-27", "equity": 12454.56, "return_pct": 24.55 }, { "date": "2025-01-28", "equity": 12554.71, "return_pct": 25.55 }, { "date": "2025-01-29", "equity": 12562.41, "return_pct": 25.62 }, { "date": "2025-01-30", "equity": 12441.99, "return_pct": 24.42 }, { "date": "2025-01-31", "equity": 12377.39, "return_pct": 23.77 }, { "date": "2025-02-03", "equity": 12512.46, "return_pct": 25.12 }, { "date": "2025-02-04", "equity": 12548.7, "return_pct": 25.49 }, { "date": "2025-02-05", "equity": 12710.81, "return_pct": 27.11 }, { "date": "2025-02-06", "equity": 12606.93, "return_pct": 26.07 }, { "date": "2025-02-07", "equity": 12685.5, "return_pct": 26.85 }, { "date": "2025-02-10", "equity": 12773.45, "return_pct": 27.73 }, { "date": "2025-02-11", "equity": 12604.1, "return_pct": 26.04 }, { "date": "2025-02-12", "equity": 12763.79, "return_pct": 27.64 }, { "date": "2025-02-13", "equity": 12913.8, "return_pct": 29.14 }, { "date": "2025-02-14", "equity": 13221.89, "return_pct": 32.22 }, { "date": "2025-02-18", "equity": 13269.4, "return_pct": 32.69 }, { "date": "2025-02-19", "equity": 13254.06, "return_pct": 32.54 }, { "date": "2025-02-20", "equity": 12934.34, "return_pct": 29.34 }, { "date": "2025-02-21", "equity": 12688.53, "return_pct": 26.89 }, { "date": "2025-02-24", "equity": 12620.19, "return_pct": 26.2 }, { "date": "2025-02-25", "equity": 12556.23, "return_pct": 25.56 }, { "date": "2025-02-26", "equity": 12578.7, "return_pct": 25.79 }, { "date": "2025-02-27", "equity": 12395.21, "return_pct": 23.95 }, { "date": "2025-02-28", "equity": 12482.39, "return_pct": 24.82 }, { "date": "2025-03-03", "equity": 12510.03, "return_pct": 25.1 }, { "date": "2025-03-04", "equity": 12292.66, "return_pct": 22.93 }, { "date": "2025-03-05", "equity": 12310.57, "return_pct": 23.11 }, { "date": "2025-03-06", "equity": 12189.7, "return_pct": 21.9 }, { "date": "2025-03-07", "equity": 12227.67, "return_pct": 22.28 }, { "date": "2025-03-10", "equity": 12356.09, "return_pct": 23.56 }, { "date": "2025-03-11", "equity": 12152.94, "return_pct": 21.53 }, { "date": "2025-03-12", "equity": 12085.61, "return_pct": 20.86 }, { "date": "2025-03-13", "equity": 12117.57, "return_pct": 21.18 }, { "date": "2025-03-14", "equity": 12190.7, "return_pct": 21.91 }, { "date": "2025-03-17", "equity": 12204.43, "return_pct": 22.04 }, { "date": "2025-03-18", "equity": 12118.22, "return_pct": 21.18 }, { "date": "2025-03-19", "equity": 12147.91, "return_pct": 21.48 }, { "date": "2025-03-20", "equity": 12166.81, "return_pct": 21.67 }, { "date": "2025-03-21", "equity": 12152.68, "return_pct": 21.53 }, { "date": "2025-03-24", "equity": 12265.6, "return_pct": 22.66 }, { "date": "2025-03-25", "equity": 12285.7, "return_pct": 22.86 }, { "date": "2025-03-26", "equity": 12239.51, "return_pct": 22.4 }, { "date": "2025-03-27", "equity": 12212.7, "return_pct": 22.13 }, { "date": "2025-03-28", "equity": 12172.72, "return_pct": 21.73 }, { "date": "2025-03-31", "equity": 12204.11, "return_pct": 22.04 }, { "date": "2025-04-01", "equity": 12220.93, "return_pct": 22.21 }, { "date": "2025-04-02", "equity": 12244.06, "return_pct": 22.44 }, { "date": "2025-04-03", "equity": 12097.92, "return_pct": 20.98 }, { "date": "2025-04-04", "equity": 11874.4, "return_pct": 18.74 }, { "date": "2025-04-07", "equity": 11874.4, "return_pct": 18.74 }, { "date": "2025-04-08", "equity": 11874.4, "return_pct": 18.74 }, { "date": "2025-04-09", "equity": 11874.4, "return_pct": 18.74 }, { "date": "2025-04-10", "equity": 11874.4, "return_pct": 18.74 }, { "date": "2025-04-11", "equity": 11868.71, "return_pct": 18.69 }, { "date": "2025-04-14", "equity": 11942.51, "return_pct": 19.43 }, { "date": "2025-04-15", "equity": 11958.79, "return_pct": 19.59 }, { "date": "2025-04-16", "equity": 11843.45, "return_pct": 18.43 }, { "date": "2025-04-17", "equity": 11864.54, "return_pct": 18.65 }, { "date": "2025-04-21", "equity": 11747.36, "return_pct": 17.47 }, { "date": "2025-04-22", "equity": 11868.47, "return_pct": 18.68 }, { "date": "2025-04-23", "equity": 11943.11, "return_pct": 19.43 }, { "date": "2025-04-24", "equity": 11873.04, "return_pct": 18.73 }, { "date": "2025-04-25", "equity": 11887.07, "return_pct": 18.87 }, { "date": "2025-04-28", "equity": 11878.71, "return_pct": 18.79 }, { "date": "2025-04-29", "equity": 12063.18, "return_pct": 20.63 }, { "date": "2025-04-30", "equity": 12148.7, "return_pct": 21.49 }, { "date": "2025-05-01", "equity": 12246.0, "return_pct": 22.46 }, { "date": "2025-05-02", "equity": 12393.45, "return_pct": 23.93 }, { "date": "2025-05-05", "equity": 12421.3, "return_pct": 24.21 }, { "date": "2025-05-06", "equity": 12312.75, "return_pct": 23.13 }, { "date": "2025-05-07", "equity": 12247.87, "return_pct": 22.48 }, { "date": "2025-05-08", "equity": 12688.74, "return_pct": 26.89 }, { "date": "2025-05-09", "equity": 12639.26, "return_pct": 26.39 }, { "date": "2025-05-12", "equity": 12947.79, "return_pct": 29.48 }, { "date": "2025-05-13", "equity": 13335.86, "return_pct": 33.36 }, { "date": "2025-05-14", "equity": 13325.52, "return_pct": 33.26 }, { "date": "2025-05-15", "equity": 13243.74, "return_pct": 32.44 }, { "date": "2025-05-16", "equity": 13435.86, "return_pct": 34.36 }, { "date": "2025-05-19", "equity": 13498.42, "return_pct": 34.98 }, { "date": "2025-05-20", "equity": 13563.93, "return_pct": 35.64 }, { "date": "2025-05-21", "equity": 13300.72, "return_pct": 33.01 }, { "date": "2025-05-22", "equity": 13213.6, "return_pct": 32.14 }, { "date": "2025-05-23", "equity": 13127.74, "return_pct": 31.28 }, { "date": "2025-05-27", "equity": 13396.12, "return_pct": 33.96 }, { "date": "2025-05-28", "equity": 13228.52, "return_pct": 32.29 }, { "date": "2025-05-29", "equity": 13121.52, "return_pct": 31.22 }, { "date": "2025-05-30", "equity": 13116.98, "return_pct": 31.17 }, { "date": "2025-06-02", "equity": 13242.52, "return_pct": 32.43 }, { "date": "2025-06-03", "equity": 13524.23, "return_pct": 35.24 }, { "date": "2025-06-04", "equity": 13569.39, "return_pct": 35.69 }, { "date": "2025-06-05", "equity": 13549.69, "return_pct": 35.5 }, { "date": "2025-06-06", "equity": 13729.78, "return_pct": 37.3 }, { "date": "2025-06-09", "equity": 13677.4, "return_pct": 36.77 }, { "date": "2025-06-10", "equity": 13581.29, "return_pct": 35.81 }, { "date": "2025-06-11", "equity": 13709.54, "return_pct": 37.1 }, { "date": "2025-06-12", "equity": 13714.17, "return_pct": 37.14 }, { "date": "2025-06-13", "equity": 13556.7, "return_pct": 35.57 }, { "date": "2025-06-16", "equity": 13764.6, "return_pct": 37.65 }, { "date": "2025-06-17", "equity": 13713.75, "return_pct": 37.14 }, { "date": "2025-06-18", "equity": 13780.91, "return_pct": 37.81 }, { "date": "2025-06-20", "equity": 13828.08, "return_pct": 38.28 }, { "date": "2025-06-23", "equity": 13863.12, "return_pct": 38.63 }, { "date": "2025-06-24", "equity": 14087.54, "return_pct": 40.88 }, { "date": "2025-06-25", "equity": 14053.54, "return_pct": 40.54 }, { "date": "2025-06-26", "equity": 14390.95, "return_pct": 43.91 }, { "date": "2025-06-27", "equity": 14575.13, "return_pct": 45.75 }, { "date": "2025-06-30", "equity": 14673.8, "return_pct": 46.74 }, { "date": "2025-07-01", "equity": 14313.87, "return_pct": 43.14 }, { "date": "2025-07-02", "equity": 14459.84, "return_pct": 44.6 }, { "date": "2025-07-03", "equity": 14626.89, "return_pct": 46.27 }, { "date": "2025-07-07", "equity": 14641.66, "return_pct": 46.42 }, { "date": "2025-07-08", "equity": 14517.82, "return_pct": 45.18 }, { "date": "2025-07-09", "equity": 14610.37, "return_pct": 46.1 }, { "date": "2025-07-10", "equity": 14288.72, "return_pct": 42.89 }, { "date": "2025-07-11", "equity": 14412.81, "return_pct": 44.13 }, { "date": "2025-07-14", "equity": 14540.79, "return_pct": 45.41 }, { "date": "2025-07-15", "equity": 14346.37, "return_pct": 43.46 }, { "date": "2025-07-16", "equity": 14380.18, "return_pct": 43.8 }, { "date": "2025-07-17", "equity": 14494.19, "return_pct": 44.94 }, { "date": "2025-07-18", "equity": 14496.17, "return_pct": 44.96 }, { "date": "2025-07-21", "equity": 14407.76, "return_pct": 44.08 }, { "date": "2025-07-22", "equity": 14437.32, "return_pct": 44.37 }, { "date": "2025-07-23", "equity": 14493.39, "return_pct": 44.93 }, { "date": "2025-07-24", "equity": 14516.43, "return_pct": 45.16 }, { "date": "2025-07-25", "equity": 14535.95, "return_pct": 45.36 }, { "date": "2025-07-28", "equity": 14562.0, "return_pct": 45.62 }, { "date": "2025-07-29", "equity": 14460.79, "return_pct": 44.61 }, { "date": "2025-07-30", "equity": 14341.75, "return_pct": 43.42 }, { "date": "2025-07-31", "equity": 14280.6, "return_pct": 42.81 }, { "date": "2025-08-01", "equity": 13781.6, "return_pct": 37.82 }, { "date": "2025-08-04", "equity": 13931.97, "return_pct": 39.32 }, { "date": "2025-08-05", "equity": 13936.25, "return_pct": 39.36 }, { "date": "2025-08-06", "equity": 13988.46, "return_pct": 39.88 }, { "date": "2025-08-07", "equity": 13977.33, "return_pct": 39.77 }, { "date": "2025-08-08", "equity": 14094.5, "return_pct": 40.95 }, { "date": "2025-08-11", "equity": 14147.19, "return_pct": 41.47 }, { "date": "2025-08-12", "equity": 14372.84, "return_pct": 43.73 }, { "date": "2025-08-13", "equity": 14319.07, "return_pct": 43.19 }, { "date": "2025-08-14", "equity": 14192.81, "return_pct": 41.93 }, { "date": "2025-08-15", "equity": 14224.29, "return_pct": 42.24 }, { "date": "2025-08-18", "equity": 14296.83, "return_pct": 42.97 }, { "date": "2025-08-19", "equity": 14102.28, "return_pct": 41.02 }, { "date": "2025-08-20", "equity": 13999.35, "return_pct": 39.99 }, { "date": "2025-08-21", "equity": 13919.01, "return_pct": 39.19 }, { "date": "2025-08-22", "equity": 14305.31, "return_pct": 43.05 }, { "date": "2025-08-25", "equity": 14314.12, "return_pct": 43.14 }, { "date": "2025-08-26", "equity": 14453.79, "return_pct": 44.54 }, { "date": "2025-08-27", "equity": 14534.8, "return_pct": 45.35 }, { "date": "2025-08-28", "equity": 14675.07, "return_pct": 46.75 }, { "date": "2025-08-29", "equity": 14289.14, "return_pct": 42.89 }, { "date": "2025-09-02", "equity": 14248.11, "return_pct": 42.48 }, { "date": "2025-09-03", "equity": 14228.69, "return_pct": 42.29 }, { "date": "2025-09-04", "equity": 14282.9, "return_pct": 42.83 }, { "date": "2025-09-05", "equity": 14404.33, "return_pct": 44.04 }, { "date": "2025-09-08", "equity": 14386.71, "return_pct": 43.87 }, { "date": "2025-09-09", "equity": 14391.09, "return_pct": 43.91 }, { "date": "2025-09-10", "equity": 14383.65, "return_pct": 43.84 }, { "date": "2025-09-11", "equity": 14617.44, "return_pct": 46.17 }, { "date": "2025-09-12", "equity": 14783.67, "return_pct": 47.84 }, { "date": "2025-09-15", "equity": 14883.95, "return_pct": 48.84 }, { "date": "2025-09-16", "equity": 14862.83, "return_pct": 48.63 }, { "date": "2025-09-17", "equity": 14760.67, "return_pct": 47.61 }, { "date": "2025-09-18", "equity": 14979.11, "return_pct": 49.79 }, { "date": "2025-09-19", "equity": 15144.31, "return_pct": 51.44 }, { "date": "2025-09-22", "equity": 15147.47, "return_pct": 51.47 }, { "date": "2025-09-23", "equity": 14986.97, "return_pct": 49.87 }, { "date": "2025-09-24", "equity": 14950.73, "return_pct": 49.51 }, { "date": "2025-09-25", "equity": 14642.41, "return_pct": 46.42 }, { "date": "2025-09-26", "equity": 14818.11, "return_pct": 48.18 }, { "date": "2025-09-29", "equity": 15002.53, "return_pct": 50.03 }, { "date": "2025-09-30", "equity": 15079.97, "return_pct": 50.8 }, { "date": "2025-10-01", "equity": 15568.31, "return_pct": 55.68 }, { "date": "2025-10-02", "equity": 15593.06, "return_pct": 55.93 }, { "date": "2025-10-03", "equity": 15597.37, "return_pct": 55.97 }, { "date": "2025-10-06", "equity": 16026.22, "return_pct": 60.26 }, { "date": "2025-10-07", "equity": 15757.5, "return_pct": 57.57 }, { "date": "2025-10-08", "equity": 15991.96, "return_pct": 59.92 }, { "date": "2025-10-09", "equity": 15737.39, "return_pct": 57.37 }, { "date": "2025-10-10", "equity": 15083.87, "return_pct": 50.84 }, { "date": "2025-10-13", "equity": 15482.99, "return_pct": 54.83 }, { "date": "2025-10-14", "equity": 15197.09, "return_pct": 51.97 }, { "date": "2025-10-15", "equity": 15345.14, "return_pct": 53.45 }, { "date": "2025-10-16", "equity": 15402.31, "return_pct": 54.02 }, { "date": "2025-10-17", "equity": 15173.65, "return_pct": 51.74 }, { "date": "2025-10-20", "equity": 15425.39, "return_pct": 54.25 }, { "date": "2025-10-21", "equity": 15316.59, "return_pct": 53.17 }, { "date": "2025-10-22", "equity": 14899.38, "return_pct": 48.99 }, { "date": "2025-10-23", "equity": 14882.56, "return_pct": 48.83 }, { "date": "2025-10-24", "equity": 15030.43, "return_pct": 50.3 }, { "date": "2025-10-27", "equity": 15382.7, "return_pct": 53.83 }, { "date": "2025-10-28", "equity": 15448.89, "return_pct": 54.49 }, { "date": "2025-10-29", "equity": 15359.18, "return_pct": 53.59 }, { "date": "2025-10-30", "equity": 15052.25, "return_pct": 50.52 }, { "date": "2025-10-31", "equity": 15219.45, "return_pct": 52.19 }, { "date": "2025-11-03", "equity": 15092.76, "return_pct": 50.93 }, { "date": "2025-11-04", "equity": 14937.19, "return_pct": 49.37 }, { "date": "2025-11-05", "equity": 14528.85, "return_pct": 45.29 }, { "date": "2025-11-06", "equity": 14423.35, "return_pct": 44.23 }, { "date": "2025-11-07", "equity": 14557.73, "return_pct": 45.58 }, { "date": "2025-11-10", "equity": 14637.01, "return_pct": 46.37 }, { "date": "2025-11-11", "equity": 14404.91, "return_pct": 44.05 }, { "date": "2025-11-12", "equity": 14417.96, "return_pct": 44.18 }, { "date": "2025-11-13", "equity": 14154.75, "return_pct": 41.55 }, { "date": "2025-11-14", "equity": 14109.67, "return_pct": 41.1 }, { "date": "2025-11-17", "equity": 14047.12, "return_pct": 40.47 }, { "date": "2025-11-18", "equity": 13985.83, "return_pct": 39.86 }, { "date": "2025-11-19", "equity": 13957.97, "return_pct": 39.58 }, { "date": "2025-11-20", "equity": 13934.52, "return_pct": 39.35 }, { "date": "2025-11-21", "equity": 13989.05, "return_pct": 39.89 }, { "date": "2025-11-24", "equity": 13962.53, "return_pct": 39.63 }, { "date": "2025-11-25", "equity": 14052.21, "return_pct": 40.52 }, { "date": "2025-11-26", "equity": 14121.5, "return_pct": 41.22 }, { "date": "2025-11-28", "equity": 14139.25, "return_pct": 41.39 }, { "date": "2025-12-01", "equity": 14116.07, "return_pct": 41.16 }, { "date": "2025-12-02", "equity": 14090.68, "return_pct": 40.91 }, { "date": "2025-12-03", "equity": 14066.09, "return_pct": 40.66 }, { "date": "2025-12-04", "equity": 14408.85, "return_pct": 44.09 }, { "date": "2025-12-05", "equity": 14705.75, "return_pct": 47.06 }, { "date": "2025-12-08", "equity": 14440.81, "return_pct": 44.41 }, { "date": "2025-12-09", "equity": 14331.4, "return_pct": 43.31 }, { "date": "2025-12-10", "equity": 14439.6, "return_pct": 44.4 }, { "date": "2025-12-11", "equity": 14674.44, "return_pct": 46.74 }, { "date": "2025-12-12", "equity": 14432.43, "return_pct": 44.32 }, { "date": "2025-12-15", "equity": 14440.86, "return_pct": 44.41 }, { "date": "2025-12-16", "equity": 14505.71, "return_pct": 45.06 }, { "date": "2025-12-17", "equity": 14418.13, "return_pct": 44.18 }, { "date": "2025-12-18", "equity": 14476.65, "return_pct": 44.77 }, { "date": "2025-12-19", "equity": 14629.11, "return_pct": 46.29 }, { "date": "2025-12-22", "equity": 14754.51, "return_pct": 47.55 }, { "date": "2025-12-23", "equity": 14602.36, "return_pct": 46.02 }, { "date": "2025-12-24", "equity": 14723.69, "return_pct": 47.24 }, { "date": "2025-12-26", "equity": 14759.61, "return_pct": 47.6 }, { "date": "2025-12-29", "equity": 14608.74, "return_pct": 46.09 }, { "date": "2025-12-30", "equity": 14490.37, "return_pct": 44.9 }, { "date": "2025-12-31", "equity": 14307.04, "return_pct": 43.07 }, { "date": "2026-01-02", "equity": 14796.09, "return_pct": 47.96 }, { "date": "2026-01-05", "equity": 14915.42, "return_pct": 49.15 }, { "date": "2026-01-06", "equity": 15376.54, "return_pct": 53.77 }, { "date": "2026-01-07", "equity": 15082.1, "return_pct": 50.82 }, { "date": "2026-01-08", "equity": 14937.62, "return_pct": 49.38 }, { "date": "2026-01-09", "equity": 15252.57, "return_pct": 52.53 }, { "date": "2026-01-12", "equity": 15565.39, "return_pct": 55.65 }, { "date": "2026-01-13", "equity": 16006.64, "return_pct": 60.07 }, { "date": "2026-01-14", "equity": 16023.1, "return_pct": 60.23 }, { "date": "2026-01-15", "equity": 16166.65, "return_pct": 61.67 }, { "date": "2026-01-16", "equity": 16011.01, "return_pct": 60.11 }, { "date": "2026-01-20", "equity": 16186.26, "return_pct": 61.86 }, { "date": "2026-01-21", "equity": 16931.12, "return_pct": 69.31 }, { "date": "2026-01-22", "equity": 17115.04, "return_pct": 71.15 }, { "date": "2026-01-23", "equity": 16721.81, "return_pct": 67.22 }, { "date": "2026-01-26", "equity": 16489.92, "return_pct": 64.9 }, { "date": "2026-01-27", "equity": 16584.23, "return_pct": 65.84 }, { "date": "2026-01-28", "equity": 16794.1, "return_pct": 67.94 }, { "date": "2026-01-29", "equity": 16781.81, "return_pct": 67.82 }, { "date": "2026-01-30", "equity": 16176.55, "return_pct": 61.77 }, { "date": "2026-02-02", "equity": 16398.05, "return_pct": 63.98 }, { "date": "2026-02-03", "equity": 16404.58, "return_pct": 64.05 }, { "date": "2026-02-04", "equity": 15900.45, "return_pct": 59.0 }, { "date": "2026-02-05", "equity": 15769.44, "return_pct": 57.69 }, { "date": "2026-02-06", "equity": 16310.76, "return_pct": 63.11 }, { "date": "2026-02-09", "equity": 16234.77, "return_pct": 62.35 }, { "date": "2026-02-10", "equity": 16122.93, "return_pct": 61.23 }, { "date": "2026-02-11", "equity": 16373.05, "return_pct": 63.73 }, { "date": "2026-02-12", "equity": 16348.46, "return_pct": 63.48 }, { "date": "2026-02-13", "equity": 16415.47, "return_pct": 64.15 }, { "date": "2026-02-17", "equity": 16406.26, "return_pct": 64.06 }, { "date": "2026-02-18", "equity": 16181.8, "return_pct": 61.82 }, { "date": "2026-02-19", "equity": 16163.51, "return_pct": 61.64 }, { "date": "2026-02-20", "equity": 16127.96, "return_pct": 61.28 }, { "date": "2026-02-23", "equity": 16226.17, "return_pct": 62.26 }, { "date": "2026-02-24", "equity": 16257.38, "return_pct": 62.57 }, { "date": "2026-02-25", "equity": 16162.68, "return_pct": 61.63 }, { "date": "2026-02-26", "equity": 16097.93, "return_pct": 60.98 }, { "date": "2026-02-27", "equity": 16454.66, "return_pct": 64.55 }, { "date": "2026-03-02", "equity": 15905.92, "return_pct": 59.06 }, { "date": "2026-03-03", "equity": 15720.21, "return_pct": 57.2 }, { "date": "2026-03-04", "equity": 15733.5, "return_pct": 57.34 }, { "date": "2026-03-05", "equity": 15539.99, "return_pct": 55.4 }, { "date": "2026-03-06", "equity": 15501.78, "return_pct": 55.02 }, { "date": "2026-03-09", "equity": 15578.61, "return_pct": 55.79 }, { "date": "2026-03-10", "equity": 15551.55, "return_pct": 55.52 }, { "date": "2026-03-11", "equity": 15629.82, "return_pct": 56.3 }, { "date": "2026-03-12", "equity": 15648.93, "return_pct": 56.49 }, { "date": "2026-03-13", "equity": 15577.76, "return_pct": 55.78 }, { "date": "2026-03-16", "equity": 15610.93, "return_pct": 56.11 }, { "date": "2026-03-17", "equity": 15807.85, "return_pct": 58.08 }, { "date": "2026-03-18", "equity": 15609.67, "return_pct": 56.1 }, { "date": "2026-03-19", "equity": 15525.25, "return_pct": 55.25 }, { "date": "2026-03-20", "equity": 15139.49, "return_pct": 51.39 }, { "date": "2026-03-23", "equity": 15288.59, "return_pct": 52.89 }, { "date": "2026-03-24", "equity": 15258.25, "return_pct": 52.58 }, { "date": "2026-03-25", "equity": 15429.75, "return_pct": 54.3 }, { "date": "2026-03-26", "equity": 15168.27, "return_pct": 51.68 }, { "date": "2026-03-27", "equity": 15133.52, "return_pct": 51.34 }, { "date": "2026-03-30", "equity": 15016.95, "return_pct": 50.17 }, { "date": "2026-03-31", "equity": 15146.34, "return_pct": 51.46 }, { "date": "2026-04-01", "equity": 15182.92, "return_pct": 51.83 }, { "date": "2026-04-02", "equity": 15327.96, "return_pct": 53.28 }, { "date": "2026-04-06", "equity": 15288.78, "return_pct": 52.89 }, { "date": "2026-04-07", "equity": 15278.66, "return_pct": 52.79 }, { "date": "2026-04-08", "equity": 15505.06, "return_pct": 55.05 }, { "date": "2026-04-09", "equity": 15497.14, "return_pct": 54.97 }, { "date": "2026-04-10", "equity": 15715.09, "return_pct": 57.15 }, { "date": "2026-04-13", "equity": 15879.25, "return_pct": 58.79 }, { "date": "2026-04-14", "equity": 16261.1, "return_pct": 62.61 }, { "date": "2026-04-15", "equity": 16108.29, "return_pct": 61.08 }, { "date": "2026-04-16", "equity": 16618.51, "return_pct": 66.19 }, { "date": "2026-04-17", "equity": 16558.05, "return_pct": 65.58 }, { "date": "2026-04-20", "equity": 16445.54, "return_pct": 64.46 }, { "date": "2026-04-21", "equity": 16312.12, "return_pct": 63.12 }, { "date": "2026-04-22", "equity": 16646.87, "return_pct": 66.47 }, { "date": "2026-04-23", "equity": 16661.06, "return_pct": 66.61 }, { "date": "2026-04-24", "equity": 17205.34, "return_pct": 72.05 }, { "date": "2026-04-27", "equity": 17375.58, "return_pct": 73.76 }, { "date": "2026-04-28", "equity": 16908.19, "return_pct": 69.08 }, { "date": "2026-04-29", "equity": 17040.3, "return_pct": 70.4 }, { "date": "2026-04-30", "equity": 17680.12, "return_pct": 76.8 }, { "date": "2026-05-01", "equity": 17817.52, "return_pct": 78.18 }, { "date": "2026-05-04", "equity": 17530.14, "return_pct": 75.3 }, { "date": "2026-05-05", "equity": 17859.24, "return_pct": 78.59 }, { "date": "2026-05-06", "equity": 18021.77, "return_pct": 80.22 }, { "date": "2026-05-07", "equity": 18068.79, "return_pct": 80.69 }, { "date": "2026-05-08", "equity": 18297.32, "return_pct": 82.97 }, { "date": "2026-05-11", "equity": 18610.18, "return_pct": 86.1 }, { "date": "2026-05-12", "equity": 18605.59, "return_pct": 86.06 }, { "date": "2026-05-13", "equity": 19059.0, "return_pct": 90.59 }, { "date": "2026-05-14", "equity": 18903.86, "return_pct": 89.04 }, { "date": "2026-05-15", "equity": 18709.15, "return_pct": 87.09 }, { "date": "2026-05-18", "equity": 18647.25, "return_pct": 86.47 }, { "date": "2026-05-19", "equity": 18576.1, "return_pct": 85.76 }, { "date": "2026-05-20", "equity": 18238.64, "return_pct": 82.39 }, { "date": "2026-05-21", "equity": 18107.48, "return_pct": 81.07 }, { "date": "2026-05-22", "equity": 18223.06, "return_pct": 82.23 }, { "date": "2026-05-26", "equity": 18185.47, "return_pct": 81.85 }, { "date": "2026-05-27", "equity": 18307.33, "return_pct": 83.07 }, { "date": "2026-05-28", "equity": 18320.51, "return_pct": 83.21 }, { "date": "2026-05-29", "equity": 18243.59, "return_pct": 82.44 }, { "date": "2026-06-01", "equity": 18278.22, "return_pct": 82.78 }, { "date": "2026-06-02", "equity": 18251.69, "return_pct": 82.52 }, { "date": "2026-06-03", "equity": 18436.92, "return_pct": 84.37 }, { "date": "2026-06-04", "equity": 18519.17, "return_pct": 85.19 }, { "date": "2026-06-05", "equity": 18466.46, "return_pct": 84.66 }, { "date": "2026-06-08", "equity": 18376.49, "return_pct": 83.76 }, { "date": "2026-06-09", "equity": 18607.78, "return_pct": 86.08 }, { "date": "2026-06-10", "equity": 18666.72, "return_pct": 86.67 }, { "date": "2026-06-11", "equity": 18721.25, "return_pct": 87.21 }, { "date": "2026-06-12", "equity": 18834.26, "return_pct": 88.34 }, { "date": "2026-06-15", "equity": 18819.24, "return_pct": 88.19 }, { "date": "2026-06-16", "equity": 18741.55, "return_pct": 87.42 }, { "date": "2026-06-17", "equity": 18714.65, "return_pct": 87.15 }, { "date": "2026-06-18", "equity": 18630.42, "return_pct": 86.3 }, { "date": "2026-06-22", "equity": 18648.54, "return_pct": 86.49 }, { "date": "2026-06-23", "equity": 18763.77, "return_pct": 87.64 }, { "date": "2026-06-24", "equity": 18840.35, "return_pct": 88.4 }, { "date": "2026-06-25", "equity": 18872.85, "return_pct": 88.73 }, { "date": "2026-06-26", "equity": 18932.05, "return_pct": 89.32 }, { "date": "2026-06-29", "equity": 18900.3, "return_pct": 89.0 }, { "date": "2026-06-30", "equity": 18925.33, "return_pct": 89.25 }, { "date": "2026-07-01", "equity": 18923.88, "return_pct": 89.24 }, { "date": "2026-07-02", "equity": 18923.88, "return_pct": 89.24 } ], "benchmark_curve": [ { "date": "2024-07-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-07-02", "equity": 10067.3, "return_pct": 0.67 }, { "date": "2024-07-03", "equity": 10112.22, "return_pct": 1.12 }, { "date": "2024-07-05", "equity": 10170.54, "return_pct": 1.71 }, { "date": "2024-07-08", "equity": 10182.27, "return_pct": 1.82 }, { "date": "2024-07-09", "equity": 10192.17, "return_pct": 1.92 }, { "date": "2024-07-10", "equity": 10293.03, "return_pct": 2.93 }, { "date": "2024-07-11", "equity": 10204.28, "return_pct": 2.04 }, { "date": "2024-07-12", "equity": 10268.64, "return_pct": 2.69 }, { "date": "2024-07-15", "equity": 10296.88, "return_pct": 2.97 }, { "date": "2024-07-16", "equity": 10357.94, "return_pct": 3.58 }, { "date": "2024-07-17", "equity": 10212.71, "return_pct": 2.13 }, { "date": "2024-07-18", "equity": 10134.23, "return_pct": 1.34 }, { "date": "2024-07-19", "equity": 10066.93, "return_pct": 0.67 }, { "date": "2024-07-22", "equity": 10170.72, "return_pct": 1.71 }, { "date": "2024-07-23", "equity": 10154.77, "return_pct": 1.55 }, { "date": "2024-07-24", "equity": 9924.63, "return_pct": -0.75 }, { "date": "2024-07-25", "equity": 9872.92, "return_pct": -1.27 }, { "date": "2024-07-26", "equity": 9983.5, "return_pct": -0.17 }, { "date": "2024-07-29", "equity": 9989.36, "return_pct": -0.11 }, { "date": "2024-07-30", "equity": 9938.75, "return_pct": -0.61 }, { "date": "2024-07-31", "equity": 10100.3, "return_pct": 1.0 }, { "date": "2024-08-01", "equity": 9957.27, "return_pct": -0.43 }, { "date": "2024-08-02", "equity": 9771.89, "return_pct": -2.28 }, { "date": "2024-08-05", "equity": 9487.29, "return_pct": -5.13 }, { "date": "2024-08-06", "equity": 9574.76, "return_pct": -4.25 }, { "date": "2024-08-07", "equity": 9510.76, "return_pct": -4.89 }, { "date": "2024-08-08", "equity": 9730.63, "return_pct": -2.69 }, { "date": "2024-08-09", "equity": 9773.54, "return_pct": -2.26 }, { "date": "2024-08-12", "equity": 9778.67, "return_pct": -2.21 }, { "date": "2024-08-13", "equity": 9939.49, "return_pct": -0.61 }, { "date": "2024-08-14", "equity": 9970.84, "return_pct": -0.29 }, { "date": "2024-08-15", "equity": 10141.75, "return_pct": 1.42 }, { "date": "2024-08-16", "equity": 10164.48, "return_pct": 1.64 }, { "date": "2024-08-19", "equity": 10261.67, "return_pct": 2.62 }, { "date": "2024-08-20", "equity": 10244.98, "return_pct": 2.45 }, { "date": "2024-08-21", "equity": 10280.19, "return_pct": 2.8 }, { "date": "2024-08-22", "equity": 10199.51, "return_pct": 2.0 }, { "date": "2024-08-23", "equity": 10307.88, "return_pct": 3.08 }, { "date": "2024-08-26", "equity": 10283.31, "return_pct": 2.83 }, { "date": "2024-08-27", "equity": 10297.43, "return_pct": 2.97 }, { "date": "2024-08-28", "equity": 10237.65, "return_pct": 2.38 }, { "date": "2024-08-29", "equity": 10238.57, "return_pct": 2.39 }, { "date": "2024-08-30", "equity": 10336.3, "return_pct": 3.36 }, { "date": "2024-09-03", "equity": 10123.59, "return_pct": 1.24 }, { "date": "2024-09-04", "equity": 10102.87, "return_pct": 1.03 }, { "date": "2024-09-05", "equity": 10078.3, "return_pct": 0.78 }, { "date": "2024-09-06", "equity": 9908.68, "return_pct": -0.91 }, { "date": "2024-09-09", "equity": 10019.62, "return_pct": 0.2 }, { "date": "2024-09-10", "equity": 10063.26, "return_pct": 0.63 }, { "date": "2024-09-11", "equity": 10166.5, "return_pct": 1.67 }, { "date": "2024-09-12", "equity": 10252.14, "return_pct": 2.52 }, { "date": "2024-09-13", "equity": 10305.68, "return_pct": 3.06 }, { "date": "2024-09-16", "equity": 10320.9, "return_pct": 3.21 }, { "date": "2024-09-17", "equity": 10325.12, "return_pct": 3.25 }, { "date": "2024-09-18", "equity": 10294.5, "return_pct": 2.94 }, { "date": "2024-09-19", "equity": 10470.17, "return_pct": 4.7 }, { "date": "2024-09-20", "equity": 10420.1, "return_pct": 4.2 }, { "date": "2024-09-23", "equity": 10446.14, "return_pct": 4.46 }, { "date": "2024-09-24", "equity": 10476.03, "return_pct": 4.76 }, { "date": "2024-09-25", "equity": 10452.93, "return_pct": 4.53 }, { "date": "2024-09-26", "equity": 10494.37, "return_pct": 4.94 }, { "date": "2024-09-27", "equity": 10479.15, "return_pct": 4.79 }, { "date": "2024-09-30", "equity": 10521.14, "return_pct": 5.21 }, { "date": "2024-10-01", "equity": 10426.89, "return_pct": 4.27 }, { "date": "2024-10-02", "equity": 10431.29, "return_pct": 4.31 }, { "date": "2024-10-03", "equity": 10412.22, "return_pct": 4.12 }, { "date": "2024-10-04", "equity": 10506.84, "return_pct": 5.07 }, { "date": "2024-10-07", "equity": 10411.85, "return_pct": 4.12 }, { "date": "2024-10-08", "equity": 10510.32, "return_pct": 5.1 }, { "date": "2024-10-09", "equity": 10583.12, "return_pct": 5.83 }, { "date": "2024-10-10", "equity": 10564.6, "return_pct": 5.65 }, { "date": "2024-10-11", "equity": 10627.87, "return_pct": 6.28 }, { "date": "2024-10-14", "equity": 10714.78, "return_pct": 7.15 }, { "date": "2024-10-15", "equity": 10631.53, "return_pct": 6.32 }, { "date": "2024-10-16", "equity": 10677.74, "return_pct": 6.78 }, { "date": "2024-10-17", "equity": 10678.66, "return_pct": 6.79 }, { "date": "2024-10-18", "equity": 10719.73, "return_pct": 7.2 }, { "date": "2024-10-21", "equity": 10702.13, "return_pct": 7.02 }, { "date": "2024-10-22", "equity": 10696.45, "return_pct": 6.96 }, { "date": "2024-10-23", "equity": 10598.71, "return_pct": 5.99 }, { "date": "2024-10-24", "equity": 10621.63, "return_pct": 6.22 }, { "date": "2024-10-25", "equity": 10617.96, "return_pct": 6.18 }, { "date": "2024-10-28", "equity": 10650.79, "return_pct": 6.51 }, { "date": "2024-10-29", "equity": 10668.02, "return_pct": 6.68 }, { "date": "2024-10-30", "equity": 10635.75, "return_pct": 6.36 }, { "date": "2024-10-31", "equity": 10427.26, "return_pct": 4.27 }, { "date": "2024-11-01", "equity": 10471.27, "return_pct": 4.71 }, { "date": "2024-11-04", "equity": 10448.71, "return_pct": 4.49 }, { "date": "2024-11-05", "equity": 10575.05, "return_pct": 5.75 }, { "date": "2024-11-06", "equity": 10838.01, "return_pct": 8.38 }, { "date": "2024-11-07", "equity": 10921.81, "return_pct": 9.22 }, { "date": "2024-11-08", "equity": 10969.12, "return_pct": 9.69 }, { "date": "2024-11-11", "equity": 10979.57, "return_pct": 9.8 }, { "date": "2024-11-12", "equity": 10945.47, "return_pct": 9.45 }, { "date": "2024-11-13", "equity": 10950.78, "return_pct": 9.51 }, { "date": "2024-11-14", "equity": 10880.37, "return_pct": 8.8 }, { "date": "2024-11-15", "equity": 10741.01, "return_pct": 7.41 }, { "date": "2024-11-18", "equity": 10785.01, "return_pct": 7.85 }, { "date": "2024-11-19", "equity": 10824.44, "return_pct": 8.24 }, { "date": "2024-11-20", "equity": 10828.11, "return_pct": 8.28 }, { "date": "2024-11-21", "equity": 10886.24, "return_pct": 8.86 }, { "date": "2024-11-22", "equity": 10919.98, "return_pct": 9.2 }, { "date": "2024-11-25", "equity": 10957.02, "return_pct": 9.57 }, { "date": "2024-11-26", "equity": 11014.23, "return_pct": 10.14 }, { "date": "2024-11-27", "equity": 10980.86, "return_pct": 9.81 }, { "date": "2024-11-29", "equity": 11049.07, "return_pct": 10.49 }, { "date": "2024-12-02", "equity": 11068.87, "return_pct": 10.69 }, { "date": "2024-12-03", "equity": 11074.01, "return_pct": 10.74 }, { "date": "2024-12-04", "equity": 11142.77, "return_pct": 11.43 }, { "date": "2024-12-05", "equity": 11124.44, "return_pct": 11.24 }, { "date": "2024-12-06", "equity": 11145.52, "return_pct": 11.46 }, { "date": "2024-12-09", "equity": 11088.13, "return_pct": 10.88 }, { "date": "2024-12-10", "equity": 11053.65, "return_pct": 10.54 }, { "date": "2024-12-11", "equity": 11139.11, "return_pct": 11.39 }, { "date": "2024-12-12", "equity": 11081.71, "return_pct": 10.82 }, { "date": "2024-12-13", "equity": 11079.51, "return_pct": 10.8 }, { "date": "2024-12-16", "equity": 11126.82, "return_pct": 11.27 }, { "date": "2024-12-17", "equity": 11080.98, "return_pct": 10.81 }, { "date": "2024-12-18", "equity": 10750.72, "return_pct": 7.51 }, { "date": "2024-12-19", "equity": 10747.42, "return_pct": 7.47 }, { "date": "2024-12-20", "equity": 10840.03, "return_pct": 8.4 }, { "date": "2024-12-23", "equity": 10904.94, "return_pct": 9.05 }, { "date": "2024-12-24", "equity": 11026.15, "return_pct": 10.26 }, { "date": "2024-12-26", "equity": 11026.88, "return_pct": 10.27 }, { "date": "2024-12-27", "equity": 10910.81, "return_pct": 9.11 }, { "date": "2024-12-30", "equity": 10786.3, "return_pct": 7.86 }, { "date": "2024-12-31", "equity": 10747.06, "return_pct": 7.47 }, { "date": "2025-01-02", "equity": 10720.65, "return_pct": 7.21 }, { "date": "2025-01-03", "equity": 10854.7, "return_pct": 8.55 }, { "date": "2025-01-06", "equity": 10917.23, "return_pct": 9.17 }, { "date": "2025-01-07", "equity": 10793.82, "return_pct": 7.94 }, { "date": "2025-01-08", "equity": 10809.59, "return_pct": 8.1 }, { "date": "2025-01-10", "equity": 10644.55, "return_pct": 6.45 }, { "date": "2025-01-13", "equity": 10661.06, "return_pct": 6.61 }, { "date": "2025-01-14", "equity": 10675.73, "return_pct": 6.76 }, { "date": "2025-01-15", "equity": 10869.92, "return_pct": 8.7 }, { "date": "2025-01-16", "equity": 10849.01, "return_pct": 8.49 }, { "date": "2025-01-17", "equity": 10957.93, "return_pct": 9.58 }, { "date": "2025-01-21", "equity": 11058.24, "return_pct": 10.58 }, { "date": "2025-01-22", "equity": 11120.4, "return_pct": 11.2 }, { "date": "2025-01-23", "equity": 11181.1, "return_pct": 11.81 }, { "date": "2025-01-24", "equity": 11148.46, "return_pct": 11.48 }, { "date": "2025-01-27", "equity": 10990.76, "return_pct": 9.91 }, { "date": "2025-01-28", "equity": 11085.19, "return_pct": 10.85 }, { "date": "2025-01-29", "equity": 11035.5, "return_pct": 10.36 }, { "date": "2025-01-30", "equity": 11094.73, "return_pct": 10.95 }, { "date": "2025-01-31", "equity": 11035.68, "return_pct": 10.36 }, { "date": "2025-02-03", "equity": 10961.42, "return_pct": 9.61 }, { "date": "2025-02-04", "equity": 11034.95, "return_pct": 10.35 }, { "date": "2025-02-05", "equity": 11079.69, "return_pct": 10.8 }, { "date": "2025-02-06", "equity": 11118.2, "return_pct": 11.18 }, { "date": "2025-02-07", "equity": 11016.43, "return_pct": 10.16 }, { "date": "2025-02-10", "equity": 11091.25, "return_pct": 10.91 }, { "date": "2025-02-11", "equity": 11099.68, "return_pct": 11.0 }, { "date": "2025-02-12", "equity": 11063.92, "return_pct": 10.64 }, { "date": "2025-02-13", "equity": 11180.73, "return_pct": 11.81 }, { "date": "2025-02-14", "equity": 11180.18, "return_pct": 11.8 }, { "date": "2025-02-18", "equity": 11213.0, "return_pct": 12.13 }, { "date": "2025-02-19", "equity": 11239.41, "return_pct": 12.39 }, { "date": "2025-02-20", "equity": 11192.65, "return_pct": 11.93 }, { "date": "2025-02-21", "equity": 11001.21, "return_pct": 10.01 }, { "date": "2025-02-24", "equity": 10951.15, "return_pct": 9.51 }, { "date": "2025-02-25", "equity": 10896.69, "return_pct": 8.97 }, { "date": "2025-02-26", "equity": 10902.19, "return_pct": 9.02 }, { "date": "2025-02-27", "equity": 10728.17, "return_pct": 7.28 }, { "date": "2025-02-28", "equity": 10895.59, "return_pct": 8.96 }, { "date": "2025-03-03", "equity": 10704.7, "return_pct": 7.05 }, { "date": "2025-03-04", "equity": 10577.99, "return_pct": 5.78 }, { "date": "2025-03-05", "equity": 10691.68, "return_pct": 6.92 }, { "date": "2025-03-06", "equity": 10501.89, "return_pct": 5.02 }, { "date": "2025-03-07", "equity": 10560.75, "return_pct": 5.61 }, { "date": "2025-03-10", "equity": 10279.46, "return_pct": 2.79 }, { "date": "2025-03-11", "equity": 10194.01, "return_pct": 1.94 }, { "date": "2025-03-12", "equity": 10248.1, "return_pct": 2.48 }, { "date": "2025-03-13", "equity": 10111.49, "return_pct": 1.11 }, { "date": "2025-03-14", "equity": 10320.35, "return_pct": 3.2 }, { "date": "2025-03-17", "equity": 10399.93, "return_pct": 4.0 }, { "date": "2025-03-18", "equity": 10287.53, "return_pct": 2.88 }, { "date": "2025-03-19", "equity": 10399.57, "return_pct": 4.0 }, { "date": "2025-03-20", "equity": 10369.49, "return_pct": 3.69 }, { "date": "2025-03-21", "equity": 10341.81, "return_pct": 3.42 }, { "date": "2025-03-24", "equity": 10527.01, "return_pct": 5.27 }, { "date": "2025-03-25", "equity": 10552.32, "return_pct": 5.52 }, { "date": "2025-03-26", "equity": 10426.34, "return_pct": 4.26 }, { "date": "2025-03-27", "equity": 10398.65, "return_pct": 3.99 }, { "date": "2025-03-28", "equity": 10189.24, "return_pct": 1.89 }, { "date": "2025-03-31", "equity": 10257.64, "return_pct": 2.58 }, { "date": "2025-04-01", "equity": 10286.61, "return_pct": 2.87 }, { "date": "2025-04-02", "equity": 10351.71, "return_pct": 3.52 }, { "date": "2025-04-03", "equity": 9841.57, "return_pct": -1.58 }, { "date": "2025-04-04", "equity": 9265.41, "return_pct": -7.35 }, { "date": "2025-04-07", "equity": 9248.91, "return_pct": -7.51 }, { "date": "2025-04-08", "equity": 9104.05, "return_pct": -8.96 }, { "date": "2025-04-09", "equity": 10060.15, "return_pct": 0.6 }, { "date": "2025-04-10", "equity": 9619.32, "return_pct": -3.81 }, { "date": "2025-04-11", "equity": 9790.96, "return_pct": -2.09 }, { "date": "2025-04-14", "equity": 9885.94, "return_pct": -1.14 }, { "date": "2025-04-15", "equity": 9858.25, "return_pct": -1.42 }, { "date": "2025-04-16", "equity": 9639.12, "return_pct": -3.61 }, { "date": "2025-04-17", "equity": 9652.88, "return_pct": -3.47 }, { "date": "2025-04-21", "equity": 9423.11, "return_pct": -5.77 }, { "date": "2025-04-22", "equity": 9668.28, "return_pct": -3.32 }, { "date": "2025-04-23", "equity": 9818.1, "return_pct": -1.82 }, { "date": "2025-04-24", "equity": 10024.76, "return_pct": 0.25 }, { "date": "2025-04-25", "equity": 10097.19, "return_pct": 0.97 }, { "date": "2025-04-28", "equity": 10101.04, "return_pct": 1.01 }, { "date": "2025-04-29", "equity": 10164.67, "return_pct": 1.65 }, { "date": "2025-04-30", "equity": 10168.7, "return_pct": 1.69 }, { "date": "2025-05-01", "equity": 10240.77, "return_pct": 2.41 }, { "date": "2025-05-02", "equity": 10392.78, "return_pct": 3.93 }, { "date": "2025-05-05", "equity": 10333.19, "return_pct": 3.33 }, { "date": "2025-05-06", "equity": 10246.82, "return_pct": 2.47 }, { "date": "2025-05-07", "equity": 10289.91, "return_pct": 2.9 }, { "date": "2025-05-08", "equity": 10361.61, "return_pct": 3.62 }, { "date": "2025-05-09", "equity": 10348.41, "return_pct": 3.48 }, { "date": "2025-05-12", "equity": 10690.39, "return_pct": 6.9 }, { "date": "2025-05-13", "equity": 10760.99, "return_pct": 7.61 }, { "date": "2025-05-14", "equity": 10774.75, "return_pct": 7.75 }, { "date": "2025-05-15", "equity": 10827.37, "return_pct": 8.27 }, { "date": "2025-05-16", "equity": 10895.95, "return_pct": 8.96 }, { "date": "2025-05-19", "equity": 10907.87, "return_pct": 9.08 }, { "date": "2025-05-20", "equity": 10871.2, "return_pct": 8.71 }, { "date": "2025-05-21", "equity": 10688.01, "return_pct": 6.88 }, { "date": "2025-05-22", "equity": 10692.23, "return_pct": 6.92 }, { "date": "2025-05-23", "equity": 10619.25, "return_pct": 6.19 }, { "date": "2025-05-27", "equity": 10840.03, "return_pct": 8.4 }, { "date": "2025-05-28", "equity": 10777.31, "return_pct": 7.77 }, { "date": "2025-05-29", "equity": 10819.86, "return_pct": 8.2 }, { "date": "2025-05-30", "equity": 10807.75, "return_pct": 8.08 }, { "date": "2025-06-02", "equity": 10868.63, "return_pct": 8.69 }, { "date": "2025-06-03", "equity": 10930.61, "return_pct": 9.31 }, { "date": "2025-06-04", "equity": 10927.68, "return_pct": 9.28 }, { "date": "2025-06-05", "equity": 10874.87, "return_pct": 8.75 }, { "date": "2025-06-06", "equity": 10986.54, "return_pct": 9.87 }, { "date": "2025-06-09", "equity": 10996.44, "return_pct": 9.96 }, { "date": "2025-06-10", "equity": 11058.79, "return_pct": 10.59 }, { "date": "2025-06-11", "equity": 11027.25, "return_pct": 10.27 }, { "date": "2025-06-12", "equity": 11071.07, "return_pct": 10.71 }, { "date": "2025-06-13", "equity": 10947.3, "return_pct": 9.47 }, { "date": "2025-06-16", "equity": 11051.45, "return_pct": 10.51 }, { "date": "2025-06-17", "equity": 10957.02, "return_pct": 9.57 }, { "date": "2025-06-18", "equity": 10955.37, "return_pct": 9.55 }, { "date": "2025-06-20", "equity": 10897.42, "return_pct": 8.97 }, { "date": "2025-06-23", "equity": 11005.06, "return_pct": 10.05 }, { "date": "2025-06-24", "equity": 11126.64, "return_pct": 11.27 }, { "date": "2025-06-25", "equity": 11132.87, "return_pct": 11.33 }, { "date": "2025-06-26", "equity": 11219.97, "return_pct": 12.2 }, { "date": "2025-06-27", "equity": 11275.72, "return_pct": 12.76 }, { "date": "2025-06-30", "equity": 11329.63, "return_pct": 13.3 }, { "date": "2025-07-01", "equity": 11325.96, "return_pct": 13.26 }, { "date": "2025-07-02", "equity": 11377.31, "return_pct": 13.77 }, { "date": "2025-07-03", "equity": 11466.97, "return_pct": 14.67 }, { "date": "2025-07-07", "equity": 11381.52, "return_pct": 13.82 }, { "date": "2025-07-08", "equity": 11375.29, "return_pct": 13.75 }, { "date": "2025-07-09", "equity": 11443.5, "return_pct": 14.44 }, { "date": "2025-07-10", "equity": 11475.78, "return_pct": 14.76 }, { "date": "2025-07-11", "equity": 11435.43, "return_pct": 14.35 }, { "date": "2025-07-14", "equity": 11457.26, "return_pct": 14.57 }, { "date": "2025-07-15", "equity": 11408.3, "return_pct": 14.08 }, { "date": "2025-07-16", "equity": 11446.44, "return_pct": 14.46 }, { "date": "2025-07-17", "equity": 11516.49, "return_pct": 15.16 }, { "date": "2025-07-18", "equity": 11508.05, "return_pct": 15.08 }, { "date": "2025-07-21", "equity": 11529.87, "return_pct": 15.3 }, { "date": "2025-07-22", "equity": 11531.52, "return_pct": 15.32 }, { "date": "2025-07-23", "equity": 11629.63, "return_pct": 16.3 }, { "date": "2025-07-24", "equity": 11633.48, "return_pct": 16.33 }, { "date": "2025-07-25", "equity": 11682.62, "return_pct": 16.83 }, { "date": "2025-07-28", "equity": 11679.69, "return_pct": 16.8 }, { "date": "2025-07-29", "equity": 11648.88, "return_pct": 16.49 }, { "date": "2025-07-30", "equity": 11634.21, "return_pct": 16.34 }, { "date": "2025-07-31", "equity": 11590.57, "return_pct": 15.91 }, { "date": "2025-08-01", "equity": 11400.59, "return_pct": 14.01 }, { "date": "2025-08-04", "equity": 11573.88, "return_pct": 15.74 }, { "date": "2025-08-05", "equity": 11515.2, "return_pct": 15.15 }, { "date": "2025-08-06", "equity": 11603.4, "return_pct": 16.03 }, { "date": "2025-08-07", "equity": 11593.68, "return_pct": 15.94 }, { "date": "2025-08-08", "equity": 11684.09, "return_pct": 16.84 }, { "date": "2025-08-11", "equity": 11660.98, "return_pct": 16.61 }, { "date": "2025-08-12", "equity": 11785.12, "return_pct": 17.85 }, { "date": "2025-08-13", "equity": 11825.47, "return_pct": 18.25 }, { "date": "2025-08-14", "equity": 11826.57, "return_pct": 18.27 }, { "date": "2025-08-15", "equity": 11798.88, "return_pct": 17.99 }, { "date": "2025-08-18", "equity": 11796.31, "return_pct": 17.96 }, { "date": "2025-08-19", "equity": 11732.31, "return_pct": 17.32 }, { "date": "2025-08-20", "equity": 11701.14, "return_pct": 17.01 }, { "date": "2025-08-21", "equity": 11654.2, "return_pct": 16.54 }, { "date": "2025-08-22", "equity": 11833.17, "return_pct": 18.33 }, { "date": "2025-08-25", "equity": 11781.09, "return_pct": 17.81 }, { "date": "2025-08-26", "equity": 11830.42, "return_pct": 18.3 }, { "date": "2025-08-27", "equity": 11857.37, "return_pct": 18.57 }, { "date": "2025-08-28", "equity": 11899.37, "return_pct": 18.99 }, { "date": "2025-08-29", "equity": 11828.4, "return_pct": 18.28 }, { "date": "2025-09-02", "equity": 11740.75, "return_pct": 17.41 }, { "date": "2025-09-03", "equity": 11804.38, "return_pct": 18.04 }, { "date": "2025-09-04", "equity": 11903.03, "return_pct": 19.03 }, { "date": "2025-09-05", "equity": 11868.56, "return_pct": 18.69 }, { "date": "2025-09-08", "equity": 11897.72, "return_pct": 18.98 }, { "date": "2025-09-09", "equity": 11925.22, "return_pct": 19.25 }, { "date": "2025-09-10", "equity": 11959.69, "return_pct": 19.6 }, { "date": "2025-09-11", "equity": 12059.08, "return_pct": 20.59 }, { "date": "2025-09-12", "equity": 12055.05, "return_pct": 20.55 }, { "date": "2025-09-15", "equity": 12119.23, "return_pct": 21.19 }, { "date": "2025-09-16", "equity": 12102.54, "return_pct": 21.03 }, { "date": "2025-09-17", "equity": 12087.51, "return_pct": 20.88 }, { "date": "2025-09-18", "equity": 12143.98, "return_pct": 21.44 }, { "date": "2025-09-19", "equity": 12170.39, "return_pct": 21.7 }, { "date": "2025-09-22", "equity": 12227.97, "return_pct": 22.28 }, { "date": "2025-09-23", "equity": 12161.4, "return_pct": 21.61 }, { "date": "2025-09-24", "equity": 12122.71, "return_pct": 21.23 }, { "date": "2025-09-25", "equity": 12066.78, "return_pct": 20.67 }, { "date": "2025-09-26", "equity": 12135.92, "return_pct": 21.36 }, { "date": "2025-09-29", "equity": 12170.02, "return_pct": 21.7 }, { "date": "2025-09-30", "equity": 12215.87, "return_pct": 22.16 }, { "date": "2025-10-01", "equity": 12257.49, "return_pct": 22.57 }, { "date": "2025-10-02", "equity": 12271.61, "return_pct": 22.72 }, { "date": "2025-10-03", "equity": 12271.43, "return_pct": 22.71 }, { "date": "2025-10-06", "equity": 12315.44, "return_pct": 23.15 }, { "date": "2025-10-07", "equity": 12269.78, "return_pct": 22.7 }, { "date": "2025-10-08", "equity": 12342.94, "return_pct": 23.43 }, { "date": "2025-10-09", "equity": 12307.18, "return_pct": 23.07 }, { "date": "2025-10-10", "equity": 11974.55, "return_pct": 19.75 }, { "date": "2025-10-13", "equity": 12158.29, "return_pct": 21.58 }, { "date": "2025-10-14", "equity": 12143.43, "return_pct": 21.43 }, { "date": "2025-10-15", "equity": 12197.34, "return_pct": 21.97 }, { "date": "2025-10-16", "equity": 12114.28, "return_pct": 21.14 }, { "date": "2025-10-17", "equity": 12183.04, "return_pct": 21.83 }, { "date": "2025-10-20", "equity": 12309.75, "return_pct": 23.1 }, { "date": "2025-10-21", "equity": 12309.57, "return_pct": 23.1 }, { "date": "2025-10-22", "equity": 12245.57, "return_pct": 22.46 }, { "date": "2025-10-23", "equity": 12318.19, "return_pct": 23.18 }, { "date": "2025-10-24", "equity": 12418.86, "return_pct": 24.19 }, { "date": "2025-10-27", "equity": 12565.37, "return_pct": 25.65 }, { "date": "2025-10-28", "equity": 12598.75, "return_pct": 25.99 }, { "date": "2025-10-29", "equity": 12604.8, "return_pct": 26.05 }, { "date": "2025-10-30", "equity": 12466.17, "return_pct": 24.66 }, { "date": "2025-10-31", "equity": 12507.06, "return_pct": 25.07 }, { "date": "2025-11-03", "equity": 12530.53, "return_pct": 25.31 }, { "date": "2025-11-04", "equity": 12382.0, "return_pct": 23.82 }, { "date": "2025-11-05", "equity": 12424.91, "return_pct": 24.25 }, { "date": "2025-11-06", "equity": 12291.6, "return_pct": 22.92 }, { "date": "2025-11-07", "equity": 12303.7, "return_pct": 23.04 }, { "date": "2025-11-10", "equity": 12495.69, "return_pct": 24.96 }, { "date": "2025-11-11", "equity": 12524.3, "return_pct": 25.24 }, { "date": "2025-11-12", "equity": 12531.26, "return_pct": 25.31 }, { "date": "2025-11-13", "equity": 12323.32, "return_pct": 23.23 }, { "date": "2025-11-14", "equity": 12321.3, "return_pct": 23.21 }, { "date": "2025-11-17", "equity": 12206.51, "return_pct": 22.07 }, { "date": "2025-11-18", "equity": 12104.01, "return_pct": 21.04 }, { "date": "2025-11-19", "equity": 12150.77, "return_pct": 21.51 }, { "date": "2025-11-20", "equity": 11965.56, "return_pct": 19.66 }, { "date": "2025-11-21", "equity": 12084.75, "return_pct": 20.85 }, { "date": "2025-11-24", "equity": 12262.63, "return_pct": 22.63 }, { "date": "2025-11-25", "equity": 12377.97, "return_pct": 23.78 }, { "date": "2025-11-26", "equity": 12463.42, "return_pct": 24.63 }, { "date": "2025-11-28", "equity": 12531.45, "return_pct": 25.31 }, { "date": "2025-12-01", "equity": 12474.24, "return_pct": 24.74 }, { "date": "2025-12-02", "equity": 12497.34, "return_pct": 24.97 }, { "date": "2025-12-03", "equity": 12540.62, "return_pct": 25.41 }, { "date": "2025-12-04", "equity": 12549.79, "return_pct": 25.5 }, { "date": "2025-12-05", "equity": 12573.62, "return_pct": 25.74 }, { "date": "2025-12-08", "equity": 12535.85, "return_pct": 25.36 }, { "date": "2025-12-09", "equity": 12525.03, "return_pct": 25.25 }, { "date": "2025-12-10", "equity": 12608.1, "return_pct": 26.08 }, { "date": "2025-12-11", "equity": 12637.44, "return_pct": 26.37 }, { "date": "2025-12-12", "equity": 12501.56, "return_pct": 25.02 }, { "date": "2025-12-15", "equity": 12482.67, "return_pct": 24.83 }, { "date": "2025-12-16", "equity": 12448.56, "return_pct": 24.49 }, { "date": "2025-12-17", "equity": 12311.59, "return_pct": 23.12 }, { "date": "2025-12-18", "equity": 12404.55, "return_pct": 24.05 }, { "date": "2025-12-19", "equity": 12480.1, "return_pct": 24.8 }, { "date": "2025-12-22", "equity": 12557.85, "return_pct": 25.58 }, { "date": "2025-12-23", "equity": 12615.25, "return_pct": 26.15 }, { "date": "2025-12-24", "equity": 12659.63, "return_pct": 26.6 }, { "date": "2025-12-26", "equity": 12658.34, "return_pct": 26.58 }, { "date": "2025-12-29", "equity": 12613.23, "return_pct": 26.13 }, { "date": "2025-12-30", "equity": 12597.83, "return_pct": 25.98 }, { "date": "2025-12-31", "equity": 12504.49, "return_pct": 25.04 }, { "date": "2026-01-02", "equity": 12527.41, "return_pct": 25.27 }, { "date": "2026-01-05", "equity": 12610.85, "return_pct": 26.11 }, { "date": "2026-01-06", "equity": 12685.85, "return_pct": 26.86 }, { "date": "2026-01-07", "equity": 12644.96, "return_pct": 26.45 }, { "date": "2026-01-08", "equity": 12643.67, "return_pct": 26.44 }, { "date": "2026-01-09", "equity": 12727.29, "return_pct": 27.27 }, { "date": "2026-01-12", "equity": 12747.28, "return_pct": 27.47 }, { "date": "2026-01-13", "equity": 12721.79, "return_pct": 27.22 }, { "date": "2026-01-14", "equity": 12659.26, "return_pct": 26.59 }, { "date": "2026-01-15", "equity": 12693.73, "return_pct": 26.94 }, { "date": "2026-01-16", "equity": 12683.1, "return_pct": 26.83 }, { "date": "2026-01-20", "equity": 12424.91, "return_pct": 24.25 }, { "date": "2026-01-21", "equity": 12568.31, "return_pct": 25.68 }, { "date": "2026-01-22", "equity": 12633.95, "return_pct": 26.34 }, { "date": "2026-01-23", "equity": 12638.54, "return_pct": 26.39 }, { "date": "2026-01-26", "equity": 12702.72, "return_pct": 27.03 }, { "date": "2026-01-27", "equity": 12753.33, "return_pct": 27.53 }, { "date": "2026-01-28", "equity": 12752.04, "return_pct": 27.52 }, { "date": "2026-01-29", "equity": 12726.74, "return_pct": 27.27 }, { "date": "2026-01-30", "equity": 12688.78, "return_pct": 26.89 }, { "date": "2026-02-02", "equity": 12751.86, "return_pct": 27.52 }, { "date": "2026-02-03", "equity": 12644.04, "return_pct": 26.44 }, { "date": "2026-02-04", "equity": 12582.79, "return_pct": 25.83 }, { "date": "2026-02-05", "equity": 12425.64, "return_pct": 24.26 }, { "date": "2026-02-06", "equity": 12664.03, "return_pct": 26.64 }, { "date": "2026-02-09", "equity": 12725.09, "return_pct": 27.25 }, { "date": "2026-02-10", "equity": 12691.53, "return_pct": 26.92 }, { "date": "2026-02-11", "equity": 12688.6, "return_pct": 26.89 }, { "date": "2026-02-12", "equity": 12492.57, "return_pct": 24.93 }, { "date": "2026-02-13", "equity": 12501.38, "return_pct": 25.01 }, { "date": "2026-02-17", "equity": 12521.55, "return_pct": 25.22 }, { "date": "2026-02-18", "equity": 12584.63, "return_pct": 25.85 }, { "date": "2026-02-19", "equity": 12551.44, "return_pct": 25.51 }, { "date": "2026-02-20", "equity": 12642.2, "return_pct": 26.42 }, { "date": "2026-02-23", "equity": 12513.11, "return_pct": 25.13 }, { "date": "2026-02-24", "equity": 12604.06, "return_pct": 26.04 }, { "date": "2026-02-25", "equity": 12710.42, "return_pct": 27.1 }, { "date": "2026-02-26", "equity": 12639.82, "return_pct": 26.4 }, { "date": "2026-02-27", "equity": 12579.12, "return_pct": 25.79 }, { "date": "2026-03-02", "equity": 12586.28, "return_pct": 25.86 }, { "date": "2026-03-03", "equity": 12475.34, "return_pct": 24.75 }, { "date": "2026-03-04", "equity": 12563.35, "return_pct": 25.63 }, { "date": "2026-03-05", "equity": 12493.31, "return_pct": 24.93 }, { "date": "2026-03-06", "equity": 12329.56, "return_pct": 23.3 }, { "date": "2026-03-09", "equity": 12437.56, "return_pct": 24.38 }, { "date": "2026-03-10", "equity": 12417.57, "return_pct": 24.18 }, { "date": "2026-03-11", "equity": 12401.99, "return_pct": 24.02 }, { "date": "2026-03-12", "equity": 12213.66, "return_pct": 22.14 }, { "date": "2026-03-13", "equity": 12144.53, "return_pct": 21.45 }, { "date": "2026-03-16", "equity": 12268.13, "return_pct": 22.68 }, { "date": "2026-03-17", "equity": 12300.4, "return_pct": 23.0 }, { "date": "2026-03-18", "equity": 12128.76, "return_pct": 21.29 }, { "date": "2026-03-19", "equity": 12098.87, "return_pct": 20.99 }, { "date": "2026-03-20", "equity": 11892.95, "return_pct": 18.93 }, { "date": "2026-03-23", "equity": 12017.82, "return_pct": 20.18 }, { "date": "2026-03-24", "equity": 11977.48, "return_pct": 19.77 }, { "date": "2026-03-25", "equity": 12044.23, "return_pct": 20.44 }, { "date": "2026-03-26", "equity": 11829.13, "return_pct": 18.29 }, { "date": "2026-03-27", "equity": 11627.43, "return_pct": 16.27 }, { "date": "2026-03-30", "equity": 11588.55, "return_pct": 15.89 }, { "date": "2026-03-31", "equity": 11925.4, "return_pct": 19.25 }, { "date": "2026-04-01", "equity": 12015.26, "return_pct": 20.15 }, { "date": "2026-04-02", "equity": 12026.08, "return_pct": 20.26 }, { "date": "2026-04-06", "equity": 12082.92, "return_pct": 20.83 }, { "date": "2026-04-07", "equity": 12088.24, "return_pct": 20.88 }, { "date": "2026-04-08", "equity": 12396.12, "return_pct": 23.96 }, { "date": "2026-04-09", "equity": 12467.63, "return_pct": 24.68 }, { "date": "2026-04-10", "equity": 12459.38, "return_pct": 24.59 }, { "date": "2026-04-13", "equity": 12581.14, "return_pct": 25.81 }, { "date": "2026-04-14", "equity": 12734.44, "return_pct": 27.34 }, { "date": "2026-04-15", "equity": 12834.93, "return_pct": 28.35 }, { "date": "2026-04-16", "equity": 12866.47, "return_pct": 28.66 }, { "date": "2026-04-17", "equity": 13021.97, "return_pct": 30.22 }, { "date": "2026-04-20", "equity": 12995.93, "return_pct": 29.96 }, { "date": "2026-04-21", "equity": 12910.84, "return_pct": 29.11 }, { "date": "2026-04-22", "equity": 13041.59, "return_pct": 30.42 }, { "date": "2026-04-23", "equity": 12990.98, "return_pct": 29.91 }, { "date": "2026-04-24", "equity": 13091.65, "return_pct": 30.92 }, { "date": "2026-04-27", "equity": 13114.2, "return_pct": 31.14 }, { "date": "2026-04-28", "equity": 13050.39, "return_pct": 30.5 }, { "date": "2026-04-29", "equity": 13048.37, "return_pct": 30.48 }, { "date": "2026-04-30", "equity": 13178.2, "return_pct": 31.78 }, { "date": "2026-05-01", "equity": 13214.69, "return_pct": 32.15 }, { "date": "2026-05-04", "equity": 13166.28, "return_pct": 31.66 }, { "date": "2026-05-05", "equity": 13271.9, "return_pct": 32.72 }, { "date": "2026-05-06", "equity": 13456.38, "return_pct": 34.56 }, { "date": "2026-05-07", "equity": 13415.12, "return_pct": 34.15 }, { "date": "2026-05-08", "equity": 13525.87, "return_pct": 35.26 }, { "date": "2026-05-11", "equity": 13556.68, "return_pct": 35.57 }, { "date": "2026-05-12", "equity": 13536.14, "return_pct": 35.36 }, { "date": "2026-05-13", "equity": 13611.88, "return_pct": 36.12 }, { "date": "2026-05-14", "equity": 13719.33, "return_pct": 37.19 }, { "date": "2026-05-15", "equity": 13554.3, "return_pct": 35.54 }, { "date": "2026-05-18", "equity": 13544.76, "return_pct": 35.45 }, { "date": "2026-05-19", "equity": 13454.54, "return_pct": 34.55 }, { "date": "2026-05-20", "equity": 13592.44, "return_pct": 35.92 }, { "date": "2026-05-21", "equity": 13619.39, "return_pct": 36.19 }, { "date": "2026-05-22", "equity": 13672.94, "return_pct": 36.73 }, { "date": "2026-05-26", "equity": 13763.71, "return_pct": 37.64 }, { "date": "2026-05-27", "equity": 13761.32, "return_pct": 37.61 }, { "date": "2026-05-28", "equity": 13837.24, "return_pct": 38.37 }, { "date": "2026-05-29", "equity": 13871.71, "return_pct": 38.72 }, { "date": "2026-06-01", "equity": 13909.49, "return_pct": 39.09 }, { "date": "2026-06-02", "equity": 13928.37, "return_pct": 39.28 }, { "date": "2026-06-03", "equity": 13830.64, "return_pct": 38.31 }, { "date": "2026-06-04", "equity": 13882.9, "return_pct": 38.83 }, { "date": "2026-06-05", "equity": 13524.59, "return_pct": 35.25 }, { "date": "2026-06-08", "equity": 13555.21, "return_pct": 35.55 }, { "date": "2026-06-09", "equity": 13515.42, "return_pct": 35.15 }, { "date": "2026-06-10", "equity": 13302.34, "return_pct": 33.02 }, { "date": "2026-06-11", "equity": 13528.44, "return_pct": 35.28 }, { "date": "2026-06-12", "equity": 13601.61, "return_pct": 36.02 }, { "date": "2026-06-15", "equity": 13841.46, "return_pct": 38.41 }, { "date": "2026-06-16", "equity": 13758.94, "return_pct": 37.59 }, { "date": "2026-06-17", "equity": 13587.12, "return_pct": 35.87 }, { "date": "2026-06-18", "equity": 13693.11, "return_pct": 36.93 }, { "date": "2026-06-22", "equity": 13650.02, "return_pct": 36.5 }, { "date": "2026-06-23", "equity": 13451.79, "return_pct": 34.52 }, { "date": "2026-06-24", "equity": 13445.56, "return_pct": 34.46 }, { "date": "2026-06-25", "equity": 13464.99, "return_pct": 34.65 }, { "date": "2026-06-26", "equity": 13367.62, "return_pct": 33.68 }, { "date": "2026-06-29", "equity": 13587.85, "return_pct": 35.88 }, { "date": "2026-06-30", "equity": 13693.66, "return_pct": 36.94 }, { "date": "2026-07-01", "equity": 13675.14, "return_pct": 36.75 }, { "date": "2026-07-02", "equity": 13657.17, "return_pct": 36.57 } ] }, { "strategy": "residual80_highvol80_20_atr3", "label": "Production: residual/high-vol 80/20 + 3x ATR trail", "description": "The live strategy: production activation gate and Admin exit policy as currently configured, 80/20 residual/high-vol rank.", "is_production": true, "entry_variant": "residual80_highvol_blend80_20_fixed10", "exit_policy": "atr_trail3", "live_exit_mode": "atr_trailing", "lookback": "6m", "lookback_label": "6 months", "starting_capital": 10000.0, "final_equity": 12557.95, "total_return_pct": 25.6, "cagr_pct": 57.6, "max_drawdown_pct": 6.6, "sharpe": 2.57, "trades": 31, "win_rate": 48.4, "avg_trade_pnl": 82.51, "best_trade_r": 10.13, "worst_trade_r": -3.02, "best_trade_pnl": 1069.39, "worst_trade_pnl": -132.82, "avg_hold_days": 17.0, "exit_reasons": { "stop": 11, "time": 8, "trailing_stop": 12 }, "skipped_book_full": 0, "spy_return_pct": 9.2, "yearly_returns": [ { "year": 2025, "return_pct": 0.0 }, { "year": 2026, "return_pct": 25.6 } ], "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": 9990.01, "return_pct": -0.1 }, { "date": "2026-01-08", "equity": 9951.4, "return_pct": -0.49 }, { "date": "2026-01-09", "equity": 10164.79, "return_pct": 1.65 }, { "date": "2026-01-12", "equity": 10371.25, "return_pct": 3.71 }, { "date": "2026-01-13", "equity": 10599.41, "return_pct": 5.99 }, { "date": "2026-01-14", "equity": 10703.04, "return_pct": 7.03 }, { "date": "2026-01-15", "equity": 10728.18, "return_pct": 7.28 }, { "date": "2026-01-16", "equity": 10458.34, "return_pct": 4.58 }, { "date": "2026-01-20", "equity": 10516.23, "return_pct": 5.16 }, { "date": "2026-01-21", "equity": 10774.09, "return_pct": 7.74 }, { "date": "2026-01-22", "equity": 10862.72, "return_pct": 8.63 }, { "date": "2026-01-23", "equity": 10618.53, "return_pct": 6.19 }, { "date": "2026-01-26", "equity": 10651.18, "return_pct": 6.51 }, { "date": "2026-01-27", "equity": 10471.96, "return_pct": 4.72 }, { "date": "2026-01-28", "equity": 10318.63, "return_pct": 3.19 }, { "date": "2026-01-29", "equity": 10240.91, "return_pct": 2.41 }, { "date": "2026-01-30", "equity": 10148.87, "return_pct": 1.49 }, { "date": "2026-02-02", "equity": 10164.22, "return_pct": 1.64 }, { "date": "2026-02-03", "equity": 10281.99, "return_pct": 2.82 }, { "date": "2026-02-04", "equity": 10336.22, "return_pct": 3.36 }, { "date": "2026-02-05", "equity": 10440.73, "return_pct": 4.41 }, { "date": "2026-02-06", "equity": 10788.15, "return_pct": 7.88 }, { "date": "2026-02-09", "equity": 10726.5, "return_pct": 7.26 }, { "date": "2026-02-10", "equity": 10676.83, "return_pct": 6.77 }, { "date": "2026-02-11", "equity": 10776.99, "return_pct": 7.77 }, { "date": "2026-02-12", "equity": 10826.81, "return_pct": 8.27 }, { "date": "2026-02-13", "equity": 10894.6, "return_pct": 8.95 }, { "date": "2026-02-17", "equity": 10780.45, "return_pct": 7.8 }, { "date": "2026-02-18", "equity": 10796.41, "return_pct": 7.96 }, { "date": "2026-02-19", "equity": 10805.09, "return_pct": 8.05 }, { "date": "2026-02-20", "equity": 10752.24, "return_pct": 7.52 }, { "date": "2026-02-23", "equity": 10863.88, "return_pct": 8.64 }, { "date": "2026-02-24", "equity": 10920.01, "return_pct": 9.2 }, { "date": "2026-02-25", "equity": 10859.52, "return_pct": 8.6 }, { "date": "2026-02-26", "equity": 10830.33, "return_pct": 8.3 }, { "date": "2026-02-27", "equity": 11064.89, "return_pct": 10.65 }, { "date": "2026-03-02", "equity": 10817.11, "return_pct": 8.17 }, { "date": "2026-03-03", "equity": 10704.78, "return_pct": 7.05 }, { "date": "2026-03-04", "equity": 10632.05, "return_pct": 6.32 }, { "date": "2026-03-05", "equity": 10462.16, "return_pct": 4.62 }, { "date": "2026-03-06", "equity": 10467.59, "return_pct": 4.68 }, { "date": "2026-03-09", "equity": 10409.21, "return_pct": 4.09 }, { "date": "2026-03-10", "equity": 10334.23, "return_pct": 3.34 }, { "date": "2026-03-11", "equity": 10443.66, "return_pct": 4.44 }, { "date": "2026-03-12", "equity": 10547.07, "return_pct": 5.47 }, { "date": "2026-03-13", "equity": 10551.9, "return_pct": 5.52 }, { "date": "2026-03-16", "equity": 10532.16, "return_pct": 5.32 }, { "date": "2026-03-17", "equity": 10665.47, "return_pct": 6.65 }, { "date": "2026-03-18", "equity": 10643.23, "return_pct": 6.43 }, { "date": "2026-03-19", "equity": 10673.0, "return_pct": 6.73 }, { "date": "2026-03-20", "equity": 10599.31, "return_pct": 5.99 }, { "date": "2026-03-23", "equity": 10696.88, "return_pct": 6.97 }, { "date": "2026-03-24", "equity": 10754.29, "return_pct": 7.54 }, { "date": "2026-03-25", "equity": 10896.82, "return_pct": 8.97 }, { "date": "2026-03-26", "equity": 10780.29, "return_pct": 7.8 }, { "date": "2026-03-27", "equity": 10825.46, "return_pct": 8.25 }, { "date": "2026-03-30", "equity": 10715.03, "return_pct": 7.15 }, { "date": "2026-03-31", "equity": 10750.29, "return_pct": 7.5 }, { "date": "2026-04-01", "equity": 10728.33, "return_pct": 7.28 }, { "date": "2026-04-02", "equity": 10860.62, "return_pct": 8.61 }, { "date": "2026-04-06", "equity": 10876.29, "return_pct": 8.76 }, { "date": "2026-04-07", "equity": 10855.33, "return_pct": 8.55 }, { "date": "2026-04-08", "equity": 10691.7, "return_pct": 6.92 }, { "date": "2026-04-09", "equity": 10666.83, "return_pct": 6.67 }, { "date": "2026-04-10", "equity": 10786.47, "return_pct": 7.86 }, { "date": "2026-04-13", "equity": 10883.54, "return_pct": 8.84 }, { "date": "2026-04-14", "equity": 11150.36, "return_pct": 11.5 }, { "date": "2026-04-15", "equity": 10988.51, "return_pct": 9.89 }, { "date": "2026-04-16", "equity": 11372.28, "return_pct": 13.72 }, { "date": "2026-04-17", "equity": 11342.7, "return_pct": 13.43 }, { "date": "2026-04-20", "equity": 11294.75, "return_pct": 12.95 }, { "date": "2026-04-21", "equity": 11214.39, "return_pct": 12.14 }, { "date": "2026-04-22", "equity": 11377.95, "return_pct": 13.78 }, { "date": "2026-04-23", "equity": 11438.85, "return_pct": 14.39 }, { "date": "2026-04-24", "equity": 11739.6, "return_pct": 17.4 }, { "date": "2026-04-27", "equity": 11774.76, "return_pct": 17.75 }, { "date": "2026-04-28", "equity": 11421.15, "return_pct": 14.21 }, { "date": "2026-04-29", "equity": 11625.16, "return_pct": 16.25 }, { "date": "2026-04-30", "equity": 12106.9, "return_pct": 21.07 }, { "date": "2026-05-01", "equity": 12159.76, "return_pct": 21.6 }, { "date": "2026-05-04", "equity": 11945.35, "return_pct": 19.45 }, { "date": "2026-05-05", "equity": 12158.27, "return_pct": 21.58 }, { "date": "2026-05-06", "equity": 12172.86, "return_pct": 21.73 }, { "date": "2026-05-07", "equity": 12176.54, "return_pct": 21.77 }, { "date": "2026-05-08", "equity": 12307.32, "return_pct": 23.07 }, { "date": "2026-05-11", "equity": 12509.64, "return_pct": 25.1 }, { "date": "2026-05-12", "equity": 12494.32, "return_pct": 24.94 }, { "date": "2026-05-13", "equity": 12750.91, "return_pct": 27.51 }, { "date": "2026-05-14", "equity": 12570.1, "return_pct": 25.7 }, { "date": "2026-05-15", "equity": 12513.8, "return_pct": 25.14 }, { "date": "2026-05-18", "equity": 12487.97, "return_pct": 24.88 }, { "date": "2026-05-19", "equity": 12433.24, "return_pct": 24.33 }, { "date": "2026-05-20", "equity": 12210.66, "return_pct": 22.11 }, { "date": "2026-05-21", "equity": 12109.5, "return_pct": 21.1 }, { "date": "2026-05-22", "equity": 12121.11, "return_pct": 21.21 }, { "date": "2026-05-26", "equity": 12095.9, "return_pct": 20.96 }, { "date": "2026-05-27", "equity": 12137.53, "return_pct": 21.38 }, { "date": "2026-05-28", "equity": 12153.01, "return_pct": 21.53 }, { "date": "2026-05-29", "equity": 12106.71, "return_pct": 21.07 }, { "date": "2026-06-01", "equity": 12175.06, "return_pct": 21.75 }, { "date": "2026-06-02", "equity": 12166.67, "return_pct": 21.67 }, { "date": "2026-06-03", "equity": 12230.51, "return_pct": 22.31 }, { "date": "2026-06-04", "equity": 12280.99, "return_pct": 22.81 }, { "date": "2026-06-05", "equity": 12253.87, "return_pct": 22.54 }, { "date": "2026-06-08", "equity": 12216.56, "return_pct": 22.17 }, { "date": "2026-06-09", "equity": 12315.86, "return_pct": 23.16 }, { "date": "2026-06-10", "equity": 12397.61, "return_pct": 23.98 }, { "date": "2026-06-11", "equity": 12383.82, "return_pct": 23.84 }, { "date": "2026-06-12", "equity": 12459.45, "return_pct": 24.59 }, { "date": "2026-06-15", "equity": 12460.95, "return_pct": 24.61 }, { "date": "2026-06-16", "equity": 12435.85, "return_pct": 24.36 }, { "date": "2026-06-17", "equity": 12417.84, "return_pct": 24.18 }, { "date": "2026-06-18", "equity": 12361.43, "return_pct": 23.61 }, { "date": "2026-06-22", "equity": 12373.56, "return_pct": 23.74 }, { "date": "2026-06-23", "equity": 12450.73, "return_pct": 24.51 }, { "date": "2026-06-24", "equity": 12502.01, "return_pct": 25.02 }, { "date": "2026-06-25", "equity": 12523.78, "return_pct": 25.24 }, { "date": "2026-06-26", "equity": 12563.43, "return_pct": 25.63 }, { "date": "2026-06-29", "equity": 12542.16, "return_pct": 25.42 }, { "date": "2026-06-30", "equity": 12558.92, "return_pct": 25.59 }, { "date": "2026-07-01", "equity": 12557.95, "return_pct": 25.58 }, { "date": "2026-07-02", "equity": 12557.95, "return_pct": 25.58 } ], "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": "residual80_highvol80_20_atr3", "label": "Production: residual/high-vol 80/20 + 3x ATR trail", "description": "The live strategy: production activation gate and Admin exit policy as currently configured, 80/20 residual/high-vol rank.", "is_production": true, "entry_variant": "residual80_highvol_blend80_20_fixed10", "exit_policy": "atr_trail3", "live_exit_mode": "atr_trailing", "lookback": "1y", "lookback_label": "1 year", "starting_capital": 10000.0, "final_equity": 15340.17, "total_return_pct": 53.4, "cagr_pct": 53.4, "max_drawdown_pct": 12.2, "sharpe": 2.1, "trades": 76, "win_rate": 42.1, "avg_trade_pnl": 70.27, "best_trade_r": 10.13, "worst_trade_r": -4.3, "best_trade_pnl": 1306.18, "worst_trade_pnl": -485.89, "avg_hold_days": 16.2, "exit_reasons": { "stop": 31, "time": 16, "trailing_stop": 29 }, "skipped_book_full": 0, "spy_return_pct": 20.0, "yearly_returns": [ { "year": 2025, "return_pct": 12.0 }, { "year": 2026, "return_pct": 37.1 } ], "start_date": "2025-07-02", "end_date": "2026-07-02", "equity_curve": [ { "date": "2025-07-02", "equity": 9992.0, "return_pct": 0.0 }, { "date": "2025-07-03", "equity": 10039.12, "return_pct": 0.47 }, { "date": "2025-07-07", "equity": 10096.92, "return_pct": 1.05 }, { "date": "2025-07-08", "equity": 10031.36, "return_pct": 0.39 }, { "date": "2025-07-09", "equity": 10049.53, "return_pct": 0.58 }, { "date": "2025-07-10", "equity": 10010.78, "return_pct": 0.19 }, { "date": "2025-07-11", "equity": 10129.37, "return_pct": 1.37 }, { "date": "2025-07-14", "equity": 10208.17, "return_pct": 2.16 }, { "date": "2025-07-15", "equity": 10203.73, "return_pct": 2.12 }, { "date": "2025-07-16", "equity": 10297.13, "return_pct": 3.05 }, { "date": "2025-07-17", "equity": 10404.19, "return_pct": 4.13 }, { "date": "2025-07-18", "equity": 10318.59, "return_pct": 3.27 }, { "date": "2025-07-21", "equity": 10345.73, "return_pct": 3.54 }, { "date": "2025-07-22", "equity": 10313.51, "return_pct": 3.22 }, { "date": "2025-07-23", "equity": 10401.81, "return_pct": 4.1 }, { "date": "2025-07-24", "equity": 10424.59, "return_pct": 4.33 }, { "date": "2025-07-25", "equity": 10448.58, "return_pct": 4.57 }, { "date": "2025-07-28", "equity": 10551.25, "return_pct": 5.6 }, { "date": "2025-07-29", "equity": 10469.15, "return_pct": 4.78 }, { "date": "2025-07-30", "equity": 10404.29, "return_pct": 4.13 }, { "date": "2025-07-31", "equity": 10358.39, "return_pct": 3.67 }, { "date": "2025-08-01", "equity": 10012.51, "return_pct": 0.21 }, { "date": "2025-08-04", "equity": 10109.33, "return_pct": 1.17 }, { "date": "2025-08-05", "equity": 10033.26, "return_pct": 0.41 }, { "date": "2025-08-06", "equity": 10095.42, "return_pct": 1.04 }, { "date": "2025-08-07", "equity": 10060.72, "return_pct": 0.69 }, { "date": "2025-08-08", "equity": 10245.75, "return_pct": 2.54 }, { "date": "2025-08-11", "equity": 10277.83, "return_pct": 2.86 }, { "date": "2025-08-12", "equity": 10497.61, "return_pct": 5.06 }, { "date": "2025-08-13", "equity": 10489.67, "return_pct": 4.98 }, { "date": "2025-08-14", "equity": 10325.78, "return_pct": 3.34 }, { "date": "2025-08-15", "equity": 10359.11, "return_pct": 3.67 }, { "date": "2025-08-18", "equity": 10449.34, "return_pct": 4.58 }, { "date": "2025-08-19", "equity": 10331.09, "return_pct": 3.39 }, { "date": "2025-08-20", "equity": 10258.95, "return_pct": 2.67 }, { "date": "2025-08-21", "equity": 10232.98, "return_pct": 2.41 }, { "date": "2025-08-22", "equity": 10485.45, "return_pct": 4.94 }, { "date": "2025-08-25", "equity": 10423.07, "return_pct": 4.31 }, { "date": "2025-08-26", "equity": 10493.4, "return_pct": 5.02 }, { "date": "2025-08-27", "equity": 10472.0, "return_pct": 4.8 }, { "date": "2025-08-28", "equity": 10456.29, "return_pct": 4.65 }, { "date": "2025-08-29", "equity": 10167.96, "return_pct": 1.76 }, { "date": "2025-09-02", "equity": 10138.75, "return_pct": 1.47 }, { "date": "2025-09-03", "equity": 10098.23, "return_pct": 1.06 }, { "date": "2025-09-04", "equity": 10140.47, "return_pct": 1.49 }, { "date": "2025-09-05", "equity": 10220.21, "return_pct": 2.28 }, { "date": "2025-09-08", "equity": 10208.72, "return_pct": 2.17 }, { "date": "2025-09-09", "equity": 10225.53, "return_pct": 2.34 }, { "date": "2025-09-10", "equity": 10097.86, "return_pct": 1.06 }, { "date": "2025-09-11", "equity": 10215.05, "return_pct": 2.23 }, { "date": "2025-09-12", "equity": 10338.93, "return_pct": 3.47 }, { "date": "2025-09-15", "equity": 10486.79, "return_pct": 4.95 }, { "date": "2025-09-16", "equity": 10514.01, "return_pct": 5.22 }, { "date": "2025-09-17", "equity": 10494.81, "return_pct": 5.03 }, { "date": "2025-09-18", "equity": 10878.67, "return_pct": 8.87 }, { "date": "2025-09-19", "equity": 11003.1, "return_pct": 10.12 }, { "date": "2025-09-22", "equity": 10968.77, "return_pct": 9.78 }, { "date": "2025-09-23", "equity": 10834.79, "return_pct": 8.43 }, { "date": "2025-09-24", "equity": 10764.14, "return_pct": 7.73 }, { "date": "2025-09-25", "equity": 10610.11, "return_pct": 6.19 }, { "date": "2025-09-26", "equity": 10736.11, "return_pct": 7.45 }, { "date": "2025-09-29", "equity": 10897.31, "return_pct": 9.06 }, { "date": "2025-09-30", "equity": 10980.07, "return_pct": 9.89 }, { "date": "2025-10-01", "equity": 11348.68, "return_pct": 13.58 }, { "date": "2025-10-02", "equity": 11430.49, "return_pct": 14.4 }, { "date": "2025-10-03", "equity": 11431.26, "return_pct": 14.4 }, { "date": "2025-10-06", "equity": 11704.44, "return_pct": 17.14 }, { "date": "2025-10-07", "equity": 11534.86, "return_pct": 15.44 }, { "date": "2025-10-08", "equity": 11888.41, "return_pct": 18.98 }, { "date": "2025-10-09", "equity": 11697.11, "return_pct": 17.06 }, { "date": "2025-10-10", "equity": 11192.31, "return_pct": 12.01 }, { "date": "2025-10-13", "equity": 11509.71, "return_pct": 15.19 }, { "date": "2025-10-14", "equity": 11251.26, "return_pct": 12.6 }, { "date": "2025-10-15", "equity": 11375.88, "return_pct": 13.85 }, { "date": "2025-10-16", "equity": 11455.02, "return_pct": 14.64 }, { "date": "2025-10-17", "equity": 11220.53, "return_pct": 12.3 }, { "date": "2025-10-20", "equity": 11481.36, "return_pct": 14.91 }, { "date": "2025-10-21", "equity": 11303.97, "return_pct": 13.13 }, { "date": "2025-10-22", "equity": 11038.09, "return_pct": 10.47 }, { "date": "2025-10-23", "equity": 11206.03, "return_pct": 12.15 }, { "date": "2025-10-24", "equity": 11206.14, "return_pct": 12.15 }, { "date": "2025-10-27", "equity": 11473.31, "return_pct": 14.82 }, { "date": "2025-10-28", "equity": 11485.56, "return_pct": 14.95 }, { "date": "2025-10-29", "equity": 11463.28, "return_pct": 14.72 }, { "date": "2025-10-30", "equity": 11146.17, "return_pct": 11.55 }, { "date": "2025-10-31", "equity": 11507.7, "return_pct": 15.17 }, { "date": "2025-11-03", "equity": 11415.19, "return_pct": 14.24 }, { "date": "2025-11-04", "equity": 11287.86, "return_pct": 12.97 }, { "date": "2025-11-05", "equity": 11125.66, "return_pct": 11.35 }, { "date": "2025-11-06", "equity": 10953.16, "return_pct": 9.62 }, { "date": "2025-11-07", "equity": 11052.42, "return_pct": 10.61 }, { "date": "2025-11-10", "equity": 11172.38, "return_pct": 11.81 }, { "date": "2025-11-11", "equity": 10933.89, "return_pct": 9.43 }, { "date": "2025-11-12", "equity": 10923.62, "return_pct": 9.32 }, { "date": "2025-11-13", "equity": 10624.95, "return_pct": 6.33 }, { "date": "2025-11-14", "equity": 10645.79, "return_pct": 6.54 }, { "date": "2025-11-17", "equity": 10608.4, "return_pct": 6.17 }, { "date": "2025-11-18", "equity": 10604.43, "return_pct": 6.13 }, { "date": "2025-11-19", "equity": 10531.46, "return_pct": 5.4 }, { "date": "2025-11-20", "equity": 10442.82, "return_pct": 4.51 }, { "date": "2025-11-21", "equity": 10495.48, "return_pct": 5.04 }, { "date": "2025-11-24", "equity": 10442.42, "return_pct": 4.51 }, { "date": "2025-11-25", "equity": 10570.53, "return_pct": 5.79 }, { "date": "2025-11-26", "equity": 10715.09, "return_pct": 7.24 }, { "date": "2025-11-28", "equity": 10745.86, "return_pct": 7.54 }, { "date": "2025-12-01", "equity": 10711.83, "return_pct": 7.2 }, { "date": "2025-12-02", "equity": 10719.9, "return_pct": 7.28 }, { "date": "2025-12-03", "equity": 10743.06, "return_pct": 7.52 }, { "date": "2025-12-04", "equity": 11031.24, "return_pct": 10.4 }, { "date": "2025-12-05", "equity": 11407.73, "return_pct": 14.17 }, { "date": "2025-12-08", "equity": 11247.49, "return_pct": 12.56 }, { "date": "2025-12-09", "equity": 11217.23, "return_pct": 12.26 }, { "date": "2025-12-10", "equity": 11299.93, "return_pct": 13.09 }, { "date": "2025-12-11", "equity": 11477.65, "return_pct": 14.87 }, { "date": "2025-12-12", "equity": 11291.73, "return_pct": 13.01 }, { "date": "2025-12-15", "equity": 11298.11, "return_pct": 13.07 }, { "date": "2025-12-16", "equity": 11347.36, "return_pct": 13.56 }, { "date": "2025-12-17", "equity": 11275.18, "return_pct": 12.84 }, { "date": "2025-12-18", "equity": 11317.9, "return_pct": 13.27 }, { "date": "2025-12-19", "equity": 11436.67, "return_pct": 14.46 }, { "date": "2025-12-22", "equity": 11527.14, "return_pct": 15.36 }, { "date": "2025-12-23", "equity": 11416.98, "return_pct": 14.26 }, { "date": "2025-12-24", "equity": 11510.08, "return_pct": 15.19 }, { "date": "2025-12-26", "equity": 11538.7, "return_pct": 15.48 }, { "date": "2025-12-29", "equity": 11419.52, "return_pct": 14.29 }, { "date": "2025-12-30", "equity": 11328.17, "return_pct": 13.37 }, { "date": "2025-12-31", "equity": 11186.52, "return_pct": 11.95 }, { "date": "2026-01-02", "equity": 11565.33, "return_pct": 15.75 }, { "date": "2026-01-05", "equity": 11657.19, "return_pct": 16.67 }, { "date": "2026-01-06", "equity": 12013.97, "return_pct": 20.24 }, { "date": "2026-01-07", "equity": 11827.73, "return_pct": 18.37 }, { "date": "2026-01-08", "equity": 11711.77, "return_pct": 17.21 }, { "date": "2026-01-09", "equity": 11957.56, "return_pct": 19.67 }, { "date": "2026-01-12", "equity": 12198.5, "return_pct": 22.08 }, { "date": "2026-01-13", "equity": 12541.89, "return_pct": 25.52 }, { "date": "2026-01-14", "equity": 12552.97, "return_pct": 25.63 }, { "date": "2026-01-15", "equity": 12667.56, "return_pct": 26.78 }, { "date": "2026-01-16", "equity": 12547.48, "return_pct": 25.58 }, { "date": "2026-01-20", "equity": 12679.33, "return_pct": 26.89 }, { "date": "2026-01-21", "equity": 13264.48, "return_pct": 32.75 }, { "date": "2026-01-22", "equity": 13410.97, "return_pct": 34.22 }, { "date": "2026-01-23", "equity": 13159.66, "return_pct": 31.7 }, { "date": "2026-01-26", "equity": 13067.82, "return_pct": 30.78 }, { "date": "2026-01-27", "equity": 13102.82, "return_pct": 31.13 }, { "date": "2026-01-28", "equity": 13096.7, "return_pct": 31.07 }, { "date": "2026-01-29", "equity": 13090.52, "return_pct": 31.01 }, { "date": "2026-01-30", "equity": 12686.75, "return_pct": 26.97 }, { "date": "2026-02-02", "equity": 12869.83, "return_pct": 28.8 }, { "date": "2026-02-03", "equity": 12792.7, "return_pct": 28.03 }, { "date": "2026-02-04", "equity": 12556.71, "return_pct": 25.67 }, { "date": "2026-02-05", "equity": 12771.32, "return_pct": 27.82 }, { "date": "2026-02-06", "equity": 13180.6, "return_pct": 31.91 }, { "date": "2026-02-09", "equity": 13124.0, "return_pct": 31.35 }, { "date": "2026-02-10", "equity": 13135.54, "return_pct": 31.46 }, { "date": "2026-02-11", "equity": 13310.25, "return_pct": 33.21 }, { "date": "2026-02-12", "equity": 13320.15, "return_pct": 33.31 }, { "date": "2026-02-13", "equity": 13333.36, "return_pct": 33.44 }, { "date": "2026-02-17", "equity": 13322.66, "return_pct": 33.33 }, { "date": "2026-02-18", "equity": 13188.72, "return_pct": 31.99 }, { "date": "2026-02-19", "equity": 13187.62, "return_pct": 31.98 }, { "date": "2026-02-20", "equity": 13195.55, "return_pct": 32.06 }, { "date": "2026-02-23", "equity": 13285.67, "return_pct": 32.96 }, { "date": "2026-02-24", "equity": 13332.75, "return_pct": 33.43 }, { "date": "2026-02-25", "equity": 13242.4, "return_pct": 32.53 }, { "date": "2026-02-26", "equity": 13213.57, "return_pct": 32.24 }, { "date": "2026-02-27", "equity": 13515.15, "return_pct": 35.26 }, { "date": "2026-03-02", "equity": 13109.5, "return_pct": 31.2 }, { "date": "2026-03-03", "equity": 12947.76, "return_pct": 29.58 }, { "date": "2026-03-04", "equity": 12875.45, "return_pct": 28.86 }, { "date": "2026-03-05", "equity": 12725.71, "return_pct": 27.36 }, { "date": "2026-03-06", "equity": 12737.23, "return_pct": 27.47 }, { "date": "2026-03-09", "equity": 12714.21, "return_pct": 27.24 }, { "date": "2026-03-10", "equity": 12624.42, "return_pct": 26.35 }, { "date": "2026-03-11", "equity": 12757.87, "return_pct": 27.68 }, { "date": "2026-03-12", "equity": 12884.06, "return_pct": 28.94 }, { "date": "2026-03-13", "equity": 12889.83, "return_pct": 29.0 }, { "date": "2026-03-16", "equity": 12865.55, "return_pct": 28.76 }, { "date": "2026-03-17", "equity": 13028.05, "return_pct": 30.38 }, { "date": "2026-03-18", "equity": 13000.72, "return_pct": 30.11 }, { "date": "2026-03-19", "equity": 13036.49, "return_pct": 30.47 }, { "date": "2026-03-20", "equity": 12946.28, "return_pct": 29.57 }, { "date": "2026-03-23", "equity": 13065.05, "return_pct": 30.76 }, { "date": "2026-03-24", "equity": 13135.01, "return_pct": 31.46 }, { "date": "2026-03-25", "equity": 13308.96, "return_pct": 33.2 }, { "date": "2026-03-26", "equity": 13166.58, "return_pct": 31.77 }, { "date": "2026-03-27", "equity": 13221.47, "return_pct": 32.32 }, { "date": "2026-03-30", "equity": 13086.75, "return_pct": 30.97 }, { "date": "2026-03-31", "equity": 13130.12, "return_pct": 31.41 }, { "date": "2026-04-01", "equity": 13103.55, "return_pct": 31.14 }, { "date": "2026-04-02", "equity": 13264.97, "return_pct": 32.76 }, { "date": "2026-04-06", "equity": 13283.87, "return_pct": 32.95 }, { "date": "2026-04-07", "equity": 13258.47, "return_pct": 32.69 }, { "date": "2026-04-08", "equity": 13060.43, "return_pct": 30.71 }, { "date": "2026-04-09", "equity": 13030.1, "return_pct": 30.41 }, { "date": "2026-04-10", "equity": 13176.19, "return_pct": 31.87 }, { "date": "2026-04-13", "equity": 13294.89, "return_pct": 33.06 }, { "date": "2026-04-14", "equity": 13620.87, "return_pct": 36.32 }, { "date": "2026-04-15", "equity": 13423.66, "return_pct": 34.34 }, { "date": "2026-04-16", "equity": 13892.21, "return_pct": 39.03 }, { "date": "2026-04-17", "equity": 13856.08, "return_pct": 38.67 }, { "date": "2026-04-20", "equity": 13797.14, "return_pct": 38.08 }, { "date": "2026-04-21", "equity": 13698.96, "return_pct": 37.1 }, { "date": "2026-04-22", "equity": 13898.97, "return_pct": 39.1 }, { "date": "2026-04-23", "equity": 13973.13, "return_pct": 39.84 }, { "date": "2026-04-24", "equity": 14340.54, "return_pct": 43.52 }, { "date": "2026-04-27", "equity": 14383.7, "return_pct": 43.95 }, { "date": "2026-04-28", "equity": 13951.9, "return_pct": 39.63 }, { "date": "2026-04-29", "equity": 14199.46, "return_pct": 42.11 }, { "date": "2026-04-30", "equity": 14788.72, "return_pct": 48.01 }, { "date": "2026-05-01", "equity": 14853.3, "return_pct": 48.65 }, { "date": "2026-05-04", "equity": 14591.44, "return_pct": 46.03 }, { "date": "2026-05-05", "equity": 14851.36, "return_pct": 48.63 }, { "date": "2026-05-06", "equity": 14869.33, "return_pct": 48.81 }, { "date": "2026-05-07", "equity": 14873.85, "return_pct": 48.86 }, { "date": "2026-05-08", "equity": 15033.55, "return_pct": 50.46 }, { "date": "2026-05-11", "equity": 15280.17, "return_pct": 52.92 }, { "date": "2026-05-12", "equity": 15261.51, "return_pct": 52.74 }, { "date": "2026-05-13", "equity": 15575.52, "return_pct": 55.88 }, { "date": "2026-05-14", "equity": 15354.2, "return_pct": 53.66 }, { "date": "2026-05-15", "equity": 15285.88, "return_pct": 52.98 }, { "date": "2026-05-18", "equity": 15254.79, "return_pct": 52.67 }, { "date": "2026-05-19", "equity": 15188.33, "return_pct": 52.0 }, { "date": "2026-05-20", "equity": 14916.08, "return_pct": 49.28 }, { "date": "2026-05-21", "equity": 14792.36, "return_pct": 48.04 }, { "date": "2026-05-22", "equity": 14806.54, "return_pct": 48.18 }, { "date": "2026-05-26", "equity": 14775.75, "return_pct": 47.88 }, { "date": "2026-05-27", "equity": 14826.59, "return_pct": 48.38 }, { "date": "2026-05-28", "equity": 14845.5, "return_pct": 48.57 }, { "date": "2026-05-29", "equity": 14788.95, "return_pct": 48.01 }, { "date": "2026-06-01", "equity": 14872.44, "return_pct": 48.84 }, { "date": "2026-06-02", "equity": 14862.19, "return_pct": 48.74 }, { "date": "2026-06-03", "equity": 14940.17, "return_pct": 49.52 }, { "date": "2026-06-04", "equity": 15001.84, "return_pct": 50.14 }, { "date": "2026-06-05", "equity": 14968.72, "return_pct": 49.81 }, { "date": "2026-06-08", "equity": 14923.13, "return_pct": 49.35 }, { "date": "2026-06-09", "equity": 15044.44, "return_pct": 50.56 }, { "date": "2026-06-10", "equity": 15144.3, "return_pct": 51.56 }, { "date": "2026-06-11", "equity": 15127.46, "return_pct": 51.4 }, { "date": "2026-06-12", "equity": 15219.84, "return_pct": 52.32 }, { "date": "2026-06-15", "equity": 15221.68, "return_pct": 52.34 }, { "date": "2026-06-16", "equity": 15191.01, "return_pct": 52.03 }, { "date": "2026-06-17", "equity": 15169.01, "return_pct": 51.81 }, { "date": "2026-06-18", "equity": 15100.11, "return_pct": 51.12 }, { "date": "2026-06-22", "equity": 15114.93, "return_pct": 51.27 }, { "date": "2026-06-23", "equity": 15209.2, "return_pct": 52.21 }, { "date": "2026-06-24", "equity": 15271.84, "return_pct": 52.84 }, { "date": "2026-06-25", "equity": 15298.42, "return_pct": 53.11 }, { "date": "2026-06-26", "equity": 15346.86, "return_pct": 53.59 }, { "date": "2026-06-29", "equity": 15320.88, "return_pct": 53.33 }, { "date": "2026-06-30", "equity": 15341.36, "return_pct": 53.54 }, { "date": "2026-07-01", "equity": 15340.17, "return_pct": 53.52 }, { "date": "2026-07-02", "equity": 15340.17, "return_pct": 53.52 } ], "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", "exit_policy": "atr_trail3", "live_exit_mode": "atr_trailing", "lookback": "3y", "lookback_label": "3 years", "starting_capital": 10000.0, "final_equity": 20514.58, "total_return_pct": 105.1, "cagr_pct": 27.1, "max_drawdown_pct": 15.2, "sharpe": 1.51, "trades": 154, "win_rate": 37.7, "avg_trade_pnl": 68.28, "best_trade_r": 10.41, "worst_trade_r": -4.3, "best_trade_pnl": 1746.78, "worst_trade_pnl": -650.1, "avg_hold_days": 15.9, "exit_reasons": { "stop": 64, "time": 35, "trailing_stop": 55 }, "skipped_book_full": 0, "spy_return_pct": 67.8, "yearly_returns": [ { "year": 2023, "return_pct": 0.0 }, { "year": 2024, "return_pct": 25.3 }, { "year": 2025, "return_pct": 19.2 }, { "year": 2026, "return_pct": 37.4 } ], "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": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-07-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-07-02", "equity": 9992.0, "return_pct": -0.08 }, { "date": "2024-07-03", "equity": 9983.72, "return_pct": -0.16 }, { "date": "2024-07-05", "equity": 9952.95, "return_pct": -0.47 }, { "date": "2024-07-08", "equity": 9977.65, "return_pct": -0.22 }, { "date": "2024-07-09", "equity": 10016.89, "return_pct": 0.17 }, { "date": "2024-07-10", "equity": 10182.75, "return_pct": 1.83 }, { "date": "2024-07-11", "equity": 10027.82, "return_pct": 0.28 }, { "date": "2024-07-12", "equity": 10224.1, "return_pct": 2.24 }, { "date": "2024-07-15", "equity": 10385.84, "return_pct": 3.86 }, { "date": "2024-07-16", "equity": 10312.56, "return_pct": 3.13 }, { "date": "2024-07-17", "equity": 9912.41, "return_pct": -0.88 }, { "date": "2024-07-18", "equity": 9687.91, "return_pct": -3.12 }, { "date": "2024-07-19", "equity": 9722.76, "return_pct": -2.77 }, { "date": "2024-07-22", "equity": 9767.74, "return_pct": -2.32 }, { "date": "2024-07-23", "equity": 9711.77, "return_pct": -2.88 }, { "date": "2024-07-24", "equity": 9656.45, "return_pct": -3.44 }, { "date": "2024-07-25", "equity": 9555.5, "return_pct": -4.44 }, { "date": "2024-07-26", "equity": 9656.61, "return_pct": -3.43 }, { "date": "2024-07-29", "equity": 9565.67, "return_pct": -4.34 }, { "date": "2024-07-30", "equity": 9584.28, "return_pct": -4.16 }, { "date": "2024-07-31", "equity": 9685.14, "return_pct": -3.15 }, { "date": "2024-08-01", "equity": 9674.5, "return_pct": -3.26 }, { "date": "2024-08-02", "equity": 9358.16, "return_pct": -6.42 }, { "date": "2024-08-05", "equity": 9118.84, "return_pct": -8.81 }, { "date": "2024-08-06", "equity": 9118.84, "return_pct": -8.81 }, { "date": "2024-08-07", "equity": 9118.84, "return_pct": -8.81 }, { "date": "2024-08-08", "equity": 9118.84, "return_pct": -8.81 }, { "date": "2024-08-09", "equity": 9118.84, "return_pct": -8.81 }, { "date": "2024-08-12", "equity": 9118.84, "return_pct": -8.81 }, { "date": "2024-08-13", "equity": 9118.84, "return_pct": -8.81 }, { "date": "2024-08-14", "equity": 9110.18, "return_pct": -8.9 }, { "date": "2024-08-15", "equity": 9317.31, "return_pct": -6.83 }, { "date": "2024-08-16", "equity": 9252.5, "return_pct": -7.47 }, { "date": "2024-08-19", "equity": 9385.71, "return_pct": -6.14 }, { "date": "2024-08-20", "equity": 9429.06, "return_pct": -5.71 }, { "date": "2024-08-21", "equity": 9466.32, "return_pct": -5.34 }, { "date": "2024-08-22", "equity": 9361.27, "return_pct": -6.39 }, { "date": "2024-08-23", "equity": 9538.29, "return_pct": -4.62 }, { "date": "2024-08-26", "equity": 9398.91, "return_pct": -6.01 }, { "date": "2024-08-27", "equity": 9468.94, "return_pct": -5.31 }, { "date": "2024-08-28", "equity": 9393.02, "return_pct": -6.07 }, { "date": "2024-08-29", "equity": 9392.93, "return_pct": -6.07 }, { "date": "2024-08-30", "equity": 9523.31, "return_pct": -4.77 }, { "date": "2024-09-03", "equity": 9142.47, "return_pct": -8.58 }, { "date": "2024-09-04", "equity": 9053.77, "return_pct": -9.46 }, { "date": "2024-09-05", "equity": 9018.59, "return_pct": -9.81 }, { "date": "2024-09-06", "equity": 8806.59, "return_pct": -11.93 }, { "date": "2024-09-09", "equity": 8869.32, "return_pct": -11.31 }, { "date": "2024-09-10", "equity": 8819.71, "return_pct": -11.8 }, { "date": "2024-09-11", "equity": 8985.75, "return_pct": -10.14 }, { "date": "2024-09-12", "equity": 9209.13, "return_pct": -7.91 }, { "date": "2024-09-13", "equity": 9406.26, "return_pct": -5.94 }, { "date": "2024-09-16", "equity": 9559.28, "return_pct": -4.41 }, { "date": "2024-09-17", "equity": 9689.07, "return_pct": -3.11 }, { "date": "2024-09-18", "equity": 9675.62, "return_pct": -3.24 }, { "date": "2024-09-19", "equity": 9861.03, "return_pct": -1.39 }, { "date": "2024-09-20", "equity": 10268.39, "return_pct": 2.68 }, { "date": "2024-09-23", "equity": 10297.48, "return_pct": 2.97 }, { "date": "2024-09-24", "equity": 10351.21, "return_pct": 3.51 }, { "date": "2024-09-25", "equity": 10457.41, "return_pct": 4.57 }, { "date": "2024-09-26", "equity": 10406.55, "return_pct": 4.07 }, { "date": "2024-09-27", "equity": 10449.76, "return_pct": 4.5 }, { "date": "2024-09-30", "equity": 10520.65, "return_pct": 5.21 }, { "date": "2024-10-01", "equity": 10473.76, "return_pct": 4.74 }, { "date": "2024-10-02", "equity": 10582.33, "return_pct": 5.82 }, { "date": "2024-10-03", "equity": 10711.75, "return_pct": 7.12 }, { "date": "2024-10-04", "equity": 11080.32, "return_pct": 10.8 }, { "date": "2024-10-07", "equity": 11074.94, "return_pct": 10.75 }, { "date": "2024-10-08", "equity": 11383.79, "return_pct": 13.84 }, { "date": "2024-10-09", "equity": 11228.38, "return_pct": 12.28 }, { "date": "2024-10-10", "equity": 11203.41, "return_pct": 12.03 }, { "date": "2024-10-11", "equity": 11520.63, "return_pct": 15.21 }, { "date": "2024-10-14", "equity": 11464.45, "return_pct": 14.64 }, { "date": "2024-10-15", "equity": 11320.0, "return_pct": 13.2 }, { "date": "2024-10-16", "equity": 11409.08, "return_pct": 14.09 }, { "date": "2024-10-17", "equity": 11372.48, "return_pct": 13.72 }, { "date": "2024-10-18", "equity": 11659.46, "return_pct": 16.59 }, { "date": "2024-10-21", "equity": 11723.13, "return_pct": 17.23 }, { "date": "2024-10-22", "equity": 11791.55, "return_pct": 17.92 }, { "date": "2024-10-23", "equity": 11478.07, "return_pct": 14.78 }, { "date": "2024-10-24", "equity": 11752.68, "return_pct": 17.53 }, { "date": "2024-10-25", "equity": 11741.22, "return_pct": 17.41 }, { "date": "2024-10-28", "equity": 11953.53, "return_pct": 19.54 }, { "date": "2024-10-29", "equity": 12033.14, "return_pct": 20.33 }, { "date": "2024-10-30", "equity": 11876.75, "return_pct": 18.77 }, { "date": "2024-10-31", "equity": 11563.09, "return_pct": 15.63 }, { "date": "2024-11-01", "equity": 11481.4, "return_pct": 14.81 }, { "date": "2024-11-04", "equity": 11503.26, "return_pct": 15.03 }, { "date": "2024-11-05", "equity": 11727.74, "return_pct": 17.28 }, { "date": "2024-11-06", "equity": 12577.28, "return_pct": 25.77 }, { "date": "2024-11-07", "equity": 12586.53, "return_pct": 25.87 }, { "date": "2024-11-08", "equity": 12534.12, "return_pct": 25.34 }, { "date": "2024-11-11", "equity": 13119.79, "return_pct": 31.2 }, { "date": "2024-11-12", "equity": 13280.56, "return_pct": 32.81 }, { "date": "2024-11-13", "equity": 13005.87, "return_pct": 30.06 }, { "date": "2024-11-14", "equity": 13006.39, "return_pct": 30.06 }, { "date": "2024-11-15", "equity": 12905.09, "return_pct": 29.05 }, { "date": "2024-11-18", "equity": 12963.93, "return_pct": 29.64 }, { "date": "2024-11-19", "equity": 13121.42, "return_pct": 31.21 }, { "date": "2024-11-20", "equity": 13048.16, "return_pct": 30.48 }, { "date": "2024-11-21", "equity": 13163.99, "return_pct": 31.64 }, { "date": "2024-11-22", "equity": 13360.31, "return_pct": 33.6 }, { "date": "2024-11-25", "equity": 13401.64, "return_pct": 34.02 }, { "date": "2024-11-26", "equity": 13248.61, "return_pct": 32.49 }, { "date": "2024-11-27", "equity": 13182.87, "return_pct": 31.83 }, { "date": "2024-11-29", "equity": 13277.19, "return_pct": 32.77 }, { "date": "2024-12-02", "equity": 13041.09, "return_pct": 30.41 }, { "date": "2024-12-03", "equity": 13010.92, "return_pct": 30.11 }, { "date": "2024-12-04", "equity": 13029.46, "return_pct": 30.29 }, { "date": "2024-12-05", "equity": 12890.67, "return_pct": 28.91 }, { "date": "2024-12-06", "equity": 12922.82, "return_pct": 29.23 }, { "date": "2024-12-09", "equity": 12738.77, "return_pct": 27.39 }, { "date": "2024-12-10", "equity": 12678.09, "return_pct": 26.78 }, { "date": "2024-12-11", "equity": 12801.49, "return_pct": 28.01 }, { "date": "2024-12-12", "equity": 12731.56, "return_pct": 27.32 }, { "date": "2024-12-13", "equity": 12742.29, "return_pct": 27.42 }, { "date": "2024-12-16", "equity": 12830.97, "return_pct": 28.31 }, { "date": "2024-12-17", "equity": 12801.34, "return_pct": 28.01 }, { "date": "2024-12-18", "equity": 12590.62, "return_pct": 25.91 }, { "date": "2024-12-19", "equity": 12589.35, "return_pct": 25.89 }, { "date": "2024-12-20", "equity": 12589.35, "return_pct": 25.89 }, { "date": "2024-12-23", "equity": 12589.35, "return_pct": 25.89 }, { "date": "2024-12-24", "equity": 12589.35, "return_pct": 25.89 }, { "date": "2024-12-26", "equity": 12589.35, "return_pct": 25.89 }, { "date": "2024-12-27", "equity": 12588.06, "return_pct": 25.88 }, { "date": "2024-12-30", "equity": 12563.53, "return_pct": 25.64 }, { "date": "2024-12-31", "equity": 12529.71, "return_pct": 25.3 }, { "date": "2025-01-02", "equity": 12601.98, "return_pct": 26.02 }, { "date": "2025-01-03", "equity": 12665.3, "return_pct": 26.65 }, { "date": "2025-01-06", "equity": 12710.39, "return_pct": 27.1 }, { "date": "2025-01-07", "equity": 12637.37, "return_pct": 26.37 }, { "date": "2025-01-08", "equity": 12670.02, "return_pct": 26.7 }, { "date": "2025-01-10", "equity": 12680.32, "return_pct": 26.8 }, { "date": "2025-01-13", "equity": 12663.58, "return_pct": 26.64 }, { "date": "2025-01-14", "equity": 12773.83, "return_pct": 27.74 }, { "date": "2025-01-15", "equity": 12959.07, "return_pct": 29.59 }, { "date": "2025-01-16", "equity": 12907.31, "return_pct": 29.07 }, { "date": "2025-01-17", "equity": 13004.77, "return_pct": 30.05 }, { "date": "2025-01-21", "equity": 13163.0, "return_pct": 31.63 }, { "date": "2025-01-22", "equity": 13174.42, "return_pct": 31.74 }, { "date": "2025-01-23", "equity": 12973.71, "return_pct": 29.74 }, { "date": "2025-01-24", "equity": 12927.21, "return_pct": 29.27 }, { "date": "2025-01-27", "equity": 12524.28, "return_pct": 25.24 }, { "date": "2025-01-28", "equity": 12597.99, "return_pct": 25.98 }, { "date": "2025-01-29", "equity": 12610.16, "return_pct": 26.1 }, { "date": "2025-01-30", "equity": 12457.06, "return_pct": 24.57 }, { "date": "2025-01-31", "equity": 12384.3, "return_pct": 23.84 }, { "date": "2025-02-03", "equity": 12484.16, "return_pct": 24.84 }, { "date": "2025-02-04", "equity": 12442.87, "return_pct": 24.43 }, { "date": "2025-02-05", "equity": 12554.43, "return_pct": 25.54 }, { "date": "2025-02-06", "equity": 12525.21, "return_pct": 25.25 }, { "date": "2025-02-07", "equity": 12578.24, "return_pct": 25.78 }, { "date": "2025-02-10", "equity": 12598.66, "return_pct": 25.99 }, { "date": "2025-02-11", "equity": 12447.6, "return_pct": 24.48 }, { "date": "2025-02-12", "equity": 12624.77, "return_pct": 26.25 }, { "date": "2025-02-13", "equity": 12757.65, "return_pct": 27.58 }, { "date": "2025-02-14", "equity": 13057.74, "return_pct": 30.58 }, { "date": "2025-02-18", "equity": 13066.78, "return_pct": 30.67 }, { "date": "2025-02-19", "equity": 13049.47, "return_pct": 30.49 }, { "date": "2025-02-20", "equity": 12670.91, "return_pct": 26.71 }, { "date": "2025-02-21", "equity": 12535.01, "return_pct": 25.35 }, { "date": "2025-02-24", "equity": 12467.48, "return_pct": 24.67 }, { "date": "2025-02-25", "equity": 12454.93, "return_pct": 24.55 }, { "date": "2025-02-26", "equity": 12380.53, "return_pct": 23.81 }, { "date": "2025-02-27", "equity": 12233.29, "return_pct": 22.33 }, { "date": "2025-02-28", "equity": 12283.89, "return_pct": 22.84 }, { "date": "2025-03-03", "equity": 12312.08, "return_pct": 23.12 }, { "date": "2025-03-04", "equity": 12033.56, "return_pct": 20.34 }, { "date": "2025-03-05", "equity": 12033.56, "return_pct": 20.34 }, { "date": "2025-03-06", "equity": 12033.56, "return_pct": 20.34 }, { "date": "2025-03-07", "equity": 12028.75, "return_pct": 20.29 }, { "date": "2025-03-10", "equity": 12152.97, "return_pct": 21.53 }, { "date": "2025-03-11", "equity": 11985.92, "return_pct": 19.86 }, { "date": "2025-03-12", "equity": 11949.25, "return_pct": 19.49 }, { "date": "2025-03-13", "equity": 11942.97, "return_pct": 19.43 }, { "date": "2025-03-14", "equity": 11967.67, "return_pct": 19.68 }, { "date": "2025-03-17", "equity": 11981.05, "return_pct": 19.81 }, { "date": "2025-03-18", "equity": 11908.71, "return_pct": 19.09 }, { "date": "2025-03-19", "equity": 11937.86, "return_pct": 19.38 }, { "date": "2025-03-20", "equity": 11956.41, "return_pct": 19.56 }, { "date": "2025-03-21", "equity": 11942.54, "return_pct": 19.43 }, { "date": "2025-03-24", "equity": 12053.44, "return_pct": 20.53 }, { "date": "2025-03-25", "equity": 12073.18, "return_pct": 20.73 }, { "date": "2025-03-26", "equity": 12027.82, "return_pct": 20.28 }, { "date": "2025-03-27", "equity": 12001.5, "return_pct": 20.01 }, { "date": "2025-03-28", "equity": 11962.2, "return_pct": 19.62 }, { "date": "2025-03-31", "equity": 11993.03, "return_pct": 19.93 }, { "date": "2025-04-01", "equity": 12009.54, "return_pct": 20.1 }, { "date": "2025-04-02", "equity": 12032.25, "return_pct": 20.32 }, { "date": "2025-04-03", "equity": 11888.75, "return_pct": 18.89 }, { "date": "2025-04-04", "equity": 11730.09, "return_pct": 17.3 }, { "date": "2025-04-07", "equity": 11730.09, "return_pct": 17.3 }, { "date": "2025-04-08", "equity": 11730.09, "return_pct": 17.3 }, { "date": "2025-04-09", "equity": 11730.09, "return_pct": 17.3 }, { "date": "2025-04-10", "equity": 11730.09, "return_pct": 17.3 }, { "date": "2025-04-11", "equity": 11724.46, "return_pct": 17.24 }, { "date": "2025-04-14", "equity": 11797.37, "return_pct": 17.97 }, { "date": "2025-04-15", "equity": 11813.45, "return_pct": 18.13 }, { "date": "2025-04-16", "equity": 11699.51, "return_pct": 17.0 }, { "date": "2025-04-17", "equity": 11720.35, "return_pct": 17.2 }, { "date": "2025-04-21", "equity": 11604.59, "return_pct": 16.05 }, { "date": "2025-04-22", "equity": 11724.23, "return_pct": 17.24 }, { "date": "2025-04-23", "equity": 11797.96, "return_pct": 17.98 }, { "date": "2025-04-24", "equity": 11728.74, "return_pct": 17.29 }, { "date": "2025-04-25", "equity": 11742.6, "return_pct": 17.43 }, { "date": "2025-04-28", "equity": 11734.34, "return_pct": 17.34 }, { "date": "2025-04-29", "equity": 11916.57, "return_pct": 19.17 }, { "date": "2025-04-30", "equity": 12001.05, "return_pct": 20.01 }, { "date": "2025-05-01", "equity": 12097.17, "return_pct": 20.97 }, { "date": "2025-05-02", "equity": 12242.83, "return_pct": 22.43 }, { "date": "2025-05-05", "equity": 12270.33, "return_pct": 22.7 }, { "date": "2025-05-06", "equity": 12163.11, "return_pct": 21.63 }, { "date": "2025-05-07", "equity": 12118.43, "return_pct": 21.18 }, { "date": "2025-05-08", "equity": 12503.42, "return_pct": 25.03 }, { "date": "2025-05-09", "equity": 12449.8, "return_pct": 24.5 }, { "date": "2025-05-12", "equity": 12680.46, "return_pct": 26.8 }, { "date": "2025-05-13", "equity": 13087.87, "return_pct": 30.88 }, { "date": "2025-05-14", "equity": 13153.81, "return_pct": 31.54 }, { "date": "2025-05-15", "equity": 12944.33, "return_pct": 29.44 }, { "date": "2025-05-16", "equity": 13062.4, "return_pct": 30.62 }, { "date": "2025-05-19", "equity": 13150.73, "return_pct": 31.51 }, { "date": "2025-05-20", "equity": 13213.21, "return_pct": 32.13 }, { "date": "2025-05-21", "equity": 12929.85, "return_pct": 29.3 }, { "date": "2025-05-22", "equity": 12899.85, "return_pct": 29.0 }, { "date": "2025-05-23", "equity": 12825.96, "return_pct": 28.26 }, { "date": "2025-05-27", "equity": 13112.5, "return_pct": 31.12 }, { "date": "2025-05-28", "equity": 13039.29, "return_pct": 30.39 }, { "date": "2025-05-29", "equity": 12861.03, "return_pct": 28.61 }, { "date": "2025-05-30", "equity": 12984.89, "return_pct": 29.85 }, { "date": "2025-06-02", "equity": 13141.48, "return_pct": 31.41 }, { "date": "2025-06-03", "equity": 13407.52, "return_pct": 34.08 }, { "date": "2025-06-04", "equity": 13451.83, "return_pct": 34.52 }, { "date": "2025-06-05", "equity": 13388.04, "return_pct": 33.88 }, { "date": "2025-06-06", "equity": 13554.02, "return_pct": 35.54 }, { "date": "2025-06-09", "equity": 13528.92, "return_pct": 35.29 }, { "date": "2025-06-10", "equity": 13375.22, "return_pct": 33.75 }, { "date": "2025-06-11", "equity": 13461.46, "return_pct": 34.61 }, { "date": "2025-06-12", "equity": 13252.19, "return_pct": 32.52 }, { "date": "2025-06-13", "equity": 13060.5, "return_pct": 30.6 }, { "date": "2025-06-16", "equity": 13181.43, "return_pct": 31.81 }, { "date": "2025-06-17", "equity": 13083.48, "return_pct": 30.83 }, { "date": "2025-06-18", "equity": 13081.37, "return_pct": 30.81 }, { "date": "2025-06-20", "equity": 13125.92, "return_pct": 31.26 }, { "date": "2025-06-23", "equity": 13117.3, "return_pct": 31.17 }, { "date": "2025-06-24", "equity": 13310.08, "return_pct": 33.1 }, { "date": "2025-06-25", "equity": 13343.63, "return_pct": 33.44 }, { "date": "2025-06-26", "equity": 13634.37, "return_pct": 36.34 }, { "date": "2025-06-27", "equity": 13761.03, "return_pct": 37.61 }, { "date": "2025-06-30", "equity": 13929.78, "return_pct": 39.3 }, { "date": "2025-07-01", "equity": 13419.29, "return_pct": 34.19 }, { "date": "2025-07-02", "equity": 13642.36, "return_pct": 36.42 }, { "date": "2025-07-03", "equity": 13783.45, "return_pct": 37.83 }, { "date": "2025-07-07", "equity": 13670.33, "return_pct": 36.7 }, { "date": "2025-07-08", "equity": 13548.17, "return_pct": 35.48 }, { "date": "2025-07-09", "equity": 13629.09, "return_pct": 36.29 }, { "date": "2025-07-10", "equity": 13445.34, "return_pct": 34.45 }, { "date": "2025-07-11", "equity": 13537.41, "return_pct": 35.37 }, { "date": "2025-07-14", "equity": 13661.37, "return_pct": 36.61 }, { "date": "2025-07-15", "equity": 13651.41, "return_pct": 36.51 }, { "date": "2025-07-16", "equity": 13807.01, "return_pct": 38.07 }, { "date": "2025-07-17", "equity": 13975.08, "return_pct": 39.75 }, { "date": "2025-07-18", "equity": 13917.82, "return_pct": 39.18 }, { "date": "2025-07-21", "equity": 13852.88, "return_pct": 38.53 }, { "date": "2025-07-22", "equity": 13810.81, "return_pct": 38.11 }, { "date": "2025-07-23", "equity": 14033.34, "return_pct": 40.33 }, { "date": "2025-07-24", "equity": 14064.48, "return_pct": 40.64 }, { "date": "2025-07-25", "equity": 14101.56, "return_pct": 41.02 }, { "date": "2025-07-28", "equity": 14237.68, "return_pct": 42.38 }, { "date": "2025-07-29", "equity": 14130.6, "return_pct": 41.31 }, { "date": "2025-07-30", "equity": 14044.25, "return_pct": 40.44 }, { "date": "2025-07-31", "equity": 13981.41, "return_pct": 39.81 }, { "date": "2025-08-01", "equity": 13512.85, "return_pct": 35.13 }, { "date": "2025-08-04", "equity": 13641.9, "return_pct": 36.42 }, { "date": "2025-08-05", "equity": 13541.39, "return_pct": 35.41 }, { "date": "2025-08-06", "equity": 13625.9, "return_pct": 36.26 }, { "date": "2025-08-07", "equity": 13576.29, "return_pct": 35.76 }, { "date": "2025-08-08", "equity": 13692.19, "return_pct": 36.92 }, { "date": "2025-08-11", "equity": 13765.75, "return_pct": 37.66 }, { "date": "2025-08-12", "equity": 13945.51, "return_pct": 39.46 }, { "date": "2025-08-13", "equity": 13917.98, "return_pct": 39.18 }, { "date": "2025-08-14", "equity": 13836.68, "return_pct": 38.37 }, { "date": "2025-08-15", "equity": 13888.1, "return_pct": 38.88 }, { "date": "2025-08-18", "equity": 13961.93, "return_pct": 39.62 }, { "date": "2025-08-19", "equity": 13821.57, "return_pct": 38.22 }, { "date": "2025-08-20", "equity": 13724.44, "return_pct": 37.24 }, { "date": "2025-08-21", "equity": 13595.36, "return_pct": 35.95 }, { "date": "2025-08-22", "equity": 14002.52, "return_pct": 40.03 }, { "date": "2025-08-25", "equity": 13958.21, "return_pct": 39.58 }, { "date": "2025-08-26", "equity": 14092.4, "return_pct": 40.92 }, { "date": "2025-08-27", "equity": 14122.23, "return_pct": 41.22 }, { "date": "2025-08-28", "equity": 14152.99, "return_pct": 41.53 }, { "date": "2025-08-29", "equity": 13801.82, "return_pct": 38.02 }, { "date": "2025-09-02", "equity": 13784.66, "return_pct": 37.85 }, { "date": "2025-09-03", "equity": 13764.14, "return_pct": 37.64 }, { "date": "2025-09-04", "equity": 13818.85, "return_pct": 38.19 }, { "date": "2025-09-05", "equity": 13935.26, "return_pct": 39.35 }, { "date": "2025-09-08", "equity": 13930.59, "return_pct": 39.31 }, { "date": "2025-09-09", "equity": 13912.57, "return_pct": 39.13 }, { "date": "2025-09-10", "equity": 13872.6, "return_pct": 38.73 }, { "date": "2025-09-11", "equity": 14115.96, "return_pct": 41.16 }, { "date": "2025-09-12", "equity": 14212.13, "return_pct": 42.12 }, { "date": "2025-09-15", "equity": 14332.91, "return_pct": 43.33 }, { "date": "2025-09-16", "equity": 14378.16, "return_pct": 43.78 }, { "date": "2025-09-17", "equity": 14383.53, "return_pct": 43.84 }, { "date": "2025-09-18", "equity": 14686.99, "return_pct": 46.87 }, { "date": "2025-09-19", "equity": 14885.13, "return_pct": 48.85 }, { "date": "2025-09-22", "equity": 14805.78, "return_pct": 48.06 }, { "date": "2025-09-23", "equity": 14667.71, "return_pct": 46.68 }, { "date": "2025-09-24", "equity": 14502.19, "return_pct": 45.02 }, { "date": "2025-09-25", "equity": 14265.58, "return_pct": 42.66 }, { "date": "2025-09-26", "equity": 14397.55, "return_pct": 43.98 }, { "date": "2025-09-29", "equity": 14599.18, "return_pct": 45.99 }, { "date": "2025-09-30", "equity": 14722.09, "return_pct": 47.22 }, { "date": "2025-10-01", "equity": 15204.28, "return_pct": 52.04 }, { "date": "2025-10-02", "equity": 15332.06, "return_pct": 53.32 }, { "date": "2025-10-03", "equity": 15309.03, "return_pct": 53.09 }, { "date": "2025-10-06", "equity": 15664.06, "return_pct": 56.64 }, { "date": "2025-10-07", "equity": 15500.43, "return_pct": 55.0 }, { "date": "2025-10-08", "equity": 15860.44, "return_pct": 58.6 }, { "date": "2025-10-09", "equity": 15615.55, "return_pct": 56.16 }, { "date": "2025-10-10", "equity": 14988.95, "return_pct": 49.89 }, { "date": "2025-10-13", "equity": 15318.18, "return_pct": 53.18 }, { "date": "2025-10-14", "equity": 15016.91, "return_pct": 50.17 }, { "date": "2025-10-15", "equity": 15194.74, "return_pct": 51.95 }, { "date": "2025-10-16", "equity": 15299.15, "return_pct": 52.99 }, { "date": "2025-10-17", "equity": 15002.71, "return_pct": 50.03 }, { "date": "2025-10-20", "equity": 15253.61, "return_pct": 52.54 }, { "date": "2025-10-21", "equity": 15184.19, "return_pct": 51.84 }, { "date": "2025-10-22", "equity": 14842.87, "return_pct": 48.43 }, { "date": "2025-10-23", "equity": 14999.8, "return_pct": 50.0 }, { "date": "2025-10-24", "equity": 14997.13, "return_pct": 49.97 }, { "date": "2025-10-27", "equity": 15252.24, "return_pct": 52.52 }, { "date": "2025-10-28", "equity": 15267.72, "return_pct": 52.68 }, { "date": "2025-10-29", "equity": 15210.7, "return_pct": 52.11 }, { "date": "2025-10-30", "equity": 15210.61, "return_pct": 52.11 }, { "date": "2025-10-31", "equity": 15355.43, "return_pct": 53.55 }, { "date": "2025-11-03", "equity": 15211.24, "return_pct": 52.11 }, { "date": "2025-11-04", "equity": 15108.83, "return_pct": 51.09 }, { "date": "2025-11-05", "equity": 14713.46, "return_pct": 47.13 }, { "date": "2025-11-06", "equity": 14603.72, "return_pct": 46.04 }, { "date": "2025-11-07", "equity": 14781.24, "return_pct": 47.81 }, { "date": "2025-11-10", "equity": 14878.73, "return_pct": 48.79 }, { "date": "2025-11-11", "equity": 14649.05, "return_pct": 46.49 }, { "date": "2025-11-12", "equity": 14609.03, "return_pct": 46.09 }, { "date": "2025-11-13", "equity": 14369.13, "return_pct": 43.69 }, { "date": "2025-11-14", "equity": 14394.99, "return_pct": 43.95 }, { "date": "2025-11-17", "equity": 14361.6, "return_pct": 43.62 }, { "date": "2025-11-18", "equity": 14392.15, "return_pct": 43.92 }, { "date": "2025-11-19", "equity": 14331.66, "return_pct": 43.32 }, { "date": "2025-11-20", "equity": 14298.91, "return_pct": 42.99 }, { "date": "2025-11-21", "equity": 14362.85, "return_pct": 43.63 }, { "date": "2025-11-24", "equity": 14321.35, "return_pct": 43.21 }, { "date": "2025-11-25", "equity": 14403.29, "return_pct": 44.03 }, { "date": "2025-11-26", "equity": 14518.5, "return_pct": 45.19 }, { "date": "2025-11-28", "equity": 14540.89, "return_pct": 45.41 }, { "date": "2025-12-01", "equity": 14511.88, "return_pct": 45.12 }, { "date": "2025-12-02", "equity": 14528.94, "return_pct": 45.29 }, { "date": "2025-12-03", "equity": 14494.21, "return_pct": 44.94 }, { "date": "2025-12-04", "equity": 14835.81, "return_pct": 48.36 }, { "date": "2025-12-05", "equity": 15215.49, "return_pct": 52.15 }, { "date": "2025-12-08", "equity": 15020.22, "return_pct": 50.2 }, { "date": "2025-12-09", "equity": 14967.61, "return_pct": 49.68 }, { "date": "2025-12-10", "equity": 15079.2, "return_pct": 50.79 }, { "date": "2025-12-11", "equity": 15320.33, "return_pct": 53.2 }, { "date": "2025-12-12", "equity": 15070.17, "return_pct": 50.7 }, { "date": "2025-12-15", "equity": 15078.79, "return_pct": 50.79 }, { "date": "2025-12-16", "equity": 15145.48, "return_pct": 51.45 }, { "date": "2025-12-17", "equity": 15051.39, "return_pct": 50.51 }, { "date": "2025-12-18", "equity": 15110.23, "return_pct": 51.1 }, { "date": "2025-12-19", "equity": 15269.02, "return_pct": 52.69 }, { "date": "2025-12-22", "equity": 15394.36, "return_pct": 53.94 }, { "date": "2025-12-23", "equity": 15241.7, "return_pct": 52.42 }, { "date": "2025-12-24", "equity": 15367.1, "return_pct": 53.67 }, { "date": "2025-12-26", "equity": 15405.05, "return_pct": 54.05 }, { "date": "2025-12-29", "equity": 15246.66, "return_pct": 52.47 }, { "date": "2025-12-30", "equity": 15123.88, "return_pct": 51.24 }, { "date": "2025-12-31", "equity": 14933.68, "return_pct": 49.34 }, { "date": "2026-01-02", "equity": 15441.53, "return_pct": 54.42 }, { "date": "2026-01-05", "equity": 15565.07, "return_pct": 55.65 }, { "date": "2026-01-06", "equity": 16043.75, "return_pct": 60.44 }, { "date": "2026-01-07", "equity": 15791.72, "return_pct": 57.92 }, { "date": "2026-01-08", "equity": 15637.88, "return_pct": 56.38 }, { "date": "2026-01-09", "equity": 15968.76, "return_pct": 59.69 }, { "date": "2026-01-12", "equity": 16291.79, "return_pct": 62.92 }, { "date": "2026-01-13", "equity": 16753.08, "return_pct": 67.53 }, { "date": "2026-01-14", "equity": 16769.85, "return_pct": 67.7 }, { "date": "2026-01-15", "equity": 16921.11, "return_pct": 69.21 }, { "date": "2026-01-16", "equity": 16759.11, "return_pct": 67.59 }, { "date": "2026-01-20", "equity": 16939.26, "return_pct": 69.39 }, { "date": "2026-01-21", "equity": 17722.45, "return_pct": 77.22 }, { "date": "2026-01-22", "equity": 17916.48, "return_pct": 79.16 }, { "date": "2026-01-23", "equity": 17574.49, "return_pct": 75.74 }, { "date": "2026-01-26", "equity": 17452.88, "return_pct": 74.53 }, { "date": "2026-01-27", "equity": 17493.28, "return_pct": 74.93 }, { "date": "2026-01-28", "equity": 17483.71, "return_pct": 74.84 }, { "date": "2026-01-29", "equity": 17474.92, "return_pct": 74.75 }, { "date": "2026-01-30", "equity": 16938.08, "return_pct": 69.38 }, { "date": "2026-02-02", "equity": 17186.57, "return_pct": 71.87 }, { "date": "2026-02-03", "equity": 17089.11, "return_pct": 70.89 }, { "date": "2026-02-04", "equity": 16775.68, "return_pct": 67.76 }, { "date": "2026-02-05", "equity": 17070.29, "return_pct": 70.7 }, { "date": "2026-02-06", "equity": 17620.31, "return_pct": 76.2 }, { "date": "2026-02-09", "equity": 17544.24, "return_pct": 75.44 }, { "date": "2026-02-10", "equity": 17559.03, "return_pct": 75.59 }, { "date": "2026-02-11", "equity": 17793.32, "return_pct": 77.93 }, { "date": "2026-02-12", "equity": 17804.74, "return_pct": 78.05 }, { "date": "2026-02-13", "equity": 17820.4, "return_pct": 78.2 }, { "date": "2026-02-17", "equity": 17804.16, "return_pct": 78.04 }, { "date": "2026-02-18", "equity": 17626.8, "return_pct": 76.27 }, { "date": "2026-02-19", "equity": 17624.05, "return_pct": 76.24 }, { "date": "2026-02-20", "equity": 17634.55, "return_pct": 76.35 }, { "date": "2026-02-23", "equity": 17758.23, "return_pct": 77.58 }, { "date": "2026-02-24", "equity": 17822.82, "return_pct": 78.23 }, { "date": "2026-02-25", "equity": 17701.24, "return_pct": 77.01 }, { "date": "2026-02-26", "equity": 17664.17, "return_pct": 76.64 }, { "date": "2026-02-27", "equity": 18063.34, "return_pct": 80.63 }, { "date": "2026-03-02", "equity": 17537.84, "return_pct": 75.38 }, { "date": "2026-03-03", "equity": 17321.02, "return_pct": 73.21 }, { "date": "2026-03-04", "equity": 17223.5, "return_pct": 72.23 }, { "date": "2026-03-05", "equity": 17021.07, "return_pct": 70.21 }, { "date": "2026-03-06", "equity": 17035.82, "return_pct": 70.36 }, { "date": "2026-03-09", "equity": 17004.11, "return_pct": 70.04 }, { "date": "2026-03-10", "equity": 16882.66, "return_pct": 68.83 }, { "date": "2026-03-11", "equity": 17061.11, "return_pct": 70.61 }, { "date": "2026-03-12", "equity": 17229.82, "return_pct": 72.3 }, { "date": "2026-03-13", "equity": 17237.56, "return_pct": 72.38 }, { "date": "2026-03-16", "equity": 17205.13, "return_pct": 72.05 }, { "date": "2026-03-17", "equity": 17422.42, "return_pct": 74.22 }, { "date": "2026-03-18", "equity": 17385.91, "return_pct": 73.86 }, { "date": "2026-03-19", "equity": 17433.83, "return_pct": 74.34 }, { "date": "2026-03-20", "equity": 17313.26, "return_pct": 73.13 }, { "date": "2026-03-23", "equity": 17472.12, "return_pct": 74.72 }, { "date": "2026-03-24", "equity": 17565.68, "return_pct": 75.66 }, { "date": "2026-03-25", "equity": 17798.32, "return_pct": 77.98 }, { "date": "2026-03-26", "equity": 17607.91, "return_pct": 76.08 }, { "date": "2026-03-27", "equity": 17681.33, "return_pct": 76.81 }, { "date": "2026-03-30", "equity": 17501.15, "return_pct": 75.01 }, { "date": "2026-03-31", "equity": 17559.14, "return_pct": 75.59 }, { "date": "2026-04-01", "equity": 17523.6, "return_pct": 75.24 }, { "date": "2026-04-02", "equity": 17739.48, "return_pct": 77.39 }, { "date": "2026-04-06", "equity": 17764.76, "return_pct": 77.65 }, { "date": "2026-04-07", "equity": 17730.79, "return_pct": 77.31 }, { "date": "2026-04-08", "equity": 17465.86, "return_pct": 74.66 }, { "date": "2026-04-09", "equity": 17425.3, "return_pct": 74.25 }, { "date": "2026-04-10", "equity": 17620.66, "return_pct": 76.21 }, { "date": "2026-04-13", "equity": 17779.4, "return_pct": 77.79 }, { "date": "2026-04-14", "equity": 18215.34, "return_pct": 82.15 }, { "date": "2026-04-15", "equity": 17951.59, "return_pct": 79.52 }, { "date": "2026-04-16", "equity": 18578.2, "return_pct": 85.78 }, { "date": "2026-04-17", "equity": 18529.87, "return_pct": 85.3 }, { "date": "2026-04-20", "equity": 18451.06, "return_pct": 84.51 }, { "date": "2026-04-21", "equity": 18319.77, "return_pct": 83.2 }, { "date": "2026-04-22", "equity": 18587.24, "return_pct": 85.87 }, { "date": "2026-04-23", "equity": 18686.42, "return_pct": 86.86 }, { "date": "2026-04-24", "equity": 19177.76, "return_pct": 91.78 }, { "date": "2026-04-27", "equity": 19235.48, "return_pct": 92.35 }, { "date": "2026-04-28", "equity": 18658.02, "return_pct": 86.58 }, { "date": "2026-04-29", "equity": 18989.15, "return_pct": 89.89 }, { "date": "2026-04-30", "equity": 19777.14, "return_pct": 97.77 }, { "date": "2026-05-01", "equity": 19863.5, "return_pct": 98.63 }, { "date": "2026-05-04", "equity": 19513.31, "return_pct": 95.13 }, { "date": "2026-05-05", "equity": 19860.92, "return_pct": 98.61 }, { "date": "2026-05-06", "equity": 19884.95, "return_pct": 98.85 }, { "date": "2026-05-07", "equity": 19890.98, "return_pct": 98.91 }, { "date": "2026-05-08", "equity": 20104.55, "return_pct": 101.05 }, { "date": "2026-05-11", "equity": 20434.38, "return_pct": 104.34 }, { "date": "2026-05-12", "equity": 20409.43, "return_pct": 104.09 }, { "date": "2026-05-13", "equity": 20829.34, "return_pct": 108.29 }, { "date": "2026-05-14", "equity": 20533.38, "return_pct": 105.33 }, { "date": "2026-05-15", "equity": 20441.99, "return_pct": 104.42 }, { "date": "2026-05-18", "equity": 20400.4, "return_pct": 104.0 }, { "date": "2026-05-19", "equity": 20311.5, "return_pct": 103.11 }, { "date": "2026-05-20", "equity": 19947.43, "return_pct": 99.47 }, { "date": "2026-05-21", "equity": 19781.99, "return_pct": 97.82 }, { "date": "2026-05-22", "equity": 19800.95, "return_pct": 98.01 }, { "date": "2026-05-26", "equity": 19759.77, "return_pct": 97.6 }, { "date": "2026-05-27", "equity": 19827.77, "return_pct": 98.28 }, { "date": "2026-05-28", "equity": 19853.05, "return_pct": 98.53 }, { "date": "2026-05-29", "equity": 19777.43, "return_pct": 97.77 }, { "date": "2026-06-01", "equity": 19889.08, "return_pct": 98.89 }, { "date": "2026-06-02", "equity": 19875.38, "return_pct": 98.75 }, { "date": "2026-06-03", "equity": 19979.65, "return_pct": 99.8 }, { "date": "2026-06-04", "equity": 20062.12, "return_pct": 100.62 }, { "date": "2026-06-05", "equity": 20017.83, "return_pct": 100.18 }, { "date": "2026-06-08", "equity": 19956.87, "return_pct": 99.57 }, { "date": "2026-06-09", "equity": 20119.09, "return_pct": 101.19 }, { "date": "2026-06-10", "equity": 20252.64, "return_pct": 102.53 }, { "date": "2026-06-11", "equity": 20230.12, "return_pct": 102.3 }, { "date": "2026-06-12", "equity": 20353.67, "return_pct": 103.54 }, { "date": "2026-06-15", "equity": 20356.12, "return_pct": 103.56 }, { "date": "2026-06-16", "equity": 20315.11, "return_pct": 103.15 }, { "date": "2026-06-17", "equity": 20285.69, "return_pct": 102.86 }, { "date": "2026-06-18", "equity": 20193.54, "return_pct": 101.94 }, { "date": "2026-06-22", "equity": 20213.36, "return_pct": 102.13 }, { "date": "2026-06-23", "equity": 20339.43, "return_pct": 103.39 }, { "date": "2026-06-24", "equity": 20423.2, "return_pct": 104.23 }, { "date": "2026-06-25", "equity": 20458.75, "return_pct": 104.59 }, { "date": "2026-06-26", "equity": 20523.52, "return_pct": 105.24 }, { "date": "2026-06-29", "equity": 20488.79, "return_pct": 104.89 }, { "date": "2026-06-30", "equity": 20516.17, "return_pct": 105.16 }, { "date": "2026-07-01", "equity": 20514.58, "return_pct": 105.15 }, { "date": "2026-07-02", "equity": 20514.58, "return_pct": 105.15 } ], "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", "exit_policy": "atr_trail3", "live_exit_mode": "atr_trailing", "lookback": "5y", "lookback_label": "5 years", "starting_capital": 10000.0, "final_equity": 20514.58, "total_return_pct": 105.1, "cagr_pct": 15.5, "max_drawdown_pct": 15.2, "sharpe": 1.16, "trades": 154, "win_rate": 37.7, "avg_trade_pnl": 68.28, "best_trade_r": 10.41, "worst_trade_r": -4.3, "best_trade_pnl": 1746.78, "worst_trade_pnl": -650.1, "avg_hold_days": 15.9, "exit_reasons": { "stop": 64, "time": 35, "trailing_stop": 55 }, "skipped_book_full": 0, "spy_return_pct": 72.0, "yearly_returns": [ { "year": 2021, "return_pct": 0.0 }, { "year": 2022, "return_pct": 0.0 }, { "year": 2023, "return_pct": 0.0 }, { "year": 2024, "return_pct": 25.3 }, { "year": 2025, "return_pct": 19.2 }, { "year": 2026, "return_pct": 37.4 } ], "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": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-07-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-08-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-09-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-10-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-11-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2022-12-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-01-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-02-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-03-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-04-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-05-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-06-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-07-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-08-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-09-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-10-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-11-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2023-12-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-01-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-02-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-03-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-19", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-04-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-02", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-08", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-09", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-15", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-16", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-22", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-23", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-29", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-30", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-05-31", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-03", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-04", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-05", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-06", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-07", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-10", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-11", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-12", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-13", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-14", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-17", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-18", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-20", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-21", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-24", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-25", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-26", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-27", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-06-28", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-07-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-07-02", "equity": 9992.0, "return_pct": -0.08 }, { "date": "2024-07-03", "equity": 9983.72, "return_pct": -0.16 }, { "date": "2024-07-05", "equity": 9952.95, "return_pct": -0.47 }, { "date": "2024-07-08", "equity": 9977.65, "return_pct": -0.22 }, { "date": "2024-07-09", "equity": 10016.89, "return_pct": 0.17 }, { "date": "2024-07-10", "equity": 10182.75, "return_pct": 1.83 }, { "date": "2024-07-11", "equity": 10027.82, "return_pct": 0.28 }, { "date": "2024-07-12", "equity": 10224.1, "return_pct": 2.24 }, { "date": "2024-07-15", "equity": 10385.84, "return_pct": 3.86 }, { "date": "2024-07-16", "equity": 10312.56, "return_pct": 3.13 }, { "date": "2024-07-17", "equity": 9912.41, "return_pct": -0.88 }, { "date": "2024-07-18", "equity": 9687.91, "return_pct": -3.12 }, { "date": "2024-07-19", "equity": 9722.76, "return_pct": -2.77 }, { "date": "2024-07-22", "equity": 9767.74, "return_pct": -2.32 }, { "date": "2024-07-23", "equity": 9711.77, "return_pct": -2.88 }, { "date": "2024-07-24", "equity": 9656.45, "return_pct": -3.44 }, { "date": "2024-07-25", "equity": 9555.5, "return_pct": -4.44 }, { "date": "2024-07-26", "equity": 9656.61, "return_pct": -3.43 }, { "date": "2024-07-29", "equity": 9565.67, "return_pct": -4.34 }, { "date": "2024-07-30", "equity": 9584.28, "return_pct": -4.16 }, { "date": "2024-07-31", "equity": 9685.14, "return_pct": -3.15 }, { "date": "2024-08-01", "equity": 9674.5, "return_pct": -3.26 }, { "date": "2024-08-02", "equity": 9358.16, "return_pct": -6.42 }, { "date": "2024-08-05", "equity": 9118.84, "return_pct": -8.81 }, { "date": "2024-08-06", "equity": 9118.84, "return_pct": -8.81 }, { "date": "2024-08-07", "equity": 9118.84, "return_pct": -8.81 }, { "date": "2024-08-08", "equity": 9118.84, "return_pct": -8.81 }, { "date": "2024-08-09", "equity": 9118.84, "return_pct": -8.81 }, { "date": "2024-08-12", "equity": 9118.84, "return_pct": -8.81 }, { "date": "2024-08-13", "equity": 9118.84, "return_pct": -8.81 }, { "date": "2024-08-14", "equity": 9110.18, "return_pct": -8.9 }, { "date": "2024-08-15", "equity": 9317.31, "return_pct": -6.83 }, { "date": "2024-08-16", "equity": 9252.5, "return_pct": -7.47 }, { "date": "2024-08-19", "equity": 9385.71, "return_pct": -6.14 }, { "date": "2024-08-20", "equity": 9429.06, "return_pct": -5.71 }, { "date": "2024-08-21", "equity": 9466.32, "return_pct": -5.34 }, { "date": "2024-08-22", "equity": 9361.27, "return_pct": -6.39 }, { "date": "2024-08-23", "equity": 9538.29, "return_pct": -4.62 }, { "date": "2024-08-26", "equity": 9398.91, "return_pct": -6.01 }, { "date": "2024-08-27", "equity": 9468.94, "return_pct": -5.31 }, { "date": "2024-08-28", "equity": 9393.02, "return_pct": -6.07 }, { "date": "2024-08-29", "equity": 9392.93, "return_pct": -6.07 }, { "date": "2024-08-30", "equity": 9523.31, "return_pct": -4.77 }, { "date": "2024-09-03", "equity": 9142.47, "return_pct": -8.58 }, { "date": "2024-09-04", "equity": 9053.77, "return_pct": -9.46 }, { "date": "2024-09-05", "equity": 9018.59, "return_pct": -9.81 }, { "date": "2024-09-06", "equity": 8806.59, "return_pct": -11.93 }, { "date": "2024-09-09", "equity": 8869.32, "return_pct": -11.31 }, { "date": "2024-09-10", "equity": 8819.71, "return_pct": -11.8 }, { "date": "2024-09-11", "equity": 8985.75, "return_pct": -10.14 }, { "date": "2024-09-12", "equity": 9209.13, "return_pct": -7.91 }, { "date": "2024-09-13", "equity": 9406.26, "return_pct": -5.94 }, { "date": "2024-09-16", "equity": 9559.28, "return_pct": -4.41 }, { "date": "2024-09-17", "equity": 9689.07, "return_pct": -3.11 }, { "date": "2024-09-18", "equity": 9675.62, "return_pct": -3.24 }, { "date": "2024-09-19", "equity": 9861.03, "return_pct": -1.39 }, { "date": "2024-09-20", "equity": 10268.39, "return_pct": 2.68 }, { "date": "2024-09-23", "equity": 10297.48, "return_pct": 2.97 }, { "date": "2024-09-24", "equity": 10351.21, "return_pct": 3.51 }, { "date": "2024-09-25", "equity": 10457.41, "return_pct": 4.57 }, { "date": "2024-09-26", "equity": 10406.55, "return_pct": 4.07 }, { "date": "2024-09-27", "equity": 10449.76, "return_pct": 4.5 }, { "date": "2024-09-30", "equity": 10520.65, "return_pct": 5.21 }, { "date": "2024-10-01", "equity": 10473.76, "return_pct": 4.74 }, { "date": "2024-10-02", "equity": 10582.33, "return_pct": 5.82 }, { "date": "2024-10-03", "equity": 10711.75, "return_pct": 7.12 }, { "date": "2024-10-04", "equity": 11080.32, "return_pct": 10.8 }, { "date": "2024-10-07", "equity": 11074.94, "return_pct": 10.75 }, { "date": "2024-10-08", "equity": 11383.79, "return_pct": 13.84 }, { "date": "2024-10-09", "equity": 11228.38, "return_pct": 12.28 }, { "date": "2024-10-10", "equity": 11203.41, "return_pct": 12.03 }, { "date": "2024-10-11", "equity": 11520.63, "return_pct": 15.21 }, { "date": "2024-10-14", "equity": 11464.45, "return_pct": 14.64 }, { "date": "2024-10-15", "equity": 11320.0, "return_pct": 13.2 }, { "date": "2024-10-16", "equity": 11409.08, "return_pct": 14.09 }, { "date": "2024-10-17", "equity": 11372.48, "return_pct": 13.72 }, { "date": "2024-10-18", "equity": 11659.46, "return_pct": 16.59 }, { "date": "2024-10-21", "equity": 11723.13, "return_pct": 17.23 }, { "date": "2024-10-22", "equity": 11791.55, "return_pct": 17.92 }, { "date": "2024-10-23", "equity": 11478.07, "return_pct": 14.78 }, { "date": "2024-10-24", "equity": 11752.68, "return_pct": 17.53 }, { "date": "2024-10-25", "equity": 11741.22, "return_pct": 17.41 }, { "date": "2024-10-28", "equity": 11953.53, "return_pct": 19.54 }, { "date": "2024-10-29", "equity": 12033.14, "return_pct": 20.33 }, { "date": "2024-10-30", "equity": 11876.75, "return_pct": 18.77 }, { "date": "2024-10-31", "equity": 11563.09, "return_pct": 15.63 }, { "date": "2024-11-01", "equity": 11481.4, "return_pct": 14.81 }, { "date": "2024-11-04", "equity": 11503.26, "return_pct": 15.03 }, { "date": "2024-11-05", "equity": 11727.74, "return_pct": 17.28 }, { "date": "2024-11-06", "equity": 12577.28, "return_pct": 25.77 }, { "date": "2024-11-07", "equity": 12586.53, "return_pct": 25.87 }, { "date": "2024-11-08", "equity": 12534.12, "return_pct": 25.34 }, { "date": "2024-11-11", "equity": 13119.79, "return_pct": 31.2 }, { "date": "2024-11-12", "equity": 13280.56, "return_pct": 32.81 }, { "date": "2024-11-13", "equity": 13005.87, "return_pct": 30.06 }, { "date": "2024-11-14", "equity": 13006.39, "return_pct": 30.06 }, { "date": "2024-11-15", "equity": 12905.09, "return_pct": 29.05 }, { "date": "2024-11-18", "equity": 12963.93, "return_pct": 29.64 }, { "date": "2024-11-19", "equity": 13121.42, "return_pct": 31.21 }, { "date": "2024-11-20", "equity": 13048.16, "return_pct": 30.48 }, { "date": "2024-11-21", "equity": 13163.99, "return_pct": 31.64 }, { "date": "2024-11-22", "equity": 13360.31, "return_pct": 33.6 }, { "date": "2024-11-25", "equity": 13401.64, "return_pct": 34.02 }, { "date": "2024-11-26", "equity": 13248.61, "return_pct": 32.49 }, { "date": "2024-11-27", "equity": 13182.87, "return_pct": 31.83 }, { "date": "2024-11-29", "equity": 13277.19, "return_pct": 32.77 }, { "date": "2024-12-02", "equity": 13041.09, "return_pct": 30.41 }, { "date": "2024-12-03", "equity": 13010.92, "return_pct": 30.11 }, { "date": "2024-12-04", "equity": 13029.46, "return_pct": 30.29 }, { "date": "2024-12-05", "equity": 12890.67, "return_pct": 28.91 }, { "date": "2024-12-06", "equity": 12922.82, "return_pct": 29.23 }, { "date": "2024-12-09", "equity": 12738.77, "return_pct": 27.39 }, { "date": "2024-12-10", "equity": 12678.09, "return_pct": 26.78 }, { "date": "2024-12-11", "equity": 12801.49, "return_pct": 28.01 }, { "date": "2024-12-12", "equity": 12731.56, "return_pct": 27.32 }, { "date": "2024-12-13", "equity": 12742.29, "return_pct": 27.42 }, { "date": "2024-12-16", "equity": 12830.97, "return_pct": 28.31 }, { "date": "2024-12-17", "equity": 12801.34, "return_pct": 28.01 }, { "date": "2024-12-18", "equity": 12590.62, "return_pct": 25.91 }, { "date": "2024-12-19", "equity": 12589.35, "return_pct": 25.89 }, { "date": "2024-12-20", "equity": 12589.35, "return_pct": 25.89 }, { "date": "2024-12-23", "equity": 12589.35, "return_pct": 25.89 }, { "date": "2024-12-24", "equity": 12589.35, "return_pct": 25.89 }, { "date": "2024-12-26", "equity": 12589.35, "return_pct": 25.89 }, { "date": "2024-12-27", "equity": 12588.06, "return_pct": 25.88 }, { "date": "2024-12-30", "equity": 12563.53, "return_pct": 25.64 }, { "date": "2024-12-31", "equity": 12529.71, "return_pct": 25.3 }, { "date": "2025-01-02", "equity": 12601.98, "return_pct": 26.02 }, { "date": "2025-01-03", "equity": 12665.3, "return_pct": 26.65 }, { "date": "2025-01-06", "equity": 12710.39, "return_pct": 27.1 }, { "date": "2025-01-07", "equity": 12637.37, "return_pct": 26.37 }, { "date": "2025-01-08", "equity": 12670.02, "return_pct": 26.7 }, { "date": "2025-01-10", "equity": 12680.32, "return_pct": 26.8 }, { "date": "2025-01-13", "equity": 12663.58, "return_pct": 26.64 }, { "date": "2025-01-14", "equity": 12773.83, "return_pct": 27.74 }, { "date": "2025-01-15", "equity": 12959.07, "return_pct": 29.59 }, { "date": "2025-01-16", "equity": 12907.31, "return_pct": 29.07 }, { "date": "2025-01-17", "equity": 13004.77, "return_pct": 30.05 }, { "date": "2025-01-21", "equity": 13163.0, "return_pct": 31.63 }, { "date": "2025-01-22", "equity": 13174.42, "return_pct": 31.74 }, { "date": "2025-01-23", "equity": 12973.71, "return_pct": 29.74 }, { "date": "2025-01-24", "equity": 12927.21, "return_pct": 29.27 }, { "date": "2025-01-27", "equity": 12524.28, "return_pct": 25.24 }, { "date": "2025-01-28", "equity": 12597.99, "return_pct": 25.98 }, { "date": "2025-01-29", "equity": 12610.16, "return_pct": 26.1 }, { "date": "2025-01-30", "equity": 12457.06, "return_pct": 24.57 }, { "date": "2025-01-31", "equity": 12384.3, "return_pct": 23.84 }, { "date": "2025-02-03", "equity": 12484.16, "return_pct": 24.84 }, { "date": "2025-02-04", "equity": 12442.87, "return_pct": 24.43 }, { "date": "2025-02-05", "equity": 12554.43, "return_pct": 25.54 }, { "date": "2025-02-06", "equity": 12525.21, "return_pct": 25.25 }, { "date": "2025-02-07", "equity": 12578.24, "return_pct": 25.78 }, { "date": "2025-02-10", "equity": 12598.66, "return_pct": 25.99 }, { "date": "2025-02-11", "equity": 12447.6, "return_pct": 24.48 }, { "date": "2025-02-12", "equity": 12624.77, "return_pct": 26.25 }, { "date": "2025-02-13", "equity": 12757.65, "return_pct": 27.58 }, { "date": "2025-02-14", "equity": 13057.74, "return_pct": 30.58 }, { "date": "2025-02-18", "equity": 13066.78, "return_pct": 30.67 }, { "date": "2025-02-19", "equity": 13049.47, "return_pct": 30.49 }, { "date": "2025-02-20", "equity": 12670.91, "return_pct": 26.71 }, { "date": "2025-02-21", "equity": 12535.01, "return_pct": 25.35 }, { "date": "2025-02-24", "equity": 12467.48, "return_pct": 24.67 }, { "date": "2025-02-25", "equity": 12454.93, "return_pct": 24.55 }, { "date": "2025-02-26", "equity": 12380.53, "return_pct": 23.81 }, { "date": "2025-02-27", "equity": 12233.29, "return_pct": 22.33 }, { "date": "2025-02-28", "equity": 12283.89, "return_pct": 22.84 }, { "date": "2025-03-03", "equity": 12312.08, "return_pct": 23.12 }, { "date": "2025-03-04", "equity": 12033.56, "return_pct": 20.34 }, { "date": "2025-03-05", "equity": 12033.56, "return_pct": 20.34 }, { "date": "2025-03-06", "equity": 12033.56, "return_pct": 20.34 }, { "date": "2025-03-07", "equity": 12028.75, "return_pct": 20.29 }, { "date": "2025-03-10", "equity": 12152.97, "return_pct": 21.53 }, { "date": "2025-03-11", "equity": 11985.92, "return_pct": 19.86 }, { "date": "2025-03-12", "equity": 11949.25, "return_pct": 19.49 }, { "date": "2025-03-13", "equity": 11942.97, "return_pct": 19.43 }, { "date": "2025-03-14", "equity": 11967.67, "return_pct": 19.68 }, { "date": "2025-03-17", "equity": 11981.05, "return_pct": 19.81 }, { "date": "2025-03-18", "equity": 11908.71, "return_pct": 19.09 }, { "date": "2025-03-19", "equity": 11937.86, "return_pct": 19.38 }, { "date": "2025-03-20", "equity": 11956.41, "return_pct": 19.56 }, { "date": "2025-03-21", "equity": 11942.54, "return_pct": 19.43 }, { "date": "2025-03-24", "equity": 12053.44, "return_pct": 20.53 }, { "date": "2025-03-25", "equity": 12073.18, "return_pct": 20.73 }, { "date": "2025-03-26", "equity": 12027.82, "return_pct": 20.28 }, { "date": "2025-03-27", "equity": 12001.5, "return_pct": 20.01 }, { "date": "2025-03-28", "equity": 11962.2, "return_pct": 19.62 }, { "date": "2025-03-31", "equity": 11993.03, "return_pct": 19.93 }, { "date": "2025-04-01", "equity": 12009.54, "return_pct": 20.1 }, { "date": "2025-04-02", "equity": 12032.25, "return_pct": 20.32 }, { "date": "2025-04-03", "equity": 11888.75, "return_pct": 18.89 }, { "date": "2025-04-04", "equity": 11730.09, "return_pct": 17.3 }, { "date": "2025-04-07", "equity": 11730.09, "return_pct": 17.3 }, { "date": "2025-04-08", "equity": 11730.09, "return_pct": 17.3 }, { "date": "2025-04-09", "equity": 11730.09, "return_pct": 17.3 }, { "date": "2025-04-10", "equity": 11730.09, "return_pct": 17.3 }, { "date": "2025-04-11", "equity": 11724.46, "return_pct": 17.24 }, { "date": "2025-04-14", "equity": 11797.37, "return_pct": 17.97 }, { "date": "2025-04-15", "equity": 11813.45, "return_pct": 18.13 }, { "date": "2025-04-16", "equity": 11699.51, "return_pct": 17.0 }, { "date": "2025-04-17", "equity": 11720.35, "return_pct": 17.2 }, { "date": "2025-04-21", "equity": 11604.59, "return_pct": 16.05 }, { "date": "2025-04-22", "equity": 11724.23, "return_pct": 17.24 }, { "date": "2025-04-23", "equity": 11797.96, "return_pct": 17.98 }, { "date": "2025-04-24", "equity": 11728.74, "return_pct": 17.29 }, { "date": "2025-04-25", "equity": 11742.6, "return_pct": 17.43 }, { "date": "2025-04-28", "equity": 11734.34, "return_pct": 17.34 }, { "date": "2025-04-29", "equity": 11916.57, "return_pct": 19.17 }, { "date": "2025-04-30", "equity": 12001.05, "return_pct": 20.01 }, { "date": "2025-05-01", "equity": 12097.17, "return_pct": 20.97 }, { "date": "2025-05-02", "equity": 12242.83, "return_pct": 22.43 }, { "date": "2025-05-05", "equity": 12270.33, "return_pct": 22.7 }, { "date": "2025-05-06", "equity": 12163.11, "return_pct": 21.63 }, { "date": "2025-05-07", "equity": 12118.43, "return_pct": 21.18 }, { "date": "2025-05-08", "equity": 12503.42, "return_pct": 25.03 }, { "date": "2025-05-09", "equity": 12449.8, "return_pct": 24.5 }, { "date": "2025-05-12", "equity": 12680.46, "return_pct": 26.8 }, { "date": "2025-05-13", "equity": 13087.87, "return_pct": 30.88 }, { "date": "2025-05-14", "equity": 13153.81, "return_pct": 31.54 }, { "date": "2025-05-15", "equity": 12944.33, "return_pct": 29.44 }, { "date": "2025-05-16", "equity": 13062.4, "return_pct": 30.62 }, { "date": "2025-05-19", "equity": 13150.73, "return_pct": 31.51 }, { "date": "2025-05-20", "equity": 13213.21, "return_pct": 32.13 }, { "date": "2025-05-21", "equity": 12929.85, "return_pct": 29.3 }, { "date": "2025-05-22", "equity": 12899.85, "return_pct": 29.0 }, { "date": "2025-05-23", "equity": 12825.96, "return_pct": 28.26 }, { "date": "2025-05-27", "equity": 13112.5, "return_pct": 31.12 }, { "date": "2025-05-28", "equity": 13039.29, "return_pct": 30.39 }, { "date": "2025-05-29", "equity": 12861.03, "return_pct": 28.61 }, { "date": "2025-05-30", "equity": 12984.89, "return_pct": 29.85 }, { "date": "2025-06-02", "equity": 13141.48, "return_pct": 31.41 }, { "date": "2025-06-03", "equity": 13407.52, "return_pct": 34.08 }, { "date": "2025-06-04", "equity": 13451.83, "return_pct": 34.52 }, { "date": "2025-06-05", "equity": 13388.04, "return_pct": 33.88 }, { "date": "2025-06-06", "equity": 13554.02, "return_pct": 35.54 }, { "date": "2025-06-09", "equity": 13528.92, "return_pct": 35.29 }, { "date": "2025-06-10", "equity": 13375.22, "return_pct": 33.75 }, { "date": "2025-06-11", "equity": 13461.46, "return_pct": 34.61 }, { "date": "2025-06-12", "equity": 13252.19, "return_pct": 32.52 }, { "date": "2025-06-13", "equity": 13060.5, "return_pct": 30.6 }, { "date": "2025-06-16", "equity": 13181.43, "return_pct": 31.81 }, { "date": "2025-06-17", "equity": 13083.48, "return_pct": 30.83 }, { "date": "2025-06-18", "equity": 13081.37, "return_pct": 30.81 }, { "date": "2025-06-20", "equity": 13125.92, "return_pct": 31.26 }, { "date": "2025-06-23", "equity": 13117.3, "return_pct": 31.17 }, { "date": "2025-06-24", "equity": 13310.08, "return_pct": 33.1 }, { "date": "2025-06-25", "equity": 13343.63, "return_pct": 33.44 }, { "date": "2025-06-26", "equity": 13634.37, "return_pct": 36.34 }, { "date": "2025-06-27", "equity": 13761.03, "return_pct": 37.61 }, { "date": "2025-06-30", "equity": 13929.78, "return_pct": 39.3 }, { "date": "2025-07-01", "equity": 13419.29, "return_pct": 34.19 }, { "date": "2025-07-02", "equity": 13642.36, "return_pct": 36.42 }, { "date": "2025-07-03", "equity": 13783.45, "return_pct": 37.83 }, { "date": "2025-07-07", "equity": 13670.33, "return_pct": 36.7 }, { "date": "2025-07-08", "equity": 13548.17, "return_pct": 35.48 }, { "date": "2025-07-09", "equity": 13629.09, "return_pct": 36.29 }, { "date": "2025-07-10", "equity": 13445.34, "return_pct": 34.45 }, { "date": "2025-07-11", "equity": 13537.41, "return_pct": 35.37 }, { "date": "2025-07-14", "equity": 13661.37, "return_pct": 36.61 }, { "date": "2025-07-15", "equity": 13651.41, "return_pct": 36.51 }, { "date": "2025-07-16", "equity": 13807.01, "return_pct": 38.07 }, { "date": "2025-07-17", "equity": 13975.08, "return_pct": 39.75 }, { "date": "2025-07-18", "equity": 13917.82, "return_pct": 39.18 }, { "date": "2025-07-21", "equity": 13852.88, "return_pct": 38.53 }, { "date": "2025-07-22", "equity": 13810.81, "return_pct": 38.11 }, { "date": "2025-07-23", "equity": 14033.34, "return_pct": 40.33 }, { "date": "2025-07-24", "equity": 14064.48, "return_pct": 40.64 }, { "date": "2025-07-25", "equity": 14101.56, "return_pct": 41.02 }, { "date": "2025-07-28", "equity": 14237.68, "return_pct": 42.38 }, { "date": "2025-07-29", "equity": 14130.6, "return_pct": 41.31 }, { "date": "2025-07-30", "equity": 14044.25, "return_pct": 40.44 }, { "date": "2025-07-31", "equity": 13981.41, "return_pct": 39.81 }, { "date": "2025-08-01", "equity": 13512.85, "return_pct": 35.13 }, { "date": "2025-08-04", "equity": 13641.9, "return_pct": 36.42 }, { "date": "2025-08-05", "equity": 13541.39, "return_pct": 35.41 }, { "date": "2025-08-06", "equity": 13625.9, "return_pct": 36.26 }, { "date": "2025-08-07", "equity": 13576.29, "return_pct": 35.76 }, { "date": "2025-08-08", "equity": 13692.19, "return_pct": 36.92 }, { "date": "2025-08-11", "equity": 13765.75, "return_pct": 37.66 }, { "date": "2025-08-12", "equity": 13945.51, "return_pct": 39.46 }, { "date": "2025-08-13", "equity": 13917.98, "return_pct": 39.18 }, { "date": "2025-08-14", "equity": 13836.68, "return_pct": 38.37 }, { "date": "2025-08-15", "equity": 13888.1, "return_pct": 38.88 }, { "date": "2025-08-18", "equity": 13961.93, "return_pct": 39.62 }, { "date": "2025-08-19", "equity": 13821.57, "return_pct": 38.22 }, { "date": "2025-08-20", "equity": 13724.44, "return_pct": 37.24 }, { "date": "2025-08-21", "equity": 13595.36, "return_pct": 35.95 }, { "date": "2025-08-22", "equity": 14002.52, "return_pct": 40.03 }, { "date": "2025-08-25", "equity": 13958.21, "return_pct": 39.58 }, { "date": "2025-08-26", "equity": 14092.4, "return_pct": 40.92 }, { "date": "2025-08-27", "equity": 14122.23, "return_pct": 41.22 }, { "date": "2025-08-28", "equity": 14152.99, "return_pct": 41.53 }, { "date": "2025-08-29", "equity": 13801.82, "return_pct": 38.02 }, { "date": "2025-09-02", "equity": 13784.66, "return_pct": 37.85 }, { "date": "2025-09-03", "equity": 13764.14, "return_pct": 37.64 }, { "date": "2025-09-04", "equity": 13818.85, "return_pct": 38.19 }, { "date": "2025-09-05", "equity": 13935.26, "return_pct": 39.35 }, { "date": "2025-09-08", "equity": 13930.59, "return_pct": 39.31 }, { "date": "2025-09-09", "equity": 13912.57, "return_pct": 39.13 }, { "date": "2025-09-10", "equity": 13872.6, "return_pct": 38.73 }, { "date": "2025-09-11", "equity": 14115.96, "return_pct": 41.16 }, { "date": "2025-09-12", "equity": 14212.13, "return_pct": 42.12 }, { "date": "2025-09-15", "equity": 14332.91, "return_pct": 43.33 }, { "date": "2025-09-16", "equity": 14378.16, "return_pct": 43.78 }, { "date": "2025-09-17", "equity": 14383.53, "return_pct": 43.84 }, { "date": "2025-09-18", "equity": 14686.99, "return_pct": 46.87 }, { "date": "2025-09-19", "equity": 14885.13, "return_pct": 48.85 }, { "date": "2025-09-22", "equity": 14805.78, "return_pct": 48.06 }, { "date": "2025-09-23", "equity": 14667.71, "return_pct": 46.68 }, { "date": "2025-09-24", "equity": 14502.19, "return_pct": 45.02 }, { "date": "2025-09-25", "equity": 14265.58, "return_pct": 42.66 }, { "date": "2025-09-26", "equity": 14397.55, "return_pct": 43.98 }, { "date": "2025-09-29", "equity": 14599.18, "return_pct": 45.99 }, { "date": "2025-09-30", "equity": 14722.09, "return_pct": 47.22 }, { "date": "2025-10-01", "equity": 15204.28, "return_pct": 52.04 }, { "date": "2025-10-02", "equity": 15332.06, "return_pct": 53.32 }, { "date": "2025-10-03", "equity": 15309.03, "return_pct": 53.09 }, { "date": "2025-10-06", "equity": 15664.06, "return_pct": 56.64 }, { "date": "2025-10-07", "equity": 15500.43, "return_pct": 55.0 }, { "date": "2025-10-08", "equity": 15860.44, "return_pct": 58.6 }, { "date": "2025-10-09", "equity": 15615.55, "return_pct": 56.16 }, { "date": "2025-10-10", "equity": 14988.95, "return_pct": 49.89 }, { "date": "2025-10-13", "equity": 15318.18, "return_pct": 53.18 }, { "date": "2025-10-14", "equity": 15016.91, "return_pct": 50.17 }, { "date": "2025-10-15", "equity": 15194.74, "return_pct": 51.95 }, { "date": "2025-10-16", "equity": 15299.15, "return_pct": 52.99 }, { "date": "2025-10-17", "equity": 15002.71, "return_pct": 50.03 }, { "date": "2025-10-20", "equity": 15253.61, "return_pct": 52.54 }, { "date": "2025-10-21", "equity": 15184.19, "return_pct": 51.84 }, { "date": "2025-10-22", "equity": 14842.87, "return_pct": 48.43 }, { "date": "2025-10-23", "equity": 14999.8, "return_pct": 50.0 }, { "date": "2025-10-24", "equity": 14997.13, "return_pct": 49.97 }, { "date": "2025-10-27", "equity": 15252.24, "return_pct": 52.52 }, { "date": "2025-10-28", "equity": 15267.72, "return_pct": 52.68 }, { "date": "2025-10-29", "equity": 15210.7, "return_pct": 52.11 }, { "date": "2025-10-30", "equity": 15210.61, "return_pct": 52.11 }, { "date": "2025-10-31", "equity": 15355.43, "return_pct": 53.55 }, { "date": "2025-11-03", "equity": 15211.24, "return_pct": 52.11 }, { "date": "2025-11-04", "equity": 15108.83, "return_pct": 51.09 }, { "date": "2025-11-05", "equity": 14713.46, "return_pct": 47.13 }, { "date": "2025-11-06", "equity": 14603.72, "return_pct": 46.04 }, { "date": "2025-11-07", "equity": 14781.24, "return_pct": 47.81 }, { "date": "2025-11-10", "equity": 14878.73, "return_pct": 48.79 }, { "date": "2025-11-11", "equity": 14649.05, "return_pct": 46.49 }, { "date": "2025-11-12", "equity": 14609.03, "return_pct": 46.09 }, { "date": "2025-11-13", "equity": 14369.13, "return_pct": 43.69 }, { "date": "2025-11-14", "equity": 14394.99, "return_pct": 43.95 }, { "date": "2025-11-17", "equity": 14361.6, "return_pct": 43.62 }, { "date": "2025-11-18", "equity": 14392.15, "return_pct": 43.92 }, { "date": "2025-11-19", "equity": 14331.66, "return_pct": 43.32 }, { "date": "2025-11-20", "equity": 14298.91, "return_pct": 42.99 }, { "date": "2025-11-21", "equity": 14362.85, "return_pct": 43.63 }, { "date": "2025-11-24", "equity": 14321.35, "return_pct": 43.21 }, { "date": "2025-11-25", "equity": 14403.29, "return_pct": 44.03 }, { "date": "2025-11-26", "equity": 14518.5, "return_pct": 45.19 }, { "date": "2025-11-28", "equity": 14540.89, "return_pct": 45.41 }, { "date": "2025-12-01", "equity": 14511.88, "return_pct": 45.12 }, { "date": "2025-12-02", "equity": 14528.94, "return_pct": 45.29 }, { "date": "2025-12-03", "equity": 14494.21, "return_pct": 44.94 }, { "date": "2025-12-04", "equity": 14835.81, "return_pct": 48.36 }, { "date": "2025-12-05", "equity": 15215.49, "return_pct": 52.15 }, { "date": "2025-12-08", "equity": 15020.22, "return_pct": 50.2 }, { "date": "2025-12-09", "equity": 14967.61, "return_pct": 49.68 }, { "date": "2025-12-10", "equity": 15079.2, "return_pct": 50.79 }, { "date": "2025-12-11", "equity": 15320.33, "return_pct": 53.2 }, { "date": "2025-12-12", "equity": 15070.17, "return_pct": 50.7 }, { "date": "2025-12-15", "equity": 15078.79, "return_pct": 50.79 }, { "date": "2025-12-16", "equity": 15145.48, "return_pct": 51.45 }, { "date": "2025-12-17", "equity": 15051.39, "return_pct": 50.51 }, { "date": "2025-12-18", "equity": 15110.23, "return_pct": 51.1 }, { "date": "2025-12-19", "equity": 15269.02, "return_pct": 52.69 }, { "date": "2025-12-22", "equity": 15394.36, "return_pct": 53.94 }, { "date": "2025-12-23", "equity": 15241.7, "return_pct": 52.42 }, { "date": "2025-12-24", "equity": 15367.1, "return_pct": 53.67 }, { "date": "2025-12-26", "equity": 15405.05, "return_pct": 54.05 }, { "date": "2025-12-29", "equity": 15246.66, "return_pct": 52.47 }, { "date": "2025-12-30", "equity": 15123.88, "return_pct": 51.24 }, { "date": "2025-12-31", "equity": 14933.68, "return_pct": 49.34 }, { "date": "2026-01-02", "equity": 15441.53, "return_pct": 54.42 }, { "date": "2026-01-05", "equity": 15565.07, "return_pct": 55.65 }, { "date": "2026-01-06", "equity": 16043.75, "return_pct": 60.44 }, { "date": "2026-01-07", "equity": 15791.72, "return_pct": 57.92 }, { "date": "2026-01-08", "equity": 15637.88, "return_pct": 56.38 }, { "date": "2026-01-09", "equity": 15968.76, "return_pct": 59.69 }, { "date": "2026-01-12", "equity": 16291.79, "return_pct": 62.92 }, { "date": "2026-01-13", "equity": 16753.08, "return_pct": 67.53 }, { "date": "2026-01-14", "equity": 16769.85, "return_pct": 67.7 }, { "date": "2026-01-15", "equity": 16921.11, "return_pct": 69.21 }, { "date": "2026-01-16", "equity": 16759.11, "return_pct": 67.59 }, { "date": "2026-01-20", "equity": 16939.26, "return_pct": 69.39 }, { "date": "2026-01-21", "equity": 17722.45, "return_pct": 77.22 }, { "date": "2026-01-22", "equity": 17916.48, "return_pct": 79.16 }, { "date": "2026-01-23", "equity": 17574.49, "return_pct": 75.74 }, { "date": "2026-01-26", "equity": 17452.88, "return_pct": 74.53 }, { "date": "2026-01-27", "equity": 17493.28, "return_pct": 74.93 }, { "date": "2026-01-28", "equity": 17483.71, "return_pct": 74.84 }, { "date": "2026-01-29", "equity": 17474.92, "return_pct": 74.75 }, { "date": "2026-01-30", "equity": 16938.08, "return_pct": 69.38 }, { "date": "2026-02-02", "equity": 17186.57, "return_pct": 71.87 }, { "date": "2026-02-03", "equity": 17089.11, "return_pct": 70.89 }, { "date": "2026-02-04", "equity": 16775.68, "return_pct": 67.76 }, { "date": "2026-02-05", "equity": 17070.29, "return_pct": 70.7 }, { "date": "2026-02-06", "equity": 17620.31, "return_pct": 76.2 }, { "date": "2026-02-09", "equity": 17544.24, "return_pct": 75.44 }, { "date": "2026-02-10", "equity": 17559.03, "return_pct": 75.59 }, { "date": "2026-02-11", "equity": 17793.32, "return_pct": 77.93 }, { "date": "2026-02-12", "equity": 17804.74, "return_pct": 78.05 }, { "date": "2026-02-13", "equity": 17820.4, "return_pct": 78.2 }, { "date": "2026-02-17", "equity": 17804.16, "return_pct": 78.04 }, { "date": "2026-02-18", "equity": 17626.8, "return_pct": 76.27 }, { "date": "2026-02-19", "equity": 17624.05, "return_pct": 76.24 }, { "date": "2026-02-20", "equity": 17634.55, "return_pct": 76.35 }, { "date": "2026-02-23", "equity": 17758.23, "return_pct": 77.58 }, { "date": "2026-02-24", "equity": 17822.82, "return_pct": 78.23 }, { "date": "2026-02-25", "equity": 17701.24, "return_pct": 77.01 }, { "date": "2026-02-26", "equity": 17664.17, "return_pct": 76.64 }, { "date": "2026-02-27", "equity": 18063.34, "return_pct": 80.63 }, { "date": "2026-03-02", "equity": 17537.84, "return_pct": 75.38 }, { "date": "2026-03-03", "equity": 17321.02, "return_pct": 73.21 }, { "date": "2026-03-04", "equity": 17223.5, "return_pct": 72.23 }, { "date": "2026-03-05", "equity": 17021.07, "return_pct": 70.21 }, { "date": "2026-03-06", "equity": 17035.82, "return_pct": 70.36 }, { "date": "2026-03-09", "equity": 17004.11, "return_pct": 70.04 }, { "date": "2026-03-10", "equity": 16882.66, "return_pct": 68.83 }, { "date": "2026-03-11", "equity": 17061.11, "return_pct": 70.61 }, { "date": "2026-03-12", "equity": 17229.82, "return_pct": 72.3 }, { "date": "2026-03-13", "equity": 17237.56, "return_pct": 72.38 }, { "date": "2026-03-16", "equity": 17205.13, "return_pct": 72.05 }, { "date": "2026-03-17", "equity": 17422.42, "return_pct": 74.22 }, { "date": "2026-03-18", "equity": 17385.91, "return_pct": 73.86 }, { "date": "2026-03-19", "equity": 17433.83, "return_pct": 74.34 }, { "date": "2026-03-20", "equity": 17313.26, "return_pct": 73.13 }, { "date": "2026-03-23", "equity": 17472.12, "return_pct": 74.72 }, { "date": "2026-03-24", "equity": 17565.68, "return_pct": 75.66 }, { "date": "2026-03-25", "equity": 17798.32, "return_pct": 77.98 }, { "date": "2026-03-26", "equity": 17607.91, "return_pct": 76.08 }, { "date": "2026-03-27", "equity": 17681.33, "return_pct": 76.81 }, { "date": "2026-03-30", "equity": 17501.15, "return_pct": 75.01 }, { "date": "2026-03-31", "equity": 17559.14, "return_pct": 75.59 }, { "date": "2026-04-01", "equity": 17523.6, "return_pct": 75.24 }, { "date": "2026-04-02", "equity": 17739.48, "return_pct": 77.39 }, { "date": "2026-04-06", "equity": 17764.76, "return_pct": 77.65 }, { "date": "2026-04-07", "equity": 17730.79, "return_pct": 77.31 }, { "date": "2026-04-08", "equity": 17465.86, "return_pct": 74.66 }, { "date": "2026-04-09", "equity": 17425.3, "return_pct": 74.25 }, { "date": "2026-04-10", "equity": 17620.66, "return_pct": 76.21 }, { "date": "2026-04-13", "equity": 17779.4, "return_pct": 77.79 }, { "date": "2026-04-14", "equity": 18215.34, "return_pct": 82.15 }, { "date": "2026-04-15", "equity": 17951.59, "return_pct": 79.52 }, { "date": "2026-04-16", "equity": 18578.2, "return_pct": 85.78 }, { "date": "2026-04-17", "equity": 18529.87, "return_pct": 85.3 }, { "date": "2026-04-20", "equity": 18451.06, "return_pct": 84.51 }, { "date": "2026-04-21", "equity": 18319.77, "return_pct": 83.2 }, { "date": "2026-04-22", "equity": 18587.24, "return_pct": 85.87 }, { "date": "2026-04-23", "equity": 18686.42, "return_pct": 86.86 }, { "date": "2026-04-24", "equity": 19177.76, "return_pct": 91.78 }, { "date": "2026-04-27", "equity": 19235.48, "return_pct": 92.35 }, { "date": "2026-04-28", "equity": 18658.02, "return_pct": 86.58 }, { "date": "2026-04-29", "equity": 18989.15, "return_pct": 89.89 }, { "date": "2026-04-30", "equity": 19777.14, "return_pct": 97.77 }, { "date": "2026-05-01", "equity": 19863.5, "return_pct": 98.63 }, { "date": "2026-05-04", "equity": 19513.31, "return_pct": 95.13 }, { "date": "2026-05-05", "equity": 19860.92, "return_pct": 98.61 }, { "date": "2026-05-06", "equity": 19884.95, "return_pct": 98.85 }, { "date": "2026-05-07", "equity": 19890.98, "return_pct": 98.91 }, { "date": "2026-05-08", "equity": 20104.55, "return_pct": 101.05 }, { "date": "2026-05-11", "equity": 20434.38, "return_pct": 104.34 }, { "date": "2026-05-12", "equity": 20409.43, "return_pct": 104.09 }, { "date": "2026-05-13", "equity": 20829.34, "return_pct": 108.29 }, { "date": "2026-05-14", "equity": 20533.38, "return_pct": 105.33 }, { "date": "2026-05-15", "equity": 20441.99, "return_pct": 104.42 }, { "date": "2026-05-18", "equity": 20400.4, "return_pct": 104.0 }, { "date": "2026-05-19", "equity": 20311.5, "return_pct": 103.11 }, { "date": "2026-05-20", "equity": 19947.43, "return_pct": 99.47 }, { "date": "2026-05-21", "equity": 19781.99, "return_pct": 97.82 }, { "date": "2026-05-22", "equity": 19800.95, "return_pct": 98.01 }, { "date": "2026-05-26", "equity": 19759.77, "return_pct": 97.6 }, { "date": "2026-05-27", "equity": 19827.77, "return_pct": 98.28 }, { "date": "2026-05-28", "equity": 19853.05, "return_pct": 98.53 }, { "date": "2026-05-29", "equity": 19777.43, "return_pct": 97.77 }, { "date": "2026-06-01", "equity": 19889.08, "return_pct": 98.89 }, { "date": "2026-06-02", "equity": 19875.38, "return_pct": 98.75 }, { "date": "2026-06-03", "equity": 19979.65, "return_pct": 99.8 }, { "date": "2026-06-04", "equity": 20062.12, "return_pct": 100.62 }, { "date": "2026-06-05", "equity": 20017.83, "return_pct": 100.18 }, { "date": "2026-06-08", "equity": 19956.87, "return_pct": 99.57 }, { "date": "2026-06-09", "equity": 20119.09, "return_pct": 101.19 }, { "date": "2026-06-10", "equity": 20252.64, "return_pct": 102.53 }, { "date": "2026-06-11", "equity": 20230.12, "return_pct": 102.3 }, { "date": "2026-06-12", "equity": 20353.67, "return_pct": 103.54 }, { "date": "2026-06-15", "equity": 20356.12, "return_pct": 103.56 }, { "date": "2026-06-16", "equity": 20315.11, "return_pct": 103.15 }, { "date": "2026-06-17", "equity": 20285.69, "return_pct": 102.86 }, { "date": "2026-06-18", "equity": 20193.54, "return_pct": 101.94 }, { "date": "2026-06-22", "equity": 20213.36, "return_pct": 102.13 }, { "date": "2026-06-23", "equity": 20339.43, "return_pct": 103.39 }, { "date": "2026-06-24", "equity": 20423.2, "return_pct": 104.23 }, { "date": "2026-06-25", "equity": 20458.75, "return_pct": 104.59 }, { "date": "2026-06-26", "equity": 20523.52, "return_pct": 105.24 }, { "date": "2026-06-29", "equity": 20488.79, "return_pct": 104.89 }, { "date": "2026-06-30", "equity": 20516.17, "return_pct": 105.16 }, { "date": "2026-07-01", "equity": 20514.58, "return_pct": 105.15 }, { "date": "2026-07-02", "equity": 20514.58, "return_pct": 105.15 } ], "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", "exit_policy": "atr_trail3", "live_exit_mode": "atr_trailing", "lookback": "all", "lookback_label": "All history", "starting_capital": 10000.0, "final_equity": 20514.58, "total_return_pct": 105.1, "cagr_pct": 43.2, "max_drawdown_pct": 15.2, "sharpe": 1.85, "trades": 154, "win_rate": 37.7, "avg_trade_pnl": 68.28, "best_trade_r": 10.41, "worst_trade_r": -4.3, "best_trade_pnl": 1746.78, "worst_trade_pnl": -650.1, "avg_hold_days": 15.9, "exit_reasons": { "stop": 64, "time": 35, "trailing_stop": 55 }, "skipped_book_full": 0, "spy_return_pct": 36.6, "yearly_returns": [ { "year": 2024, "return_pct": 25.3 }, { "year": 2025, "return_pct": 19.2 }, { "year": 2026, "return_pct": 37.4 } ], "start_date": "2024-07-01", "end_date": "2026-07-02", "equity_curve": [ { "date": "2024-07-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-07-02", "equity": 9992.0, "return_pct": -0.08 }, { "date": "2024-07-03", "equity": 9983.72, "return_pct": -0.16 }, { "date": "2024-07-05", "equity": 9952.95, "return_pct": -0.47 }, { "date": "2024-07-08", "equity": 9977.65, "return_pct": -0.22 }, { "date": "2024-07-09", "equity": 10016.89, "return_pct": 0.17 }, { "date": "2024-07-10", "equity": 10182.75, "return_pct": 1.83 }, { "date": "2024-07-11", "equity": 10027.82, "return_pct": 0.28 }, { "date": "2024-07-12", "equity": 10224.1, "return_pct": 2.24 }, { "date": "2024-07-15", "equity": 10385.84, "return_pct": 3.86 }, { "date": "2024-07-16", "equity": 10312.56, "return_pct": 3.13 }, { "date": "2024-07-17", "equity": 9912.41, "return_pct": -0.88 }, { "date": "2024-07-18", "equity": 9687.91, "return_pct": -3.12 }, { "date": "2024-07-19", "equity": 9722.76, "return_pct": -2.77 }, { "date": "2024-07-22", "equity": 9767.74, "return_pct": -2.32 }, { "date": "2024-07-23", "equity": 9711.77, "return_pct": -2.88 }, { "date": "2024-07-24", "equity": 9656.45, "return_pct": -3.44 }, { "date": "2024-07-25", "equity": 9555.5, "return_pct": -4.44 }, { "date": "2024-07-26", "equity": 9656.61, "return_pct": -3.43 }, { "date": "2024-07-29", "equity": 9565.67, "return_pct": -4.34 }, { "date": "2024-07-30", "equity": 9584.28, "return_pct": -4.16 }, { "date": "2024-07-31", "equity": 9685.14, "return_pct": -3.15 }, { "date": "2024-08-01", "equity": 9674.5, "return_pct": -3.26 }, { "date": "2024-08-02", "equity": 9358.16, "return_pct": -6.42 }, { "date": "2024-08-05", "equity": 9118.84, "return_pct": -8.81 }, { "date": "2024-08-06", "equity": 9118.84, "return_pct": -8.81 }, { "date": "2024-08-07", "equity": 9118.84, "return_pct": -8.81 }, { "date": "2024-08-08", "equity": 9118.84, "return_pct": -8.81 }, { "date": "2024-08-09", "equity": 9118.84, "return_pct": -8.81 }, { "date": "2024-08-12", "equity": 9118.84, "return_pct": -8.81 }, { "date": "2024-08-13", "equity": 9118.84, "return_pct": -8.81 }, { "date": "2024-08-14", "equity": 9110.18, "return_pct": -8.9 }, { "date": "2024-08-15", "equity": 9317.31, "return_pct": -6.83 }, { "date": "2024-08-16", "equity": 9252.5, "return_pct": -7.47 }, { "date": "2024-08-19", "equity": 9385.71, "return_pct": -6.14 }, { "date": "2024-08-20", "equity": 9429.06, "return_pct": -5.71 }, { "date": "2024-08-21", "equity": 9466.32, "return_pct": -5.34 }, { "date": "2024-08-22", "equity": 9361.27, "return_pct": -6.39 }, { "date": "2024-08-23", "equity": 9538.29, "return_pct": -4.62 }, { "date": "2024-08-26", "equity": 9398.91, "return_pct": -6.01 }, { "date": "2024-08-27", "equity": 9468.94, "return_pct": -5.31 }, { "date": "2024-08-28", "equity": 9393.02, "return_pct": -6.07 }, { "date": "2024-08-29", "equity": 9392.93, "return_pct": -6.07 }, { "date": "2024-08-30", "equity": 9523.31, "return_pct": -4.77 }, { "date": "2024-09-03", "equity": 9142.47, "return_pct": -8.58 }, { "date": "2024-09-04", "equity": 9053.77, "return_pct": -9.46 }, { "date": "2024-09-05", "equity": 9018.59, "return_pct": -9.81 }, { "date": "2024-09-06", "equity": 8806.59, "return_pct": -11.93 }, { "date": "2024-09-09", "equity": 8869.32, "return_pct": -11.31 }, { "date": "2024-09-10", "equity": 8819.71, "return_pct": -11.8 }, { "date": "2024-09-11", "equity": 8985.75, "return_pct": -10.14 }, { "date": "2024-09-12", "equity": 9209.13, "return_pct": -7.91 }, { "date": "2024-09-13", "equity": 9406.26, "return_pct": -5.94 }, { "date": "2024-09-16", "equity": 9559.28, "return_pct": -4.41 }, { "date": "2024-09-17", "equity": 9689.07, "return_pct": -3.11 }, { "date": "2024-09-18", "equity": 9675.62, "return_pct": -3.24 }, { "date": "2024-09-19", "equity": 9861.03, "return_pct": -1.39 }, { "date": "2024-09-20", "equity": 10268.39, "return_pct": 2.68 }, { "date": "2024-09-23", "equity": 10297.48, "return_pct": 2.97 }, { "date": "2024-09-24", "equity": 10351.21, "return_pct": 3.51 }, { "date": "2024-09-25", "equity": 10457.41, "return_pct": 4.57 }, { "date": "2024-09-26", "equity": 10406.55, "return_pct": 4.07 }, { "date": "2024-09-27", "equity": 10449.76, "return_pct": 4.5 }, { "date": "2024-09-30", "equity": 10520.65, "return_pct": 5.21 }, { "date": "2024-10-01", "equity": 10473.76, "return_pct": 4.74 }, { "date": "2024-10-02", "equity": 10582.33, "return_pct": 5.82 }, { "date": "2024-10-03", "equity": 10711.75, "return_pct": 7.12 }, { "date": "2024-10-04", "equity": 11080.32, "return_pct": 10.8 }, { "date": "2024-10-07", "equity": 11074.94, "return_pct": 10.75 }, { "date": "2024-10-08", "equity": 11383.79, "return_pct": 13.84 }, { "date": "2024-10-09", "equity": 11228.38, "return_pct": 12.28 }, { "date": "2024-10-10", "equity": 11203.41, "return_pct": 12.03 }, { "date": "2024-10-11", "equity": 11520.63, "return_pct": 15.21 }, { "date": "2024-10-14", "equity": 11464.45, "return_pct": 14.64 }, { "date": "2024-10-15", "equity": 11320.0, "return_pct": 13.2 }, { "date": "2024-10-16", "equity": 11409.08, "return_pct": 14.09 }, { "date": "2024-10-17", "equity": 11372.48, "return_pct": 13.72 }, { "date": "2024-10-18", "equity": 11659.46, "return_pct": 16.59 }, { "date": "2024-10-21", "equity": 11723.13, "return_pct": 17.23 }, { "date": "2024-10-22", "equity": 11791.55, "return_pct": 17.92 }, { "date": "2024-10-23", "equity": 11478.07, "return_pct": 14.78 }, { "date": "2024-10-24", "equity": 11752.68, "return_pct": 17.53 }, { "date": "2024-10-25", "equity": 11741.22, "return_pct": 17.41 }, { "date": "2024-10-28", "equity": 11953.53, "return_pct": 19.54 }, { "date": "2024-10-29", "equity": 12033.14, "return_pct": 20.33 }, { "date": "2024-10-30", "equity": 11876.75, "return_pct": 18.77 }, { "date": "2024-10-31", "equity": 11563.09, "return_pct": 15.63 }, { "date": "2024-11-01", "equity": 11481.4, "return_pct": 14.81 }, { "date": "2024-11-04", "equity": 11503.26, "return_pct": 15.03 }, { "date": "2024-11-05", "equity": 11727.74, "return_pct": 17.28 }, { "date": "2024-11-06", "equity": 12577.28, "return_pct": 25.77 }, { "date": "2024-11-07", "equity": 12586.53, "return_pct": 25.87 }, { "date": "2024-11-08", "equity": 12534.12, "return_pct": 25.34 }, { "date": "2024-11-11", "equity": 13119.79, "return_pct": 31.2 }, { "date": "2024-11-12", "equity": 13280.56, "return_pct": 32.81 }, { "date": "2024-11-13", "equity": 13005.87, "return_pct": 30.06 }, { "date": "2024-11-14", "equity": 13006.39, "return_pct": 30.06 }, { "date": "2024-11-15", "equity": 12905.09, "return_pct": 29.05 }, { "date": "2024-11-18", "equity": 12963.93, "return_pct": 29.64 }, { "date": "2024-11-19", "equity": 13121.42, "return_pct": 31.21 }, { "date": "2024-11-20", "equity": 13048.16, "return_pct": 30.48 }, { "date": "2024-11-21", "equity": 13163.99, "return_pct": 31.64 }, { "date": "2024-11-22", "equity": 13360.31, "return_pct": 33.6 }, { "date": "2024-11-25", "equity": 13401.64, "return_pct": 34.02 }, { "date": "2024-11-26", "equity": 13248.61, "return_pct": 32.49 }, { "date": "2024-11-27", "equity": 13182.87, "return_pct": 31.83 }, { "date": "2024-11-29", "equity": 13277.19, "return_pct": 32.77 }, { "date": "2024-12-02", "equity": 13041.09, "return_pct": 30.41 }, { "date": "2024-12-03", "equity": 13010.92, "return_pct": 30.11 }, { "date": "2024-12-04", "equity": 13029.46, "return_pct": 30.29 }, { "date": "2024-12-05", "equity": 12890.67, "return_pct": 28.91 }, { "date": "2024-12-06", "equity": 12922.82, "return_pct": 29.23 }, { "date": "2024-12-09", "equity": 12738.77, "return_pct": 27.39 }, { "date": "2024-12-10", "equity": 12678.09, "return_pct": 26.78 }, { "date": "2024-12-11", "equity": 12801.49, "return_pct": 28.01 }, { "date": "2024-12-12", "equity": 12731.56, "return_pct": 27.32 }, { "date": "2024-12-13", "equity": 12742.29, "return_pct": 27.42 }, { "date": "2024-12-16", "equity": 12830.97, "return_pct": 28.31 }, { "date": "2024-12-17", "equity": 12801.34, "return_pct": 28.01 }, { "date": "2024-12-18", "equity": 12590.62, "return_pct": 25.91 }, { "date": "2024-12-19", "equity": 12589.35, "return_pct": 25.89 }, { "date": "2024-12-20", "equity": 12589.35, "return_pct": 25.89 }, { "date": "2024-12-23", "equity": 12589.35, "return_pct": 25.89 }, { "date": "2024-12-24", "equity": 12589.35, "return_pct": 25.89 }, { "date": "2024-12-26", "equity": 12589.35, "return_pct": 25.89 }, { "date": "2024-12-27", "equity": 12588.06, "return_pct": 25.88 }, { "date": "2024-12-30", "equity": 12563.53, "return_pct": 25.64 }, { "date": "2024-12-31", "equity": 12529.71, "return_pct": 25.3 }, { "date": "2025-01-02", "equity": 12601.98, "return_pct": 26.02 }, { "date": "2025-01-03", "equity": 12665.3, "return_pct": 26.65 }, { "date": "2025-01-06", "equity": 12710.39, "return_pct": 27.1 }, { "date": "2025-01-07", "equity": 12637.37, "return_pct": 26.37 }, { "date": "2025-01-08", "equity": 12670.02, "return_pct": 26.7 }, { "date": "2025-01-10", "equity": 12680.32, "return_pct": 26.8 }, { "date": "2025-01-13", "equity": 12663.58, "return_pct": 26.64 }, { "date": "2025-01-14", "equity": 12773.83, "return_pct": 27.74 }, { "date": "2025-01-15", "equity": 12959.07, "return_pct": 29.59 }, { "date": "2025-01-16", "equity": 12907.31, "return_pct": 29.07 }, { "date": "2025-01-17", "equity": 13004.77, "return_pct": 30.05 }, { "date": "2025-01-21", "equity": 13163.0, "return_pct": 31.63 }, { "date": "2025-01-22", "equity": 13174.42, "return_pct": 31.74 }, { "date": "2025-01-23", "equity": 12973.71, "return_pct": 29.74 }, { "date": "2025-01-24", "equity": 12927.21, "return_pct": 29.27 }, { "date": "2025-01-27", "equity": 12524.28, "return_pct": 25.24 }, { "date": "2025-01-28", "equity": 12597.99, "return_pct": 25.98 }, { "date": "2025-01-29", "equity": 12610.16, "return_pct": 26.1 }, { "date": "2025-01-30", "equity": 12457.06, "return_pct": 24.57 }, { "date": "2025-01-31", "equity": 12384.3, "return_pct": 23.84 }, { "date": "2025-02-03", "equity": 12484.16, "return_pct": 24.84 }, { "date": "2025-02-04", "equity": 12442.87, "return_pct": 24.43 }, { "date": "2025-02-05", "equity": 12554.43, "return_pct": 25.54 }, { "date": "2025-02-06", "equity": 12525.21, "return_pct": 25.25 }, { "date": "2025-02-07", "equity": 12578.24, "return_pct": 25.78 }, { "date": "2025-02-10", "equity": 12598.66, "return_pct": 25.99 }, { "date": "2025-02-11", "equity": 12447.6, "return_pct": 24.48 }, { "date": "2025-02-12", "equity": 12624.77, "return_pct": 26.25 }, { "date": "2025-02-13", "equity": 12757.65, "return_pct": 27.58 }, { "date": "2025-02-14", "equity": 13057.74, "return_pct": 30.58 }, { "date": "2025-02-18", "equity": 13066.78, "return_pct": 30.67 }, { "date": "2025-02-19", "equity": 13049.47, "return_pct": 30.49 }, { "date": "2025-02-20", "equity": 12670.91, "return_pct": 26.71 }, { "date": "2025-02-21", "equity": 12535.01, "return_pct": 25.35 }, { "date": "2025-02-24", "equity": 12467.48, "return_pct": 24.67 }, { "date": "2025-02-25", "equity": 12454.93, "return_pct": 24.55 }, { "date": "2025-02-26", "equity": 12380.53, "return_pct": 23.81 }, { "date": "2025-02-27", "equity": 12233.29, "return_pct": 22.33 }, { "date": "2025-02-28", "equity": 12283.89, "return_pct": 22.84 }, { "date": "2025-03-03", "equity": 12312.08, "return_pct": 23.12 }, { "date": "2025-03-04", "equity": 12033.56, "return_pct": 20.34 }, { "date": "2025-03-05", "equity": 12033.56, "return_pct": 20.34 }, { "date": "2025-03-06", "equity": 12033.56, "return_pct": 20.34 }, { "date": "2025-03-07", "equity": 12028.75, "return_pct": 20.29 }, { "date": "2025-03-10", "equity": 12152.97, "return_pct": 21.53 }, { "date": "2025-03-11", "equity": 11985.92, "return_pct": 19.86 }, { "date": "2025-03-12", "equity": 11949.25, "return_pct": 19.49 }, { "date": "2025-03-13", "equity": 11942.97, "return_pct": 19.43 }, { "date": "2025-03-14", "equity": 11967.67, "return_pct": 19.68 }, { "date": "2025-03-17", "equity": 11981.05, "return_pct": 19.81 }, { "date": "2025-03-18", "equity": 11908.71, "return_pct": 19.09 }, { "date": "2025-03-19", "equity": 11937.86, "return_pct": 19.38 }, { "date": "2025-03-20", "equity": 11956.41, "return_pct": 19.56 }, { "date": "2025-03-21", "equity": 11942.54, "return_pct": 19.43 }, { "date": "2025-03-24", "equity": 12053.44, "return_pct": 20.53 }, { "date": "2025-03-25", "equity": 12073.18, "return_pct": 20.73 }, { "date": "2025-03-26", "equity": 12027.82, "return_pct": 20.28 }, { "date": "2025-03-27", "equity": 12001.5, "return_pct": 20.01 }, { "date": "2025-03-28", "equity": 11962.2, "return_pct": 19.62 }, { "date": "2025-03-31", "equity": 11993.03, "return_pct": 19.93 }, { "date": "2025-04-01", "equity": 12009.54, "return_pct": 20.1 }, { "date": "2025-04-02", "equity": 12032.25, "return_pct": 20.32 }, { "date": "2025-04-03", "equity": 11888.75, "return_pct": 18.89 }, { "date": "2025-04-04", "equity": 11730.09, "return_pct": 17.3 }, { "date": "2025-04-07", "equity": 11730.09, "return_pct": 17.3 }, { "date": "2025-04-08", "equity": 11730.09, "return_pct": 17.3 }, { "date": "2025-04-09", "equity": 11730.09, "return_pct": 17.3 }, { "date": "2025-04-10", "equity": 11730.09, "return_pct": 17.3 }, { "date": "2025-04-11", "equity": 11724.46, "return_pct": 17.24 }, { "date": "2025-04-14", "equity": 11797.37, "return_pct": 17.97 }, { "date": "2025-04-15", "equity": 11813.45, "return_pct": 18.13 }, { "date": "2025-04-16", "equity": 11699.51, "return_pct": 17.0 }, { "date": "2025-04-17", "equity": 11720.35, "return_pct": 17.2 }, { "date": "2025-04-21", "equity": 11604.59, "return_pct": 16.05 }, { "date": "2025-04-22", "equity": 11724.23, "return_pct": 17.24 }, { "date": "2025-04-23", "equity": 11797.96, "return_pct": 17.98 }, { "date": "2025-04-24", "equity": 11728.74, "return_pct": 17.29 }, { "date": "2025-04-25", "equity": 11742.6, "return_pct": 17.43 }, { "date": "2025-04-28", "equity": 11734.34, "return_pct": 17.34 }, { "date": "2025-04-29", "equity": 11916.57, "return_pct": 19.17 }, { "date": "2025-04-30", "equity": 12001.05, "return_pct": 20.01 }, { "date": "2025-05-01", "equity": 12097.17, "return_pct": 20.97 }, { "date": "2025-05-02", "equity": 12242.83, "return_pct": 22.43 }, { "date": "2025-05-05", "equity": 12270.33, "return_pct": 22.7 }, { "date": "2025-05-06", "equity": 12163.11, "return_pct": 21.63 }, { "date": "2025-05-07", "equity": 12118.43, "return_pct": 21.18 }, { "date": "2025-05-08", "equity": 12503.42, "return_pct": 25.03 }, { "date": "2025-05-09", "equity": 12449.8, "return_pct": 24.5 }, { "date": "2025-05-12", "equity": 12680.46, "return_pct": 26.8 }, { "date": "2025-05-13", "equity": 13087.87, "return_pct": 30.88 }, { "date": "2025-05-14", "equity": 13153.81, "return_pct": 31.54 }, { "date": "2025-05-15", "equity": 12944.33, "return_pct": 29.44 }, { "date": "2025-05-16", "equity": 13062.4, "return_pct": 30.62 }, { "date": "2025-05-19", "equity": 13150.73, "return_pct": 31.51 }, { "date": "2025-05-20", "equity": 13213.21, "return_pct": 32.13 }, { "date": "2025-05-21", "equity": 12929.85, "return_pct": 29.3 }, { "date": "2025-05-22", "equity": 12899.85, "return_pct": 29.0 }, { "date": "2025-05-23", "equity": 12825.96, "return_pct": 28.26 }, { "date": "2025-05-27", "equity": 13112.5, "return_pct": 31.12 }, { "date": "2025-05-28", "equity": 13039.29, "return_pct": 30.39 }, { "date": "2025-05-29", "equity": 12861.03, "return_pct": 28.61 }, { "date": "2025-05-30", "equity": 12984.89, "return_pct": 29.85 }, { "date": "2025-06-02", "equity": 13141.48, "return_pct": 31.41 }, { "date": "2025-06-03", "equity": 13407.52, "return_pct": 34.08 }, { "date": "2025-06-04", "equity": 13451.83, "return_pct": 34.52 }, { "date": "2025-06-05", "equity": 13388.04, "return_pct": 33.88 }, { "date": "2025-06-06", "equity": 13554.02, "return_pct": 35.54 }, { "date": "2025-06-09", "equity": 13528.92, "return_pct": 35.29 }, { "date": "2025-06-10", "equity": 13375.22, "return_pct": 33.75 }, { "date": "2025-06-11", "equity": 13461.46, "return_pct": 34.61 }, { "date": "2025-06-12", "equity": 13252.19, "return_pct": 32.52 }, { "date": "2025-06-13", "equity": 13060.5, "return_pct": 30.6 }, { "date": "2025-06-16", "equity": 13181.43, "return_pct": 31.81 }, { "date": "2025-06-17", "equity": 13083.48, "return_pct": 30.83 }, { "date": "2025-06-18", "equity": 13081.37, "return_pct": 30.81 }, { "date": "2025-06-20", "equity": 13125.92, "return_pct": 31.26 }, { "date": "2025-06-23", "equity": 13117.3, "return_pct": 31.17 }, { "date": "2025-06-24", "equity": 13310.08, "return_pct": 33.1 }, { "date": "2025-06-25", "equity": 13343.63, "return_pct": 33.44 }, { "date": "2025-06-26", "equity": 13634.37, "return_pct": 36.34 }, { "date": "2025-06-27", "equity": 13761.03, "return_pct": 37.61 }, { "date": "2025-06-30", "equity": 13929.78, "return_pct": 39.3 }, { "date": "2025-07-01", "equity": 13419.29, "return_pct": 34.19 }, { "date": "2025-07-02", "equity": 13642.36, "return_pct": 36.42 }, { "date": "2025-07-03", "equity": 13783.45, "return_pct": 37.83 }, { "date": "2025-07-07", "equity": 13670.33, "return_pct": 36.7 }, { "date": "2025-07-08", "equity": 13548.17, "return_pct": 35.48 }, { "date": "2025-07-09", "equity": 13629.09, "return_pct": 36.29 }, { "date": "2025-07-10", "equity": 13445.34, "return_pct": 34.45 }, { "date": "2025-07-11", "equity": 13537.41, "return_pct": 35.37 }, { "date": "2025-07-14", "equity": 13661.37, "return_pct": 36.61 }, { "date": "2025-07-15", "equity": 13651.41, "return_pct": 36.51 }, { "date": "2025-07-16", "equity": 13807.01, "return_pct": 38.07 }, { "date": "2025-07-17", "equity": 13975.08, "return_pct": 39.75 }, { "date": "2025-07-18", "equity": 13917.82, "return_pct": 39.18 }, { "date": "2025-07-21", "equity": 13852.88, "return_pct": 38.53 }, { "date": "2025-07-22", "equity": 13810.81, "return_pct": 38.11 }, { "date": "2025-07-23", "equity": 14033.34, "return_pct": 40.33 }, { "date": "2025-07-24", "equity": 14064.48, "return_pct": 40.64 }, { "date": "2025-07-25", "equity": 14101.56, "return_pct": 41.02 }, { "date": "2025-07-28", "equity": 14237.68, "return_pct": 42.38 }, { "date": "2025-07-29", "equity": 14130.6, "return_pct": 41.31 }, { "date": "2025-07-30", "equity": 14044.25, "return_pct": 40.44 }, { "date": "2025-07-31", "equity": 13981.41, "return_pct": 39.81 }, { "date": "2025-08-01", "equity": 13512.85, "return_pct": 35.13 }, { "date": "2025-08-04", "equity": 13641.9, "return_pct": 36.42 }, { "date": "2025-08-05", "equity": 13541.39, "return_pct": 35.41 }, { "date": "2025-08-06", "equity": 13625.9, "return_pct": 36.26 }, { "date": "2025-08-07", "equity": 13576.29, "return_pct": 35.76 }, { "date": "2025-08-08", "equity": 13692.19, "return_pct": 36.92 }, { "date": "2025-08-11", "equity": 13765.75, "return_pct": 37.66 }, { "date": "2025-08-12", "equity": 13945.51, "return_pct": 39.46 }, { "date": "2025-08-13", "equity": 13917.98, "return_pct": 39.18 }, { "date": "2025-08-14", "equity": 13836.68, "return_pct": 38.37 }, { "date": "2025-08-15", "equity": 13888.1, "return_pct": 38.88 }, { "date": "2025-08-18", "equity": 13961.93, "return_pct": 39.62 }, { "date": "2025-08-19", "equity": 13821.57, "return_pct": 38.22 }, { "date": "2025-08-20", "equity": 13724.44, "return_pct": 37.24 }, { "date": "2025-08-21", "equity": 13595.36, "return_pct": 35.95 }, { "date": "2025-08-22", "equity": 14002.52, "return_pct": 40.03 }, { "date": "2025-08-25", "equity": 13958.21, "return_pct": 39.58 }, { "date": "2025-08-26", "equity": 14092.4, "return_pct": 40.92 }, { "date": "2025-08-27", "equity": 14122.23, "return_pct": 41.22 }, { "date": "2025-08-28", "equity": 14152.99, "return_pct": 41.53 }, { "date": "2025-08-29", "equity": 13801.82, "return_pct": 38.02 }, { "date": "2025-09-02", "equity": 13784.66, "return_pct": 37.85 }, { "date": "2025-09-03", "equity": 13764.14, "return_pct": 37.64 }, { "date": "2025-09-04", "equity": 13818.85, "return_pct": 38.19 }, { "date": "2025-09-05", "equity": 13935.26, "return_pct": 39.35 }, { "date": "2025-09-08", "equity": 13930.59, "return_pct": 39.31 }, { "date": "2025-09-09", "equity": 13912.57, "return_pct": 39.13 }, { "date": "2025-09-10", "equity": 13872.6, "return_pct": 38.73 }, { "date": "2025-09-11", "equity": 14115.96, "return_pct": 41.16 }, { "date": "2025-09-12", "equity": 14212.13, "return_pct": 42.12 }, { "date": "2025-09-15", "equity": 14332.91, "return_pct": 43.33 }, { "date": "2025-09-16", "equity": 14378.16, "return_pct": 43.78 }, { "date": "2025-09-17", "equity": 14383.53, "return_pct": 43.84 }, { "date": "2025-09-18", "equity": 14686.99, "return_pct": 46.87 }, { "date": "2025-09-19", "equity": 14885.13, "return_pct": 48.85 }, { "date": "2025-09-22", "equity": 14805.78, "return_pct": 48.06 }, { "date": "2025-09-23", "equity": 14667.71, "return_pct": 46.68 }, { "date": "2025-09-24", "equity": 14502.19, "return_pct": 45.02 }, { "date": "2025-09-25", "equity": 14265.58, "return_pct": 42.66 }, { "date": "2025-09-26", "equity": 14397.55, "return_pct": 43.98 }, { "date": "2025-09-29", "equity": 14599.18, "return_pct": 45.99 }, { "date": "2025-09-30", "equity": 14722.09, "return_pct": 47.22 }, { "date": "2025-10-01", "equity": 15204.28, "return_pct": 52.04 }, { "date": "2025-10-02", "equity": 15332.06, "return_pct": 53.32 }, { "date": "2025-10-03", "equity": 15309.03, "return_pct": 53.09 }, { "date": "2025-10-06", "equity": 15664.06, "return_pct": 56.64 }, { "date": "2025-10-07", "equity": 15500.43, "return_pct": 55.0 }, { "date": "2025-10-08", "equity": 15860.44, "return_pct": 58.6 }, { "date": "2025-10-09", "equity": 15615.55, "return_pct": 56.16 }, { "date": "2025-10-10", "equity": 14988.95, "return_pct": 49.89 }, { "date": "2025-10-13", "equity": 15318.18, "return_pct": 53.18 }, { "date": "2025-10-14", "equity": 15016.91, "return_pct": 50.17 }, { "date": "2025-10-15", "equity": 15194.74, "return_pct": 51.95 }, { "date": "2025-10-16", "equity": 15299.15, "return_pct": 52.99 }, { "date": "2025-10-17", "equity": 15002.71, "return_pct": 50.03 }, { "date": "2025-10-20", "equity": 15253.61, "return_pct": 52.54 }, { "date": "2025-10-21", "equity": 15184.19, "return_pct": 51.84 }, { "date": "2025-10-22", "equity": 14842.87, "return_pct": 48.43 }, { "date": "2025-10-23", "equity": 14999.8, "return_pct": 50.0 }, { "date": "2025-10-24", "equity": 14997.13, "return_pct": 49.97 }, { "date": "2025-10-27", "equity": 15252.24, "return_pct": 52.52 }, { "date": "2025-10-28", "equity": 15267.72, "return_pct": 52.68 }, { "date": "2025-10-29", "equity": 15210.7, "return_pct": 52.11 }, { "date": "2025-10-30", "equity": 15210.61, "return_pct": 52.11 }, { "date": "2025-10-31", "equity": 15355.43, "return_pct": 53.55 }, { "date": "2025-11-03", "equity": 15211.24, "return_pct": 52.11 }, { "date": "2025-11-04", "equity": 15108.83, "return_pct": 51.09 }, { "date": "2025-11-05", "equity": 14713.46, "return_pct": 47.13 }, { "date": "2025-11-06", "equity": 14603.72, "return_pct": 46.04 }, { "date": "2025-11-07", "equity": 14781.24, "return_pct": 47.81 }, { "date": "2025-11-10", "equity": 14878.73, "return_pct": 48.79 }, { "date": "2025-11-11", "equity": 14649.05, "return_pct": 46.49 }, { "date": "2025-11-12", "equity": 14609.03, "return_pct": 46.09 }, { "date": "2025-11-13", "equity": 14369.13, "return_pct": 43.69 }, { "date": "2025-11-14", "equity": 14394.99, "return_pct": 43.95 }, { "date": "2025-11-17", "equity": 14361.6, "return_pct": 43.62 }, { "date": "2025-11-18", "equity": 14392.15, "return_pct": 43.92 }, { "date": "2025-11-19", "equity": 14331.66, "return_pct": 43.32 }, { "date": "2025-11-20", "equity": 14298.91, "return_pct": 42.99 }, { "date": "2025-11-21", "equity": 14362.85, "return_pct": 43.63 }, { "date": "2025-11-24", "equity": 14321.35, "return_pct": 43.21 }, { "date": "2025-11-25", "equity": 14403.29, "return_pct": 44.03 }, { "date": "2025-11-26", "equity": 14518.5, "return_pct": 45.19 }, { "date": "2025-11-28", "equity": 14540.89, "return_pct": 45.41 }, { "date": "2025-12-01", "equity": 14511.88, "return_pct": 45.12 }, { "date": "2025-12-02", "equity": 14528.94, "return_pct": 45.29 }, { "date": "2025-12-03", "equity": 14494.21, "return_pct": 44.94 }, { "date": "2025-12-04", "equity": 14835.81, "return_pct": 48.36 }, { "date": "2025-12-05", "equity": 15215.49, "return_pct": 52.15 }, { "date": "2025-12-08", "equity": 15020.22, "return_pct": 50.2 }, { "date": "2025-12-09", "equity": 14967.61, "return_pct": 49.68 }, { "date": "2025-12-10", "equity": 15079.2, "return_pct": 50.79 }, { "date": "2025-12-11", "equity": 15320.33, "return_pct": 53.2 }, { "date": "2025-12-12", "equity": 15070.17, "return_pct": 50.7 }, { "date": "2025-12-15", "equity": 15078.79, "return_pct": 50.79 }, { "date": "2025-12-16", "equity": 15145.48, "return_pct": 51.45 }, { "date": "2025-12-17", "equity": 15051.39, "return_pct": 50.51 }, { "date": "2025-12-18", "equity": 15110.23, "return_pct": 51.1 }, { "date": "2025-12-19", "equity": 15269.02, "return_pct": 52.69 }, { "date": "2025-12-22", "equity": 15394.36, "return_pct": 53.94 }, { "date": "2025-12-23", "equity": 15241.7, "return_pct": 52.42 }, { "date": "2025-12-24", "equity": 15367.1, "return_pct": 53.67 }, { "date": "2025-12-26", "equity": 15405.05, "return_pct": 54.05 }, { "date": "2025-12-29", "equity": 15246.66, "return_pct": 52.47 }, { "date": "2025-12-30", "equity": 15123.88, "return_pct": 51.24 }, { "date": "2025-12-31", "equity": 14933.68, "return_pct": 49.34 }, { "date": "2026-01-02", "equity": 15441.53, "return_pct": 54.42 }, { "date": "2026-01-05", "equity": 15565.07, "return_pct": 55.65 }, { "date": "2026-01-06", "equity": 16043.75, "return_pct": 60.44 }, { "date": "2026-01-07", "equity": 15791.72, "return_pct": 57.92 }, { "date": "2026-01-08", "equity": 15637.88, "return_pct": 56.38 }, { "date": "2026-01-09", "equity": 15968.76, "return_pct": 59.69 }, { "date": "2026-01-12", "equity": 16291.79, "return_pct": 62.92 }, { "date": "2026-01-13", "equity": 16753.08, "return_pct": 67.53 }, { "date": "2026-01-14", "equity": 16769.85, "return_pct": 67.7 }, { "date": "2026-01-15", "equity": 16921.11, "return_pct": 69.21 }, { "date": "2026-01-16", "equity": 16759.11, "return_pct": 67.59 }, { "date": "2026-01-20", "equity": 16939.26, "return_pct": 69.39 }, { "date": "2026-01-21", "equity": 17722.45, "return_pct": 77.22 }, { "date": "2026-01-22", "equity": 17916.48, "return_pct": 79.16 }, { "date": "2026-01-23", "equity": 17574.49, "return_pct": 75.74 }, { "date": "2026-01-26", "equity": 17452.88, "return_pct": 74.53 }, { "date": "2026-01-27", "equity": 17493.28, "return_pct": 74.93 }, { "date": "2026-01-28", "equity": 17483.71, "return_pct": 74.84 }, { "date": "2026-01-29", "equity": 17474.92, "return_pct": 74.75 }, { "date": "2026-01-30", "equity": 16938.08, "return_pct": 69.38 }, { "date": "2026-02-02", "equity": 17186.57, "return_pct": 71.87 }, { "date": "2026-02-03", "equity": 17089.11, "return_pct": 70.89 }, { "date": "2026-02-04", "equity": 16775.68, "return_pct": 67.76 }, { "date": "2026-02-05", "equity": 17070.29, "return_pct": 70.7 }, { "date": "2026-02-06", "equity": 17620.31, "return_pct": 76.2 }, { "date": "2026-02-09", "equity": 17544.24, "return_pct": 75.44 }, { "date": "2026-02-10", "equity": 17559.03, "return_pct": 75.59 }, { "date": "2026-02-11", "equity": 17793.32, "return_pct": 77.93 }, { "date": "2026-02-12", "equity": 17804.74, "return_pct": 78.05 }, { "date": "2026-02-13", "equity": 17820.4, "return_pct": 78.2 }, { "date": "2026-02-17", "equity": 17804.16, "return_pct": 78.04 }, { "date": "2026-02-18", "equity": 17626.8, "return_pct": 76.27 }, { "date": "2026-02-19", "equity": 17624.05, "return_pct": 76.24 }, { "date": "2026-02-20", "equity": 17634.55, "return_pct": 76.35 }, { "date": "2026-02-23", "equity": 17758.23, "return_pct": 77.58 }, { "date": "2026-02-24", "equity": 17822.82, "return_pct": 78.23 }, { "date": "2026-02-25", "equity": 17701.24, "return_pct": 77.01 }, { "date": "2026-02-26", "equity": 17664.17, "return_pct": 76.64 }, { "date": "2026-02-27", "equity": 18063.34, "return_pct": 80.63 }, { "date": "2026-03-02", "equity": 17537.84, "return_pct": 75.38 }, { "date": "2026-03-03", "equity": 17321.02, "return_pct": 73.21 }, { "date": "2026-03-04", "equity": 17223.5, "return_pct": 72.23 }, { "date": "2026-03-05", "equity": 17021.07, "return_pct": 70.21 }, { "date": "2026-03-06", "equity": 17035.82, "return_pct": 70.36 }, { "date": "2026-03-09", "equity": 17004.11, "return_pct": 70.04 }, { "date": "2026-03-10", "equity": 16882.66, "return_pct": 68.83 }, { "date": "2026-03-11", "equity": 17061.11, "return_pct": 70.61 }, { "date": "2026-03-12", "equity": 17229.82, "return_pct": 72.3 }, { "date": "2026-03-13", "equity": 17237.56, "return_pct": 72.38 }, { "date": "2026-03-16", "equity": 17205.13, "return_pct": 72.05 }, { "date": "2026-03-17", "equity": 17422.42, "return_pct": 74.22 }, { "date": "2026-03-18", "equity": 17385.91, "return_pct": 73.86 }, { "date": "2026-03-19", "equity": 17433.83, "return_pct": 74.34 }, { "date": "2026-03-20", "equity": 17313.26, "return_pct": 73.13 }, { "date": "2026-03-23", "equity": 17472.12, "return_pct": 74.72 }, { "date": "2026-03-24", "equity": 17565.68, "return_pct": 75.66 }, { "date": "2026-03-25", "equity": 17798.32, "return_pct": 77.98 }, { "date": "2026-03-26", "equity": 17607.91, "return_pct": 76.08 }, { "date": "2026-03-27", "equity": 17681.33, "return_pct": 76.81 }, { "date": "2026-03-30", "equity": 17501.15, "return_pct": 75.01 }, { "date": "2026-03-31", "equity": 17559.14, "return_pct": 75.59 }, { "date": "2026-04-01", "equity": 17523.6, "return_pct": 75.24 }, { "date": "2026-04-02", "equity": 17739.48, "return_pct": 77.39 }, { "date": "2026-04-06", "equity": 17764.76, "return_pct": 77.65 }, { "date": "2026-04-07", "equity": 17730.79, "return_pct": 77.31 }, { "date": "2026-04-08", "equity": 17465.86, "return_pct": 74.66 }, { "date": "2026-04-09", "equity": 17425.3, "return_pct": 74.25 }, { "date": "2026-04-10", "equity": 17620.66, "return_pct": 76.21 }, { "date": "2026-04-13", "equity": 17779.4, "return_pct": 77.79 }, { "date": "2026-04-14", "equity": 18215.34, "return_pct": 82.15 }, { "date": "2026-04-15", "equity": 17951.59, "return_pct": 79.52 }, { "date": "2026-04-16", "equity": 18578.2, "return_pct": 85.78 }, { "date": "2026-04-17", "equity": 18529.87, "return_pct": 85.3 }, { "date": "2026-04-20", "equity": 18451.06, "return_pct": 84.51 }, { "date": "2026-04-21", "equity": 18319.77, "return_pct": 83.2 }, { "date": "2026-04-22", "equity": 18587.24, "return_pct": 85.87 }, { "date": "2026-04-23", "equity": 18686.42, "return_pct": 86.86 }, { "date": "2026-04-24", "equity": 19177.76, "return_pct": 91.78 }, { "date": "2026-04-27", "equity": 19235.48, "return_pct": 92.35 }, { "date": "2026-04-28", "equity": 18658.02, "return_pct": 86.58 }, { "date": "2026-04-29", "equity": 18989.15, "return_pct": 89.89 }, { "date": "2026-04-30", "equity": 19777.14, "return_pct": 97.77 }, { "date": "2026-05-01", "equity": 19863.5, "return_pct": 98.63 }, { "date": "2026-05-04", "equity": 19513.31, "return_pct": 95.13 }, { "date": "2026-05-05", "equity": 19860.92, "return_pct": 98.61 }, { "date": "2026-05-06", "equity": 19884.95, "return_pct": 98.85 }, { "date": "2026-05-07", "equity": 19890.98, "return_pct": 98.91 }, { "date": "2026-05-08", "equity": 20104.55, "return_pct": 101.05 }, { "date": "2026-05-11", "equity": 20434.38, "return_pct": 104.34 }, { "date": "2026-05-12", "equity": 20409.43, "return_pct": 104.09 }, { "date": "2026-05-13", "equity": 20829.34, "return_pct": 108.29 }, { "date": "2026-05-14", "equity": 20533.38, "return_pct": 105.33 }, { "date": "2026-05-15", "equity": 20441.99, "return_pct": 104.42 }, { "date": "2026-05-18", "equity": 20400.4, "return_pct": 104.0 }, { "date": "2026-05-19", "equity": 20311.5, "return_pct": 103.11 }, { "date": "2026-05-20", "equity": 19947.43, "return_pct": 99.47 }, { "date": "2026-05-21", "equity": 19781.99, "return_pct": 97.82 }, { "date": "2026-05-22", "equity": 19800.95, "return_pct": 98.01 }, { "date": "2026-05-26", "equity": 19759.77, "return_pct": 97.6 }, { "date": "2026-05-27", "equity": 19827.77, "return_pct": 98.28 }, { "date": "2026-05-28", "equity": 19853.05, "return_pct": 98.53 }, { "date": "2026-05-29", "equity": 19777.43, "return_pct": 97.77 }, { "date": "2026-06-01", "equity": 19889.08, "return_pct": 98.89 }, { "date": "2026-06-02", "equity": 19875.38, "return_pct": 98.75 }, { "date": "2026-06-03", "equity": 19979.65, "return_pct": 99.8 }, { "date": "2026-06-04", "equity": 20062.12, "return_pct": 100.62 }, { "date": "2026-06-05", "equity": 20017.83, "return_pct": 100.18 }, { "date": "2026-06-08", "equity": 19956.87, "return_pct": 99.57 }, { "date": "2026-06-09", "equity": 20119.09, "return_pct": 101.19 }, { "date": "2026-06-10", "equity": 20252.64, "return_pct": 102.53 }, { "date": "2026-06-11", "equity": 20230.12, "return_pct": 102.3 }, { "date": "2026-06-12", "equity": 20353.67, "return_pct": 103.54 }, { "date": "2026-06-15", "equity": 20356.12, "return_pct": 103.56 }, { "date": "2026-06-16", "equity": 20315.11, "return_pct": 103.15 }, { "date": "2026-06-17", "equity": 20285.69, "return_pct": 102.86 }, { "date": "2026-06-18", "equity": 20193.54, "return_pct": 101.94 }, { "date": "2026-06-22", "equity": 20213.36, "return_pct": 102.13 }, { "date": "2026-06-23", "equity": 20339.43, "return_pct": 103.39 }, { "date": "2026-06-24", "equity": 20423.2, "return_pct": 104.23 }, { "date": "2026-06-25", "equity": 20458.75, "return_pct": 104.59 }, { "date": "2026-06-26", "equity": 20523.52, "return_pct": 105.24 }, { "date": "2026-06-29", "equity": 20488.79, "return_pct": 104.89 }, { "date": "2026-06-30", "equity": 20516.17, "return_pct": 105.16 }, { "date": "2026-07-01", "equity": 20514.58, "return_pct": 105.15 }, { "date": "2026-07-02", "equity": 20514.58, "return_pct": 105.15 } ], "benchmark_curve": [ { "date": "2024-07-01", "equity": 10000.0, "return_pct": 0.0 }, { "date": "2024-07-02", "equity": 10067.3, "return_pct": 0.67 }, { "date": "2024-07-03", "equity": 10112.22, "return_pct": 1.12 }, { "date": "2024-07-05", "equity": 10170.54, "return_pct": 1.71 }, { "date": "2024-07-08", "equity": 10182.27, "return_pct": 1.82 }, { "date": "2024-07-09", "equity": 10192.17, "return_pct": 1.92 }, { "date": "2024-07-10", "equity": 10293.03, "return_pct": 2.93 }, { "date": "2024-07-11", "equity": 10204.28, "return_pct": 2.04 }, { "date": "2024-07-12", "equity": 10268.64, "return_pct": 2.69 }, { "date": "2024-07-15", "equity": 10296.88, "return_pct": 2.97 }, { "date": "2024-07-16", "equity": 10357.94, "return_pct": 3.58 }, { "date": "2024-07-17", "equity": 10212.71, "return_pct": 2.13 }, { "date": "2024-07-18", "equity": 10134.23, "return_pct": 1.34 }, { "date": "2024-07-19", "equity": 10066.93, "return_pct": 0.67 }, { "date": "2024-07-22", "equity": 10170.72, "return_pct": 1.71 }, { "date": "2024-07-23", "equity": 10154.77, "return_pct": 1.55 }, { "date": "2024-07-24", "equity": 9924.63, "return_pct": -0.75 }, { "date": "2024-07-25", "equity": 9872.92, "return_pct": -1.27 }, { "date": "2024-07-26", "equity": 9983.5, "return_pct": -0.17 }, { "date": "2024-07-29", "equity": 9989.36, "return_pct": -0.11 }, { "date": "2024-07-30", "equity": 9938.75, "return_pct": -0.61 }, { "date": "2024-07-31", "equity": 10100.3, "return_pct": 1.0 }, { "date": "2024-08-01", "equity": 9957.27, "return_pct": -0.43 }, { "date": "2024-08-02", "equity": 9771.89, "return_pct": -2.28 }, { "date": "2024-08-05", "equity": 9487.29, "return_pct": -5.13 }, { "date": "2024-08-06", "equity": 9574.76, "return_pct": -4.25 }, { "date": "2024-08-07", "equity": 9510.76, "return_pct": -4.89 }, { "date": "2024-08-08", "equity": 9730.63, "return_pct": -2.69 }, { "date": "2024-08-09", "equity": 9773.54, "return_pct": -2.26 }, { "date": "2024-08-12", "equity": 9778.67, "return_pct": -2.21 }, { "date": "2024-08-13", "equity": 9939.49, "return_pct": -0.61 }, { "date": "2024-08-14", "equity": 9970.84, "return_pct": -0.29 }, { "date": "2024-08-15", "equity": 10141.75, "return_pct": 1.42 }, { "date": "2024-08-16", "equity": 10164.48, "return_pct": 1.64 }, { "date": "2024-08-19", "equity": 10261.67, "return_pct": 2.62 }, { "date": "2024-08-20", "equity": 10244.98, "return_pct": 2.45 }, { "date": "2024-08-21", "equity": 10280.19, "return_pct": 2.8 }, { "date": "2024-08-22", "equity": 10199.51, "return_pct": 2.0 }, { "date": "2024-08-23", "equity": 10307.88, "return_pct": 3.08 }, { "date": "2024-08-26", "equity": 10283.31, "return_pct": 2.83 }, { "date": "2024-08-27", "equity": 10297.43, "return_pct": 2.97 }, { "date": "2024-08-28", "equity": 10237.65, "return_pct": 2.38 }, { "date": "2024-08-29", "equity": 10238.57, "return_pct": 2.39 }, { "date": "2024-08-30", "equity": 10336.3, "return_pct": 3.36 }, { "date": "2024-09-03", "equity": 10123.59, "return_pct": 1.24 }, { "date": "2024-09-04", "equity": 10102.87, "return_pct": 1.03 }, { "date": "2024-09-05", "equity": 10078.3, "return_pct": 0.78 }, { "date": "2024-09-06", "equity": 9908.68, "return_pct": -0.91 }, { "date": "2024-09-09", "equity": 10019.62, "return_pct": 0.2 }, { "date": "2024-09-10", "equity": 10063.26, "return_pct": 0.63 }, { "date": "2024-09-11", "equity": 10166.5, "return_pct": 1.67 }, { "date": "2024-09-12", "equity": 10252.14, "return_pct": 2.52 }, { "date": "2024-09-13", "equity": 10305.68, "return_pct": 3.06 }, { "date": "2024-09-16", "equity": 10320.9, "return_pct": 3.21 }, { "date": "2024-09-17", "equity": 10325.12, "return_pct": 3.25 }, { "date": "2024-09-18", "equity": 10294.5, "return_pct": 2.94 }, { "date": "2024-09-19", "equity": 10470.17, "return_pct": 4.7 }, { "date": "2024-09-20", "equity": 10420.1, "return_pct": 4.2 }, { "date": "2024-09-23", "equity": 10446.14, "return_pct": 4.46 }, { "date": "2024-09-24", "equity": 10476.03, "return_pct": 4.76 }, { "date": "2024-09-25", "equity": 10452.93, "return_pct": 4.53 }, { "date": "2024-09-26", "equity": 10494.37, "return_pct": 4.94 }, { "date": "2024-09-27", "equity": 10479.15, "return_pct": 4.79 }, { "date": "2024-09-30", "equity": 10521.14, "return_pct": 5.21 }, { "date": "2024-10-01", "equity": 10426.89, "return_pct": 4.27 }, { "date": "2024-10-02", "equity": 10431.29, "return_pct": 4.31 }, { "date": "2024-10-03", "equity": 10412.22, "return_pct": 4.12 }, { "date": "2024-10-04", "equity": 10506.84, "return_pct": 5.07 }, { "date": "2024-10-07", "equity": 10411.85, "return_pct": 4.12 }, { "date": "2024-10-08", "equity": 10510.32, "return_pct": 5.1 }, { "date": "2024-10-09", "equity": 10583.12, "return_pct": 5.83 }, { "date": "2024-10-10", "equity": 10564.6, "return_pct": 5.65 }, { "date": "2024-10-11", "equity": 10627.87, "return_pct": 6.28 }, { "date": "2024-10-14", "equity": 10714.78, "return_pct": 7.15 }, { "date": "2024-10-15", "equity": 10631.53, "return_pct": 6.32 }, { "date": "2024-10-16", "equity": 10677.74, "return_pct": 6.78 }, { "date": "2024-10-17", "equity": 10678.66, "return_pct": 6.79 }, { "date": "2024-10-18", "equity": 10719.73, "return_pct": 7.2 }, { "date": "2024-10-21", "equity": 10702.13, "return_pct": 7.02 }, { "date": "2024-10-22", "equity": 10696.45, "return_pct": 6.96 }, { "date": "2024-10-23", "equity": 10598.71, "return_pct": 5.99 }, { "date": "2024-10-24", "equity": 10621.63, "return_pct": 6.22 }, { "date": "2024-10-25", "equity": 10617.96, "return_pct": 6.18 }, { "date": "2024-10-28", "equity": 10650.79, "return_pct": 6.51 }, { "date": "2024-10-29", "equity": 10668.02, "return_pct": 6.68 }, { "date": "2024-10-30", "equity": 10635.75, "return_pct": 6.36 }, { "date": "2024-10-31", "equity": 10427.26, "return_pct": 4.27 }, { "date": "2024-11-01", "equity": 10471.27, "return_pct": 4.71 }, { "date": "2024-11-04", "equity": 10448.71, "return_pct": 4.49 }, { "date": "2024-11-05", "equity": 10575.05, "return_pct": 5.75 }, { "date": "2024-11-06", "equity": 10838.01, "return_pct": 8.38 }, { "date": "2024-11-07", "equity": 10921.81, "return_pct": 9.22 }, { "date": "2024-11-08", "equity": 10969.12, "return_pct": 9.69 }, { "date": "2024-11-11", "equity": 10979.57, "return_pct": 9.8 }, { "date": "2024-11-12", "equity": 10945.47, "return_pct": 9.45 }, { "date": "2024-11-13", "equity": 10950.78, "return_pct": 9.51 }, { "date": "2024-11-14", "equity": 10880.37, "return_pct": 8.8 }, { "date": "2024-11-15", "equity": 10741.01, "return_pct": 7.41 }, { "date": "2024-11-18", "equity": 10785.01, "return_pct": 7.85 }, { "date": "2024-11-19", "equity": 10824.44, "return_pct": 8.24 }, { "date": "2024-11-20", "equity": 10828.11, "return_pct": 8.28 }, { "date": "2024-11-21", "equity": 10886.24, "return_pct": 8.86 }, { "date": "2024-11-22", "equity": 10919.98, "return_pct": 9.2 }, { "date": "2024-11-25", "equity": 10957.02, "return_pct": 9.57 }, { "date": "2024-11-26", "equity": 11014.23, "return_pct": 10.14 }, { "date": "2024-11-27", "equity": 10980.86, "return_pct": 9.81 }, { "date": "2024-11-29", "equity": 11049.07, "return_pct": 10.49 }, { "date": "2024-12-02", "equity": 11068.87, "return_pct": 10.69 }, { "date": "2024-12-03", "equity": 11074.01, "return_pct": 10.74 }, { "date": "2024-12-04", "equity": 11142.77, "return_pct": 11.43 }, { "date": "2024-12-05", "equity": 11124.44, "return_pct": 11.24 }, { "date": "2024-12-06", "equity": 11145.52, "return_pct": 11.46 }, { "date": "2024-12-09", "equity": 11088.13, "return_pct": 10.88 }, { "date": "2024-12-10", "equity": 11053.65, "return_pct": 10.54 }, { "date": "2024-12-11", "equity": 11139.11, "return_pct": 11.39 }, { "date": "2024-12-12", "equity": 11081.71, "return_pct": 10.82 }, { "date": "2024-12-13", "equity": 11079.51, "return_pct": 10.8 }, { "date": "2024-12-16", "equity": 11126.82, "return_pct": 11.27 }, { "date": "2024-12-17", "equity": 11080.98, "return_pct": 10.81 }, { "date": "2024-12-18", "equity": 10750.72, "return_pct": 7.51 }, { "date": "2024-12-19", "equity": 10747.42, "return_pct": 7.47 }, { "date": "2024-12-20", "equity": 10840.03, "return_pct": 8.4 }, { "date": "2024-12-23", "equity": 10904.94, "return_pct": 9.05 }, { "date": "2024-12-24", "equity": 11026.15, "return_pct": 10.26 }, { "date": "2024-12-26", "equity": 11026.88, "return_pct": 10.27 }, { "date": "2024-12-27", "equity": 10910.81, "return_pct": 9.11 }, { "date": "2024-12-30", "equity": 10786.3, "return_pct": 7.86 }, { "date": "2024-12-31", "equity": 10747.06, "return_pct": 7.47 }, { "date": "2025-01-02", "equity": 10720.65, "return_pct": 7.21 }, { "date": "2025-01-03", "equity": 10854.7, "return_pct": 8.55 }, { "date": "2025-01-06", "equity": 10917.23, "return_pct": 9.17 }, { "date": "2025-01-07", "equity": 10793.82, "return_pct": 7.94 }, { "date": "2025-01-08", "equity": 10809.59, "return_pct": 8.1 }, { "date": "2025-01-10", "equity": 10644.55, "return_pct": 6.45 }, { "date": "2025-01-13", "equity": 10661.06, "return_pct": 6.61 }, { "date": "2025-01-14", "equity": 10675.73, "return_pct": 6.76 }, { "date": "2025-01-15", "equity": 10869.92, "return_pct": 8.7 }, { "date": "2025-01-16", "equity": 10849.01, "return_pct": 8.49 }, { "date": "2025-01-17", "equity": 10957.93, "return_pct": 9.58 }, { "date": "2025-01-21", "equity": 11058.24, "return_pct": 10.58 }, { "date": "2025-01-22", "equity": 11120.4, "return_pct": 11.2 }, { "date": "2025-01-23", "equity": 11181.1, "return_pct": 11.81 }, { "date": "2025-01-24", "equity": 11148.46, "return_pct": 11.48 }, { "date": "2025-01-27", "equity": 10990.76, "return_pct": 9.91 }, { "date": "2025-01-28", "equity": 11085.19, "return_pct": 10.85 }, { "date": "2025-01-29", "equity": 11035.5, "return_pct": 10.36 }, { "date": "2025-01-30", "equity": 11094.73, "return_pct": 10.95 }, { "date": "2025-01-31", "equity": 11035.68, "return_pct": 10.36 }, { "date": "2025-02-03", "equity": 10961.42, "return_pct": 9.61 }, { "date": "2025-02-04", "equity": 11034.95, "return_pct": 10.35 }, { "date": "2025-02-05", "equity": 11079.69, "return_pct": 10.8 }, { "date": "2025-02-06", "equity": 11118.2, "return_pct": 11.18 }, { "date": "2025-02-07", "equity": 11016.43, "return_pct": 10.16 }, { "date": "2025-02-10", "equity": 11091.25, "return_pct": 10.91 }, { "date": "2025-02-11", "equity": 11099.68, "return_pct": 11.0 }, { "date": "2025-02-12", "equity": 11063.92, "return_pct": 10.64 }, { "date": "2025-02-13", "equity": 11180.73, "return_pct": 11.81 }, { "date": "2025-02-14", "equity": 11180.18, "return_pct": 11.8 }, { "date": "2025-02-18", "equity": 11213.0, "return_pct": 12.13 }, { "date": "2025-02-19", "equity": 11239.41, "return_pct": 12.39 }, { "date": "2025-02-20", "equity": 11192.65, "return_pct": 11.93 }, { "date": "2025-02-21", "equity": 11001.21, "return_pct": 10.01 }, { "date": "2025-02-24", "equity": 10951.15, "return_pct": 9.51 }, { "date": "2025-02-25", "equity": 10896.69, "return_pct": 8.97 }, { "date": "2025-02-26", "equity": 10902.19, "return_pct": 9.02 }, { "date": "2025-02-27", "equity": 10728.17, "return_pct": 7.28 }, { "date": "2025-02-28", "equity": 10895.59, "return_pct": 8.96 }, { "date": "2025-03-03", "equity": 10704.7, "return_pct": 7.05 }, { "date": "2025-03-04", "equity": 10577.99, "return_pct": 5.78 }, { "date": "2025-03-05", "equity": 10691.68, "return_pct": 6.92 }, { "date": "2025-03-06", "equity": 10501.89, "return_pct": 5.02 }, { "date": "2025-03-07", "equity": 10560.75, "return_pct": 5.61 }, { "date": "2025-03-10", "equity": 10279.46, "return_pct": 2.79 }, { "date": "2025-03-11", "equity": 10194.01, "return_pct": 1.94 }, { "date": "2025-03-12", "equity": 10248.1, "return_pct": 2.48 }, { "date": "2025-03-13", "equity": 10111.49, "return_pct": 1.11 }, { "date": "2025-03-14", "equity": 10320.35, "return_pct": 3.2 }, { "date": "2025-03-17", "equity": 10399.93, "return_pct": 4.0 }, { "date": "2025-03-18", "equity": 10287.53, "return_pct": 2.88 }, { "date": "2025-03-19", "equity": 10399.57, "return_pct": 4.0 }, { "date": "2025-03-20", "equity": 10369.49, "return_pct": 3.69 }, { "date": "2025-03-21", "equity": 10341.81, "return_pct": 3.42 }, { "date": "2025-03-24", "equity": 10527.01, "return_pct": 5.27 }, { "date": "2025-03-25", "equity": 10552.32, "return_pct": 5.52 }, { "date": "2025-03-26", "equity": 10426.34, "return_pct": 4.26 }, { "date": "2025-03-27", "equity": 10398.65, "return_pct": 3.99 }, { "date": "2025-03-28", "equity": 10189.24, "return_pct": 1.89 }, { "date": "2025-03-31", "equity": 10257.64, "return_pct": 2.58 }, { "date": "2025-04-01", "equity": 10286.61, "return_pct": 2.87 }, { "date": "2025-04-02", "equity": 10351.71, "return_pct": 3.52 }, { "date": "2025-04-03", "equity": 9841.57, "return_pct": -1.58 }, { "date": "2025-04-04", "equity": 9265.41, "return_pct": -7.35 }, { "date": "2025-04-07", "equity": 9248.91, "return_pct": -7.51 }, { "date": "2025-04-08", "equity": 9104.05, "return_pct": -8.96 }, { "date": "2025-04-09", "equity": 10060.15, "return_pct": 0.6 }, { "date": "2025-04-10", "equity": 9619.32, "return_pct": -3.81 }, { "date": "2025-04-11", "equity": 9790.96, "return_pct": -2.09 }, { "date": "2025-04-14", "equity": 9885.94, "return_pct": -1.14 }, { "date": "2025-04-15", "equity": 9858.25, "return_pct": -1.42 }, { "date": "2025-04-16", "equity": 9639.12, "return_pct": -3.61 }, { "date": "2025-04-17", "equity": 9652.88, "return_pct": -3.47 }, { "date": "2025-04-21", "equity": 9423.11, "return_pct": -5.77 }, { "date": "2025-04-22", "equity": 9668.28, "return_pct": -3.32 }, { "date": "2025-04-23", "equity": 9818.1, "return_pct": -1.82 }, { "date": "2025-04-24", "equity": 10024.76, "return_pct": 0.25 }, { "date": "2025-04-25", "equity": 10097.19, "return_pct": 0.97 }, { "date": "2025-04-28", "equity": 10101.04, "return_pct": 1.01 }, { "date": "2025-04-29", "equity": 10164.67, "return_pct": 1.65 }, { "date": "2025-04-30", "equity": 10168.7, "return_pct": 1.69 }, { "date": "2025-05-01", "equity": 10240.77, "return_pct": 2.41 }, { "date": "2025-05-02", "equity": 10392.78, "return_pct": 3.93 }, { "date": "2025-05-05", "equity": 10333.19, "return_pct": 3.33 }, { "date": "2025-05-06", "equity": 10246.82, "return_pct": 2.47 }, { "date": "2025-05-07", "equity": 10289.91, "return_pct": 2.9 }, { "date": "2025-05-08", "equity": 10361.61, "return_pct": 3.62 }, { "date": "2025-05-09", "equity": 10348.41, "return_pct": 3.48 }, { "date": "2025-05-12", "equity": 10690.39, "return_pct": 6.9 }, { "date": "2025-05-13", "equity": 10760.99, "return_pct": 7.61 }, { "date": "2025-05-14", "equity": 10774.75, "return_pct": 7.75 }, { "date": "2025-05-15", "equity": 10827.37, "return_pct": 8.27 }, { "date": "2025-05-16", "equity": 10895.95, "return_pct": 8.96 }, { "date": "2025-05-19", "equity": 10907.87, "return_pct": 9.08 }, { "date": "2025-05-20", "equity": 10871.2, "return_pct": 8.71 }, { "date": "2025-05-21", "equity": 10688.01, "return_pct": 6.88 }, { "date": "2025-05-22", "equity": 10692.23, "return_pct": 6.92 }, { "date": "2025-05-23", "equity": 10619.25, "return_pct": 6.19 }, { "date": "2025-05-27", "equity": 10840.03, "return_pct": 8.4 }, { "date": "2025-05-28", "equity": 10777.31, "return_pct": 7.77 }, { "date": "2025-05-29", "equity": 10819.86, "return_pct": 8.2 }, { "date": "2025-05-30", "equity": 10807.75, "return_pct": 8.08 }, { "date": "2025-06-02", "equity": 10868.63, "return_pct": 8.69 }, { "date": "2025-06-03", "equity": 10930.61, "return_pct": 9.31 }, { "date": "2025-06-04", "equity": 10927.68, "return_pct": 9.28 }, { "date": "2025-06-05", "equity": 10874.87, "return_pct": 8.75 }, { "date": "2025-06-06", "equity": 10986.54, "return_pct": 9.87 }, { "date": "2025-06-09", "equity": 10996.44, "return_pct": 9.96 }, { "date": "2025-06-10", "equity": 11058.79, "return_pct": 10.59 }, { "date": "2025-06-11", "equity": 11027.25, "return_pct": 10.27 }, { "date": "2025-06-12", "equity": 11071.07, "return_pct": 10.71 }, { "date": "2025-06-13", "equity": 10947.3, "return_pct": 9.47 }, { "date": "2025-06-16", "equity": 11051.45, "return_pct": 10.51 }, { "date": "2025-06-17", "equity": 10957.02, "return_pct": 9.57 }, { "date": "2025-06-18", "equity": 10955.37, "return_pct": 9.55 }, { "date": "2025-06-20", "equity": 10897.42, "return_pct": 8.97 }, { "date": "2025-06-23", "equity": 11005.06, "return_pct": 10.05 }, { "date": "2025-06-24", "equity": 11126.64, "return_pct": 11.27 }, { "date": "2025-06-25", "equity": 11132.87, "return_pct": 11.33 }, { "date": "2025-06-26", "equity": 11219.97, "return_pct": 12.2 }, { "date": "2025-06-27", "equity": 11275.72, "return_pct": 12.76 }, { "date": "2025-06-30", "equity": 11329.63, "return_pct": 13.3 }, { "date": "2025-07-01", "equity": 11325.96, "return_pct": 13.26 }, { "date": "2025-07-02", "equity": 11377.31, "return_pct": 13.77 }, { "date": "2025-07-03", "equity": 11466.97, "return_pct": 14.67 }, { "date": "2025-07-07", "equity": 11381.52, "return_pct": 13.82 }, { "date": "2025-07-08", "equity": 11375.29, "return_pct": 13.75 }, { "date": "2025-07-09", "equity": 11443.5, "return_pct": 14.44 }, { "date": "2025-07-10", "equity": 11475.78, "return_pct": 14.76 }, { "date": "2025-07-11", "equity": 11435.43, "return_pct": 14.35 }, { "date": "2025-07-14", "equity": 11457.26, "return_pct": 14.57 }, { "date": "2025-07-15", "equity": 11408.3, "return_pct": 14.08 }, { "date": "2025-07-16", "equity": 11446.44, "return_pct": 14.46 }, { "date": "2025-07-17", "equity": 11516.49, "return_pct": 15.16 }, { "date": "2025-07-18", "equity": 11508.05, "return_pct": 15.08 }, { "date": "2025-07-21", "equity": 11529.87, "return_pct": 15.3 }, { "date": "2025-07-22", "equity": 11531.52, "return_pct": 15.32 }, { "date": "2025-07-23", "equity": 11629.63, "return_pct": 16.3 }, { "date": "2025-07-24", "equity": 11633.48, "return_pct": 16.33 }, { "date": "2025-07-25", "equity": 11682.62, "return_pct": 16.83 }, { "date": "2025-07-28", "equity": 11679.69, "return_pct": 16.8 }, { "date": "2025-07-29", "equity": 11648.88, "return_pct": 16.49 }, { "date": "2025-07-30", "equity": 11634.21, "return_pct": 16.34 }, { "date": "2025-07-31", "equity": 11590.57, "return_pct": 15.91 }, { "date": "2025-08-01", "equity": 11400.59, "return_pct": 14.01 }, { "date": "2025-08-04", "equity": 11573.88, "return_pct": 15.74 }, { "date": "2025-08-05", "equity": 11515.2, "return_pct": 15.15 }, { "date": "2025-08-06", "equity": 11603.4, "return_pct": 16.03 }, { "date": "2025-08-07", "equity": 11593.68, "return_pct": 15.94 }, { "date": "2025-08-08", "equity": 11684.09, "return_pct": 16.84 }, { "date": "2025-08-11", "equity": 11660.98, "return_pct": 16.61 }, { "date": "2025-08-12", "equity": 11785.12, "return_pct": 17.85 }, { "date": "2025-08-13", "equity": 11825.47, "return_pct": 18.25 }, { "date": "2025-08-14", "equity": 11826.57, "return_pct": 18.27 }, { "date": "2025-08-15", "equity": 11798.88, "return_pct": 17.99 }, { "date": "2025-08-18", "equity": 11796.31, "return_pct": 17.96 }, { "date": "2025-08-19", "equity": 11732.31, "return_pct": 17.32 }, { "date": "2025-08-20", "equity": 11701.14, "return_pct": 17.01 }, { "date": "2025-08-21", "equity": 11654.2, "return_pct": 16.54 }, { "date": "2025-08-22", "equity": 11833.17, "return_pct": 18.33 }, { "date": "2025-08-25", "equity": 11781.09, "return_pct": 17.81 }, { "date": "2025-08-26", "equity": 11830.42, "return_pct": 18.3 }, { "date": "2025-08-27", "equity": 11857.37, "return_pct": 18.57 }, { "date": "2025-08-28", "equity": 11899.37, "return_pct": 18.99 }, { "date": "2025-08-29", "equity": 11828.4, "return_pct": 18.28 }, { "date": "2025-09-02", "equity": 11740.75, "return_pct": 17.41 }, { "date": "2025-09-03", "equity": 11804.38, "return_pct": 18.04 }, { "date": "2025-09-04", "equity": 11903.03, "return_pct": 19.03 }, { "date": "2025-09-05", "equity": 11868.56, "return_pct": 18.69 }, { "date": "2025-09-08", "equity": 11897.72, "return_pct": 18.98 }, { "date": "2025-09-09", "equity": 11925.22, "return_pct": 19.25 }, { "date": "2025-09-10", "equity": 11959.69, "return_pct": 19.6 }, { "date": "2025-09-11", "equity": 12059.08, "return_pct": 20.59 }, { "date": "2025-09-12", "equity": 12055.05, "return_pct": 20.55 }, { "date": "2025-09-15", "equity": 12119.23, "return_pct": 21.19 }, { "date": "2025-09-16", "equity": 12102.54, "return_pct": 21.03 }, { "date": "2025-09-17", "equity": 12087.51, "return_pct": 20.88 }, { "date": "2025-09-18", "equity": 12143.98, "return_pct": 21.44 }, { "date": "2025-09-19", "equity": 12170.39, "return_pct": 21.7 }, { "date": "2025-09-22", "equity": 12227.97, "return_pct": 22.28 }, { "date": "2025-09-23", "equity": 12161.4, "return_pct": 21.61 }, { "date": "2025-09-24", "equity": 12122.71, "return_pct": 21.23 }, { "date": "2025-09-25", "equity": 12066.78, "return_pct": 20.67 }, { "date": "2025-09-26", "equity": 12135.92, "return_pct": 21.36 }, { "date": "2025-09-29", "equity": 12170.02, "return_pct": 21.7 }, { "date": "2025-09-30", "equity": 12215.87, "return_pct": 22.16 }, { "date": "2025-10-01", "equity": 12257.49, "return_pct": 22.57 }, { "date": "2025-10-02", "equity": 12271.61, "return_pct": 22.72 }, { "date": "2025-10-03", "equity": 12271.43, "return_pct": 22.71 }, { "date": "2025-10-06", "equity": 12315.44, "return_pct": 23.15 }, { "date": "2025-10-07", "equity": 12269.78, "return_pct": 22.7 }, { "date": "2025-10-08", "equity": 12342.94, "return_pct": 23.43 }, { "date": "2025-10-09", "equity": 12307.18, "return_pct": 23.07 }, { "date": "2025-10-10", "equity": 11974.55, "return_pct": 19.75 }, { "date": "2025-10-13", "equity": 12158.29, "return_pct": 21.58 }, { "date": "2025-10-14", "equity": 12143.43, "return_pct": 21.43 }, { "date": "2025-10-15", "equity": 12197.34, "return_pct": 21.97 }, { "date": "2025-10-16", "equity": 12114.28, "return_pct": 21.14 }, { "date": "2025-10-17", "equity": 12183.04, "return_pct": 21.83 }, { "date": "2025-10-20", "equity": 12309.75, "return_pct": 23.1 }, { "date": "2025-10-21", "equity": 12309.57, "return_pct": 23.1 }, { "date": "2025-10-22", "equity": 12245.57, "return_pct": 22.46 }, { "date": "2025-10-23", "equity": 12318.19, "return_pct": 23.18 }, { "date": "2025-10-24", "equity": 12418.86, "return_pct": 24.19 }, { "date": "2025-10-27", "equity": 12565.37, "return_pct": 25.65 }, { "date": "2025-10-28", "equity": 12598.75, "return_pct": 25.99 }, { "date": "2025-10-29", "equity": 12604.8, "return_pct": 26.05 }, { "date": "2025-10-30", "equity": 12466.17, "return_pct": 24.66 }, { "date": "2025-10-31", "equity": 12507.06, "return_pct": 25.07 }, { "date": "2025-11-03", "equity": 12530.53, "return_pct": 25.31 }, { "date": "2025-11-04", "equity": 12382.0, "return_pct": 23.82 }, { "date": "2025-11-05", "equity": 12424.91, "return_pct": 24.25 }, { "date": "2025-11-06", "equity": 12291.6, "return_pct": 22.92 }, { "date": "2025-11-07", "equity": 12303.7, "return_pct": 23.04 }, { "date": "2025-11-10", "equity": 12495.69, "return_pct": 24.96 }, { "date": "2025-11-11", "equity": 12524.3, "return_pct": 25.24 }, { "date": "2025-11-12", "equity": 12531.26, "return_pct": 25.31 }, { "date": "2025-11-13", "equity": 12323.32, "return_pct": 23.23 }, { "date": "2025-11-14", "equity": 12321.3, "return_pct": 23.21 }, { "date": "2025-11-17", "equity": 12206.51, "return_pct": 22.07 }, { "date": "2025-11-18", "equity": 12104.01, "return_pct": 21.04 }, { "date": "2025-11-19", "equity": 12150.77, "return_pct": 21.51 }, { "date": "2025-11-20", "equity": 11965.56, "return_pct": 19.66 }, { "date": "2025-11-21", "equity": 12084.75, "return_pct": 20.85 }, { "date": "2025-11-24", "equity": 12262.63, "return_pct": 22.63 }, { "date": "2025-11-25", "equity": 12377.97, "return_pct": 23.78 }, { "date": "2025-11-26", "equity": 12463.42, "return_pct": 24.63 }, { "date": "2025-11-28", "equity": 12531.45, "return_pct": 25.31 }, { "date": "2025-12-01", "equity": 12474.24, "return_pct": 24.74 }, { "date": "2025-12-02", "equity": 12497.34, "return_pct": 24.97 }, { "date": "2025-12-03", "equity": 12540.62, "return_pct": 25.41 }, { "date": "2025-12-04", "equity": 12549.79, "return_pct": 25.5 }, { "date": "2025-12-05", "equity": 12573.62, "return_pct": 25.74 }, { "date": "2025-12-08", "equity": 12535.85, "return_pct": 25.36 }, { "date": "2025-12-09", "equity": 12525.03, "return_pct": 25.25 }, { "date": "2025-12-10", "equity": 12608.1, "return_pct": 26.08 }, { "date": "2025-12-11", "equity": 12637.44, "return_pct": 26.37 }, { "date": "2025-12-12", "equity": 12501.56, "return_pct": 25.02 }, { "date": "2025-12-15", "equity": 12482.67, "return_pct": 24.83 }, { "date": "2025-12-16", "equity": 12448.56, "return_pct": 24.49 }, { "date": "2025-12-17", "equity": 12311.59, "return_pct": 23.12 }, { "date": "2025-12-18", "equity": 12404.55, "return_pct": 24.05 }, { "date": "2025-12-19", "equity": 12480.1, "return_pct": 24.8 }, { "date": "2025-12-22", "equity": 12557.85, "return_pct": 25.58 }, { "date": "2025-12-23", "equity": 12615.25, "return_pct": 26.15 }, { "date": "2025-12-24", "equity": 12659.63, "return_pct": 26.6 }, { "date": "2025-12-26", "equity": 12658.34, "return_pct": 26.58 }, { "date": "2025-12-29", "equity": 12613.23, "return_pct": 26.13 }, { "date": "2025-12-30", "equity": 12597.83, "return_pct": 25.98 }, { "date": "2025-12-31", "equity": 12504.49, "return_pct": 25.04 }, { "date": "2026-01-02", "equity": 12527.41, "return_pct": 25.27 }, { "date": "2026-01-05", "equity": 12610.85, "return_pct": 26.11 }, { "date": "2026-01-06", "equity": 12685.85, "return_pct": 26.86 }, { "date": "2026-01-07", "equity": 12644.96, "return_pct": 26.45 }, { "date": "2026-01-08", "equity": 12643.67, "return_pct": 26.44 }, { "date": "2026-01-09", "equity": 12727.29, "return_pct": 27.27 }, { "date": "2026-01-12", "equity": 12747.28, "return_pct": 27.47 }, { "date": "2026-01-13", "equity": 12721.79, "return_pct": 27.22 }, { "date": "2026-01-14", "equity": 12659.26, "return_pct": 26.59 }, { "date": "2026-01-15", "equity": 12693.73, "return_pct": 26.94 }, { "date": "2026-01-16", "equity": 12683.1, "return_pct": 26.83 }, { "date": "2026-01-20", "equity": 12424.91, "return_pct": 24.25 }, { "date": "2026-01-21", "equity": 12568.31, "return_pct": 25.68 }, { "date": "2026-01-22", "equity": 12633.95, "return_pct": 26.34 }, { "date": "2026-01-23", "equity": 12638.54, "return_pct": 26.39 }, { "date": "2026-01-26", "equity": 12702.72, "return_pct": 27.03 }, { "date": "2026-01-27", "equity": 12753.33, "return_pct": 27.53 }, { "date": "2026-01-28", "equity": 12752.04, "return_pct": 27.52 }, { "date": "2026-01-29", "equity": 12726.74, "return_pct": 27.27 }, { "date": "2026-01-30", "equity": 12688.78, "return_pct": 26.89 }, { "date": "2026-02-02", "equity": 12751.86, "return_pct": 27.52 }, { "date": "2026-02-03", "equity": 12644.04, "return_pct": 26.44 }, { "date": "2026-02-04", "equity": 12582.79, "return_pct": 25.83 }, { "date": "2026-02-05", "equity": 12425.64, "return_pct": 24.26 }, { "date": "2026-02-06", "equity": 12664.03, "return_pct": 26.64 }, { "date": "2026-02-09", "equity": 12725.09, "return_pct": 27.25 }, { "date": "2026-02-10", "equity": 12691.53, "return_pct": 26.92 }, { "date": "2026-02-11", "equity": 12688.6, "return_pct": 26.89 }, { "date": "2026-02-12", "equity": 12492.57, "return_pct": 24.93 }, { "date": "2026-02-13", "equity": 12501.38, "return_pct": 25.01 }, { "date": "2026-02-17", "equity": 12521.55, "return_pct": 25.22 }, { "date": "2026-02-18", "equity": 12584.63, "return_pct": 25.85 }, { "date": "2026-02-19", "equity": 12551.44, "return_pct": 25.51 }, { "date": "2026-02-20", "equity": 12642.2, "return_pct": 26.42 }, { "date": "2026-02-23", "equity": 12513.11, "return_pct": 25.13 }, { "date": "2026-02-24", "equity": 12604.06, "return_pct": 26.04 }, { "date": "2026-02-25", "equity": 12710.42, "return_pct": 27.1 }, { "date": "2026-02-26", "equity": 12639.82, "return_pct": 26.4 }, { "date": "2026-02-27", "equity": 12579.12, "return_pct": 25.79 }, { "date": "2026-03-02", "equity": 12586.28, "return_pct": 25.86 }, { "date": "2026-03-03", "equity": 12475.34, "return_pct": 24.75 }, { "date": "2026-03-04", "equity": 12563.35, "return_pct": 25.63 }, { "date": "2026-03-05", "equity": 12493.31, "return_pct": 24.93 }, { "date": "2026-03-06", "equity": 12329.56, "return_pct": 23.3 }, { "date": "2026-03-09", "equity": 12437.56, "return_pct": 24.38 }, { "date": "2026-03-10", "equity": 12417.57, "return_pct": 24.18 }, { "date": "2026-03-11", "equity": 12401.99, "return_pct": 24.02 }, { "date": "2026-03-12", "equity": 12213.66, "return_pct": 22.14 }, { "date": "2026-03-13", "equity": 12144.53, "return_pct": 21.45 }, { "date": "2026-03-16", "equity": 12268.13, "return_pct": 22.68 }, { "date": "2026-03-17", "equity": 12300.4, "return_pct": 23.0 }, { "date": "2026-03-18", "equity": 12128.76, "return_pct": 21.29 }, { "date": "2026-03-19", "equity": 12098.87, "return_pct": 20.99 }, { "date": "2026-03-20", "equity": 11892.95, "return_pct": 18.93 }, { "date": "2026-03-23", "equity": 12017.82, "return_pct": 20.18 }, { "date": "2026-03-24", "equity": 11977.48, "return_pct": 19.77 }, { "date": "2026-03-25", "equity": 12044.23, "return_pct": 20.44 }, { "date": "2026-03-26", "equity": 11829.13, "return_pct": 18.29 }, { "date": "2026-03-27", "equity": 11627.43, "return_pct": 16.27 }, { "date": "2026-03-30", "equity": 11588.55, "return_pct": 15.89 }, { "date": "2026-03-31", "equity": 11925.4, "return_pct": 19.25 }, { "date": "2026-04-01", "equity": 12015.26, "return_pct": 20.15 }, { "date": "2026-04-02", "equity": 12026.08, "return_pct": 20.26 }, { "date": "2026-04-06", "equity": 12082.92, "return_pct": 20.83 }, { "date": "2026-04-07", "equity": 12088.24, "return_pct": 20.88 }, { "date": "2026-04-08", "equity": 12396.12, "return_pct": 23.96 }, { "date": "2026-04-09", "equity": 12467.63, "return_pct": 24.68 }, { "date": "2026-04-10", "equity": 12459.38, "return_pct": 24.59 }, { "date": "2026-04-13", "equity": 12581.14, "return_pct": 25.81 }, { "date": "2026-04-14", "equity": 12734.44, "return_pct": 27.34 }, { "date": "2026-04-15", "equity": 12834.93, "return_pct": 28.35 }, { "date": "2026-04-16", "equity": 12866.47, "return_pct": 28.66 }, { "date": "2026-04-17", "equity": 13021.97, "return_pct": 30.22 }, { "date": "2026-04-20", "equity": 12995.93, "return_pct": 29.96 }, { "date": "2026-04-21", "equity": 12910.84, "return_pct": 29.11 }, { "date": "2026-04-22", "equity": 13041.59, "return_pct": 30.42 }, { "date": "2026-04-23", "equity": 12990.98, "return_pct": 29.91 }, { "date": "2026-04-24", "equity": 13091.65, "return_pct": 30.92 }, { "date": "2026-04-27", "equity": 13114.2, "return_pct": 31.14 }, { "date": "2026-04-28", "equity": 13050.39, "return_pct": 30.5 }, { "date": "2026-04-29", "equity": 13048.37, "return_pct": 30.48 }, { "date": "2026-04-30", "equity": 13178.2, "return_pct": 31.78 }, { "date": "2026-05-01", "equity": 13214.69, "return_pct": 32.15 }, { "date": "2026-05-04", "equity": 13166.28, "return_pct": 31.66 }, { "date": "2026-05-05", "equity": 13271.9, "return_pct": 32.72 }, { "date": "2026-05-06", "equity": 13456.38, "return_pct": 34.56 }, { "date": "2026-05-07", "equity": 13415.12, "return_pct": 34.15 }, { "date": "2026-05-08", "equity": 13525.87, "return_pct": 35.26 }, { "date": "2026-05-11", "equity": 13556.68, "return_pct": 35.57 }, { "date": "2026-05-12", "equity": 13536.14, "return_pct": 35.36 }, { "date": "2026-05-13", "equity": 13611.88, "return_pct": 36.12 }, { "date": "2026-05-14", "equity": 13719.33, "return_pct": 37.19 }, { "date": "2026-05-15", "equity": 13554.3, "return_pct": 35.54 }, { "date": "2026-05-18", "equity": 13544.76, "return_pct": 35.45 }, { "date": "2026-05-19", "equity": 13454.54, "return_pct": 34.55 }, { "date": "2026-05-20", "equity": 13592.44, "return_pct": 35.92 }, { "date": "2026-05-21", "equity": 13619.39, "return_pct": 36.19 }, { "date": "2026-05-22", "equity": 13672.94, "return_pct": 36.73 }, { "date": "2026-05-26", "equity": 13763.71, "return_pct": 37.64 }, { "date": "2026-05-27", "equity": 13761.32, "return_pct": 37.61 }, { "date": "2026-05-28", "equity": 13837.24, "return_pct": 38.37 }, { "date": "2026-05-29", "equity": 13871.71, "return_pct": 38.72 }, { "date": "2026-06-01", "equity": 13909.49, "return_pct": 39.09 }, { "date": "2026-06-02", "equity": 13928.37, "return_pct": 39.28 }, { "date": "2026-06-03", "equity": 13830.64, "return_pct": 38.31 }, { "date": "2026-06-04", "equity": 13882.9, "return_pct": 38.83 }, { "date": "2026-06-05", "equity": 13524.59, "return_pct": 35.25 }, { "date": "2026-06-08", "equity": 13555.21, "return_pct": 35.55 }, { "date": "2026-06-09", "equity": 13515.42, "return_pct": 35.15 }, { "date": "2026-06-10", "equity": 13302.34, "return_pct": 33.02 }, { "date": "2026-06-11", "equity": 13528.44, "return_pct": 35.28 }, { "date": "2026-06-12", "equity": 13601.61, "return_pct": 36.02 }, { "date": "2026-06-15", "equity": 13841.46, "return_pct": 38.41 }, { "date": "2026-06-16", "equity": 13758.94, "return_pct": 37.59 }, { "date": "2026-06-17", "equity": 13587.12, "return_pct": 35.87 }, { "date": "2026-06-18", "equity": 13693.11, "return_pct": 36.93 }, { "date": "2026-06-22", "equity": 13650.02, "return_pct": 36.5 }, { "date": "2026-06-23", "equity": 13451.79, "return_pct": 34.52 }, { "date": "2026-06-24", "equity": 13445.56, "return_pct": 34.46 }, { "date": "2026-06-25", "equity": 13464.99, "return_pct": 34.65 }, { "date": "2026-06-26", "equity": 13367.62, "return_pct": 33.68 }, { "date": "2026-06-29", "equity": 13587.85, "return_pct": 35.88 }, { "date": "2026-06-30", "equity": 13693.66, "return_pct": 36.94 }, { "date": "2026-07-01", "equity": 13675.14, "return_pct": 36.75 }, { "date": "2026-07-02", "equity": 13657.17, "return_pct": 36.57 } ] } ], "note": "Portfolio monitor runs supported named strategies across cached lookbacks. Local snapshot backtests remain the research surface for broad variant sweeps." }, "holdout": null, "min_rr_sweep": null, "sr_variant_diagnostics": { "variant": "legacy_range_grid_neutral", "candidate_count": 86421, "primary_source_counts": { "volume_profile": 86421 }, "primary_round_only": 0, "primary_strength_100": 0, "avg_primary_strength": 50.0, "avg_primary_distance_atr": 2.075, "avg_primary_rejection_count": 43.848, "avg_raw_level_count": 20.0, "avg_gate_level_count": 20.0 }, "sr_candidate_audit": [ { "symbol": "CEG", "date": "2024-07-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.09417, "strategy_rank": 96.95451, "rr": 1.829999, "primary_prob": 21.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.744998, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.028431, "hold30_r": -1.0 }, { "symbol": "HOOD", "date": "2024-07-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.524664, "strategy_rank": 96.795452, "rr": 1.008379, "primary_prob": 53.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.512568, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.979879, "hold30_r": -1.019196 }, { "symbol": "ACGL", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.470852, "strategy_rank": 71.685301, "rr": 0.747381, "primary_prob": 47.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.121072, "raw_level_count": 20, "gate_level_count": 20, "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": 86.32287, "strategy_rank": 64.821982, "rr": 1.33786, "primary_prob": 30.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.00679, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.265309, "hold30_r": -1.0 }, { "symbol": "AIZ", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.246637, "strategy_rank": 65.857209, "rr": 1.899751, "primary_prob": 20.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 62, "primary_distance_atr": 2.849627, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.077765, "hold30_r": -1.0 }, { "symbol": "ALL", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.843049, "strategy_rank": 72.799531, "rr": 1.685183, "primary_prob": 24.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.527774, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.614058, "hold30_r": 4.611252 }, { "symbol": "AMGN", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.098655, "strategy_rank": 80.201944, "rr": 1.632681, "primary_prob": 24.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.449021, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.567934, "hold30_r": 1.245892 }, { "symbol": "APH", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.022422, "strategy_rank": 69.760662, "rr": 1.09518, "primary_prob": 36.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.64277, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.030276, "hold30_r": -1.0 }, { "symbol": "APP", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.766816, "strategy_rank": 98.566302, "rr": 1.597531, "primary_prob": 40.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.396296, "raw_level_count": 20, "gate_level_count": 20, "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": 85.313901, "strategy_rank": 76.934496, "rr": 1.476728, "primary_prob": 27.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.215092, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.422648, "hold30_r": -1.0 }, { "symbol": "AXON", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.762332, "strategy_rank": 81.644371, "rr": 1.689069, "primary_prob": 38.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.533603, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.634462, "hold30_r": -1.260972 }, { "symbol": "AXP", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.493274, "strategy_rank": 67.586902, "rr": 0.957336, "primary_prob": 40.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.436005, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.876653, "hold30_r": -1.0 }, { "symbol": "BAC", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.61435, "strategy_rank": 67.398501, "rr": 1.958133, "primary_prob": 35.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.9372, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.887323, "hold30_r": -1.0 }, { "symbol": "BK", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.717489, "strategy_rank": 58.448551, "rr": 1.497865, "primary_prob": 42.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.246797, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.407208, "hold30_r": 2.704728 }, { "symbol": "BRO", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.941704, "strategy_rank": 59.914226, "rr": 1.461454, "primary_prob": 27.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.192181, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.375705, "hold30_r": 5.571497 }, { "symbol": "CASY", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.883408, "strategy_rank": 84.543218, "rr": 0.77649, "primary_prob": 61.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.164735, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.057665, "hold30_r": -1.0 }, { "symbol": "CB", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.816143, "strategy_rank": 68.331703, "rr": 1.670549, "primary_prob": 24.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.505823, "raw_level_count": 20, "gate_level_count": 20, "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": 87.668161, "strategy_rank": 71.0657, "rr": 1.267954, "primary_prob": 32.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 1.901931, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.197789, "hold30_r": 7.082399 }, { "symbol": "CI", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.520179, "strategy_rank": 64.269495, "rr": 1.908395, "primary_prob": 20.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.862593, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.839494, "hold30_r": 0.950297 }, { "symbol": "CMG", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.452915, "strategy_rank": 79.500933, "rr": 1.529989, "primary_prob": 26.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.294983, "raw_level_count": 20, "gate_level_count": 20, "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": 98.991031, "strategy_rank": 98.991709, "rr": 1.571819, "primary_prob": 25.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 50, "primary_distance_atr": 2.357729, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.549294, "hold30_r": -1.0 }, { "symbol": "COR", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.511211, "strategy_rank": 62.791405, "rr": 1.143872, "primary_prob": 35.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.715807, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.074271, "hold30_r": 2.383522 }, { "symbol": "CRH", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.41704, "strategy_rank": 78.756358, "rr": 1.937089, "primary_prob": 20.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.905634, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.890671, "hold30_r": 3.639995 }, { "symbol": "CVNA", "date": "2024-07-02", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 99.215247, "strategy_rank": 99.282887, "rr": 3.003727, "primary_prob": 25.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 4.505591, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.022112, "hold30_r": 1.252546 }, { "symbol": "DECK", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.973094, "strategy_rank": 95.230159, "rr": 1.252656, "primary_prob": 32.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.878983, "raw_level_count": 20, "gate_level_count": 20, "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": 98.318386, "strategy_rank": 98.386628, "rr": 1.540597, "primary_prob": 41.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.310896, "raw_level_count": 20, "gate_level_count": 20, "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": 90.695067, "strategy_rank": 79.526816, "rr": 1.524199, "primary_prob": 26.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 61, "primary_distance_atr": 2.286299, "raw_level_count": 20, "gate_level_count": 20, "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": 93.049327, "strategy_rank": 86.409697, "rr": 1.360558, "primary_prob": 30.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.040837, "raw_level_count": 20, "gate_level_count": 20, "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": 97.197309, "strategy_rank": 87.903888, "rr": 1.35978, "primary_prob": 30.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.039671, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.315955, "hold30_r": -1.702143 }, { "symbol": "ERIE", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.748879, "strategy_rank": 83.69737, "rr": 1.922873, "primary_prob": 20.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.884309, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.855953, "hold30_r": 9.025391 }, { "symbol": "ETN", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.591928, "strategy_rank": 80.691531, "rr": 1.26716, "primary_prob": 32.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.90074, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.214954, "hold30_r": -1.0 }, { "symbol": "FITB", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.744395, "strategy_rank": 74.728459, "rr": 1.348535, "primary_prob": 30.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 54, "primary_distance_atr": 2.022802, "raw_level_count": 20, "gate_level_count": 20, "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": 95.964126, "strategy_rank": 94.590995, "rr": 1.861581, "primary_prob": 21.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.792372, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.832209, "hold30_r": -1.0 }, { "symbol": "FSLR", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.295964, "strategy_rank": 87.065564, "rr": 1.713423, "primary_prob": 23.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.570135, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.021573, "hold30_r": -1.0 }, { "symbol": "GD", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.349776, "strategy_rank": 63.551554, "rr": 1.335927, "primary_prob": 30.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.003891, "raw_level_count": 20, "gate_level_count": 20, "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": 87.219731, "strategy_rank": 88.839047, "rr": 1.509882, "primary_prob": 27.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.264823, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.460525, "hold30_r": -1.369591 }, { "symbol": "GEN", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.044843, "strategy_rank": 81.803202, "rr": 1.13773, "primary_prob": 35.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 69, "primary_distance_atr": 1.706596, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.061143, "hold30_r": -1.0 }, { "symbol": "GRMN", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.273543, "strategy_rank": 85.425708, "rr": 1.250444, "primary_prob": 32.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.875665, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.160906, "hold30_r": 2.359171 }, { "symbol": "HIG", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.040359, "strategy_rank": 68.253754, "rr": 1.516825, "primary_prob": 26.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.275238, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.441647, "hold30_r": 3.599947 }, { "symbol": "HWM", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.394619, "strategy_rank": 89.868179, "rr": 1.083438, "primary_prob": 36.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.625158, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.028722, "hold30_r": 5.54037 }, { "symbol": "IP", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.143498, "strategy_rank": 88.464878, "rr": 1.656504, "primary_prob": 24.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 62, "primary_distance_atr": 2.484757, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.611396, "hold30_r": 1.358428 }, { "symbol": "IR", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.641256, "strategy_rank": 73.946866, "rr": 1.359784, "primary_prob": 30.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.039675, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.305896, "hold30_r": -1.0 }, { "symbol": "KEY", "date": "2024-07-02", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 87.443946, "strategy_rank": 82.888615, "rr": 2.010299, "primary_prob": 34.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 3.015448, "raw_level_count": 20, "gate_level_count": 20, "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": 93.946188, "strategy_rank": 88.614681, "rr": 1.381906, "primary_prob": 29.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.07286, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.334506, "hold30_r": -1.0 }, { "symbol": "L", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.089686, "strategy_rank": 60.066136, "rr": 0.870767, "primary_prob": 43.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 1.306151, "raw_level_count": 20, "gate_level_count": 20, "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": 95.067265, "strategy_rank": 70.271917, "rr": 1.064337, "primary_prob": 37.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.596506, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.977886, "hold30_r": -1.0 }, { "symbol": "MCK", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.367713, "strategy_rank": 66.306392, "rr": 1.153986, "primary_prob": 34.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.730979, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.073166, "hold30_r": -1.0 }, { "symbol": "MPC", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.497758, "strategy_rank": 86.186686, "rr": 1.395528, "primary_prob": 29.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.093292, "raw_level_count": 20, "gate_level_count": 20, "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": 99.887892, "strategy_rank": 99.887968, "rr": 1.603086, "primary_prob": 25.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.404629, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.586783, "hold30_r": -1.657822 }, { "symbol": "MU", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.29148, "strategy_rank": 94.925512, "rr": 0.688979, "primary_prob": 50.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.033468, "raw_level_count": 20, "gate_level_count": 20, "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": 97.64574, "strategy_rank": 92.412421, "rr": 1.360337, "primary_prob": 30.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.040506, "raw_level_count": 20, "gate_level_count": 20, "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": 97.421525, "strategy_rank": 97.087685, "rr": 1.232136, "primary_prob": 32.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.848205, "raw_level_count": 20, "gate_level_count": 20, "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": 81.950673, "strategy_rank": 78.841981, "rr": 1.601323, "primary_prob": 25.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.401984, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.555082, "hold30_r": 3.837901 }, { "symbol": "PKG", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.892377, "strategy_rank": 68.705872, "rr": 1.539752, "primary_prob": 26.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.309629, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.469826, "hold30_r": 3.314917 }, { "symbol": "PRU", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.865471, "strategy_rank": 66.352138, "rr": 1.592326, "primary_prob": 25.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.388489, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.507463, "hold30_r": -1.0 }, { "symbol": "PSX", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.825112, "strategy_rank": 79.50778, "rr": 0.707814, "primary_prob": 49.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.06172, "raw_level_count": 20, "gate_level_count": 20, "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": 92.264574, "strategy_rank": 89.115403, "rr": 0.814794, "primary_prob": 45.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.222191, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.773333, "hold30_r": -1.0 }, { "symbol": "REGN", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.547085, "strategy_rank": 62.193698, "rr": 0.771401, "primary_prob": 47.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.157101, "raw_level_count": 20, "gate_level_count": 20, "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": 89.573991, "strategy_rank": 87.567566, "rr": 1.432154, "primary_prob": 28.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.148231, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.381624, "hold30_r": -1.0 }, { "symbol": "SMCI", "date": "2024-07-02", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 98.542601, "strategy_rank": 98.879149, "rr": 2.609255, "primary_prob": 28.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 3.913883, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.018032, "hold30_r": -1.0 }, { "symbol": "STX", "date": "2024-07-02", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 88.67713, "strategy_rank": 84.288756, "rr": 2.395527, "primary_prob": 30.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 3.59329, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.342254, "hold30_r": -1.0 }, { "symbol": "SW", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.300448, "strategy_rank": 85.497562, "rr": 1.409194, "primary_prob": 29.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 56, "primary_distance_atr": 2.113791, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.355082, "hold30_r": -1.0 }, { "symbol": "TDG", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.901345, "strategy_rank": 70.855103, "rr": 1.488473, "primary_prob": 27.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.232709, "raw_level_count": 20, "gate_level_count": 20, "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": 90.919283, "strategy_rank": 92.066317, "rr": 2.138032, "primary_prob": 32.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 3.207048, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.095222, "hold30_r": 2.455028 }, { "symbol": "TRV", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.286996, "strategy_rank": 67.399555, "rr": 1.627506, "primary_prob": 24.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 2.441259, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.557254, "hold30_r": 1.798912 }, { "symbol": "TT", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.618834, "strategy_rank": 80.327144, "rr": 1.227485, "primary_prob": 33.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.841227, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.174355, "hold30_r": -1.294586 }, { "symbol": "TXT", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.269058, "strategy_rank": 70.651428, "rr": 1.19822, "primary_prob": 33.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.79733, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.116138, "hold30_r": -1.0 }, { "symbol": "VLO", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.080717, "strategy_rank": 78.856502, "rr": 1.768764, "primary_prob": 37.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.653147, "raw_level_count": 20, "gate_level_count": 20, "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": 99.439462, "strategy_rank": 98.634469, "rr": 1.81407, "primary_prob": 22.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.721105, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.023377, "hold30_r": -1.0 }, { "symbol": "VST", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.663677, "strategy_rank": 98.288064, "rr": 1.72676, "primary_prob": 23.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.59014, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.023782, "hold30_r": -1.0 }, { "symbol": "WAB", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.488789, "strategy_rank": 74.20524, "rr": 1.809552, "primary_prob": 22.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.714327, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.742231, "hold30_r": -1.177719 }, { "symbol": "WRB", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.125561, "strategy_rank": 73.361047, "rr": 1.303567, "primary_prob": 31.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.955351, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.224576, "hold30_r": -1.0 }, { "symbol": "WSM", "date": "2024-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.869955, "strategy_rank": 96.864673, "rr": 0.705794, "primary_prob": 49.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.058691, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.676433, "hold30_r": -1.194303 }, { "symbol": "CEG", "date": "2024-07-09", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.833523, "strategy_rank": 96.742852, "rr": 1.166458, "primary_prob": 49.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.749686, "raw_level_count": 20, "gate_level_count": 20, "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": 95.895097, "strategy_rank": 96.307455, "rr": 1.161833, "primary_prob": 34.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.742749, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.132702, "hold30_r": -1.0 }, { "symbol": "ABBV", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.124287, "strategy_rank": 66.685295, "rr": 1.855291, "primary_prob": 21.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.782936, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.785583, "hold30_r": 5.884975 }, { "symbol": "ACGL", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.307868, "strategy_rank": 71.78206, "rr": 1.743427, "primary_prob": 23.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.61514, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.073771, "hold30_r": -1.0 }, { "symbol": "AIG", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.352338, "strategy_rank": 63.43196, "rr": 1.066607, "primary_prob": 37.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.599911, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.991177, "hold30_r": -1.0 }, { "symbol": "AIZ", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.992018, "strategy_rank": 66.731955, "rr": 1.057257, "primary_prob": 37.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 88, "primary_distance_atr": 1.585885, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.982665, "hold30_r": 5.664562 }, { "symbol": "ALL", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.640821, "strategy_rank": 71.26564, "rr": 1.897008, "primary_prob": 20.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.845511, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.8192, "hold30_r": 4.589064 }, { "symbol": "APP", "date": "2024-07-10", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 98.973774, "strategy_rank": 98.735567, "rr": 2.392551, "primary_prob": 30.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 3.588826, "raw_level_count": 20, "gate_level_count": 20, "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": 81.984036, "strategy_rank": 74.897358, "rr": 1.806461, "primary_prob": 22.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.709691, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.750491, "hold30_r": -1.561224 }, { "symbol": "AVGO", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.615735, "strategy_rank": 84.144325, "rr": 0.820327, "primary_prob": 60.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.230491, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.445535, "hold30_r": -1.405212 }, { "symbol": "AXON", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.062714, "strategy_rank": 80.806698, "rr": 1.775217, "primary_prob": 22.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.662826, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.717453, "hold30_r": -1.344205 }, { "symbol": "BAC", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.299886, "strategy_rank": 66.97818, "rr": 1.269164, "primary_prob": 47.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.903745, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.196281, "hold30_r": -1.0 }, { "symbol": "BK", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.036488, "strategy_rank": 61.043972, "rr": 1.351969, "primary_prob": 30.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.027953, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.260745, "hold30_r": 3.411482 }, { "symbol": "BRO", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.668187, "strategy_rank": 59.301178, "rr": 0.916641, "primary_prob": 41.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.374961, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.822773, "hold30_r": 6.467431 }, { "symbol": "C", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.27366, "strategy_rank": 68.341733, "rr": 1.645941, "primary_prob": 39.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.468912, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.071098, "hold30_r": -1.0 }, { "symbol": "CASY", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.457241, "strategy_rank": 85.076724, "rr": 1.77003, "primary_prob": 37.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.655045, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.706971, "hold30_r": 1.283536 }, { "symbol": "CB", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.614595, "strategy_rank": 69.830558, "rr": 1.681884, "primary_prob": 24.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.522826, "raw_level_count": 20, "gate_level_count": 20, "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": 90.079818, "strategy_rank": 71.895463, "rr": 1.791494, "primary_prob": 22.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 2.687242, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.717993, "hold30_r": 8.160519 }, { "symbol": "CI", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.808438, "strategy_rank": 62.249524, "rr": 1.369646, "primary_prob": 29.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.054469, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.305342, "hold30_r": 1.217242 }, { "symbol": "CMG", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.220068, "strategy_rank": 83.000806, "rr": 1.687966, "primary_prob": 23.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.531949, "raw_level_count": 20, "gate_level_count": 20, "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": 98.745724, "strategy_rank": 98.81484, "rr": 1.262087, "primary_prob": 32.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 1.89313, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.237815, "hold30_r": -1.0 }, { "symbol": "COR", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.22919, "strategy_rank": 66.009239, "rr": 1.28498, "primary_prob": 31.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.927471, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.207775, "hold30_r": 2.936582 }, { "symbol": "CRH", "date": "2024-07-10", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 81.641961, "strategy_rank": 76.500909, "rr": 2.349782, "primary_prob": 30.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 3.524672, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.295492, "hold30_r": -1.0 }, { "symbol": "CRWD", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.351197, "strategy_rank": 95.910002, "rr": 0.82648, "primary_prob": 44.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.239719, "raw_level_count": 20, "gate_level_count": 20, "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": 99.201824, "strategy_rank": 99.270629, "rr": 2.786918, "primary_prob": 26.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 4.180377, "raw_level_count": 20, "gate_level_count": 20, "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": 95.438997, "strategy_rank": 94.111052, "rr": 1.246249, "primary_prob": 32.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.869374, "raw_level_count": 20, "gate_level_count": 20, "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": 98.517674, "strategy_rank": 98.518686, "rr": 2.070397, "primary_prob": 33.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 3.105595, "raw_level_count": 20, "gate_level_count": 20, "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": 89.509692, "strategy_rank": 79.82402, "rr": 0.6811, "primary_prob": 50.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 1.02165, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.627307, "hold30_r": -3.836999 }, { "symbol": "DVA", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.851767, "strategy_rank": 84.363814, "rr": 1.375523, "primary_prob": 29.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.063285, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.059066, "hold30_r": -1.0 }, { "symbol": "EME", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.149373, "strategy_rank": 88.687155, "rr": 1.369388, "primary_prob": 29.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.054083, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.047349, "hold30_r": -1.0 }, { "symbol": "ERIE", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.921323, "strategy_rank": 84.773254, "rr": 1.551813, "primary_prob": 26.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.327719, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.484769, "hold30_r": 11.004973 }, { "symbol": "ETN", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.913341, "strategy_rank": 77.887462, "rr": 1.139078, "primary_prob": 50.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.708617, "raw_level_count": 20, "gate_level_count": 20, "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": 91.904219, "strategy_rank": 80.885854, "rr": 1.003611, "primary_prob": 39.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.505417, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.934981, "hold30_r": -1.0 }, { "symbol": "FIX", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.868871, "strategy_rank": 93.985002, "rr": 1.878352, "primary_prob": 36.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.817528, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.834325, "hold30_r": -1.801759 }, { "symbol": "GD", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.763968, "strategy_rank": 64.490409, "rr": 1.048979, "primary_prob": 37.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.573469, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.947489, "hold30_r": 2.188861 }, { "symbol": "GE", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.202965, "strategy_rank": 88.226034, "rr": 1.944175, "primary_prob": 35.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.916262, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.055308, "hold30_r": -1.0 }, { "symbol": "GEN", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.071836, "strategy_rank": 82.586463, "rr": 1.689807, "primary_prob": 23.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 69, "primary_distance_atr": 2.53471, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.625303, "hold30_r": 1.507702 }, { "symbol": "GRMN", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.588369, "strategy_rank": 84.538821, "rr": 0.729222, "primary_prob": 48.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.093833, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.635761, "hold30_r": 4.291391 }, { "symbol": "HIG", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.562144, "strategy_rank": 67.608859, "rr": 1.577388, "primary_prob": 25.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.366082, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.497773, "hold30_r": 4.382407 }, { "symbol": "HWM", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.184721, "strategy_rank": 89.7177, "rr": 1.490243, "primary_prob": 27.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.235365, "raw_level_count": 20, "gate_level_count": 20, "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": 93.386545, "strategy_rank": 90.251128, "rr": 1.363011, "primary_prob": 30.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.044517, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.312624, "hold30_r": 3.245125 }, { "symbol": "KEY", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.326112, "strategy_rank": 79.334763, "rr": 1.563743, "primary_prob": 41.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.345615, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.509962, "hold30_r": -1.46641 }, { "symbol": "MCK", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.526796, "strategy_rank": 68.216539, "rr": 1.159794, "primary_prob": 34.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.739691, "raw_level_count": 20, "gate_level_count": 20, "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": 92.930445, "strategy_rank": 85.290219, "rr": 1.94528, "primary_prob": 20.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.91792, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.892378, "hold30_r": 1.596738 }, { "symbol": "MSTR", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.885975, "strategy_rank": 99.817793, "rr": 1.288905, "primary_prob": 31.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.933357, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.270285, "hold30_r": -1.81109 }, { "symbol": "MU", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.667047, "strategy_rank": 95.362837, "rr": 1.607314, "primary_prob": 40.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.41097, "raw_level_count": 20, "gate_level_count": 20, "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": 97.377423, "strategy_rank": 92.1915, "rr": 1.825514, "primary_prob": 21.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.738272, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.041367, "hold30_r": -1.0 }, { "symbol": "NVDA", "date": "2024-07-10", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 98.289624, "strategy_rank": 97.574068, "rr": 2.988849, "primary_prob": 25.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 4.483274, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.028158, "hold30_r": -1.0 }, { "symbol": "PGR", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.579247, "strategy_rank": 73.47578, "rr": 0.859793, "primary_prob": 43.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.28969, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.78077, "hold30_r": 5.142389 }, { "symbol": "PKG", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.939567, "strategy_rank": 69.834489, "rr": 1.930284, "primary_prob": 20.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.895427, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.85877, "hold30_r": 4.262941 }, { "symbol": "PRU", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.843786, "strategy_rank": 63.348329, "rr": 0.916526, "primary_prob": 56.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.374789, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.831935, "hold30_r": -1.0 }, { "symbol": "PSX", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.711517, "strategy_rank": 77.251645, "rr": 0.923084, "primary_prob": 41.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 1.384626, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.862327, "hold30_r": -1.0 }, { "symbol": "QCOM", "date": "2024-07-10", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 93.158495, "strategy_rank": 89.477158, "rr": 2.214523, "primary_prob": 31.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 3.321785, "raw_level_count": 20, "gate_level_count": 20, "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": 85.290764, "strategy_rank": 85.130156, "rr": 1.535386, "primary_prob": 26.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.30308, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.053335, "hold30_r": -1.0 }, { "symbol": "SMCI", "date": "2024-07-10", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 98.061574, "strategy_rank": 98.608972, "rr": 2.05868, "primary_prob": 33.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 3.08802, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.020646, "hold30_r": -1.0 }, { "symbol": "STX", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.132269, "strategy_rank": 86.54037, "rr": 1.550674, "primary_prob": 41.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.32601, "raw_level_count": 20, "gate_level_count": 20, "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": 96.123147, "strategy_rank": 89.84593, "rr": 1.599704, "primary_prob": 25.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 58, "primary_distance_atr": 2.399555, "raw_level_count": 20, "gate_level_count": 20, "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": 81.870011, "strategy_rank": 65.397745, "rr": 1.495073, "primary_prob": 42.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 55, "primary_distance_atr": 2.24261, "raw_level_count": 20, "gate_level_count": 20, "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": 88.369441, "strategy_rank": 69.196493, "rr": 1.85557, "primary_prob": 21.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.783355, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.062852, "hold30_r": -1.0 }, { "symbol": "TPL", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.685291, "strategy_rank": 89.707349, "rr": 1.856628, "primary_prob": 36.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.784943, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.809581, "hold30_r": -1.0 }, { "symbol": "TRV", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.720639, "strategy_rank": 69.167928, "rr": 1.791343, "primary_prob": 22.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.687015, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.719092, "hold30_r": 1.696526 }, { "symbol": "UBER", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.518814, "strategy_rank": 85.972385, "rr": 1.739074, "primary_prob": 23.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.608611, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.691734, "hold30_r": -1.0 }, { "symbol": "VLO", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.887115, "strategy_rank": 81.367056, "rr": 1.809334, "primary_prob": 22.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.714, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.76395, "hold30_r": -0.161303 }, { "symbol": "VRT", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.429875, "strategy_rank": 98.71354, "rr": 1.838263, "primary_prob": 36.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.757394, "raw_level_count": 20, "gate_level_count": 20, "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": 99.657925, "strategy_rank": 98.292971, "rr": 1.711156, "primary_prob": 38.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.566734, "raw_level_count": 20, "gate_level_count": 20, "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": 89.281642, "strategy_rank": 71.780426, "rr": 1.754392, "primary_prob": 22.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.631588, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.68334, "hold30_r": -1.22793 }, { "symbol": "WFC", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.974914, "strategy_rank": 72.059573, "rr": 1.166517, "primary_prob": 34.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.749776, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.976936, "hold30_r": -1.912056 }, { "symbol": "WRB", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.535918, "strategy_rank": 73.306883, "rr": 1.161664, "primary_prob": 34.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.742496, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.077354, "hold30_r": -1.0 }, { "symbol": "WSM", "date": "2024-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.605473, "strategy_rank": 96.514958, "rr": 0.754577, "primary_prob": 47.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.131866, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.720161, "hold30_r": -1.0 }, { "symbol": "CEG", "date": "2024-07-16", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.081264, "strategy_rank": 96.866344, "rr": 1.306356, "primary_prob": 31.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.959533, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.031747, "hold30_r": -1.0 }, { "symbol": "HOOD", "date": "2024-07-16", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 94.130926, "strategy_rank": 94.979486, "rr": 2.283322, "primary_prob": 31.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 3.424984, "raw_level_count": 20, "gate_level_count": 20, "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": 83.521445, "strategy_rank": 66.674471, "rr": 1.149351, "primary_prob": 50.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.724026, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.078502, "hold30_r": 4.068516 }, { "symbol": "ACGL", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.295711, "strategy_rank": 65.401592, "rr": 1.666038, "primary_prob": 24.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.499057, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.076942, "hold30_r": -1.0 }, { "symbol": "AIZ", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.277652, "strategy_rank": 64.893005, "rr": 1.443565, "primary_prob": 43.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 56, "primary_distance_atr": 2.165347, "raw_level_count": 20, "gate_level_count": 20, "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": 94.356659, "strategy_rank": 70.813175, "rr": 1.109189, "primary_prob": 51.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.663783, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.029469, "hold30_r": -1.0 }, { "symbol": "AMAT", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.665914, "strategy_rank": 86.182356, "rr": 1.833598, "primary_prob": 21.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.750398, "raw_level_count": 20, "gate_level_count": 20, "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": 94.582393, "strategy_rank": 93.167134, "rr": 1.156504, "primary_prob": 34.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.734755, "raw_level_count": 20, "gate_level_count": 20, "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": 91.534989, "strategy_rank": 75.39206, "rr": 1.48458, "primary_prob": 27.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.22687, "raw_level_count": 20, "gate_level_count": 20, "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": 98.758465, "strategy_rank": 98.657953, "rr": 1.113795, "primary_prob": 35.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.670692, "raw_level_count": 20, "gate_level_count": 20, "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": 93.115124, "strategy_rank": 93.119776, "rr": 1.928583, "primary_prob": 20.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.892874, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.032687, "hold30_r": -1.0 }, { "symbol": "CB", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.293454, "strategy_rank": 66.854066, "rr": 0.845181, "primary_prob": 59.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.267772, "raw_level_count": 20, "gate_level_count": 20, "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": 86.004515, "strategy_rank": 68.919376, "rr": 1.340946, "primary_prob": 45.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.011418, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.2704, "hold30_r": 5.629917 }, { "symbol": "CI", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.264108, "strategy_rank": 60.195687, "rr": 1.569828, "primary_prob": 40.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.354743, "raw_level_count": 20, "gate_level_count": 20, "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": 91.196388, "strategy_rank": 83.19558, "rr": 1.285011, "primary_prob": 31.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.927516, "raw_level_count": 20, "gate_level_count": 20, "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": 96.952596, "strategy_rank": 97.562763, "rr": 2.994532, "primary_prob": 25.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 4.491798, "raw_level_count": 20, "gate_level_count": 20, "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": 86.455982, "strategy_rank": 63.559728, "rr": 0.862277, "primary_prob": 43.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.293416, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.779019, "hold30_r": 2.087378 }, { "symbol": "COST", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.873589, "strategy_rank": 71.270972, "rr": 1.763174, "primary_prob": 22.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.644762, "raw_level_count": 20, "gate_level_count": 20, "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": 97.404063, "strategy_rank": 96.324736, "rr": 1.792195, "primary_prob": 22.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.688292, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -3.066293, "hold30_r": -3.030691 }, { "symbol": "CVNA", "date": "2024-07-17", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 98.984199, "strategy_rank": 99.12002, "rr": 2.345824, "primary_prob": 30.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 3.518736, "raw_level_count": 20, "gate_level_count": 20, "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": 95.485327, "strategy_rank": 93.90054, "rr": 1.410755, "primary_prob": 29.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.116133, "raw_level_count": 20, "gate_level_count": 20, "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": 99.209932, "strategy_rank": 99.075331, "rr": 1.344596, "primary_prob": 30.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.016895, "raw_level_count": 20, "gate_level_count": 20, "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": 84.198646, "strategy_rank": 75.864728, "rr": 1.625648, "primary_prob": 24.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.438472, "raw_level_count": 20, "gate_level_count": 20, "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": 88.713318, "strategy_rank": 82.538512, "rr": 1.221323, "primary_prob": 33.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.831985, "raw_level_count": 20, "gate_level_count": 20, "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": 81.602709, "strategy_rank": 66.108383, "rr": 0.994712, "primary_prob": 39.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 1.492068, "raw_level_count": 20, "gate_level_count": 20, "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": 96.726862, "strategy_rank": 89.634479, "rr": 1.897392, "primary_prob": 20.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.846088, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.855954, "hold30_r": -1.0 }, { "symbol": "ERIE", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.388262, "strategy_rank": 82.944756, "rr": 1.703309, "primary_prob": 38.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.554964, "raw_level_count": 20, "gate_level_count": 20, "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": 88.036117, "strategy_rank": 79.395552, "rr": 1.386888, "primary_prob": 29.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.080332, "raw_level_count": 20, "gate_level_count": 20, "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": 95.03386, "strategy_rank": 94.327756, "rr": 0.692965, "primary_prob": 50.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 1.039448, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.662987, "hold30_r": -1.361938 }, { "symbol": "GD", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.939052, "strategy_rank": 62.595174, "rr": 1.369747, "primary_prob": 29.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.054621, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.160937, "hold30_r": -1.057809 }, { "symbol": "GE", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.860045, "strategy_rank": 86.370951, "rr": 1.427949, "primary_prob": 28.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.141923, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.376203, "hold30_r": -1.0 }, { "symbol": "GOOG", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.699774, "strategy_rank": 76.11822, "rr": 1.528287, "primary_prob": 26.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.29243, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.461283, "hold30_r": -1.391013 }, { "symbol": "GRMN", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.519187, "strategy_rank": 82.248566, "rr": 0.838074, "primary_prob": 59.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.257111, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.748689, "hold30_r": -1.0 }, { "symbol": "HLT", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.988713, "strategy_rank": 65.167775, "rr": 0.950494, "primary_prob": 40.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.425741, "raw_level_count": 20, "gate_level_count": 20, "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": 90.744921, "strategy_rank": 86.69712, "rr": 1.196008, "primary_prob": 33.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.794012, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.1396, "hold30_r": 6.7594 }, { "symbol": "IBKR", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.099323, "strategy_rank": 76.868175, "rr": 0.849677, "primary_prob": 44.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.274515, "raw_level_count": 20, "gate_level_count": 20, "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": 92.663657, "strategy_rank": 89.188884, "rr": 1.589939, "primary_prob": 40.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 2.384908, "raw_level_count": 20, "gate_level_count": 20, "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": 87.697517, "strategy_rank": 87.300424, "rr": 1.53769, "primary_prob": 26.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.306534, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.677868, "hold30_r": -1.641463 }, { "symbol": "LII", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.72912, "strategy_rank": 81.965789, "rr": 0.913377, "primary_prob": 41.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.370065, "raw_level_count": 20, "gate_level_count": 20, "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": 97.17833, "strategy_rank": 84.781587, "rr": 1.398535, "primary_prob": 29.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.097803, "raw_level_count": 20, "gate_level_count": 20, "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": 81.941309, "strategy_rank": 83.068376, "rr": 1.844333, "primary_prob": 21.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.766499, "raw_level_count": 20, "gate_level_count": 20, "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": 93.905192, "strategy_rank": 67.253905, "rr": 1.488899, "primary_prob": 27.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.233348, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.399881, "hold30_r": -1.0 }, { "symbol": "META", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.681716, "strategy_rank": 88.413687, "rr": 1.043468, "primary_prob": 37.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.565203, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.003262, "hold30_r": 2.384138 }, { "symbol": "MPC", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.970655, "strategy_rank": 82.767296, "rr": 1.309554, "primary_prob": 31.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 1.964331, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.25882, "hold30_r": -1.0 }, { "symbol": "MRK", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.167043, "strategy_rank": 62.922335, "rr": 1.827516, "primary_prob": 21.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.741273, "raw_level_count": 20, "gate_level_count": 20, "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": 99.887133, "strategy_rank": 99.819642, "rr": 1.644747, "primary_prob": 39.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.467121, "raw_level_count": 20, "gate_level_count": 20, "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": 96.162528, "strategy_rank": 95.590797, "rr": 1.648321, "primary_prob": 24.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.472482, "raw_level_count": 20, "gate_level_count": 20, "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": 87.133183, "strategy_rank": 83.358093, "rr": 1.769969, "primary_prob": 22.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.654953, "raw_level_count": 20, "gate_level_count": 20, "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": 97.629797, "strategy_rank": 93.00302, "rr": 1.245805, "primary_prob": 32.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.868707, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.209708, "hold30_r": -1.517696 }, { "symbol": "NTAP", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.889391, "strategy_rank": 88.333384, "rr": 1.457878, "primary_prob": 28.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.186817, "raw_level_count": 20, "gate_level_count": 20, "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": 98.532731, "strategy_rank": 97.925615, "rr": 1.851337, "primary_prob": 21.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.777006, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.024558, "hold30_r": -1.0 }, { "symbol": "PSX", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.503386, "strategy_rank": 75.523992, "rr": 1.847648, "primary_prob": 36.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.771472, "raw_level_count": 20, "gate_level_count": 20, "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": 92.437923, "strategy_rank": 90.280871, "rr": 1.598501, "primary_prob": 25.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.397752, "raw_level_count": 20, "gate_level_count": 20, "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": 86.230248, "strategy_rank": 81.205768, "rr": 0.718814, "primary_prob": 64.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.07822, "raw_level_count": 20, "gate_level_count": 20, "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": 86.907449, "strategy_rank": 86.173052, "rr": 1.880352, "primary_prob": 21.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.820528, "raw_level_count": 20, "gate_level_count": 20, "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": 80.925508, "strategy_rank": 64.181639, "rr": 0.995959, "primary_prob": 39.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.493939, "raw_level_count": 20, "gate_level_count": 20, "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": 98.306998, "strategy_rank": 98.781115, "rr": 1.662157, "primary_prob": 24.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.493236, "raw_level_count": 20, "gate_level_count": 20, "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": 93.679458, "strategy_rank": 86.622918, "rr": 1.046797, "primary_prob": 37.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.570196, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.991681, "hold30_r": -1.0 }, { "symbol": "SW", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.259594, "strategy_rank": 89.553337, "rr": 1.943767, "primary_prob": 20.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.915651, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.854122, "hold30_r": -1.81601 }, { "symbol": "TDG", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.471783, "strategy_rank": 69.304573, "rr": 1.477647, "primary_prob": 27.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.21647, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.120897, "hold30_r": -1.062529 }, { "symbol": "TPL", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.711061, "strategy_rank": 95.004499, "rr": 1.564777, "primary_prob": 41.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.347165, "raw_level_count": 20, "gate_level_count": 20, "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": 83.069977, "strategy_rank": 67.57466, "rr": 1.692216, "primary_prob": 38.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.538324, "raw_level_count": 20, "gate_level_count": 20, "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": 82.392777, "strategy_rank": 72.573592, "rr": 0.845767, "primary_prob": 44.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.268651, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.055466, "hold30_r": -1.0 }, { "symbol": "TXT", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.248307, "strategy_rank": 70.194085, "rr": 1.756635, "primary_prob": 37.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.634952, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.164714, "hold30_r": -1.088772 }, { "symbol": "UBER", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.731377, "strategy_rank": 84.330883, "rr": 1.550226, "primary_prob": 26.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.325338, "raw_level_count": 20, "gate_level_count": 20, "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": 84.650113, "strategy_rank": 78.072647, "rr": 1.038636, "primary_prob": 38.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.557953, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.98996, "hold30_r": -1.0 }, { "symbol": "VRT", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.435666, "strategy_rank": 98.760372, "rr": 1.380454, "primary_prob": 29.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.07068, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.35724, "hold30_r": -1.0 }, { "symbol": "VST", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.6614, "strategy_rank": 98.445412, "rr": 0.809078, "primary_prob": 45.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.213617, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.788828, "hold30_r": -1.246329 }, { "symbol": "VZ", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.214447, "strategy_rank": 67.65687, "rr": 0.81964, "primary_prob": 60.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.22946, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -2.232255, "hold30_r": -2.145546 }, { "symbol": "WDC", "date": "2024-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.936795, "strategy_rank": 92.628729, "rr": 1.576482, "primary_prob": 25.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.364723, "raw_level_count": 20, "gate_level_count": 20, "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": 88.374718, "strategy_rank": 71.693384, "rr": 1.122573, "primary_prob": 50.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.68386, "raw_level_count": 20, "gate_level_count": 20, "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": 97.85553, "strategy_rank": 96.911033, "rr": 0.877366, "primary_prob": 43.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.316049, "raw_level_count": 20, "gate_level_count": 20, "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": 98.187633, "strategy_rank": 97.007939, "rr": 1.671909, "primary_prob": 24.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.507864, "raw_level_count": 20, "gate_level_count": 20, "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": 92.324094, "strategy_rank": 93.797078, "rr": 0.942446, "primary_prob": 41.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.413669, "raw_level_count": 20, "gate_level_count": 20, "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": 84.968017, "strategy_rank": 66.083995, "rr": 0.922197, "primary_prob": 41.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.383295, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.846379, "hold30_r": 6.209324 }, { "symbol": "AIZ", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.460554, "strategy_rank": 63.394728, "rr": 1.759541, "primary_prob": 22.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 56, "primary_distance_atr": 2.639311, "raw_level_count": 20, "gate_level_count": 20, "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": 93.283582, "strategy_rank": 70.66021, "rr": 1.156481, "primary_prob": 49.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.734722, "raw_level_count": 20, "gate_level_count": 20, "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": 86.673774, "strategy_rank": 87.639727, "rr": 1.309308, "primary_prob": 31.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.963963, "raw_level_count": 20, "gate_level_count": 20, "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": 94.989339, "strategy_rank": 93.811686, "rr": 1.713126, "primary_prob": 23.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.569689, "raw_level_count": 20, "gate_level_count": 20, "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": 91.257996, "strategy_rank": 79.295491, "rr": 1.957635, "primary_prob": 20.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.936452, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.041488, "hold30_r": -1.0 }, { "symbol": "APP", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.040512, "strategy_rank": 98.849635, "rr": 1.450635, "primary_prob": 28.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.175952, "raw_level_count": 20, "gate_level_count": 20, "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": 89.1258, "strategy_rank": 90.345507, "rr": 1.55532, "primary_prob": 26.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.33298, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.029675, "hold30_r": -1.0 }, { "symbol": "AXON", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.857143, "strategy_rank": 87.053191, "rr": 0.829244, "primary_prob": 59.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.243866, "raw_level_count": 20, "gate_level_count": 20, "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": 81.343284, "strategy_rank": 68.110511, "rr": 1.32187, "primary_prob": 30.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.982805, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.255936, "hold30_r": -1.0 }, { "symbol": "CASY", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.684435, "strategy_rank": 87.445062, "rr": 0.917805, "primary_prob": 41.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.376707, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.848009, "hold30_r": -1.033505 }, { "symbol": "CB", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.486141, "strategy_rank": 65.674341, "rr": 1.808876, "primary_prob": 22.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.713315, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.733097, "hold30_r": 3.976337 }, { "symbol": "CBOE", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.607676, "strategy_rank": 68.574309, "rr": 1.262166, "primary_prob": 47.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.893249, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.192312, "hold30_r": 4.800438 }, { "symbol": "CMG", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.938166, "strategy_rank": 84.177993, "rr": 1.804711, "primary_prob": 22.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.707067, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.307765, "hold30_r": -1.270493 }, { "symbol": "COHR", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.008529, "strategy_rank": 88.040013, "rr": 1.511172, "primary_prob": 27.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.266757, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.031834, "hold30_r": -1.0 }, { "symbol": "COIN", "date": "2024-07-24", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 96.481876, "strategy_rank": 97.250079, "rr": 2.798867, "primary_prob": 26.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 4.1983, "raw_level_count": 20, "gate_level_count": 20, "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": 87.206823, "strategy_rank": 64.108606, "rr": 0.752314, "primary_prob": 47.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.128472, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.663856, "hold30_r": 2.008103 }, { "symbol": "COST", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.978678, "strategy_rank": 70.197841, "rr": 1.23062, "primary_prob": 33.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.84593, "raw_level_count": 20, "gate_level_count": 20, "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": 97.547974, "strategy_rank": 96.943157, "rr": 0.922367, "primary_prob": 41.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.38355, "raw_level_count": 20, "gate_level_count": 20, "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": 98.400853, "strategy_rank": 98.721023, "rr": 1.707038, "primary_prob": 23.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.560557, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.686117, "hold30_r": 1.504652 }, { "symbol": "DECK", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.776119, "strategy_rank": 93.598603, "rr": 1.397334, "primary_prob": 29.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.096001, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.357717, "hold30_r": 0.779637 }, { "symbol": "DELL", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.253731, "strategy_rank": 99.126548, "rr": 1.627253, "primary_prob": 24.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.440879, "raw_level_count": 20, "gate_level_count": 20, "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": 84.754797, "strategy_rank": 82.945379, "rr": 1.561918, "primary_prob": 26.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.342877, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.035675, "hold30_r": -1.0 }, { "symbol": "EME", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.121535, "strategy_rank": 90.676564, "rr": 1.180803, "primary_prob": 34.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.771205, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.142982, "hold30_r": -1.462586 }, { "symbol": "ERIE", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.908316, "strategy_rank": 83.857097, "rr": 1.684782, "primary_prob": 39.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.527173, "raw_level_count": 20, "gate_level_count": 20, "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": 87.420043, "strategy_rank": 81.268498, "rr": 1.265144, "primary_prob": 32.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 1.897716, "raw_level_count": 20, "gate_level_count": 20, "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": 89.339019, "strategy_rank": 79.803271, "rr": 1.758219, "primary_prob": 22.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.637328, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.05848, "hold30_r": -1.0 }, { "symbol": "FICO", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.496802, "strategy_rank": 89.958399, "rr": 1.064683, "primary_prob": 52.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.597024, "raw_level_count": 20, "gate_level_count": 20, "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": 95.628998, "strategy_rank": 94.961575, "rr": 0.779253, "primary_prob": 46.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 1.168879, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.751765, "hold30_r": -1.123799 }, { "symbol": "GD", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.91258, "strategy_rank": 63.323912, "rr": 1.207933, "primary_prob": 33.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.8119, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.132126, "hold30_r": 1.680348 }, { "symbol": "GDDY", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.055437, "strategy_rank": 75.281359, "rr": 0.859542, "primary_prob": 43.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.289313, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.787101, "hold30_r": 2.476068 }, { "symbol": "GE", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.434968, "strategy_rank": 86.998095, "rr": 1.956907, "primary_prob": 35.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.935361, "raw_level_count": 20, "gate_level_count": 20, "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": 83.26226, "strategy_rank": 79.124008, "rr": 1.772648, "primary_prob": 22.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.658972, "raw_level_count": 20, "gate_level_count": 20, "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": 82.729211, "strategy_rank": 78.974278, "rr": 1.792195, "primary_prob": 22.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.688292, "raw_level_count": 20, "gate_level_count": 20, "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": 91.897655, "strategy_rank": 83.509209, "rr": 0.860534, "primary_prob": 58.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.290801, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.773148, "hold30_r": -1.0 }, { "symbol": "HIG", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.191898, "strategy_rank": 67.538584, "rr": 1.41943, "primary_prob": 28.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.129146, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.34354, "hold30_r": 4.891122 }, { "symbol": "HLT", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.181237, "strategy_rank": 65.818355, "rr": 1.712346, "primary_prob": 23.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.568519, "raw_level_count": 20, "gate_level_count": 20, "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": 90.405117, "strategy_rank": 87.092093, "rr": 1.503938, "primary_prob": 27.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.255908, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.450469, "hold30_r": 4.910902 }, { "symbol": "IBKR", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.110874, "strategy_rank": 77.818037, "rr": 1.156486, "primary_prob": 34.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.734729, "raw_level_count": 20, "gate_level_count": 20, "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": 93.070362, "strategy_rank": 89.979041, "rr": 1.247979, "primary_prob": 32.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 1.871969, "raw_level_count": 20, "gate_level_count": 20, "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": 82.942431, "strategy_rank": 74.272467, "rr": 1.125491, "primary_prob": 50.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.688236, "raw_level_count": 20, "gate_level_count": 20, "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": 82.196162, "strategy_rank": 72.664973, "rr": 0.973394, "primary_prob": 55.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.460091, "raw_level_count": 20, "gate_level_count": 20, "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": 88.272921, "strategy_rank": 88.376151, "rr": 1.945591, "primary_prob": 20.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.918387, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.031952, "hold30_r": -1.0 }, { "symbol": "L", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.130064, "strategy_rank": 57.110194, "rr": 1.352639, "primary_prob": 30.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.028959, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.264668, "hold30_r": -1.0 }, { "symbol": "LDOS", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.415778, "strategy_rank": 71.450619, "rr": 0.864568, "primary_prob": 43.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.296852, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.787742, "hold30_r": -1.0 }, { "symbol": "LII", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.471215, "strategy_rank": 84.168149, "rr": 1.250061, "primary_prob": 32.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.875092, "raw_level_count": 20, "gate_level_count": 20, "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": 97.334755, "strategy_rank": 86.99603, "rr": 1.406796, "primary_prob": 29.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.110195, "raw_level_count": 20, "gate_level_count": 20, "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": 82.515991, "strategy_rank": 84.027151, "rr": 1.262365, "primary_prob": 32.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.893548, "raw_level_count": 20, "gate_level_count": 20, "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": 94.5629, "strategy_rank": 67.374881, "rr": 0.906104, "primary_prob": 42.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.359156, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.813462, "hold30_r": -1.288378 }, { "symbol": "META", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.552239, "strategy_rank": 90.452525, "rr": 1.0563, "primary_prob": 37.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.584451, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.016848, "hold30_r": 2.377317 }, { "symbol": "MPC", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.993603, "strategy_rank": 80.267863, "rr": 1.071011, "primary_prob": 37.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 1.606517, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.016277, "hold30_r": -1.372045 }, { "symbol": "MRK", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.170576, "strategy_rank": 61.864084, "rr": 1.927572, "primary_prob": 20.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.891358, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.068213, "hold30_r": -1.0 }, { "symbol": "MSTR", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.89339, "strategy_rank": 99.893458, "rr": 1.660704, "primary_prob": 39.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.491056, "raw_level_count": 20, "gate_level_count": 20, "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": 96.268657, "strategy_rank": 95.728485, "rr": 1.584927, "primary_prob": 25.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.377391, "raw_level_count": 20, "gate_level_count": 20, "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": 89.765458, "strategy_rank": 85.335821, "rr": 1.944834, "primary_prob": 20.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.917252, "raw_level_count": 20, "gate_level_count": 20, "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": 97.761194, "strategy_rank": 93.773261, "rr": 1.652909, "primary_prob": 24.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.479364, "raw_level_count": 20, "gate_level_count": 20, "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": 92.643923, "strategy_rank": 88.595427, "rr": 1.914422, "primary_prob": 20.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.871632, "raw_level_count": 20, "gate_level_count": 20, "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": 97.974414, "strategy_rank": 97.688473, "rr": 1.324323, "primary_prob": 30.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.986484, "raw_level_count": 20, "gate_level_count": 20, "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": 85.820896, "strategy_rank": 70.319308, "rr": 0.968111, "primary_prob": 40.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.452166, "raw_level_count": 20, "gate_level_count": 20, "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": 83.688699, "strategy_rank": 67.58209, "rr": 1.205915, "primary_prob": 33.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.808873, "raw_level_count": 20, "gate_level_count": 20, "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": 96.695096, "strategy_rank": 76.941886, "rr": 1.374154, "primary_prob": 29.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.061231, "raw_level_count": 20, "gate_level_count": 20, "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": 83.47548, "strategy_rank": 71.900921, "rr": 1.177111, "primary_prob": 34.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 1.765667, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.117044, "hold30_r": -1.0 }, { "symbol": "QCOM", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.846482, "strategy_rank": 87.407431, "rr": 1.880918, "primary_prob": 21.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.821377, "raw_level_count": 20, "gate_level_count": 20, "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": 85.394456, "strategy_rank": 81.095268, "rr": 0.776587, "primary_prob": 46.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.16488, "raw_level_count": 20, "gate_level_count": 20, "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": 90.724947, "strategy_rank": 65.167037, "rr": 0.996586, "primary_prob": 39.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.494879, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.928221, "hold30_r": 2.890271 }, { "symbol": "RL", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.247335, "strategy_rank": 85.936964, "rr": 1.220169, "primary_prob": 33.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.830254, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.175252, "hold30_r": -1.0 }, { "symbol": "RSG", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.982942, "strategy_rank": 57.547634, "rr": 1.128608, "primary_prob": 35.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.692912, "raw_level_count": 20, "gate_level_count": 20, "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": 98.614072, "strategy_rank": 98.934106, "rr": 1.515468, "primary_prob": 26.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.273203, "raw_level_count": 20, "gate_level_count": 20, "outcome": "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": 94.136461, "strategy_rank": 87.342331, "rr": 1.427597, "primary_prob": 43.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.141396, "raw_level_count": 20, "gate_level_count": 20, "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": 95.202559, "strategy_rank": 89.5886, "rr": 1.644071, "primary_prob": 24.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.466106, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.041505, "hold30_r": -1.0 }, { "symbol": "T", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.221748, "strategy_rank": 66.806288, "rr": 1.762354, "primary_prob": 22.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.643532, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.697168, "hold30_r": 2.53466 }, { "symbol": "TDG", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.69936, "strategy_rank": 71.281042, "rr": 1.324745, "primary_prob": 30.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.987118, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.163834, "hold30_r": -1.107761 }, { "symbol": "TMUS", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.556503, "strategy_rank": 57.185297, "rr": 1.575246, "primary_prob": 25.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.362868, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.488605, "hold30_r": 4.96902 }, { "symbol": "TPL", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.923241, "strategy_rank": 93.576056, "rr": 1.5317, "primary_prob": 26.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.29755, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.477472, "hold30_r": -1.0 }, { "symbol": "TRGP", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.710021, "strategy_rank": 73.0651, "rr": 1.152316, "primary_prob": 34.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.728474, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.079633, "hold30_r": -1.499275 }, { "symbol": "TT", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.34968, "strategy_rank": 81.33201, "rr": 0.727612, "primary_prob": 48.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.091417, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.672713, "hold30_r": -1.0 }, { "symbol": "TXT", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.597015, "strategy_rank": 71.354081, "rr": 1.510054, "primary_prob": 27.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.26508, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.064832, "hold30_r": -1.0 }, { "symbol": "VRT", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.680171, "strategy_rank": 99.137822, "rr": 1.616773, "primary_prob": 25.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.42516, "raw_level_count": 20, "gate_level_count": 20, "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": 99.466951, "strategy_rank": 98.47793, "rr": 0.723222, "primary_prob": 48.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.084833, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.702926, "hold30_r": 0.454399 }, { "symbol": "VZ", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.383795, "strategy_rank": 63.609082, "rr": 1.475901, "primary_prob": 27.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 53, "primary_distance_atr": 2.213851, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.411522, "hold30_r": 1.330737 }, { "symbol": "WAB", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.633262, "strategy_rank": 73.439028, "rr": 1.170419, "primary_prob": 34.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.755628, "raw_level_count": 20, "gate_level_count": 20, "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": 95.842217, "strategy_rank": 92.781042, "rr": 0.812022, "primary_prob": 45.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.218033, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.038187, "hold30_r": -1.0 }, { "symbol": "WMB", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.810235, "strategy_rank": 60.588441, "rr": 1.683701, "primary_prob": 24.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.525552, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.280628, "hold30_r": -1.21153 }, { "symbol": "WRB", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.059701, "strategy_rank": 75.52477, "rr": 1.218829, "primary_prob": 33.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.828244, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.162503, "hold30_r": 3.624711 }, { "symbol": "WSM", "date": "2024-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.827292, "strategy_rank": 97.58336, "rr": 0.803509, "primary_prob": 45.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.205263, "raw_level_count": 20, "gate_level_count": 20, "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": 97.438753, "strategy_rank": 96.305013, "rr": 1.771693, "primary_prob": 22.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.657539, "raw_level_count": 20, "gate_level_count": 20, "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": 95.211581, "strategy_rank": 95.680365, "rr": 2.460777, "primary_prob": 14.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 3.691166, "raw_level_count": 20, "gate_level_count": 20, "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": 89.643653, "strategy_rank": 70.359011, "rr": 0.927826, "primary_prob": 41.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.391739, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.867884, "hold30_r": 4.531018 }, { "symbol": "AIZ", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.18931, "strategy_rank": 62.602483, "rr": 1.651519, "primary_prob": 39.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.477278, "raw_level_count": 20, "gate_level_count": 20, "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": 93.429844, "strategy_rank": 72.375307, "rr": 1.142424, "primary_prob": 50.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.713637, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.085147, "hold30_r": 2.507071 }, { "symbol": "AMAT", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.632517, "strategy_rank": 86.172684, "rr": 0.810403, "primary_prob": 45.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.215604, "raw_level_count": 20, "gate_level_count": 20, "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": 86.302895, "strategy_rank": 78.53216, "rr": 1.052773, "primary_prob": 52.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.579159, "raw_level_count": 20, "gate_level_count": 20, "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": 82.182628, "strategy_rank": 74.379897, "rr": 1.540193, "primary_prob": 26.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.31029, "raw_level_count": 20, "gate_level_count": 20, "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": 96.993318, "strategy_rank": 95.22569, "rr": 1.108608, "primary_prob": 36.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.662912, "raw_level_count": 20, "gate_level_count": 20, "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": 90.200445, "strategy_rank": 79.324961, "rr": 1.583383, "primary_prob": 25.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.375074, "raw_level_count": 20, "gate_level_count": 20, "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": 98.997773, "strategy_rank": 98.764514, "rr": 1.739023, "primary_prob": 23.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.608535, "raw_level_count": 20, "gate_level_count": 20, "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": 91.982183, "strategy_rank": 92.351933, "rr": 1.815288, "primary_prob": 21.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.722932, "raw_level_count": 20, "gate_level_count": 20, "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": 91.536748, "strategy_rank": 85.766491, "rr": 1.897699, "primary_prob": 20.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.846549, "raw_level_count": 20, "gate_level_count": 20, "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": 92.2049, "strategy_rank": 68.714731, "rr": 1.87481, "primary_prob": 21.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.812215, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.812401, "hold30_r": 4.202568 }, { "symbol": "C", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.291759, "strategy_rank": 68.08332, "rr": 0.679298, "primary_prob": 50.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 1.018947, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.056715, "hold30_r": -1.0 }, { "symbol": "CBOE", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.86637, "strategy_rank": 70.948728, "rr": 1.564479, "primary_prob": 41.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.346718, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.495725, "hold30_r": 4.909895 }, { "symbol": "CMG", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.986637, "strategy_rank": 86.346819, "rr": 1.676764, "primary_prob": 24.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.515147, "raw_level_count": 20, "gate_level_count": 20, "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": 86.525612, "strategy_rank": 89.733668, "rr": 1.911559, "primary_prob": 20.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.867338, "raw_level_count": 20, "gate_level_count": 20, "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": 98.329621, "strategy_rank": 98.530401, "rr": 0.7629, "primary_prob": 47.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 60, "primary_distance_atr": 1.144349, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.018983, "hold30_r": -1.0 }, { "symbol": "COR", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.082405, "strategy_rank": 64.595059, "rr": 0.860523, "primary_prob": 58.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.290784, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.78588, "hold30_r": -0.036085 }, { "symbol": "COST", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.759465, "strategy_rank": 71.07256, "rr": 1.598031, "primary_prob": 25.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.397046, "raw_level_count": 20, "gate_level_count": 20, "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": 97.66147, "strategy_rank": 96.994842, "rr": 0.81156, "primary_prob": 45.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 1.217341, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.194834, "hold30_r": -1.176889 }, { "symbol": "CVNA", "date": "2024-07-31", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 98.775056, "strategy_rank": 98.975687, "rr": 2.179133, "primary_prob": 32.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 3.268699, "raw_level_count": 20, "gate_level_count": 20, "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": 95.657016, "strategy_rank": 94.023315, "rr": 2.230714, "primary_prob": 31.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 3.346071, "raw_level_count": 20, "gate_level_count": 20, "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": 99.22049, "strategy_rank": 99.087268, "rr": 1.927971, "primary_prob": 20.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.891957, "raw_level_count": 20, "gate_level_count": 20, "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": 90.64588, "strategy_rank": 84.508846, "rr": 1.63657, "primary_prob": 24.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.454855, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.588181, "hold30_r": 3.722495 }, { "symbol": "ECL", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.184855, "strategy_rank": 68.440745, "rr": 1.258486, "primary_prob": 32.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.88773, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.197127, "hold30_r": 2.659804 }, { "symbol": "EME", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.879733, "strategy_rank": 90.508471, "rr": 0.788375, "primary_prob": 61.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.182562, "raw_level_count": 20, "gate_level_count": 20, "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": 89.198218, "strategy_rank": 83.628964, "rr": 0.770848, "primary_prob": 47.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 1.156272, "raw_level_count": 20, "gate_level_count": 20, "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": 91.314031, "strategy_rank": 80.237953, "rr": 1.236684, "primary_prob": 32.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.855026, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.125622, "hold30_r": -1.066585 }, { "symbol": "GE", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.405345, "strategy_rank": 85.281072, "rr": 0.883611, "primary_prob": 57.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.325417, "raw_level_count": 20, "gate_level_count": 20, "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": 92.427617, "strategy_rank": 84.287763, "rr": 1.190839, "primary_prob": 48.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.786259, "raw_level_count": 20, "gate_level_count": 20, "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": 83.63029, "strategy_rank": 64.314284, "rr": 1.675974, "primary_prob": 24.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.513961, "raw_level_count": 20, "gate_level_count": 20, "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": 92.873051, "strategy_rank": 77.725263, "rr": 1.870129, "primary_prob": 21.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.805193, "raw_level_count": 20, "gate_level_count": 20, "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": 80.957684, "strategy_rank": 80.797186, "rr": 2.896383, "primary_prob": 25.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 4.344575, "raw_level_count": 20, "gate_level_count": 20, "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": 86.74833, "strategy_rank": 86.986345, "rr": 1.057384, "primary_prob": 52.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.586077, "raw_level_count": 20, "gate_level_count": 20, "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": 96.10245, "strategy_rank": 74.379613, "rr": 1.778333, "primary_prob": 22.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.667499, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.72176, "hold30_r": 1.898158 }, { "symbol": "LLY", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.106904, "strategy_rank": 88.430117, "rr": 1.73837, "primary_prob": 23.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.607554, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.213407, "hold30_r": -1.172641 }, { "symbol": "META", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.750557, "strategy_rank": 88.889238, "rr": 1.469165, "primary_prob": 27.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.203747, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.427979, "hold30_r": -1.018519 }, { "symbol": "MPC", "date": "2024-07-31", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 88.641425, "strategy_rank": 79.968909, "rr": 2.070547, "primary_prob": 33.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 3.10582, "raw_level_count": 20, "gate_level_count": 20, "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": 80.178174, "strategy_rank": 70.106924, "rr": 0.749241, "primary_prob": 47.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.123861, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.706556, "hold30_r": 0.399947 }, { "symbol": "MSTR", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.888641, "strategy_rank": 99.888679, "rr": 1.893274, "primary_prob": 35.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.839911, "raw_level_count": 20, "gate_level_count": 20, "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": 94.54343, "strategy_rank": 94.345028, "rr": 1.558056, "primary_prob": 26.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.337084, "raw_level_count": 20, "gate_level_count": 20, "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": 90.979955, "strategy_rank": 82.073066, "rr": 1.241673, "primary_prob": 32.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.862509, "raw_level_count": 20, "gate_level_count": 20, "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": 97.884187, "strategy_rank": 93.279776, "rr": 1.356275, "primary_prob": 30.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.034413, "raw_level_count": 20, "gate_level_count": 20, "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": 94.766147, "strategy_rank": 89.795702, "rr": 1.417871, "primary_prob": 28.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.126807, "raw_level_count": 20, "gate_level_count": 20, "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": 98.552339, "strategy_rank": 98.219118, "rr": 1.772716, "primary_prob": 22.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.659074, "raw_level_count": 20, "gate_level_count": 20, "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": 85.746102, "strategy_rank": 69.265876, "rr": 0.673991, "primary_prob": 50.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.010987, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.229735, "hold30_r": -1.156515 }, { "symbol": "NWSA", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.962138, "strategy_rank": 66.182507, "rr": 0.910911, "primary_prob": 42.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.366366, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.144898, "hold30_r": -1.072737 }, { "symbol": "PANW", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.964365, "strategy_rank": 87.306758, "rr": 1.574232, "primary_prob": 25.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.361347, "raw_level_count": 20, "gate_level_count": 20, "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": 96.770601, "strategy_rank": 74.780578, "rr": 1.667794, "primary_prob": 24.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.501691, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.605082, "hold30_r": 5.178221 }, { "symbol": "PSX", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.187082, "strategy_rank": 73.413716, "rr": 1.71537, "primary_prob": 38.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.573056, "raw_level_count": 20, "gate_level_count": 20, "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": 86.080178, "strategy_rank": 86.785602, "rr": 1.737646, "primary_prob": 23.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.60647, "raw_level_count": 20, "gate_level_count": 20, "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": 81.848552, "strategy_rank": 79.251717, "rr": 1.745594, "primary_prob": 23.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.618391, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.041789, "hold30_r": -1.0 }, { "symbol": "RL", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.734967, "strategy_rank": 81.775878, "rr": 1.801202, "primary_prob": 37.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.701803, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.203596, "hold30_r": -1.157407 }, { "symbol": "RSG", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.305122, "strategy_rank": 61.347179, "rr": 0.991718, "primary_prob": 39.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.487577, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.91155, "hold30_r": 2.252545 }, { "symbol": "SMCI", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.216036, "strategy_rank": 97.951114, "rr": 1.733631, "primary_prob": 23.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.600446, "raw_level_count": 20, "gate_level_count": 20, "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": 92.650334, "strategy_rank": 87.079928, "rr": 1.352479, "primary_prob": 30.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.028719, "raw_level_count": 20, "gate_level_count": 20, "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": 93.652561, "strategy_rank": 88.549006, "rr": 0.916717, "primary_prob": 41.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 67, "primary_distance_atr": 1.375075, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.035856, "hold30_r": -1.0 }, { "symbol": "SYF", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.973274, "strategy_rank": 80.569056, "rr": 0.703141, "primary_prob": 64.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.054711, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.058164, "hold30_r": -1.0 }, { "symbol": "T", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.423163, "strategy_rank": 69.136036, "rr": 1.641079, "primary_prob": 24.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.461619, "raw_level_count": 20, "gate_level_count": 20, "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": 85.412027, "strategy_rank": 69.265616, "rr": 1.18537, "primary_prob": 49.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.778055, "raw_level_count": 20, "gate_level_count": 20, "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": 94.320713, "strategy_rank": 93.555088, "rr": 1.794034, "primary_prob": 37.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.691051, "raw_level_count": 20, "gate_level_count": 20, "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": 93.095768, "strategy_rank": 81.151465, "rr": 0.806726, "primary_prob": 45.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.210089, "raw_level_count": 20, "gate_level_count": 20, "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": 99.443207, "strategy_rank": 99.009578, "rr": 1.513356, "primary_prob": 27.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.270035, "raw_level_count": 20, "gate_level_count": 20, "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": 99.665924, "strategy_rank": 98.731664, "rr": 1.590459, "primary_prob": 25.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.385688, "raw_level_count": 20, "gate_level_count": 20, "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": 84.4098, "strategy_rank": 65.060163, "rr": 0.828332, "primary_prob": 44.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 53, "primary_distance_atr": 1.242498, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.759049, "hold30_r": 2.855433 }, { "symbol": "WAB", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.625835, "strategy_rank": 69.017951, "rr": 1.348136, "primary_prob": 45.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.022204, "raw_level_count": 20, "gate_level_count": 20, "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": 94.988864, "strategy_rank": 92.621237, "rr": 1.855643, "primary_prob": 21.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.783464, "raw_level_count": 20, "gate_level_count": 20, "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": 83.407572, "strategy_rank": 71.967058, "rr": 1.281271, "primary_prob": 31.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.921907, "raw_level_count": 20, "gate_level_count": 20, "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": 89.420935, "strategy_rank": 69.769293, "rr": 1.24097, "primary_prob": 32.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 50, "primary_distance_atr": 1.861455, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.170414, "hold30_r": 0.905182 }, { "symbol": "WMB", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.400891, "strategy_rank": 59.851258, "rr": 1.352782, "primary_prob": 30.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.029172, "raw_level_count": 20, "gate_level_count": 20, "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": 87.52784, "strategy_rank": 63.004749, "rr": 1.380523, "primary_prob": 29.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.070785, "raw_level_count": 20, "gate_level_count": 20, "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": 88.864143, "strategy_rank": 73.217136, "rr": 1.951075, "primary_prob": 35.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.926613, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.891796, "hold30_r": 1.424731 }, { "symbol": "WSM", "date": "2024-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.547884, "strategy_rank": 95.614665, "rr": 1.636644, "primary_prob": 39.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.454966, "raw_level_count": 20, "gate_level_count": 20, "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": 97.478992, "strategy_rank": 96.944633, "rr": 1.730887, "primary_prob": 23.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.596331, "raw_level_count": 20, "gate_level_count": 20, "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": 96.638655, "strategy_rank": 97.017468, "rr": 1.583792, "primary_prob": 25.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.375687, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.567188, "hold30_r": 2.768934 }, { "symbol": "ACGL", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.02521, "strategy_rank": 69.393093, "rr": 1.472286, "primary_prob": 27.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.208429, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.418591, "hold30_r": 4.05486 }, { "symbol": "ALL", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.957983, "strategy_rank": 75.284859, "rr": 1.160364, "primary_prob": 49.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.740545, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.111989, "hold30_r": 2.835824 }, { "symbol": "AMAT", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.97479, "strategy_rank": 88.175113, "rr": 1.621664, "primary_prob": 25.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.432495, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.599872, "hold30_r": 1.110887 }, { "symbol": "ANET", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.428571, "strategy_rank": 94.981637, "rr": 0.899874, "primary_prob": 42.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.34981, "raw_level_count": 20, "gate_level_count": 20, "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": 90.231092, "strategy_rank": 80.790306, "rr": 0.98024, "primary_prob": 39.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.470361, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.949265, "hold30_r": 1.35428 }, { "symbol": "APP", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.264706, "strategy_rank": 98.981622, "rr": 1.31503, "primary_prob": 31.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 1.972544, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.294934, "hold30_r": 8.495398 }, { "symbol": "AVGO", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.802521, "strategy_rank": 93.93039, "rr": 1.734932, "primary_prob": 23.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.602397, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.715024, "hold30_r": 2.275375 }, { "symbol": "AXP", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.764706, "strategy_rank": 71.532776, "rr": 1.83088, "primary_prob": 21.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.74632, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.784388, "hold30_r": 4.058846 }, { "symbol": "BK", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.407563, "strategy_rank": 60.794318, "rr": 1.674233, "primary_prob": 24.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.51135, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.614572, "hold30_r": 4.844441 }, { "symbol": "BSX", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.537815, "strategy_rank": 69.167027, "rr": 1.84797, "primary_prob": 21.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.771956, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.787891, "hold30_r": 4.042995 }, { "symbol": "C", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.07563, "strategy_rank": 77.683476, "rr": 1.528371, "primary_prob": 26.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 2.292556, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.493035, "hold30_r": 2.17583 }, { "symbol": "CASY", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.592437, "strategy_rank": 88.652167, "rr": 1.883985, "primary_prob": 21.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.825977, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.049863, "hold30_r": -1.0 }, { "symbol": "CB", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.344538, "strategy_rank": 64.627955, "rr": 1.109661, "primary_prob": 36.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.664491, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.045438, "hold30_r": 3.005583 }, { "symbol": "CMG", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.382353, "strategy_rank": 86.27006, "rr": 1.664766, "primary_prob": 24.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.497149, "raw_level_count": 20, "gate_level_count": 20, "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": 98.634454, "strategy_rank": 98.760802, "rr": 1.698551, "primary_prob": 23.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 2.547826, "raw_level_count": 20, "gate_level_count": 20, "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": 94.327731, "strategy_rank": 73.490062, "rr": 1.753789, "primary_prob": 22.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.630683, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.695143, "hold30_r": 3.272827 }, { "symbol": "CRWD", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.004202, "strategy_rank": 97.375239, "rr": 1.517602, "primary_prob": 26.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.276403, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.498968, "hold30_r": 1.886587 }, { "symbol": "CTAS", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.184874, "strategy_rank": 66.349454, "rr": 1.048153, "primary_prob": 37.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.572229, "raw_level_count": 20, "gate_level_count": 20, "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": 98.42437, "strategy_rank": 98.739661, "rr": 0.931313, "primary_prob": 41.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.396969, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.915217, "hold30_r": 2.633637 }, { "symbol": "DECK", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.012605, "strategy_rank": 91.212811, "rr": 1.884334, "primary_prob": 21.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.826501, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.854671, "hold30_r": 1.219873 }, { "symbol": "DELL", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.47479, "strategy_rank": 99.286078, "rr": 0.708575, "primary_prob": 49.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.062863, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.691737, "hold30_r": 2.862233 }, { "symbol": "DVA", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.142857, "strategy_rank": 78.528332, "rr": 1.734066, "primary_prob": 23.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.601099, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.694957, "hold30_r": 4.255878 }, { "symbol": "ECL", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.504202, "strategy_rank": 70.398587, "rr": 1.713732, "primary_prob": 23.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.570598, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.659003, "hold30_r": 2.323424 }, { "symbol": "EME", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.903361, "strategy_rank": 91.151241, "rr": 1.733083, "primary_prob": 23.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.599624, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.707119, "hold30_r": 3.066382 }, { "symbol": "ETN", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.147059, "strategy_rank": 76.942396, "rr": 1.510346, "primary_prob": 27.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.265519, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.480956, "hold30_r": 2.711714 }, { "symbol": "FANG", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.491597, "strategy_rank": 81.420823, "rr": 1.332277, "primary_prob": 30.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 1.998415, "raw_level_count": 20, "gate_level_count": 20, "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": 92.752101, "strategy_rank": 92.880301, "rr": 1.553875, "primary_prob": 26.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.330812, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.532928, "hold30_r": 2.770522 }, { "symbol": "GD", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.928571, "strategy_rank": 59.222193, "rr": 0.739116, "primary_prob": 48.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 1.108674, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.674523, "hold30_r": 1.974875 }, { "symbol": "GE", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.983193, "strategy_rank": 85.69579, "rr": 1.650755, "primary_prob": 24.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.476132, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.615584, "hold30_r": 2.606404 }, { "symbol": "GLW", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.819328, "strategy_rank": 80.787066, "rr": 0.902119, "primary_prob": 42.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.353179, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.861295, "hold30_r": 3.548509 }, { "symbol": "GOOG", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.197479, "strategy_rank": 75.946315, "rr": 1.876526, "primary_prob": 21.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.814789, "raw_level_count": 20, "gate_level_count": 20, "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": 80.357143, "strategy_rank": 75.830273, "rr": 1.932292, "primary_prob": 20.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.898438, "raw_level_count": 20, "gate_level_count": 20, "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": 92.962185, "strategy_rank": 85.031557, "rr": 1.638156, "primary_prob": 24.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.457234, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.583068, "hold30_r": 1.596471 }, { "symbol": "HIG", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.651261, "strategy_rank": 71.420206, "rr": 1.705829, "primary_prob": 23.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.558743, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.646978, "hold30_r": 2.994841 }, { "symbol": "HLT", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.243697, "strategy_rank": 65.770169, "rr": 1.253831, "primary_prob": 32.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.880746, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.204911, "hold30_r": 2.646476 }, { "symbol": "HWM", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.542017, "strategy_rank": 90.938908, "rr": 1.555651, "primary_prob": 26.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.333476, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.519767, "hold30_r": 1.940737 }, { "symbol": "IBKR", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.701681, "strategy_rank": 76.971869, "rr": 1.915374, "primary_prob": 20.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.87306, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.874871, "hold30_r": 3.534483 }, { "symbol": "IRM", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.445378, "strategy_rank": 79.099593, "rr": 1.131555, "primary_prob": 50.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.697332, "raw_level_count": 20, "gate_level_count": 20, "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": 84.663866, "strategy_rank": 68.771526, "rr": 1.843581, "primary_prob": 21.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.765371, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.791739, "hold30_r": 1.303816 }, { "symbol": "KKR", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.281513, "strategy_rank": 87.727069, "rr": 1.899495, "primary_prob": 20.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.849243, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.868821, "hold30_r": 3.384932 }, { "symbol": "KLAC", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.235294, "strategy_rank": 88.805629, "rr": 1.811401, "primary_prob": 22.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.717102, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.789951, "hold30_r": 1.148286 }, { "symbol": "LDOS", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.483193, "strategy_rank": 73.574856, "rr": 1.266962, "primary_prob": 32.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.900443, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.209869, "hold30_r": 2.573918 }, { "symbol": "LHX", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.777311, "strategy_rank": 60.47906, "rr": 1.866229, "primary_prob": 21.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 64, "primary_distance_atr": 2.799343, "raw_level_count": 20, "gate_level_count": 20, "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": 98.844538, "strategy_rank": 89.023286, "rr": 1.390099, "primary_prob": 29.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.085148, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.356254, "hold30_r": 3.131845 }, { "symbol": "META", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.815126, "strategy_rank": 85.86723, "rr": 1.378519, "primary_prob": 29.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.067778, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.346818, "hold30_r": 2.275162 }, { "symbol": "MRK", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.567227, "strategy_rank": 68.61112, "rr": 1.569415, "primary_prob": 25.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.354122, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.524138, "hold30_r": 0.953905 }, { "symbol": "MSTR", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.894958, "strategy_rank": 99.894991, "rr": 1.916483, "primary_prob": 20.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.874724, "raw_level_count": 20, "gate_level_count": 20, "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": 95.168067, "strategy_rank": 95.04367, "rr": 1.503156, "primary_prob": 27.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.254734, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.483762, "hold30_r": 0.273709 }, { "symbol": "NFLX", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.071429, "strategy_rank": 82.259969, "rr": 1.698633, "primary_prob": 23.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.547949, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.656346, "hold30_r": 3.208686 }, { "symbol": "NRG", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.214286, "strategy_rank": 93.713274, "rr": 1.90927, "primary_prob": 20.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.863905, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.876287, "hold30_r": 2.233359 }, { "symbol": "NTAP", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.693277, "strategy_rank": 90.752346, "rr": 1.755246, "primary_prob": 22.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.632869, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.71072, "hold30_r": 0.737442 }, { "symbol": "NVDA", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.054622, "strategy_rank": 98.582726, "rr": 0.73501, "primary_prob": 48.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.102514, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.719029, "hold30_r": 1.531657 }, { "symbol": "NWS", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.773109, "strategy_rank": 67.510956, "rr": 1.396097, "primary_prob": 29.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.094146, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.339177, "hold30_r": 0.949367 }, { "symbol": "NWSA", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.932773, "strategy_rank": 66.419048, "rr": 1.648098, "primary_prob": 24.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.472147, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.592679, "hold30_r": 0.532056 }, { "symbol": "OKE", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.987395, "strategy_rank": 59.555814, "rr": 0.804392, "primary_prob": 45.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.206588, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.743592, "hold30_r": 3.919846 }, { "symbol": "PANW", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.121849, "strategy_rank": 93.100194, "rr": 1.797758, "primary_prob": 22.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.696636, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.762359, "hold30_r": 1.710565 }, { "symbol": "PGR", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.268908, "strategy_rank": 75.485927, "rr": 1.264505, "primary_prob": 32.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.896758, "raw_level_count": 20, "gate_level_count": 20, "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": 91.911765, "strategy_rank": 91.190281, "rr": 1.5041, "primary_prob": 27.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.25615, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.48016, "hold30_r": 1.364785 }, { "symbol": "RCL", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.084034, "strategy_rank": 83.829548, "rr": 0.774624, "primary_prob": 46.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.161935, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.746249, "hold30_r": 2.310888 }, { "symbol": "REGN", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.655462, "strategy_rank": 62.719894, "rr": 0.836645, "primary_prob": 44.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.254968, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.781851, "hold30_r": 2.113922 }, { "symbol": "RL", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.508403, "strategy_rank": 84.206145, "rr": 0.82338, "primary_prob": 45.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 1.23507, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.790302, "hold30_r": 2.632466 }, { "symbol": "RTX", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.352941, "strategy_rank": 60.32282, "rr": 0.842691, "primary_prob": 59.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.264037, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.776497, "hold30_r": 1.354035 }, { "symbol": "SMCI", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.848739, "strategy_rank": 97.699679, "rr": 1.773015, "primary_prob": 22.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.659523, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.010391, "hold30_r": -1.0 }, { "symbol": "STX", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.495798, "strategy_rank": 85.249367, "rr": 1.777402, "primary_prob": 22.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.666103, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.743909, "hold30_r": 2.185613 }, { "symbol": "SW", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.554622, "strategy_rank": 84.10345, "rr": 1.50189, "primary_prob": 27.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 2.252835, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.471606, "hold30_r": 3.861139 }, { "symbol": "SYF", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.134454, "strategy_rank": 81.95204, "rr": 1.618404, "primary_prob": 25.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 53, "primary_distance_atr": 2.427606, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.580729, "hold30_r": 2.86176 }, { "symbol": "T", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.172269, "strategy_rank": 70.981344, "rr": 1.426525, "primary_prob": 28.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.139787, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.368469, "hold30_r": 3.181784 }, { "symbol": "TDG", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.718487, "strategy_rank": 69.778177, "rr": 1.846386, "primary_prob": 21.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.769579, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.802995, "hold30_r": 3.389944 }, { "symbol": "TJX", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.298319, "strategy_rank": 59.630964, "rr": 0.989155, "primary_prob": 39.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.483732, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.912649, "hold30_r": 3.671806 }, { "symbol": "TPL", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.285714, "strategy_rank": 90.044596, "rr": 1.632214, "primary_prob": 24.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.44832, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.593579, "hold30_r": 3.565632 }, { "symbol": "TRGP", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.218487, "strategy_rank": 75.506142, "rr": 0.670526, "primary_prob": 51.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.005789, "raw_level_count": 20, "gate_level_count": 20, "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": 82.563025, "strategy_rank": 69.095272, "rr": 1.696835, "primary_prob": 23.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.545252, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.639816, "hold30_r": 3.841309 }, { "symbol": "TT", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.331933, "strategy_rank": 78.325952, "rr": 1.388182, "primary_prob": 29.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.082273, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.347656, "hold30_r": 3.62756 }, { "symbol": "UBER", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.453782, "strategy_rank": 85.906734, "rr": 1.894811, "primary_prob": 20.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.842217, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.866649, "hold30_r": 2.092599 }, { "symbol": "VRT", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.794118, "strategy_rank": 97.889251, "rr": 1.592055, "primary_prob": 25.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.388083, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.576913, "hold30_r": 2.797723 }, { "symbol": "VRTX", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.441176, "strategy_rank": 66.645655, "rr": 1.144196, "primary_prob": 35.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.716295, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.090007, "hold30_r": 0.698461 }, { "symbol": "VST", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.684874, "strategy_rank": 98.929464, "rr": 1.625073, "primary_prob": 25.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.43761, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.606407, "hold30_r": 2.371532 }, { "symbol": "VZ", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.865546, "strategy_rank": 68.281433, "rr": 0.95876, "primary_prob": 40.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 54, "primary_distance_atr": 1.438139, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.894869, "hold30_r": 2.902689 }, { "symbol": "WAB", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.294118, "strategy_rank": 72.423616, "rr": 1.765701, "primary_prob": 22.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.648551, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.714898, "hold30_r": 4.153712 }, { "symbol": "WDC", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.747899, "strategy_rank": 93.049657, "rr": 1.627135, "primary_prob": 24.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.440703, "raw_level_count": 20, "gate_level_count": 20, "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": 84.87395, "strategy_rank": 75.308932, "rr": 1.674904, "primary_prob": 24.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.512356, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.632363, "hold30_r": 1.427787 }, { "symbol": "WM", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.861345, "strategy_rank": 71.252469, "rr": 0.76883, "primary_prob": 47.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 1.153244, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.705054, "hold30_r": -0.03269 }, { "symbol": "WMB", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.617647, "strategy_rank": 62.1376, "rr": 1.027013, "primary_prob": 38.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.540519, "raw_level_count": 20, "gate_level_count": 20, "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": 90.021008, "strategy_rank": 64.840519, "rr": 1.217428, "primary_prob": 33.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.826142, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.136052, "hold30_r": 6.76822 }, { "symbol": "WRB", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.394958, "strategy_rank": 71.124005, "rr": 0.692621, "primary_prob": 65.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.038932, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.636306, "hold30_r": 0.774609 }, { "symbol": "WSM", "date": "2024-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.058824, "strategy_rank": 96.020925, "rr": 1.836004, "primary_prob": 21.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.754006, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.024052, "hold30_r": 1.07265 }, { "symbol": "CEG", "date": "2024-08-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.042716, "strategy_rank": 96.551346, "rr": 0.800508, "primary_prob": 45.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.200762, "raw_level_count": 20, "gate_level_count": 20, "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": 97.261774, "strategy_rank": 97.197028, "rr": 1.14427, "primary_prob": 35.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.716404, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.124045, "hold30_r": 2.186153 }, { "symbol": "AIG", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.380066, "strategy_rank": 66.976987, "rr": 1.928473, "primary_prob": 20.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.89271, "raw_level_count": 20, "gate_level_count": 20, "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": 83.351588, "strategy_rank": 85.424886, "rr": 0.849663, "primary_prob": 44.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.274494, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.027007, "hold30_r": -1.0 }, { "symbol": "ANET", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.180723, "strategy_rank": 93.902217, "rr": 0.933486, "primary_prob": 56.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.400228, "raw_level_count": 20, "gate_level_count": 20, "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": 91.128149, "strategy_rank": 81.743752, "rr": 1.518445, "primary_prob": 41.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.277667, "raw_level_count": 20, "gate_level_count": 20, "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": 86.52793, "strategy_rank": 83.151608, "rr": 1.772926, "primary_prob": 22.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.659389, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.736675, "hold30_r": 3.338464 }, { "symbol": "APP", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.6046, "strategy_rank": 97.130879, "rr": 1.706098, "primary_prob": 38.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.559146, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.683417, "hold30_r": 5.826869 }, { "symbol": "ARES", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.94195, "strategy_rank": 75.007286, "rr": 1.384798, "primary_prob": 44.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.077198, "raw_level_count": 20, "gate_level_count": 20, "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": 92.552026, "strategy_rank": 93.210926, "rr": 1.907442, "primary_prob": 35.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.861164, "raw_level_count": 20, "gate_level_count": 20, "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": 89.266156, "strategy_rank": 73.908628, "rr": 1.054632, "primary_prob": 52.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.581949, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.999586, "hold30_r": 2.753925 }, { "symbol": "BAC", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.161008, "strategy_rank": 67.775506, "rr": 1.27755, "primary_prob": 31.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 1.916325, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.224487, "hold30_r": 0.485371 }, { "symbol": "BSX", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.742607, "strategy_rank": 69.6021, "rr": 0.857285, "primary_prob": 43.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.285927, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.788279, "hold30_r": 3.006908 }, { "symbol": "C", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.251917, "strategy_rank": 79.423607, "rr": 1.277635, "primary_prob": 31.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 1.916453, "raw_level_count": 20, "gate_level_count": 20, "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": 94.961665, "strategy_rank": 89.350627, "rr": 1.320679, "primary_prob": 30.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.981018, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.265362, "hold30_r": -1.010261 }, { "symbol": "CMG", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.647317, "strategy_rank": 86.198636, "rr": 0.807571, "primary_prob": 45.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.211357, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.778582, "hold30_r": 1.796037 }, { "symbol": "COF", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.722892, "strategy_rank": 72.29377, "rr": 1.152771, "primary_prob": 34.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 1.729157, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.106284, "hold30_r": 2.022585 }, { "symbol": "COHR", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.708653, "strategy_rank": 86.145729, "rr": 1.687108, "primary_prob": 23.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.530663, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.664142, "hold30_r": 4.359192 }, { "symbol": "COIN", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.452355, "strategy_rank": 99.321244, "rr": 1.946824, "primary_prob": 20.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 60, "primary_distance_atr": 2.920236, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.016432, "hold30_r": -1.0 }, { "symbol": "COR", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.308872, "strategy_rank": 61.663475, "rr": 0.897967, "primary_prob": 57.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.346951, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.832298, "hold30_r": -1.002652 }, { "symbol": "COST", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.690033, "strategy_rank": 71.820003, "rr": 0.786745, "primary_prob": 61.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.180118, "raw_level_count": 20, "gate_level_count": 20, "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": 97.480832, "strategy_rank": 96.956495, "rr": 1.271978, "primary_prob": 32.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.907967, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.248127, "hold30_r": 1.175715 }, { "symbol": "CVNA", "date": "2024-08-14", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 99.233297, "strategy_rank": 99.299194, "rr": 2.688769, "primary_prob": 27.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 4.033153, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.019647, "hold30_r": -1.0 }, { "symbol": "DECK", "date": "2024-08-14", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 92.11391, "strategy_rank": 90.179956, "rr": 2.276737, "primary_prob": 31.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 3.415106, "raw_level_count": 20, "gate_level_count": 20, "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": 99.014239, "strategy_rank": 98.948917, "rr": 0.732442, "primary_prob": 48.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.098663, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.710952, "hold30_r": 2.45692 }, { "symbol": "ECL", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.803943, "strategy_rank": 62.557946, "rr": 0.867885, "primary_prob": 43.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.301828, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.804724, "hold30_r": 2.148283 }, { "symbol": "EME", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.385542, "strategy_rank": 91.397669, "rr": 1.299989, "primary_prob": 46.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.949984, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.267202, "hold30_r": 2.869521 }, { "symbol": "FANG", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.332968, "strategy_rank": 78.320167, "rr": 1.697036, "primary_prob": 23.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.545555, "raw_level_count": 20, "gate_level_count": 20, "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": 84.008762, "strategy_rank": 73.379438, "rr": 1.932337, "primary_prob": 20.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.898506, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.88258, "hold30_r": 2.004824 }, { "symbol": "GD", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.775465, "strategy_rank": 59.933635, "rr": 0.736573, "primary_prob": 48.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.104859, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.664652, "hold30_r": 0.82761 }, { "symbol": "GLW", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.389923, "strategy_rank": 82.190233, "rr": 1.939968, "primary_prob": 20.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.909952, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.890454, "hold30_r": 3.55814 }, { "symbol": "GM", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.732749, "strategy_rank": 79.498264, "rr": 1.048155, "primary_prob": 37.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 1.572233, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.005077, "hold30_r": 1.086581 }, { "symbol": "GRMN", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.947426, "strategy_rank": 86.758384, "rr": 1.310682, "primary_prob": 31.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.966024, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.248575, "hold30_r": 0.882288 }, { "symbol": "GWW", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.503834, "strategy_rank": 63.606513, "rr": 1.867654, "primary_prob": 21.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.801481, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.813245, "hold30_r": 2.605113 }, { "symbol": "HLT", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.023001, "strategy_rank": 65.238639, "rr": 1.704193, "primary_prob": 23.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.556289, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.64611, "hold30_r": 3.510832 }, { "symbol": "IBKR", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.185104, "strategy_rank": 73.272461, "rr": 1.882406, "primary_prob": 21.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.823609, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.834058, "hold30_r": 3.816075 }, { "symbol": "IFF", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.456736, "strategy_rank": 81.645536, "rr": 1.539569, "primary_prob": 26.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.309354, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.487891, "hold30_r": 2.140109 }, { "symbol": "IP", "date": "2024-08-14", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 86.746988, "strategy_rank": 83.928581, "rr": 2.216827, "primary_prob": 31.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 3.32524, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.164986, "hold30_r": 1.646715 }, { "symbol": "IR", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.146769, "strategy_rank": 77.360506, "rr": 1.331319, "primary_prob": 30.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.996979, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.043137, "hold30_r": -1.0 }, { "symbol": "KKR", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.523549, "strategy_rank": 90.15992, "rr": 1.313852, "primary_prob": 46.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.970778, "raw_level_count": 20, "gate_level_count": 20, "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": 83.789704, "strategy_rank": 85.862859, "rr": 0.884805, "primary_prob": 57.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.327207, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.026044, "hold30_r": -1.0 }, { "symbol": "L", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.065717, "strategy_rank": 57.161976, "rr": 0.721272, "primary_prob": 49.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.081909, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.651582, "hold30_r": 0.462153 }, { "symbol": "LDOS", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.166484, "strategy_rank": 71.25527, "rr": 1.3311, "primary_prob": 30.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.99665, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.267198, "hold30_r": 2.404883 }, { "symbol": "LHX", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.570646, "strategy_rank": 62.503829, "rr": 1.304034, "primary_prob": 31.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 80, "primary_distance_atr": 1.956051, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.237434, "hold30_r": 0.810188 }, { "symbol": "MCK", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.194962, "strategy_rank": 76.209996, "rr": 1.236132, "primary_prob": 32.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.854198, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.048265, "hold30_r": -1.0 }, { "symbol": "MSTR", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.890471, "strategy_rank": 99.890507, "rr": 1.876493, "primary_prob": 21.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.81474, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.863252, "hold30_r": 1.808417 }, { "symbol": "MU", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.2092, "strategy_rank": 93.736593, "rr": 1.330859, "primary_prob": 30.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.996288, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.024849, "hold30_r": -1.0 }, { "symbol": "NFLX", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.951807, "strategy_rank": 80.504996, "rr": 0.945191, "primary_prob": 55.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.417787, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.896787, "hold30_r": 1.817816 }, { "symbol": "NRG", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.138007, "strategy_rank": 94.101419, "rr": 0.80986, "primary_prob": 60.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.21479, "raw_level_count": 20, "gate_level_count": 20, "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": 95.399781, "strategy_rank": 90.313764, "rr": 1.200466, "primary_prob": 48.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.800699, "raw_level_count": 20, "gate_level_count": 20, "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": 98.357065, "strategy_rank": 98.095022, "rr": 1.574696, "primary_prob": 40.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.362043, "raw_level_count": 20, "gate_level_count": 20, "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": 89.594743, "strategy_rank": 91.272119, "rr": 2.056851, "primary_prob": 33.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 3.085276, "raw_level_count": 20, "gate_level_count": 20, "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": 80.284775, "strategy_rank": 68.507877, "rr": 1.819512, "primary_prob": 21.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 2.729268, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.767691, "hold30_r": 2.125853 }, { "symbol": "QCOM", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.990142, "strategy_rank": 91.974938, "rr": 1.775691, "primary_prob": 22.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.663537, "raw_level_count": 20, "gate_level_count": 20, "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": 90.470975, "strategy_rank": 87.815459, "rr": 1.78173, "primary_prob": 22.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.672594, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.749912, "hold30_r": 3.135711 }, { "symbol": "RL", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.994524, "strategy_rank": 79.944744, "rr": 1.62885, "primary_prob": 24.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.443276, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.592698, "hold30_r": 4.456075 }, { "symbol": "SMCI", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.795181, "strategy_rank": 99.058158, "rr": 1.689577, "primary_prob": 23.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.534366, "raw_level_count": 20, "gate_level_count": 20, "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": 90.032859, "strategy_rank": 85.998931, "rr": 1.648254, "primary_prob": 24.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 2.472381, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.60982, "hold30_r": 2.712442 }, { "symbol": "SW", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.428258, "strategy_rank": 87.65361, "rr": 0.748643, "primary_prob": 47.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.122965, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.712857, "hold30_r": 3.603838 }, { "symbol": "SYF", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.909091, "strategy_rank": 85.168092, "rr": 0.83579, "primary_prob": 44.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 53, "primary_distance_atr": 1.253685, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.792438, "hold30_r": -1.0 }, { "symbol": "T", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.675794, "strategy_rank": 68.472837, "rr": 0.981361, "primary_prob": 54.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.472042, "raw_level_count": 20, "gate_level_count": 20, "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": 85.761227, "strategy_rank": 71.71776, "rr": 1.985595, "primary_prob": 34.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.978393, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.935754, "hold30_r": 3.051663 }, { "symbol": "TJX", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.927711, "strategy_rank": 59.056181, "rr": 1.652186, "primary_prob": 24.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.478279, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.57588, "hold30_r": 3.147954 }, { "symbol": "TPL", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.404162, "strategy_rank": 88.786852, "rr": 1.917116, "primary_prob": 35.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.875674, "raw_level_count": 20, "gate_level_count": 20, "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": 89.047097, "strategy_rank": 74.346097, "rr": 1.168357, "primary_prob": 34.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.752536, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.103734, "hold30_r": 3.314317 }, { "symbol": "UBER", "date": "2024-08-14", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 85.323111, "strategy_rank": 86.54237, "rr": 2.109652, "primary_prob": 33.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 3.164479, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.03507, "hold30_r": -1.0 }, { "symbol": "VRT", "date": "2024-08-14", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 97.69989, "strategy_rank": 97.700645, "rr": 2.095018, "primary_prob": 33.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 3.142526, "raw_level_count": 20, "gate_level_count": 20, "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": 88.608981, "strategy_rank": 65.078803, "rr": 1.952545, "primary_prob": 20.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.928817, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.059699, "hold30_r": -0.52489 }, { "symbol": "VST", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.671413, "strategy_rank": 98.785306, "rr": 1.633318, "primary_prob": 39.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.449978, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.611945, "hold30_r": 4.70758 }, { "symbol": "VZ", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.584885, "strategy_rank": 63.553402, "rr": 1.669356, "primary_prob": 24.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.504033, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.598404, "hold30_r": 3.226646 }, { "symbol": "WAB", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.813801, "strategy_rank": 75.867472, "rr": 1.442087, "primary_prob": 28.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.16313, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.384065, "hold30_r": 4.867984 }, { "symbol": "WDC", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.975904, "strategy_rank": 92.402389, "rr": 1.817088, "primary_prob": 21.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.725632, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.790414, "hold30_r": 1.940569 }, { "symbol": "WFC", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.980285, "strategy_rank": 76.367819, "rr": 1.837948, "primary_prob": 21.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 2.756922, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.789985, "hold30_r": -1.0 }, { "symbol": "WM", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.771084, "strategy_rank": 69.731882, "rr": 1.333642, "primary_prob": 30.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.000463, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.070699, "hold30_r": -1.0 }, { "symbol": "WMT", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.828039, "strategy_rank": 64.214639, "rr": 1.106363, "primary_prob": 36.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.659544, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.024858, "hold30_r": 6.683286 }, { "symbol": "WRB", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.542169, "strategy_rank": 70.349978, "rr": 0.811901, "primary_prob": 60.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.217852, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.747677, "hold30_r": -0.336191 }, { "symbol": "WSM", "date": "2024-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.576123, "strategy_rank": 96.935452, "rr": 1.944428, "primary_prob": 20.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.916641, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.026679, "hold30_r": -1.0 }, { "symbol": "CEG", "date": "2024-08-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.275395, "strategy_rank": 96.039902, "rr": 1.520957, "primary_prob": 26.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.281436, "raw_level_count": 20, "gate_level_count": 20, "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": 97.629797, "strategy_rank": 97.326202, "rr": 2.82527, "primary_prob": 11.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 4.237905, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.024504, "hold30_r": 1.729997 }, { "symbol": "AIG", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.474041, "strategy_rank": 65.599021, "rr": 1.614139, "primary_prob": 25.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.421209, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.063866, "hold30_r": -1.0 }, { "symbol": "ANET", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.309255, "strategy_rank": 91.075441, "rr": 0.714306, "primary_prob": 64.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.071458, "raw_level_count": 20, "gate_level_count": 20, "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": 84.537246, "strategy_rank": 77.236952, "rr": 0.943497, "primary_prob": 55.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.415246, "raw_level_count": 20, "gate_level_count": 20, "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": 86.455982, "strategy_rank": 83.010732, "rr": 1.346539, "primary_prob": 30.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.019808, "raw_level_count": 20, "gate_level_count": 20, "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": 96.613995, "strategy_rank": 96.344566, "rr": 1.752887, "primary_prob": 37.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.629331, "raw_level_count": 20, "gate_level_count": 20, "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": 85.891648, "strategy_rank": 78.455608, "rr": 1.546911, "primary_prob": 26.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.320367, "raw_level_count": 20, "gate_level_count": 20, "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": 89.841986, "strategy_rank": 91.367406, "rr": 0.772359, "primary_prob": 61.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.158538, "raw_level_count": 20, "gate_level_count": 20, "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": 91.083521, "strategy_rank": 76.441667, "rr": 0.813073, "primary_prob": 45.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.21961, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.754176, "hold30_r": 2.665088 }, { "symbol": "BAC", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.182844, "strategy_rank": 68.814237, "rr": 1.427472, "primary_prob": 28.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.141208, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.370115, "hold30_r": 0.370041 }, { "symbol": "C", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.647856, "strategy_rank": 80.185066, "rr": 1.658012, "primary_prob": 24.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 2.487019, "raw_level_count": 20, "gate_level_count": 20, "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": 94.582393, "strategy_rank": 89.138904, "rr": 1.246124, "primary_prob": 47.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.869186, "raw_level_count": 20, "gate_level_count": 20, "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": 83.860045, "strategy_rank": 76.424692, "rr": 1.924756, "primary_prob": 20.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.887134, "raw_level_count": 20, "gate_level_count": 20, "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": 80.925508, "strategy_rank": 78.124744, "rr": 1.627303, "primary_prob": 39.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.440954, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.032804, "hold30_r": 0.906635 }, { "symbol": "COF", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.376975, "strategy_rank": 73.164559, "rr": 1.363987, "primary_prob": 29.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 2.04598, "raw_level_count": 20, "gate_level_count": 20, "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": 99.6614, "strategy_rank": 99.458583, "rr": 1.664081, "primary_prob": 24.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 60, "primary_distance_atr": 2.496121, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.018979, "hold30_r": -1.0 }, { "symbol": "COR", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.06772, "strategy_rank": 64.264991, "rr": 0.811928, "primary_prob": 60.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.217892, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.079123, "hold30_r": -1.0 }, { "symbol": "CRWD", "date": "2024-08-21", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 88.148984, "strategy_rank": 90.114661, "rr": 2.259128, "primary_prob": 31.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 3.388692, "raw_level_count": 20, "gate_level_count": 20, "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": 99.209932, "strategy_rank": 99.277843, "rr": 1.881497, "primary_prob": 36.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.822246, "raw_level_count": 20, "gate_level_count": 20, "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": 88.713318, "strategy_rank": 87.871589, "rr": 1.724399, "primary_prob": 38.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.586599, "raw_level_count": 20, "gate_level_count": 20, "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": 98.532731, "strategy_rank": 98.600871, "rr": 1.512514, "primary_prob": 42.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.26877, "raw_level_count": 20, "gate_level_count": 20, "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": 96.839729, "strategy_rank": 91.429299, "rr": 1.05803, "primary_prob": 52.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.587045, "raw_level_count": 20, "gate_level_count": 20, "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": 90.293454, "strategy_rank": 74.873963, "rr": 1.594488, "primary_prob": 25.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.391733, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.049805, "hold30_r": -1.0 }, { "symbol": "FITB", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.002257, "strategy_rank": 79.678807, "rr": 1.505751, "primary_prob": 27.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.258626, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.447808, "hold30_r": 0.754905 }, { "symbol": "GD", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.681716, "strategy_rank": 61.049241, "rr": 0.827271, "primary_prob": 44.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.240906, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.741556, "hold30_r": 0.807392 }, { "symbol": "GE", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.085779, "strategy_rank": 86.357227, "rr": 0.937058, "primary_prob": 56.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.405586, "raw_level_count": 20, "gate_level_count": 20, "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": 81.602709, "strategy_rank": 77.516485, "rr": 1.844722, "primary_prob": 21.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.767083, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.056967, "hold30_r": -1.0 }, { "symbol": "GM", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.13544, "strategy_rank": 74.696837, "rr": 1.774352, "primary_prob": 37.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.661528, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.72372, "hold30_r": -1.0 }, { "symbol": "GS", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.907449, "strategy_rank": 71.827323, "rr": 0.844694, "primary_prob": 44.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.267041, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.78808, "hold30_r": -1.0 }, { "symbol": "HLT", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.61851, "strategy_rank": 64.867906, "rr": 1.480289, "primary_prob": 42.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.220433, "raw_level_count": 20, "gate_level_count": 20, "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": 84.76298, "strategy_rank": 70.596769, "rr": 0.917288, "primary_prob": 56.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.375931, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.859478, "hold30_r": 5.023666 }, { "symbol": "IFF", "date": "2024-08-21", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 93.227991, "strategy_rank": 81.527914, "rr": 2.056829, "primary_prob": 33.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 3.085244, "raw_level_count": 20, "gate_level_count": 20, "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": 89.164786, "strategy_rank": 84.703963, "rr": 2.180305, "primary_prob": 32.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 3.270457, "raw_level_count": 20, "gate_level_count": 20, "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": 82.167043, "strategy_rank": 76.896862, "rr": 1.561387, "primary_prob": 26.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.342081, "raw_level_count": 20, "gate_level_count": 20, "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": 95.936795, "strategy_rank": 90.864888, "rr": 1.505775, "primary_prob": 27.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.258663, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.460241, "hold30_r": 2.327342 }, { "symbol": "L", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.699774, "strategy_rank": 57.335389, "rr": 1.9048, "primary_prob": 20.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.857199, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.083557, "hold30_r": -1.0 }, { "symbol": "LHX", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.230248, "strategy_rank": 64.047758, "rr": 1.884058, "primary_prob": 21.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 64, "primary_distance_atr": 2.826087, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.080001, "hold30_r": -1.0 }, { "symbol": "MCK", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.259594, "strategy_rank": 77.132674, "rr": 1.157357, "primary_prob": 34.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.736035, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.056408, "hold30_r": -1.0 }, { "symbol": "MSTR", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.887133, "strategy_rank": 99.887171, "rr": 0.930312, "primary_prob": 41.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.395467, "raw_level_count": 20, "gate_level_count": 20, "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": 90.519187, "strategy_rank": 91.942913, "rr": 1.846823, "primary_prob": 36.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.770234, "raw_level_count": 20, "gate_level_count": 20, "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": 98.306998, "strategy_rank": 94.350411, "rr": 0.833812, "primary_prob": 59.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.250718, "raw_level_count": 20, "gate_level_count": 20, "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": 97.404063, "strategy_rank": 97.472585, "rr": 1.678492, "primary_prob": 39.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.517738, "raw_level_count": 20, "gate_level_count": 20, "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": 82.844244, "strategy_rank": 79.873722, "rr": 0.765505, "primary_prob": 62.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.148257, "raw_level_count": 20, "gate_level_count": 20, "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": 84.311512, "strategy_rank": 72.174767, "rr": 0.839453, "primary_prob": 44.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.25918, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.771871, "hold30_r": 0.978443 }, { "symbol": "PRU", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.151242, "strategy_rank": 68.812633, "rr": 1.954147, "primary_prob": 20.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.931221, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.894801, "hold30_r": 1.180699 }, { "symbol": "QCOM", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.471783, "strategy_rank": 88.18628, "rr": 0.764383, "primary_prob": 47.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 1.146575, "raw_level_count": 20, "gate_level_count": 20, "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": 93.453725, "strategy_rank": 90.141395, "rr": 1.355852, "primary_prob": 30.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.033777, "raw_level_count": 20, "gate_level_count": 20, "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": 85.553047, "strategy_rank": 80.687584, "rr": 1.669203, "primary_prob": 39.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.503805, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.627607, "hold30_r": 2.722311 }, { "symbol": "SMCI", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.984199, "strategy_rank": 99.187473, "rr": 1.285126, "primary_prob": 31.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.927689, "raw_level_count": 20, "gate_level_count": 20, "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": 89.616253, "strategy_rank": 85.594962, "rr": 1.700343, "primary_prob": 23.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.550514, "raw_level_count": 20, "gate_level_count": 20, "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": 95.485327, "strategy_rank": 89.26363, "rr": 0.790732, "primary_prob": 46.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 1.186098, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.750097, "hold30_r": 1.204652 }, { "symbol": "SYF", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.776524, "strategy_rank": 86.318989, "rr": 1.785522, "primary_prob": 22.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.678282, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.04856, "hold30_r": -1.0 }, { "symbol": "T", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.099323, "strategy_rank": 69.542807, "rr": 1.242424, "primary_prob": 32.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.863636, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.168409, "hold30_r": 4.753788 }, { "symbol": "TDG", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.24605, "strategy_rank": 72.605493, "rr": 0.776552, "primary_prob": 61.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.164828, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.716747, "hold30_r": 2.398642 }, { "symbol": "TFC", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.634312, "strategy_rank": 74.102079, "rr": 1.315501, "primary_prob": 31.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.973252, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.257544, "hold30_r": -0.413095 }, { "symbol": "TPL", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.828442, "strategy_rank": 84.844735, "rr": 1.903484, "primary_prob": 35.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.855225, "raw_level_count": 20, "gate_level_count": 20, "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": 85.327314, "strategy_rank": 71.532953, "rr": 0.836493, "primary_prob": 59.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.254739, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.762601, "hold30_r": 2.789842 }, { "symbol": "VRT", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.968397, "strategy_rank": 97.935263, "rr": 1.933926, "primary_prob": 20.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.900889, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.911608, "hold30_r": 3.534074 }, { "symbol": "VRTX", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.697517, "strategy_rank": 64.499874, "rr": 1.105092, "primary_prob": 36.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.657638, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.066451, "hold30_r": -1.0 }, { "symbol": "VST", "date": "2024-08-21", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 99.435666, "strategy_rank": 98.691776, "rr": 2.116052, "primary_prob": 33.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 3.174078, "raw_level_count": 20, "gate_level_count": 20, "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": 91.873589, "strategy_rank": 77.332933, "rr": 1.446136, "primary_prob": 43.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.169204, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.379798, "hold30_r": 3.880603 }, { "symbol": "WDC", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.679458, "strategy_rank": 92.193434, "rr": 1.91167, "primary_prob": 20.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.867506, "raw_level_count": 20, "gate_level_count": 20, "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": 88.374718, "strategy_rank": 75.357229, "rr": 1.782512, "primary_prob": 22.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 2.673768, "raw_level_count": 20, "gate_level_count": 20, "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": 94.130926, "strategy_rank": 70.288491, "rr": 1.890724, "primary_prob": 20.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.836086, "raw_level_count": 20, "gate_level_count": 20, "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": 85.10158, "strategy_rank": 69.58238, "rr": 0.729217, "primary_prob": 63.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.093825, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.655437, "hold30_r": -1.0 }, { "symbol": "WSM", "date": "2024-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.758465, "strategy_rank": 97.236901, "rr": 1.503748, "primary_prob": 27.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.255622, "raw_level_count": 20, "gate_level_count": 20, "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": 89.976959, "strategy_rank": 90.70539, "rr": 2.134751, "primary_prob": 32.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 3.202126, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.03271, "hold30_r": -1.0 }, { "symbol": "HOOD", "date": "2024-08-27", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 97.580645, "strategy_rank": 97.270778, "rr": 2.059984, "primary_prob": 33.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 3.089977, "raw_level_count": 20, "gate_level_count": 20, "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": 85.023041, "strategy_rank": 68.181261, "rr": 1.225735, "primary_prob": 33.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.838602, "raw_level_count": 20, "gate_level_count": 20, "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": 85.599078, "strategy_rank": 86.915903, "rr": 1.573935, "primary_prob": 25.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.360903, "raw_level_count": 20, "gate_level_count": 20, "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": 83.986175, "strategy_rank": 81.506088, "rr": 1.523132, "primary_prob": 26.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.284698, "raw_level_count": 20, "gate_level_count": 20, "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": 93.663594, "strategy_rank": 94.356231, "rr": 1.526914, "primary_prob": 41.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.290371, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.498245, "hold30_r": 9.258762 }, { "symbol": "ARES", "date": "2024-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.064516, "strategy_rank": 76.442054, "rr": 1.549191, "primary_prob": 26.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.323786, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.057818, "hold30_r": -1.0 }, { "symbol": "BAC", "date": "2024-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.792627, "strategy_rank": 69.677048, "rr": 1.561372, "primary_prob": 26.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.342059, "raw_level_count": 20, "gate_level_count": 20, "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": 94.815668, "strategy_rank": 82.320335, "rr": 1.388923, "primary_prob": 29.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 2.083385, "raw_level_count": 20, "gate_level_count": 20, "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": 96.082949, "strategy_rank": 90.250009, "rr": 1.275875, "primary_prob": 31.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.913812, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.059744, "hold30_r": -1.0 }, { "symbol": "CFG", "date": "2024-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.170507, "strategy_rank": 80.336501, "rr": 0.973092, "primary_prob": 40.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 1.459639, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.057175, "hold30_r": -1.0 }, { "symbol": "CMG", "date": "2024-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.488479, "strategy_rank": 79.249415, "rr": 1.890686, "primary_prob": 35.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.83603, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.099444, "hold30_r": -1.061495 }, { "symbol": "COF", "date": "2024-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.087558, "strategy_rank": 81.179702, "rr": 1.595906, "primary_prob": 25.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 2.393859, "raw_level_count": 20, "gate_level_count": 20, "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": 99.654378, "strategy_rank": 99.447363, "rr": 1.779344, "primary_prob": 22.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 2.669016, "raw_level_count": 20, "gate_level_count": 20, "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": 91.705069, "strategy_rank": 66.023238, "rr": 1.330332, "primary_prob": 30.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.995498, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.249697, "hold30_r": -1.01625 }, { "symbol": "COST", "date": "2024-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.631336, "strategy_rank": 71.821337, "rr": 0.68248, "primary_prob": 65.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.02372, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.613943, "hold30_r": 0.215325 }, { "symbol": "CPB", "date": "2024-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.184332, "strategy_rank": 63.827536, "rr": 1.505724, "primary_prob": 42.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.258586, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.070259, "hold30_r": -1.0 }, { "symbol": "CRWD", "date": "2024-08-28", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 84.562212, "strategy_rank": 87.467426, "rr": 3.019642, "primary_prob": 25.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 4.529463, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.03194, "hold30_r": -1.0 }, { "symbol": "CVNA", "date": "2024-08-28", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 99.423963, "strategy_rank": 99.355117, "rr": 2.250672, "primary_prob": 31.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 3.376009, "raw_level_count": 20, "gate_level_count": 20, "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": 95.852535, "strategy_rank": 92.781469, "rr": 1.045898, "primary_prob": 37.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.568847, "raw_level_count": 20, "gate_level_count": 20, "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": 97.81106, "strategy_rank": 98.087995, "rr": 1.703947, "primary_prob": 23.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.55592, "raw_level_count": 20, "gate_level_count": 20, "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": 94.354839, "strategy_rank": 87.348732, "rr": 0.818959, "primary_prob": 45.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.228439, "raw_level_count": 20, "gate_level_count": 20, "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": 88.133641, "strategy_rank": 73.258566, "rr": 1.26094, "primary_prob": 32.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 1.89141, "raw_level_count": 20, "gate_level_count": 20, "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": 96.658986, "strategy_rank": 90.169921, "rr": 0.932224, "primary_prob": 56.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.398336, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.877547, "hold30_r": 4.161329 }, { "symbol": "FITB", "date": "2024-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.046083, "strategy_rank": 80.893593, "rr": 1.457851, "primary_prob": 28.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 2.186776, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.060888, "hold30_r": -1.0 }, { "symbol": "GE", "date": "2024-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.221198, "strategy_rank": 84.369223, "rr": 0.958405, "primary_prob": 40.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.437608, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.060125, "hold30_r": -1.0 }, { "symbol": "HII", "date": "2024-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.645161, "strategy_rank": 70.743903, "rr": 1.268092, "primary_prob": 32.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.902138, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.069976, "hold30_r": -1.0 }, { "symbol": "HLT", "date": "2024-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.21659, "strategy_rank": 65.856101, "rr": 1.465597, "primary_prob": 27.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.198396, "raw_level_count": 20, "gate_level_count": 20, "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": 92.050691, "strategy_rank": 78.037325, "rr": 1.562707, "primary_prob": 41.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.344061, "raw_level_count": 20, "gate_level_count": 20, "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": 88.59447, "strategy_rank": 84.11049, "rr": 2.227531, "primary_prob": 31.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 3.341296, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.066284, "hold30_r": -1.0 }, { "symbol": "KEY", "date": "2024-08-28", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 83.525346, "strategy_rank": 80.424014, "rr": 2.105375, "primary_prob": 33.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 3.158063, "raw_level_count": 20, "gate_level_count": 20, "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": 97.235023, "strategy_rank": 91.712387, "rr": 1.074466, "primary_prob": 37.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.611699, "raw_level_count": 20, "gate_level_count": 20, "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": 83.75576, "strategy_rank": 59.595661, "rr": 0.790293, "primary_prob": 61.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.18544, "raw_level_count": 20, "gate_level_count": 20, "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": 83.294931, "strategy_rank": 62.276532, "rr": 1.587898, "primary_prob": 25.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 64, "primary_distance_atr": 2.381847, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.082438, "hold30_r": -1.0 }, { "symbol": "MCK", "date": "2024-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.428571, "strategy_rank": 77.891254, "rr": 1.374343, "primary_prob": 29.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.061514, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.062591, "hold30_r": -1.0 }, { "symbol": "MSTR", "date": "2024-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.884793, "strategy_rank": 99.884832, "rr": 1.534702, "primary_prob": 26.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.302054, "raw_level_count": 20, "gate_level_count": 20, "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": 98.732719, "strategy_rank": 94.728553, "rr": 1.525742, "primary_prob": 26.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.288613, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.04168, "hold30_r": -1.0 }, { "symbol": "NVDA", "date": "2024-08-28", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 97.004608, "strategy_rank": 96.97112, "rr": 2.960434, "primary_prob": 25.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 4.440651, "raw_level_count": 20, "gate_level_count": 20, "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": 82.142857, "strategy_rank": 86.08458, "rr": 1.055087, "primary_prob": 37.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.58263, "raw_level_count": 20, "gate_level_count": 20, "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": 93.43318, "strategy_rank": 78.452708, "rr": 1.52511, "primary_prob": 41.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.287666, "raw_level_count": 20, "gate_level_count": 20, "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": 80.990783, "strategy_rank": 68.845447, "rr": 1.704299, "primary_prob": 23.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.556448, "raw_level_count": 20, "gate_level_count": 20, "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": 86.175115, "strategy_rank": 76.720739, "rr": 1.818207, "primary_prob": 21.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 2.72731, "raw_level_count": 20, "gate_level_count": 20, "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": 91.129032, "strategy_rank": 84.849011, "rr": 1.853649, "primary_prob": 21.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.780474, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.80979, "hold30_r": 3.836698 }, { "symbol": "SMCI", "date": "2024-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.963134, "strategy_rank": 99.170626, "rr": 1.890973, "primary_prob": 20.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.83646, "raw_level_count": 20, "gate_level_count": 20, "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": 87.211982, "strategy_rank": 83.902242, "rr": 1.356236, "primary_prob": 30.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 2.034354, "raw_level_count": 20, "gate_level_count": 20, "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": 92.626728, "strategy_rank": 87.76161, "rr": 2.079496, "primary_prob": 33.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 3.119245, "raw_level_count": 20, "gate_level_count": 20, "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": 95.276498, "strategy_rank": 87.890326, "rr": 0.68479, "primary_prob": 50.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 1.027185, "raw_level_count": 20, "gate_level_count": 20, "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": 94.585253, "strategy_rank": 70.524982, "rr": 0.800341, "primary_prob": 60.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.200511, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.715964, "hold30_r": 2.979991 }, { "symbol": "TFC", "date": "2024-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.751152, "strategy_rank": 76.985875, "rr": 1.582712, "primary_prob": 25.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 2.374069, "raw_level_count": 20, "gate_level_count": 20, "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": 85.253456, "strategy_rank": 87.329893, "rr": 0.705962, "primary_prob": 64.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.058944, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.049204, "hold30_r": -1.0 }, { "symbol": "TRV", "date": "2024-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.359447, "strategy_rank": 75.585675, "rr": 1.115974, "primary_prob": 50.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.67396, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.034749, "hold30_r": 1.592645 }, { "symbol": "URI", "date": "2024-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.682028, "strategy_rank": 81.895486, "rr": 1.434938, "primary_prob": 28.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.152407, "raw_level_count": 20, "gate_level_count": 20, "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": 90.78341, "strategy_rank": 92.823416, "rr": 1.735896, "primary_prob": 38.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.603844, "raw_level_count": 20, "gate_level_count": 20, "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": 90.207373, "strategy_rank": 66.390271, "rr": 0.901085, "primary_prob": 42.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.351627, "raw_level_count": 20, "gate_level_count": 20, "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": 99.193548, "strategy_rank": 98.572423, "rr": 1.530644, "primary_prob": 41.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.295966, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.028498, "hold30_r": -1.0 }, { "symbol": "VZ", "date": "2024-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.414747, "strategy_rank": 61.952003, "rr": 1.468934, "primary_prob": 27.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.203401, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.377602, "hold30_r": 1.606956 }, { "symbol": "WFC", "date": "2024-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.437788, "strategy_rank": 76.666636, "rr": 1.811107, "primary_prob": 22.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.71666, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.060224, "hold30_r": -1.0 }, { "symbol": "WM", "date": "2024-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.981567, "strategy_rank": 65.513104, "rr": 1.110229, "primary_prob": 36.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.665344, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.096324, "hold30_r": -1.0 }, { "symbol": "WSM", "date": "2024-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.271889, "strategy_rank": 97.512992, "rr": 1.715745, "primary_prob": 23.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.573618, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.689385, "hold30_r": 0.650868 }, { "symbol": "CEG", "date": "2024-09-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.949495, "strategy_rank": 94.213807, "rr": 1.233845, "primary_prob": 32.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.850767, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.20484, "hold30_r": 8.3558 }, { "symbol": "HOOD", "date": "2024-09-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.337823, "strategy_rank": 91.562232, "rr": 0.984554, "primary_prob": 39.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.476831, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.957349, "hold30_r": 5.566232 }, { "symbol": "ABBV", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.277217, "strategy_rank": 67.498979, "rr": 0.937611, "primary_prob": 41.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.406416, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.861154, "hold30_r": -0.850355 }, { "symbol": "AMT", "date": "2024-09-05", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 80.808081, "strategy_rank": 71.280102, "rr": 3.058994, "primary_prob": 24.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 54, "primary_distance_atr": 4.588491, "raw_level_count": 20, "gate_level_count": 20, "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": 90.011223, "strategy_rank": 90.118719, "rr": 1.398528, "primary_prob": 29.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.097793, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.363506, "hold30_r": 4.209853 }, { "symbol": "APP", "date": "2024-09-05", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 92.255892, "strategy_rank": 93.436907, "rr": 2.355959, "primary_prob": 30.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 3.533938, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.327362, "hold30_r": 8.886403 }, { "symbol": "AVGO", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.664422, "strategy_rank": 90.418959, "rr": 1.896038, "primary_prob": 35.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.844057, "raw_level_count": 20, "gate_level_count": 20, "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": 81.257015, "strategy_rank": 81.437581, "rr": 1.226404, "primary_prob": 33.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.839606, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.174033, "hold30_r": 5.875191 }, { "symbol": "AXP", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.542088, "strategy_rank": 73.978229, "rr": 0.849896, "primary_prob": 59.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.274843, "raw_level_count": 20, "gate_level_count": 20, "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": 81.032548, "strategy_rank": 72.814609, "rr": 1.846379, "primary_prob": 36.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 2.769568, "raw_level_count": 20, "gate_level_count": 20, "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": 96.969697, "strategy_rank": 90.655944, "rr": 0.984128, "primary_prob": 54.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.476191, "raw_level_count": 20, "gate_level_count": 20, "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": 85.297419, "strategy_rank": 81.847051, "rr": 1.400409, "primary_prob": 29.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.100614, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.360952, "hold30_r": 2.168899 }, { "symbol": "COHR", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.113356, "strategy_rank": 91.472294, "rr": 1.00735, "primary_prob": 53.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.511025, "raw_level_count": 20, "gate_level_count": 20, "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": 99.438833, "strategy_rank": 99.304831, "rr": 1.74386, "primary_prob": 23.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.61579, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.726504, "hold30_r": 2.418156 }, { "symbol": "COR", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.847363, "strategy_rank": 69.411183, "rr": 1.16068, "primary_prob": 34.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.74102, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.068447, "hold30_r": -1.0 }, { "symbol": "COST", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.378227, "strategy_rank": 74.032172, "rr": 0.75663, "primary_prob": 62.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.134946, "raw_level_count": 20, "gate_level_count": 20, "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": 84.175084, "strategy_rank": 66.951674, "rr": 1.90764, "primary_prob": 35.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 2.86146, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.066087, "hold30_r": -1.0 }, { "symbol": "CRH", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.47138, "strategy_rank": 77.763337, "rr": 1.430694, "primary_prob": 43.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.146041, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.38288, "hold30_r": 2.598174 }, { "symbol": "CVNA", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.6633, "strategy_rank": 99.529147, "rr": 1.892147, "primary_prob": 20.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.83822, "raw_level_count": 20, "gate_level_count": 20, "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": 85.634119, "strategy_rank": 84.299986, "rr": 1.201421, "primary_prob": 33.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 1.802131, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.15655, "hold30_r": 4.447996 }, { "symbol": "DECK", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.520763, "strategy_rank": 93.499585, "rr": 1.622825, "primary_prob": 25.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.434237, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.582671, "hold30_r": 1.883549 }, { "symbol": "DELL", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.930415, "strategy_rank": 86.54502, "rr": 1.287984, "primary_prob": 31.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.931977, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.260783, "hold30_r": 2.794806 }, { "symbol": "DHI", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.919192, "strategy_rank": 88.49797, "rr": 0.910076, "primary_prob": 57.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.365114, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.859027, "hold30_r": 1.004481 }, { "symbol": "DVA", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.622896, "strategy_rank": 82.423149, "rr": 0.981319, "primary_prob": 54.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.471978, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.927468, "hold30_r": 2.056406 }, { "symbol": "EME", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.725028, "strategy_rank": 89.151865, "rr": 1.351611, "primary_prob": 30.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.027417, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.314191, "hold30_r": 5.308095 }, { "symbol": "FIS", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.940516, "strategy_rank": 66.893748, "rr": 1.853799, "primary_prob": 36.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.780699, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.775885, "hold30_r": 3.519214 }, { "symbol": "FITB", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.021324, "strategy_rank": 77.387939, "rr": 1.910131, "primary_prob": 35.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 2.865197, "raw_level_count": 20, "gate_level_count": 20, "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": 94.388328, "strategy_rank": 93.686611, "rr": 0.708449, "primary_prob": 49.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 1.062673, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.680625, "hold30_r": 5.06426 }, { "symbol": "GDDY", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.989899, "strategy_rank": 82.697185, "rr": 1.306838, "primary_prob": 31.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.960257, "raw_level_count": 20, "gate_level_count": 20, "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": 84.848485, "strategy_rank": 86.874343, "rr": 1.18732, "primary_prob": 34.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.78098, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.135288, "hold30_r": 4.568081 }, { "symbol": "GS", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.868687, "strategy_rank": 74.145147, "rr": 1.362577, "primary_prob": 30.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.043866, "raw_level_count": 20, "gate_level_count": 20, "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": 83.501684, "strategy_rank": 65.976374, "rr": 1.597894, "primary_prob": 25.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.39684, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.534718, "hold30_r": 6.091878 }, { "symbol": "HLT", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.154882, "strategy_rank": 64.193748, "rr": 1.706324, "primary_prob": 38.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.559486, "raw_level_count": 20, "gate_level_count": 20, "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": 84.399551, "strategy_rank": 71.912832, "rr": 1.503328, "primary_prob": 42.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.254992, "raw_level_count": 20, "gate_level_count": 20, "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": 86.64422, "strategy_rank": 82.857001, "rr": 1.835985, "primary_prob": 36.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.753978, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.767406, "hold30_r": -0.642205 }, { "symbol": "IRM", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.74523, "strategy_rank": 80.151672, "rr": 1.055306, "primary_prob": 37.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.582959, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.998015, "hold30_r": 4.038972 }, { "symbol": "JPM", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.317621, "strategy_rank": 71.066343, "rr": 0.835733, "primary_prob": 59.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.2536, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.076662, "hold30_r": -1.0 }, { "symbol": "KKR", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.296296, "strategy_rank": 91.225996, "rr": 1.723269, "primary_prob": 38.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.584904, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.673332, "hold30_r": 4.089721 }, { "symbol": "KR", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.022447, "strategy_rank": 66.362857, "rr": 1.567548, "primary_prob": 26.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 54, "primary_distance_atr": 2.351322, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.06995, "hold30_r": -1.0 }, { "symbol": "LEN", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.56229, "strategy_rank": 84.966839, "rr": 0.835157, "primary_prob": 59.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.252735, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.782756, "hold30_r": 1.130043 }, { "symbol": "LHX", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.103255, "strategy_rank": 64.695795, "rr": 1.385556, "primary_prob": 29.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 64, "primary_distance_atr": 2.078333, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.077023, "hold30_r": -1.0 }, { "symbol": "LII", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.72615, "strategy_rank": 78.529918, "rr": 1.135596, "primary_prob": 35.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.703393, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.090712, "hold30_r": 1.910076 }, { "symbol": "LLY", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.460157, "strategy_rank": 85.393779, "rr": 1.034858, "primary_prob": 53.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.552288, "raw_level_count": 20, "gate_level_count": 20, "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": 97.194164, "strategy_rank": 84.866822, "rr": 1.906373, "primary_prob": 20.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.85956, "raw_level_count": 20, "gate_level_count": 20, "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": 93.714927, "strategy_rank": 89.21747, "rr": 0.769683, "primary_prob": 62.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.154525, "raw_level_count": 20, "gate_level_count": 20, "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": 99.887767, "strategy_rank": 99.887842, "rr": 1.87809, "primary_prob": 21.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.817135, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.862644, "hold30_r": 4.770071 }, { "symbol": "NRG", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.540965, "strategy_rank": 94.644969, "rr": 1.894631, "primary_prob": 35.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.841946, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.855563, "hold30_r": 1.85814 }, { "symbol": "NTAP", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.888889, "strategy_rank": 79.288292, "rr": 1.638328, "primary_prob": 24.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.457493, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.593683, "hold30_r": 1.886035 }, { "symbol": "NVDA", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.979798, "strategy_rank": 97.846777, "rr": 1.868352, "primary_prob": 21.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.802528, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.847608, "hold30_r": 2.875206 }, { "symbol": "PHM", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.704826, "strategy_rank": 87.300993, "rr": 1.014145, "primary_prob": 53.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.521217, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.968212, "hold30_r": 3.167356 }, { "symbol": "PKG", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.419753, "strategy_rank": 65.129885, "rr": 0.711305, "primary_prob": 64.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.066958, "raw_level_count": 20, "gate_level_count": 20, "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": 94.163861, "strategy_rank": 94.066998, "rr": 1.194704, "primary_prob": 48.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.792056, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.163137, "hold30_r": 6.196195 }, { "symbol": "PNC", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.195286, "strategy_rank": 71.322143, "rr": 1.651013, "primary_prob": 39.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.47652, "raw_level_count": 20, "gate_level_count": 20, "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": 90.23569, "strategy_rank": 87.588275, "rr": 1.519344, "primary_prob": 26.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.279017, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.478628, "hold30_r": 5.564359 }, { "symbol": "REGN", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.481481, "strategy_rank": 59.556634, "rr": 1.242, "primary_prob": 32.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.863, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.065485, "hold30_r": -1.0 }, { "symbol": "RL", "date": "2024-09-05", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 85.858586, "strategy_rank": 80.627326, "rr": 2.24363, "primary_prob": 31.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 3.365445, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.194647, "hold30_r": 4.172316 }, { "symbol": "RMD", "date": "2024-09-05", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 91.245791, "strategy_rank": 90.781348, "rr": 2.840897, "primary_prob": 26.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 4.261346, "raw_level_count": 20, "gate_level_count": 20, "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": 92.480359, "strategy_rank": 67.591795, "rr": 0.966897, "primary_prob": 40.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.450346, "raw_level_count": 20, "gate_level_count": 20, "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": 98.765432, "strategy_rank": 98.967829, "rr": 1.74643, "primary_prob": 23.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.619645, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.011436, "hold30_r": 0.844729 }, { "symbol": "SYF", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.624018, "strategy_rank": 80.602994, "rr": 1.925798, "primary_prob": 35.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.888697, "raw_level_count": 20, "gate_level_count": 20, "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": 93.15376, "strategy_rank": 69.306176, "rr": 0.675355, "primary_prob": 65.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.013033, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.593799, "hold30_r": 2.132701 }, { "symbol": "TMUS", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.929293, "strategy_rank": 65.420046, "rr": 1.124014, "primary_prob": 35.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.686021, "raw_level_count": 20, "gate_level_count": 20, "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": 82.603816, "strategy_rank": 85.370264, "rr": 1.225403, "primary_prob": 33.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.838105, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.182773, "hold30_r": 7.348611 }, { "symbol": "TT", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.286195, "strategy_rank": 81.011647, "rr": 1.163488, "primary_prob": 34.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.745231, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.107224, "hold30_r": 4.695101 }, { "symbol": "VRT", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.939394, "strategy_rank": 95.220062, "rr": 1.753421, "primary_prob": 22.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.630132, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.73006, "hold30_r": 6.082084 }, { "symbol": "VRTX", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.439955, "strategy_rank": 65.468999, "rr": 1.105036, "primary_prob": 36.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.657554, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.0441, "hold30_r": -1.0 }, { "symbol": "VST", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.214366, "strategy_rank": 98.778164, "rr": 1.868492, "primary_prob": 21.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.802738, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.84272, "hold30_r": 8.741164 }, { "symbol": "WAB", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.05275, "strategy_rank": 72.045099, "rr": 1.03373, "primary_prob": 53.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.550595, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.965414, "hold30_r": 5.522139 }, { "symbol": "WM", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.766554, "strategy_rank": 65.7367, "rr": 1.266927, "primary_prob": 32.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.900391, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.092076, "hold30_r": -1.0 }, { "symbol": "WRB", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.694725, "strategy_rank": 74.029533, "rr": 0.959855, "primary_prob": 55.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.439783, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.07486, "hold30_r": -1.0 }, { "symbol": "WSM", "date": "2024-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.316498, "strategy_rank": 97.477764, "rr": 1.281336, "primary_prob": 31.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 1.922004, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.25352, "hold30_r": 1.506983 }, { "symbol": "CEG", "date": "2024-09-11", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 95.356738, "strategy_rank": 94.442025, "rr": 2.172351, "primary_prob": 32.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 3.258526, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.139527, "hold30_r": 6.906646 }, { "symbol": "HOOD", "date": "2024-09-11", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 94.903737, "strategy_rank": 95.312707, "rr": 2.549773, "primary_prob": 28.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 3.824659, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.5218, "hold30_r": 4.106526 }, { "symbol": "ACGL", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.484711, "strategy_rank": 66.435678, "rr": 0.816462, "primary_prob": 60.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.224693, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.742678, "hold30_r": -1.0 }, { "symbol": "AIZ", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.050963, "strategy_rank": 63.608072, "rr": 1.095871, "primary_prob": 36.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.643806, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.023761, "hold30_r": 0.644541 }, { "symbol": "AMT", "date": "2024-09-12", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 80.06795, "strategy_rank": 70.911819, "rr": 2.5128, "primary_prob": 28.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 54, "primary_distance_atr": 3.7692, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.065809, "hold30_r": -1.0 }, { "symbol": "ANET", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.18573, "strategy_rank": 91.747206, "rr": 0.704585, "primary_prob": 64.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.056877, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.668499, "hold30_r": 2.049251 }, { "symbol": "APH", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.747452, "strategy_rank": 77.66575, "rr": 1.542706, "primary_prob": 26.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.314058, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.498111, "hold30_r": 2.231476 }, { "symbol": "APP", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.337486, "strategy_rank": 95.018141, "rr": 1.042299, "primary_prob": 52.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.563449, "raw_level_count": 20, "gate_level_count": 20, "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": 90.826727, "strategy_rank": 92.289116, "rr": 0.759029, "primary_prob": 62.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.138544, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.733606, "hold30_r": 0.524496 }, { "symbol": "BRO", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.617214, "strategy_rank": 61.900376, "rr": 0.966665, "primary_prob": 40.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.449997, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.88778, "hold30_r": 1.20061 }, { "symbol": "C", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.294451, "strategy_rank": 73.140505, "rr": 0.734238, "primary_prob": 48.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.101357, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.687733, "hold30_r": 2.29969 }, { "symbol": "CASY", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.674972, "strategy_rank": 84.843973, "rr": 0.895477, "primary_prob": 57.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.343215, "raw_level_count": 20, "gate_level_count": 20, "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": 81.653454, "strategy_rank": 79.453798, "rr": 2.010624, "primary_prob": 34.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 3.015936, "raw_level_count": 20, "gate_level_count": 20, "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": 96.602492, "strategy_rank": 96.739391, "rr": 0.6689, "primary_prob": 66.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.00335, "raw_level_count": 20, "gate_level_count": 20, "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": 99.207248, "strategy_rank": 99.139644, "rr": 1.625815, "primary_prob": 24.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.438722, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.607489, "hold30_r": 2.602875 }, { "symbol": "COR", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.204983, "strategy_rank": 67.483307, "rr": 1.030202, "primary_prob": 38.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.545303, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.191443, "hold30_r": -1.117275 }, { "symbol": "CPB", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.238958, "strategy_rank": 67.565913, "rr": 1.436106, "primary_prob": 28.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 2.154159, "raw_level_count": 20, "gate_level_count": 20, "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": 87.429219, "strategy_rank": 82.784163, "rr": 0.825304, "primary_prob": 59.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.237955, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.775376, "hold30_r": 1.423036 }, { "symbol": "CVNA", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.660249, "strategy_rank": 99.524618, "rr": 1.874258, "primary_prob": 21.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.811387, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.84999, "hold30_r": 5.155774 }, { "symbol": "DASH", "date": "2024-09-12", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 87.655719, "strategy_rank": 85.895202, "rr": 2.438839, "primary_prob": 29.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 3.658259, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.392556, "hold30_r": 4.088344 }, { "symbol": "DECK", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.92299, "strategy_rank": 93.379125, "rr": 1.758315, "primary_prob": 37.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.637473, "raw_level_count": 20, "gate_level_count": 20, "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": 82.219706, "strategy_rank": 77.780038, "rr": 0.683287, "primary_prob": 50.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.024931, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.622562, "hold30_r": -1.0 }, { "symbol": "ERIE", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.942242, "strategy_rank": 81.02699, "rr": 0.905372, "primary_prob": 57.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.358059, "raw_level_count": 20, "gate_level_count": 20, "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": 83.691959, "strategy_rank": 68.290254, "rr": 0.925128, "primary_prob": 56.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.387692, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.072694, "hold30_r": -1.0 }, { "symbol": "FITB", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.277463, "strategy_rank": 73.879745, "rr": 1.061322, "primary_prob": 37.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.591983, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.007521, "hold30_r": 1.888333 }, { "symbol": "GDDY", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.980747, "strategy_rank": 82.080641, "rr": 1.345176, "primary_prob": 30.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.017764, "raw_level_count": 20, "gate_level_count": 20, "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": 82.785957, "strategy_rank": 85.438858, "rr": 1.172145, "primary_prob": 49.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.758217, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.120137, "hold30_r": 1.538485 }, { "symbol": "GS", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.862967, "strategy_rank": 75.736204, "rr": 1.906749, "primary_prob": 20.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.860124, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.858171, "hold30_r": 2.58438 }, { "symbol": "GWW", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.258211, "strategy_rank": 66.955861, "rr": 0.686833, "primary_prob": 65.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.030249, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.622158, "hold30_r": 2.766209 }, { "symbol": "IFF", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.448471, "strategy_rank": 73.418455, "rr": 1.252439, "primary_prob": 47.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.878658, "raw_level_count": 20, "gate_level_count": 20, "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": 86.070215, "strategy_rank": 82.613404, "rr": 1.537081, "primary_prob": 41.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.305622, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.467709, "hold30_r": -1.0 }, { "symbol": "JPM", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.467724, "strategy_rank": 75.693017, "rr": 1.244859, "primary_prob": 32.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.867289, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.191082, "hold30_r": 2.392108 }, { "symbol": "KKR", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.563986, "strategy_rank": 90.154067, "rr": 1.199283, "primary_prob": 33.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.798924, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.153125, "hold30_r": 4.394846 }, { "symbol": "LDOS", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.14949, "strategy_rank": 71.682471, "rr": 0.75315, "primary_prob": 47.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.129725, "raw_level_count": 20, "gate_level_count": 20, "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": 91.166478, "strategy_rank": 67.583503, "rr": 1.08743, "primary_prob": 36.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 85, "primary_distance_atr": 1.631145, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.013831, "hold30_r": 2.580479 }, { "symbol": "MCK", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.110985, "strategy_rank": 83.151445, "rr": 1.217514, "primary_prob": 33.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 1.82627, "raw_level_count": 20, "gate_level_count": 20, "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": 84.711212, "strategy_rank": 87.838572, "rr": 0.708702, "primary_prob": 64.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.063053, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.681844, "hold30_r": 0.061755 }, { "symbol": "MSTR", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.88675, "strategy_rank": 99.886788, "rr": 1.81878, "primary_prob": 36.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.72817, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.801301, "hold30_r": 7.025564 }, { "symbol": "NOC", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.465459, "strategy_rank": 61.106817, "rr": 0.928389, "primary_prob": 41.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 1.392584, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.843241, "hold30_r": 0.422014 }, { "symbol": "NRG", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.754247, "strategy_rank": 95.021638, "rr": 1.695981, "primary_prob": 23.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.543971, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.653332, "hold30_r": 2.533269 }, { "symbol": "NTAP", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.525481, "strategy_rank": 82.380959, "rr": 1.856604, "primary_prob": 21.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.784906, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.808199, "hold30_r": 0.702433 }, { "symbol": "NVDA", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.527746, "strategy_rank": 98.154943, "rr": 1.665366, "primary_prob": 39.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.498048, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.641517, "hold30_r": 2.128809 }, { "symbol": "REGN", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.901472, "strategy_rank": 65.319266, "rr": 0.799291, "primary_prob": 45.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.198936, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.062585, "hold30_r": -1.0 }, { "symbol": "RL", "date": "2024-09-12", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 80.520951, "strategy_rank": 76.99815, "rr": 2.091438, "primary_prob": 33.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 3.137157, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.038762, "hold30_r": 3.391383 }, { "symbol": "RMD", "date": "2024-09-12", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 91.392978, "strategy_rank": 90.78504, "rr": 2.163551, "primary_prob": 32.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 3.245326, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.808118, "hold30_r": -1.756551 }, { "symbol": "RTX", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.168743, "strategy_rank": 71.445722, "rr": 0.744974, "primary_prob": 48.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.117461, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.66442, "hold30_r": 1.700287 }, { "symbol": "SMCI", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.508494, "strategy_rank": 98.086262, "rr": 1.590511, "primary_prob": 25.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.385767, "raw_level_count": 20, "gate_level_count": 20, "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": 90.600227, "strategy_rank": 86.055905, "rr": 1.789905, "primary_prob": 22.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.684858, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.746376, "hold30_r": 0.726777 }, { "symbol": "SYF", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.03171, "strategy_rank": 80.914957, "rr": 0.795404, "primary_prob": 46.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 1.193106, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.751872, "hold30_r": 4.150545 }, { "symbol": "T", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.771234, "strategy_rank": 70.764298, "rr": 1.709666, "primary_prob": 38.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.564499, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.074269, "hold30_r": 1.049192 }, { "symbol": "TPL", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.409966, "strategy_rank": 88.111411, "rr": 1.297145, "primary_prob": 31.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.945717, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.249852, "hold30_r": 8.785578 }, { "symbol": "TRV", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.636467, "strategy_rank": 74.118377, "rr": 0.932736, "primary_prob": 56.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.399104, "raw_level_count": 20, "gate_level_count": 20, "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": 97.734994, "strategy_rank": 87.011781, "rr": 0.823137, "primary_prob": 45.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.234706, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.76546, "hold30_r": -1.0 }, { "symbol": "VRT", "date": "2024-09-12", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 95.130238, "strategy_rank": 96.04818, "rr": 2.207135, "primary_prob": 32.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 3.310703, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.181427, "hold30_r": 3.447561 }, { "symbol": "VRTX", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.089468, "strategy_rank": 64.831406, "rr": 1.556421, "primary_prob": 26.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.334631, "raw_level_count": 20, "gate_level_count": 20, "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": 99.433749, "strategy_rank": 98.924891, "rr": 1.955582, "primary_prob": 35.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.933373, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.926687, "hold30_r": 8.099034 }, { "symbol": "VZ", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.973952, "strategy_rank": 64.894436, "rr": 1.329028, "primary_prob": 45.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.993542, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.663393, "hold30_r": -1.592137 }, { "symbol": "WM", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.221971, "strategy_rank": 66.744067, "rr": 1.264611, "primary_prob": 32.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.896917, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.083781, "hold30_r": -1.0 }, { "symbol": "WRB", "date": "2024-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.732729, "strategy_rank": 74.801146, "rr": 1.670306, "primary_prob": 24.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.50546, "raw_level_count": 20, "gate_level_count": 20, "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": 98.074745, "strategy_rank": 96.073136, "rr": 1.281479, "primary_prob": 31.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.922219, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.24869, "hold30_r": 0.20032 }, { "symbol": "CEG", "date": "2024-09-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.194925, "strategy_rank": 92.923444, "rr": 1.913892, "primary_prob": 35.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.870838, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.878078, "hold30_r": 5.492909 }, { "symbol": "HOOD", "date": "2024-09-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.38639, "strategy_rank": 95.665755, "rr": 0.99005, "primary_prob": 54.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.485075, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.958768, "hold30_r": 3.584816 }, { "symbol": "ABBV", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.429066, "strategy_rank": 69.457078, "rr": 0.763162, "primary_prob": 47.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.144744, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.688726, "hold30_r": -1.0 }, { "symbol": "AFL", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.88812, "strategy_rank": 66.694181, "rr": 0.711135, "primary_prob": 49.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.066703, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.624628, "hold30_r": -1.0 }, { "symbol": "APH", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.046136, "strategy_rank": 77.505253, "rr": 1.706901, "primary_prob": 23.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.560351, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.048986, "hold30_r": -1.0 }, { "symbol": "AVGO", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.889273, "strategy_rank": 90.210639, "rr": 1.191419, "primary_prob": 33.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.787129, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.163223, "hold30_r": 0.197886 }, { "symbol": "AZO", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.044983, "strategy_rank": 62.584883, "rr": 1.929436, "primary_prob": 20.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.894154, "raw_level_count": 20, "gate_level_count": 20, "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": 87.081892, "strategy_rank": 63.132238, "rr": 1.282495, "primary_prob": 31.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.923742, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.201782, "hold30_r": 1.26897 }, { "symbol": "CAH", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.928489, "strategy_rank": 67.572267, "rr": 1.169852, "primary_prob": 34.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.754778, "raw_level_count": 20, "gate_level_count": 20, "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": 81.77624, "strategy_rank": 80.062701, "rr": 1.334541, "primary_prob": 30.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.001811, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.282049, "hold30_r": 2.068871 }, { "symbol": "CBOE", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.309112, "strategy_rank": 77.220751, "rr": 0.990225, "primary_prob": 39.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.485337, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.926108, "hold30_r": 1.027095 }, { "symbol": "CFG", "date": "2024-09-19", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 82.814302, "strategy_rank": 75.714545, "rr": 2.226657, "primary_prob": 31.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 3.339985, "raw_level_count": 20, "gate_level_count": 20, "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": 95.155709, "strategy_rank": 66.747086, "rr": 1.951768, "primary_prob": 20.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.927652, "raw_level_count": 20, "gate_level_count": 20, "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": 99.423299, "strategy_rank": 99.285607, "rr": 1.44165, "primary_prob": 28.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.162475, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.421053, "hold30_r": 0.673957 }, { "symbol": "COR", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.232987, "strategy_rank": 69.311768, "rr": 1.535215, "primary_prob": 26.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 74, "primary_distance_atr": 2.302822, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.063961, "hold30_r": -1.0 }, { "symbol": "CPB", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.850058, "strategy_rank": 72.147054, "rr": 0.894853, "primary_prob": 42.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 1.342279, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.131369, "hold30_r": -1.069907 }, { "symbol": "CRWD", "date": "2024-09-19", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 81.545559, "strategy_rank": 84.906978, "rr": 2.384252, "primary_prob": 30.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 3.576378, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.348286, "hold30_r": 1.263574 }, { "symbol": "CVNA", "date": "2024-09-19", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 99.653979, "strategy_rank": 99.516128, "rr": 2.373325, "primary_prob": 30.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 3.559988, "raw_level_count": 20, "gate_level_count": 20, "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": 86.15917, "strategy_rank": 84.822351, "rr": 2.973728, "primary_prob": 25.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 4.460593, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.926841, "hold30_r": 3.314464 }, { "symbol": "DECK", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.61707, "strategy_rank": 93.445183, "rr": 1.736717, "primary_prob": 23.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.605075, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.698281, "hold30_r": 1.109279 }, { "symbol": "DELL", "date": "2024-09-19", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 81.314879, "strategy_rank": 85.919264, "rr": 2.078075, "primary_prob": 33.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 3.117113, "raw_level_count": 20, "gate_level_count": 20, "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": 87.543253, "strategy_rank": 74.985685, "rr": 2.276905, "primary_prob": 31.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 3.415357, "raw_level_count": 20, "gate_level_count": 20, "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": 98.961938, "strategy_rank": 83.496602, "rr": 0.929956, "primary_prob": 41.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.394935, "raw_level_count": 20, "gate_level_count": 20, "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": 95.963091, "strategy_rank": 85.643669, "rr": 1.745548, "primary_prob": 23.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.618321, "raw_level_count": 20, "gate_level_count": 20, "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": 82.583622, "strategy_rank": 73.240066, "rr": 1.882167, "primary_prob": 21.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.823251, "raw_level_count": 20, "gate_level_count": 20, "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": 82.122261, "strategy_rank": 57.692717, "rr": 0.896699, "primary_prob": 42.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.345048, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.800515, "hold30_r": -1.0 }, { "symbol": "IFF", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.38985, "strategy_rank": 72.176002, "rr": 1.44044, "primary_prob": 28.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.16066, "raw_level_count": 20, "gate_level_count": 20, "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": 91.349481, "strategy_rank": 83.035546, "rr": 2.251491, "primary_prob": 31.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 3.377237, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.065161, "hold30_r": -1.0 }, { "symbol": "JPM", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.581315, "strategy_rank": 74.88379, "rr": 1.655913, "primary_prob": 24.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.483869, "raw_level_count": 20, "gate_level_count": 20, "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": 86.735871, "strategy_rank": 64.512578, "rr": 1.73867, "primary_prob": 23.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 64, "primary_distance_atr": 2.608005, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.661802, "hold30_r": 2.836773 }, { "symbol": "LLY", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.809689, "strategy_rank": 88.219486, "rr": 1.154395, "primary_prob": 34.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.731593, "raw_level_count": 20, "gate_level_count": 20, "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": 93.656286, "strategy_rank": 82.717053, "rr": 1.479852, "primary_prob": 27.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.219778, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.150639, "hold30_r": -1.096727 }, { "symbol": "MSTR", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.88466, "strategy_rank": 99.884739, "rr": 1.99759, "primary_prob": 34.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.996385, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.979528, "hold30_r": 6.232968 }, { "symbol": "NRG", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.500577, "strategy_rank": 94.807711, "rr": 1.150062, "primary_prob": 35.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.725093, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.106459, "hold30_r": 2.283233 }, { "symbol": "NTAP", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.579008, "strategy_rank": 83.639138, "rr": 1.207879, "primary_prob": 33.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.811818, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.153287, "hold30_r": -1.0 }, { "symbol": "NVDA", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.731257, "strategy_rank": 98.317864, "rr": 0.963702, "primary_prob": 40.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.445553, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.937445, "hold30_r": 1.658425 }, { "symbol": "PANW", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.311419, "strategy_rank": 85.623056, "rr": 1.787653, "primary_prob": 22.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.681479, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.744495, "hold30_r": 1.72967 }, { "symbol": "REGN", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.811995, "strategy_rank": 65.689686, "rr": 1.269854, "primary_prob": 32.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.904781, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.06637, "hold30_r": -1.0 }, { "symbol": "RL", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.352941, "strategy_rank": 78.395045, "rr": 0.692405, "primary_prob": 65.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.038607, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.63586, "hold30_r": 2.015287 }, { "symbol": "RMD", "date": "2024-09-19", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 92.618224, "strategy_rank": 91.725737, "rr": 2.758242, "primary_prob": 26.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 4.137363, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.046594, "hold30_r": -1.0 }, { "symbol": "ROL", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.276817, "strategy_rank": 66.343369, "rr": 0.82586, "primary_prob": 44.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.23879, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.682845, "hold30_r": -1.617871 }, { "symbol": "RSG", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.926182, "strategy_rank": 64.969731, "rr": 1.107144, "primary_prob": 36.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.660715, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.022495, "hold30_r": -0.613032 }, { "symbol": "RTX", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.347174, "strategy_rank": 71.733356, "rr": 1.206526, "primary_prob": 33.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.80979, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.124639, "hold30_r": 0.747747 }, { "symbol": "SMCI", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.808535, "strategy_rank": 98.293362, "rr": 1.912212, "primary_prob": 20.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.868317, "raw_level_count": 20, "gate_level_count": 20, "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": 88.119954, "strategy_rank": 84.434255, "rr": 1.928202, "primary_prob": 20.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.892302, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.879737, "hold30_r": -1.0 }, { "symbol": "T", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.156863, "strategy_rank": 71.138112, "rr": 1.954959, "primary_prob": 35.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.932439, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.886727, "hold30_r": 1.884683 }, { "symbol": "TFC", "date": "2024-09-19", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 81.084198, "strategy_rank": 71.707155, "rr": 2.2605, "primary_prob": 31.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 3.390749, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.0599, "hold30_r": -1.0 }, { "symbol": "TMUS", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.848904, "strategy_rank": 65.822772, "rr": 0.674791, "primary_prob": 50.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.012186, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.608184, "hold30_r": 3.923531 }, { "symbol": "UNH", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.697809, "strategy_rank": 76.075923, "rr": 0.802065, "primary_prob": 45.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.203097, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.735984, "hold30_r": -1.434252 }, { "symbol": "VRT", "date": "2024-09-19", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 89.388697, "strategy_rank": 92.019729, "rr": 2.250443, "primary_prob": 31.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 3.375664, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.222204, "hold30_r": 2.642618 }, { "symbol": "VRTX", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.005767, "strategy_rank": 63.784819, "rr": 1.648885, "primary_prob": 24.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.473327, "raw_level_count": 20, "gate_level_count": 20, "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": 99.192618, "strategy_rank": 98.744384, "rr": 2.072291, "primary_prob": 33.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 3.108437, "raw_level_count": 20, "gate_level_count": 20, "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": 84.659746, "strategy_rank": 68.237657, "rr": 1.284547, "primary_prob": 46.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.92682, "raw_level_count": 20, "gate_level_count": 20, "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": 84.198385, "strategy_rank": 59.663841, "rr": 1.217967, "primary_prob": 48.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.82695, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.142545, "hold30_r": 2.854092 }, { "symbol": "WM", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.042676, "strategy_rank": 68.474867, "rr": 1.878227, "primary_prob": 21.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.81734, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.797266, "hold30_r": 2.217475 }, { "symbol": "WMT", "date": "2024-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.695502, "strategy_rank": 69.572352, "rr": 1.049179, "primary_prob": 37.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.573768, "raw_level_count": 20, "gate_level_count": 20, "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": 90.542099, "strategy_rank": 74.599262, "rr": 1.952002, "primary_prob": 20.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.928002, "raw_level_count": 20, "gate_level_count": 20, "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": 96.770473, "strategy_rank": 95.253715, "rr": 1.774582, "primary_prob": 37.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.661873, "raw_level_count": 20, "gate_level_count": 20, "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": 90.080738, "strategy_rank": 63.988623, "rr": 0.752159, "primary_prob": 47.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.128238, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.663961, "hold30_r": 2.043013 }, { "symbol": "HOOD", "date": "2024-09-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.403712, "strategy_rank": 96.23115, "rr": 1.49122, "primary_prob": 27.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.23683, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.458043, "hold30_r": 5.534563 }, { "symbol": "ABBV", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.162413, "strategy_rank": 66.403376, "rr": 1.149779, "primary_prob": 35.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.724669, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.072227, "hold30_r": -1.0 }, { "symbol": "AEP", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.830626, "strategy_rank": 60.345286, "rr": 0.990024, "primary_prob": 39.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 53, "primary_distance_atr": 1.485035, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.896965, "hold30_r": -1.0 }, { "symbol": "AMT", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.299304, "strategy_rank": 78.822607, "rr": 1.259197, "primary_prob": 32.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 1.888796, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.068144, "hold30_r": -1.0 }, { "symbol": "C", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.394432, "strategy_rank": 74.178767, "rr": 1.238504, "primary_prob": 32.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 1.857756, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.185808, "hold30_r": 2.73259 }, { "symbol": "CAH", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.150812, "strategy_rank": 67.044734, "rr": 1.597212, "primary_prob": 25.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.395819, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.528323, "hold30_r": 2.834934 }, { "symbol": "CBOE", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.331787, "strategy_rank": 77.970026, "rr": 1.198984, "primary_prob": 33.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.798476, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.136479, "hold30_r": -1.0 }, { "symbol": "CFG", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.570766, "strategy_rank": 76.267902, "rr": 1.269788, "primary_prob": 32.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 1.904682, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.216534, "hold30_r": 3.620831 }, { "symbol": "CHRW", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.742459, "strategy_rank": 79.949617, "rr": 1.933081, "primary_prob": 35.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.899621, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.304453, "hold30_r": -1.242038 }, { "symbol": "CL", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.939675, "strategy_rank": 67.435872, "rr": 1.457149, "primary_prob": 28.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.185723, "raw_level_count": 20, "gate_level_count": 20, "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": 89.095128, "strategy_rank": 84.962186, "rr": 1.538483, "primary_prob": 41.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.307725, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.054503, "hold30_r": -1.0 }, { "symbol": "CMS", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.366589, "strategy_rank": 58.386624, "rr": 1.441385, "primary_prob": 43.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.162078, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.341475, "hold30_r": -1.0 }, { "symbol": "COIN", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.187935, "strategy_rank": 99.118692, "rr": 1.870632, "primary_prob": 21.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.805948, "raw_level_count": 20, "gate_level_count": 20, "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": 89.791183, "strategy_rank": 66.469124, "rr": 1.850547, "primary_prob": 21.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 74, "primary_distance_atr": 2.775821, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.789423, "hold30_r": 3.25989 }, { "symbol": "CPB", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.139211, "strategy_rank": 72.344261, "rr": 1.926472, "primary_prob": 20.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 2.889708, "raw_level_count": 20, "gate_level_count": 20, "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": 99.651972, "strategy_rank": 99.513043, "rr": 2.474562, "primary_prob": 29.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 3.711843, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.444657, "hold30_r": 6.135639 }, { "symbol": "DASH", "date": "2024-09-26", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 85.614849, "strategy_rank": 84.333639, "rr": 2.10784, "primary_prob": 33.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 3.16176, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.05624, "hold30_r": 4.973482 }, { "symbol": "DECK", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.475638, "strategy_rank": 93.113364, "rr": 1.117834, "primary_prob": 35.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.676751, "raw_level_count": 20, "gate_level_count": 20, "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": 90.603248, "strategy_rank": 87.755993, "rr": 1.212267, "primary_prob": 33.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.8184, "raw_level_count": 20, "gate_level_count": 20, "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": 87.470998, "strategy_rank": 81.739548, "rr": 1.534264, "primary_prob": 26.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.301396, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.059775, "hold30_r": -1.0 }, { "symbol": "FITB", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.531323, "strategy_rank": 77.803096, "rr": 1.931414, "primary_prob": 20.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.897121, "raw_level_count": 20, "gate_level_count": 20, "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": 82.598608, "strategy_rank": 59.835248, "rr": 0.857137, "primary_prob": 43.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.285706, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.775298, "hold30_r": -1.0 }, { "symbol": "GDDY", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.419954, "strategy_rank": 84.298487, "rr": 1.850818, "primary_prob": 21.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.776226, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.789824, "hold30_r": 4.248356 }, { "symbol": "GEN", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.018561, "strategy_rank": 79.104766, "rr": 1.322131, "primary_prob": 45.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.983196, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.252957, "hold30_r": 3.029724 }, { "symbol": "GM", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.438515, "strategy_rank": 77.725385, "rr": 1.850812, "primary_prob": 21.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.776217, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.808559, "hold30_r": 4.418004 }, { "symbol": "GRMN", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.867749, "strategy_rank": 86.613914, "rr": 1.296955, "primary_prob": 31.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.945433, "raw_level_count": 20, "gate_level_count": 20, "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": 83.062645, "strategy_rank": 72.778846, "rr": 0.856254, "primary_prob": 43.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.284381, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.796971, "hold30_r": 5.085211 }, { "symbol": "HII", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.918794, "strategy_rank": 75.538173, "rr": 1.330351, "primary_prob": 30.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.995526, "raw_level_count": 20, "gate_level_count": 20, "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": 89.559165, "strategy_rank": 62.89999, "rr": 1.172391, "primary_prob": 34.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.758586, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.072516, "hold30_r": -1.0 }, { "symbol": "IFF", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.006961, "strategy_rank": 70.881697, "rr": 0.963532, "primary_prob": 40.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.445299, "raw_level_count": 20, "gate_level_count": 20, "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": 89.327146, "strategy_rank": 79.319269, "rr": 1.842892, "primary_prob": 21.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.764338, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.066981, "hold30_r": -1.0 }, { "symbol": "JPM", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.835267, "strategy_rank": 76.238221, "rr": 1.037427, "primary_prob": 38.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.55614, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.969257, "hold30_r": 4.321935 }, { "symbol": "KO", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.642691, "strategy_rank": 58.549884, "rr": 1.07178, "primary_prob": 37.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.60767, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.096837, "hold30_r": -1.0 }, { "symbol": "LEN", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.090487, "strategy_rank": 78.628926, "rr": 1.088092, "primary_prob": 36.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.632138, "raw_level_count": 20, "gate_level_count": 20, "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": 87.238979, "strategy_rank": 65.169255, "rr": 1.563121, "primary_prob": 26.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 64, "primary_distance_atr": 2.344681, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.485494, "hold30_r": 3.897116 }, { "symbol": "LLY", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.12761, "strategy_rank": 88.593962, "rr": 1.399766, "primary_prob": 29.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.099649, "raw_level_count": 20, "gate_level_count": 20, "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": 93.851508, "strategy_rank": 83.459671, "rr": 1.714976, "primary_prob": 23.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.572464, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.667283, "hold30_r": 6.393983 }, { "symbol": "MSTR", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.883991, "strategy_rank": 99.884031, "rr": 1.9363, "primary_prob": 35.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.90445, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.914401, "hold30_r": 6.915569 }, { "symbol": "NDAQ", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.399072, "strategy_rank": 68.484217, "rr": 0.915616, "primary_prob": 41.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.373424, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.082408, "hold30_r": -1.0 }, { "symbol": "NTAP", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.99536, "strategy_rank": 81.882267, "rr": 1.156616, "primary_prob": 34.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.734924, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.060097, "hold30_r": -1.0 }, { "symbol": "NVDA", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.607889, "strategy_rank": 98.29551, "rr": 1.420465, "primary_prob": 28.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.130697, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.030017, "hold30_r": -1.0 }, { "symbol": "REGN", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.774942, "strategy_rank": 68.1121, "rr": 1.903449, "primary_prob": 20.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.855173, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.045898, "hold30_r": -1.0 }, { "symbol": "RMD", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.431555, "strategy_rank": 93.077754, "rr": 1.266636, "primary_prob": 32.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 1.899954, "raw_level_count": 20, "gate_level_count": 20, "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": 93.50348, "strategy_rank": 66.251973, "rr": 1.190271, "primary_prob": 33.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.785407, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.10169, "hold30_r": 1.612619 }, { "symbol": "RTX", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.027842, "strategy_rank": 72.30431, "rr": 0.734971, "primary_prob": 48.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.102457, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.646601, "hold30_r": -0.088135 }, { "symbol": "SYF", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.078886, "strategy_rank": 82.781292, "rr": 0.782609, "primary_prob": 46.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 1.173913, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.736755, "hold30_r": 7.293128 }, { "symbol": "T", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.271462, "strategy_rank": 71.234403, "rr": 1.630017, "primary_prob": 39.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.445026, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.075567, "hold30_r": -1.0 }, { "symbol": "TGT", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.542923, "strategy_rank": 81.85467, "rr": 1.776621, "primary_prob": 22.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 83, "primary_distance_atr": 2.664932, "raw_level_count": 20, "gate_level_count": 20, "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": 96.635731, "strategy_rank": 78.421373, "rr": 1.546624, "primary_prob": 26.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.319936, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.492736, "hold30_r": 7.638831 }, { "symbol": "TRV", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.338747, "strategy_rank": 72.837818, "rr": 0.783018, "primary_prob": 61.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.174528, "raw_level_count": 20, "gate_level_count": 20, "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": 83.87471, "strategy_rank": 69.141034, "rr": 1.863952, "primary_prob": 21.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.795928, "raw_level_count": 20, "gate_level_count": 20, "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": 87.703016, "strategy_rank": 77.139504, "rr": 0.761288, "primary_prob": 47.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.141932, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.687299, "hold30_r": 2.317774 }, { "symbol": "VRT", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.863109, "strategy_rank": 91.54369, "rr": 0.98215, "primary_prob": 54.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.473225, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.949818, "hold30_r": 3.462348 }, { "symbol": "VZ", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.846868, "strategy_rank": 68.679134, "rr": 1.985993, "primary_prob": 34.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.97899, "raw_level_count": 20, "gate_level_count": 20, "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": 88.167053, "strategy_rank": 62.829336, "rr": 0.820674, "primary_prob": 60.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.231012, "raw_level_count": 20, "gate_level_count": 20, "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": 91.067285, "strategy_rank": 69.83053, "rr": 1.851969, "primary_prob": 21.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.777953, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.765492, "hold30_r": 3.179617 }, { "symbol": "WRB", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.227378, "strategy_rank": 76.135063, "rr": 1.598587, "primary_prob": 25.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.39788, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.520787, "hold30_r": 1.99609 }, { "symbol": "WSM", "date": "2024-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.786543, "strategy_rank": 84.678158, "rr": 1.658261, "primary_prob": 39.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.487391, "raw_level_count": 20, "gate_level_count": 20, "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": 91.274397, "strategy_rank": 92.79368, "rr": 1.242431, "primary_prob": 47.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.863646, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.210709, "hold30_r": 6.504065 }, { "symbol": "AEP", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.518944, "strategy_rank": 63.954107, "rr": 0.729732, "primary_prob": 48.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 56, "primary_distance_atr": 1.094598, "raw_level_count": 20, "gate_level_count": 20, "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": 99.311137, "strategy_rank": 79.918253, "rr": 0.784858, "primary_prob": 46.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.177286, "raw_level_count": 20, "gate_level_count": 20, "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": 94.718714, "strategy_rank": 80.95985, "rr": 1.717426, "primary_prob": 23.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.576139, "raw_level_count": 20, "gate_level_count": 20, "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": 84.041332, "strategy_rank": 70.671038, "rr": 1.257636, "primary_prob": 32.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 1.886454, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.18854, "hold30_r": 5.853358 }, { "symbol": "BK", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.570608, "strategy_rank": 69.549769, "rr": 0.889935, "primary_prob": 42.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.334903, "raw_level_count": 20, "gate_level_count": 20, "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": 87.370838, "strategy_rank": 68.367825, "rr": 1.492622, "primary_prob": 27.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.238933, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.409118, "hold30_r": -1.0 }, { "symbol": "CFG", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.237658, "strategy_rank": 74.605033, "rr": 1.638128, "primary_prob": 24.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 2.457192, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.583986, "hold30_r": 4.429567 }, { "symbol": "CINF", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.811711, "strategy_rank": 66.528609, "rr": 1.932019, "primary_prob": 20.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.898029, "raw_level_count": 20, "gate_level_count": 20, "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": 97.474168, "strategy_rank": 68.506517, "rr": 1.945231, "primary_prob": 20.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.917847, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.0944, "hold30_r": -1.0 }, { "symbol": "COF", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.433984, "strategy_rank": 74.72896, "rr": 1.188697, "primary_prob": 34.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 1.783045, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.138628, "hold30_r": 6.517185 }, { "symbol": "COIN", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.211251, "strategy_rank": 97.038952, "rr": 1.801934, "primary_prob": 22.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.702902, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.781448, "hold30_r": 7.268959 }, { "symbol": "COR", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.111366, "strategy_rank": 68.541801, "rr": 1.579244, "primary_prob": 25.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.368866, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.506998, "hold30_r": 3.67019 }, { "symbol": "COST", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.845006, "strategy_rank": 63.167248, "rr": 1.399852, "primary_prob": 29.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.099778, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.329495, "hold30_r": 1.937153 }, { "symbol": "CPB", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.259472, "strategy_rank": 74.459891, "rr": 0.7209, "primary_prob": 49.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 62, "primary_distance_atr": 1.08135, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.656783, "hold30_r": -1.0 }, { "symbol": "CTAS", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.029851, "strategy_rank": 67.296868, "rr": 0.702078, "primary_prob": 49.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.053117, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.628052, "hold30_r": 2.26185 }, { "symbol": "CVNA", "date": "2024-10-03", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 99.655568, "strategy_rank": 99.518623, "rr": 2.109813, "primary_prob": 33.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 3.164719, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.077238, "hold30_r": 5.882489 }, { "symbol": "D", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.911596, "strategy_rank": 64.854135, "rr": 1.686589, "primary_prob": 23.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.529883, "raw_level_count": 20, "gate_level_count": 20, "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": 85.533869, "strategy_rank": 86.303914, "rr": 2.199366, "primary_prob": 32.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 3.299049, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.157607, "hold30_r": 2.672686 }, { "symbol": "DHI", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.815155, "strategy_rank": 87.392119, "rr": 0.936072, "primary_prob": 56.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.404108, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.058139, "hold30_r": -1.0 }, { "symbol": "DUK", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.059701, "strategy_rank": 62.12234, "rr": 0.701029, "primary_prob": 49.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.051544, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.097257, "hold30_r": -1.0 }, { "symbol": "DVA", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.244546, "strategy_rank": 83.929306, "rr": 0.814061, "primary_prob": 60.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.221091, "raw_level_count": 20, "gate_level_count": 20, "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": 83.467279, "strategy_rank": 78.266912, "rr": 1.334065, "primary_prob": 30.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.001097, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.065048, "hold30_r": -1.0 }, { "symbol": "FIS", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.941447, "strategy_rank": 64.3478, "rr": 1.36257, "primary_prob": 30.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.043856, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.27759, "hold30_r": 2.411045 }, { "symbol": "FITB", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.292767, "strategy_rank": 79.92004, "rr": 1.819635, "primary_prob": 21.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 2.729453, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.758404, "hold30_r": 4.04885 }, { "symbol": "GDDY", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.081515, "strategy_rank": 83.224338, "rr": 1.154007, "primary_prob": 34.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.731011, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.089387, "hold30_r": 6.461603 }, { "symbol": "GEN", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.400689, "strategy_rank": 78.536546, "rr": 1.776153, "primary_prob": 22.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.664229, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.698803, "hold30_r": 4.40238 }, { "symbol": "GIS", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.745121, "strategy_rank": 62.061401, "rr": 1.701925, "primary_prob": 23.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 65, "primary_distance_atr": 2.552888, "raw_level_count": 20, "gate_level_count": 20, "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": 80.367394, "strategy_rank": 86.154201, "rr": 1.741191, "primary_prob": 23.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 62, "primary_distance_atr": 2.611786, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.682429, "hold30_r": 1.165707 }, { "symbol": "GRMN", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.785304, "strategy_rank": 86.353832, "rr": 1.410997, "primary_prob": 29.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.116495, "raw_level_count": 20, "gate_level_count": 20, "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": 80.137773, "strategy_rank": 70.306967, "rr": 1.608615, "primary_prob": 25.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.412922, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.546493, "hold30_r": 6.550243 }, { "symbol": "HCA", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.522388, "strategy_rank": 80.629974, "rr": 0.955611, "primary_prob": 40.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.433417, "raw_level_count": 20, "gate_level_count": 20, "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": 89.552239, "strategy_rank": 72.022952, "rr": 0.683244, "primary_prob": 50.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.024866, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.608604, "hold30_r": -1.0 }, { "symbol": "JPM", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.141217, "strategy_rank": 73.527456, "rr": 1.805215, "primary_prob": 22.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.707823, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.737454, "hold30_r": 6.04875 }, { "symbol": "KO", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.730195, "strategy_rank": 59.311137, "rr": 1.703181, "primary_prob": 23.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.554771, "raw_level_count": 20, "gate_level_count": 20, "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": 87.600459, "strategy_rank": 65.507964, "rr": 1.497493, "primary_prob": 42.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.24624, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.422596, "hold30_r": 0.777898 }, { "symbol": "LLY", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.440873, "strategy_rank": 89.545224, "rr": 0.990968, "primary_prob": 39.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.486452, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.933527, "hold30_r": -2.82321 }, { "symbol": "MCK", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.489093, "strategy_rank": 84.128635, "rr": 1.696726, "primary_prob": 23.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.545089, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.644344, "hold30_r": 6.945485 }, { "symbol": "MMM", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.270953, "strategy_rank": 84.28715, "rr": 1.825475, "primary_prob": 21.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.738213, "raw_level_count": 20, "gate_level_count": 20, "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": 99.885189, "strategy_rank": 99.885308, "rr": 2.022121, "primary_prob": 34.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 3.033181, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.001418, "hold30_r": 10.405324 }, { "symbol": "NDAQ", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.470723, "strategy_rank": 69.370696, "rr": 0.790582, "primary_prob": 46.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.185873, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.092062, "hold30_r": -1.0 }, { "symbol": "NEE", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.340987, "strategy_rank": 80.95654, "rr": 1.285415, "primary_prob": 46.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.928123, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.076534, "hold30_r": -1.0 }, { "symbol": "NEM", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.974742, "strategy_rank": 80.620305, "rr": 1.6442, "primary_prob": 24.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.4663, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.590722, "hold30_r": -1.0 }, { "symbol": "NVDA", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.978186, "strategy_rank": 91.632556, "rr": 1.616228, "primary_prob": 40.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.424342, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.585515, "hold30_r": 2.988825 }, { "symbol": "PM", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.567164, "strategy_rank": 62.484887, "rr": 1.610905, "primary_prob": 25.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.416358, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.519414, "hold30_r": 3.794729 }, { "symbol": "RCL", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.289323, "strategy_rank": 86.241885, "rr": 0.962897, "primary_prob": 55.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.444345, "raw_level_count": 20, "gate_level_count": 20, "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": 82.663605, "strategy_rank": 65.416011, "rr": 1.81982, "primary_prob": 21.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.72973, "raw_level_count": 20, "gate_level_count": 20, "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": 92.881745, "strategy_rank": 92.133926, "rr": 1.691251, "primary_prob": 23.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.536876, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.642097, "hold30_r": -0.721545 }, { "symbol": "ROL", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.597015, "strategy_rank": 65.411045, "rr": 1.223053, "primary_prob": 33.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.83458, "raw_level_count": 20, "gate_level_count": 20, "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": 91.618829, "strategy_rank": 64.854004, "rr": 1.011369, "primary_prob": 38.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.517054, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.915626, "hold30_r": -1.0 }, { "symbol": "SYF", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.84845, "strategy_rank": 86.605128, "rr": 1.19506, "primary_prob": 33.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.79259, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.146869, "hold30_r": 7.453326 }, { "symbol": "T", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.98163, "strategy_rank": 73.296981, "rr": 1.00197, "primary_prob": 54.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.502955, "raw_level_count": 20, "gate_level_count": 20, "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": 90.011481, "strategy_rank": 76.566389, "rr": 1.238581, "primary_prob": 32.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.857871, "raw_level_count": 20, "gate_level_count": 20, "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": 88.748565, "strategy_rank": 71.837954, "rr": 1.16979, "primary_prob": 34.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 67, "primary_distance_atr": 1.754686, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.108302, "hold30_r": 3.144854 }, { "symbol": "UHS", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.851894, "strategy_rank": 88.178019, "rr": 1.619905, "primary_prob": 25.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.429858, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.576401, "hold30_r": -1.0 }, { "symbol": "VTR", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.78186, "strategy_rank": 67.996043, "rr": 1.37689, "primary_prob": 29.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.065336, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.302528, "hold30_r": 0.552634 }, { "symbol": "VZ", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.304248, "strategy_rank": 68.328534, "rr": 0.949698, "primary_prob": 55.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.424548, "raw_level_count": 20, "gate_level_count": 20, "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": 92.078071, "strategy_rank": 65.415748, "rr": 0.934312, "primary_prob": 41.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.401467, "raw_level_count": 20, "gate_level_count": 20, "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": 85.76349, "strategy_rank": 77.952063, "rr": 1.887285, "primary_prob": 20.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.830927, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.837369, "hold30_r": 8.089337 }, { "symbol": "WM", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.83008, "strategy_rank": 67.384946, "rr": 1.129583, "primary_prob": 35.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.694374, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.093631, "hold30_r": -1.0 }, { "symbol": "WRB", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.063146, "strategy_rank": 77.802783, "rr": 1.303052, "primary_prob": 31.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.954579, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.223837, "hold30_r": 1.725392 }, { "symbol": "WTW", "date": "2024-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.537313, "strategy_rank": 66.320742, "rr": 1.382779, "primary_prob": 29.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.074169, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.301944, "hold30_r": 3.367341 }, { "symbol": "HOOD", "date": "2024-10-09", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.457275, "strategy_rank": 95.049897, "rr": 1.669457, "primary_prob": 39.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.504186, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.637287, "hold30_r": -1.0 }, { "symbol": "ABBV", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.56351, "strategy_rank": 65.631051, "rr": 0.72091, "primary_prob": 49.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.081364, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.086482, "hold30_r": -1.0 }, { "symbol": "AEP", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.26097, "strategy_rank": 64.933772, "rr": 0.965591, "primary_prob": 40.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 64, "primary_distance_atr": 1.448386, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.873624, "hold30_r": -1.0 }, { "symbol": "AFL", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.759815, "strategy_rank": 64.573413, "rr": 0.840879, "primary_prob": 44.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.261318, "raw_level_count": 20, "gate_level_count": 20, "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": 98.845266, "strategy_rank": 81.27454, "rr": 0.96492, "primary_prob": 40.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.44738, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.903579, "hold30_r": 2.920298 }, { "symbol": "AMT", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.727483, "strategy_rank": 79.955153, "rr": 1.156389, "primary_prob": 34.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 1.734583, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.089387, "hold30_r": -1.017788 }, { "symbol": "CB", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.990762, "strategy_rank": 68.601589, "rr": 0.754008, "primary_prob": 47.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.131011, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.683114, "hold30_r": -1.0 }, { "symbol": "CBOE", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.496536, "strategy_rank": 76.237679, "rr": 1.024869, "primary_prob": 38.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.537303, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.959975, "hold30_r": -1.0 }, { "symbol": "CBRE", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.374134, "strategy_rank": 75.651767, "rr": 1.254419, "primary_prob": 32.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.881628, "raw_level_count": 20, "gate_level_count": 20, "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": 80.484988, "strategy_rank": 66.07482, "rr": 1.825892, "primary_prob": 21.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.738838, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.753875, "hold30_r": 5.291513 }, { "symbol": "CL", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.113164, "strategy_rank": 68.393484, "rr": 1.187532, "primary_prob": 34.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.781298, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.102318, "hold30_r": -1.159196 }, { "symbol": "CLX", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.487298, "strategy_rank": 67.762167, "rr": 1.136385, "primary_prob": 35.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 65, "primary_distance_atr": 1.704577, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.061558, "hold30_r": 2.627561 }, { "symbol": "CMG", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.413395, "strategy_rank": 83.905142, "rr": 1.510762, "primary_prob": 42.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.266142, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.058803, "hold30_r": -1.0 }, { "symbol": "CMS", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.371824, "strategy_rank": 59.326905, "rr": 1.937855, "primary_prob": 20.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.906783, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.843111, "hold30_r": -1.0 }, { "symbol": "COIN", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.032333, "strategy_rank": 94.180976, "rr": 1.944954, "primary_prob": 20.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.917432, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.921736, "hold30_r": 9.255058 }, { "symbol": "COR", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.605081, "strategy_rank": 64.386502, "rr": 1.641038, "primary_prob": 24.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.461556, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.554425, "hold30_r": 4.578144 }, { "symbol": "COST", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.60739, "strategy_rank": 67.661882, "rr": 0.676096, "primary_prob": 50.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.014144, "raw_level_count": 20, "gate_level_count": 20, "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": 92.494226, "strategy_rank": 72.858732, "rr": 1.880054, "primary_prob": 21.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 64, "primary_distance_atr": 2.820081, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.072043, "hold30_r": -1.0 }, { "symbol": "CVNA", "date": "2024-10-10", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 99.65358, "strategy_rank": 99.584894, "rr": 2.511664, "primary_prob": 29.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 3.767496, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.475555, "hold30_r": 5.358405 }, { "symbol": "D", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.91455, "strategy_rank": 67.004281, "rr": 1.611768, "primary_prob": 25.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 55, "primary_distance_atr": 2.417652, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.533657, "hold30_r": 2.027027 }, { "symbol": "DECK", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.108545, "strategy_rank": 90.461827, "rr": 1.8543, "primary_prob": 36.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.78145, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.815291, "hold30_r": 2.914733 }, { "symbol": "DHI", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.30254, "strategy_rank": 88.40729, "rr": 0.927952, "primary_prob": 41.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.391928, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.870411, "hold30_r": -4.737812 }, { "symbol": "DUK", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.56582, "strategy_rank": 61.000792, "rr": 1.636491, "primary_prob": 24.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.454737, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.550565, "hold30_r": -1.0 }, { "symbol": "DVA", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.614319, "strategy_rank": 85.635317, "rr": 0.692814, "primary_prob": 50.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.039222, "raw_level_count": 20, "gate_level_count": 20, "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": 81.177829, "strategy_rank": 76.157047, "rr": 1.495342, "primary_prob": 27.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.243012, "raw_level_count": 20, "gate_level_count": 20, "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": 81.639723, "strategy_rank": 59.012018, "rr": 1.568033, "primary_prob": 26.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.352049, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.485724, "hold30_r": -1.031209 }, { "symbol": "FITB", "date": "2024-10-10", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 91.570439, "strategy_rank": 76.320251, "rr": 2.29033, "primary_prob": 31.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 3.435495, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.224679, "hold30_r": 3.42334 }, { "symbol": "FSLR", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.715935, "strategy_rank": 85.845228, "rr": 1.275625, "primary_prob": 31.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.913438, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.062246, "hold30_r": -1.037801 }, { "symbol": "GEN", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.025404, "strategy_rank": 78.727679, "rr": 1.944482, "primary_prob": 35.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.916724, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.084035, "hold30_r": -1.0 }, { "symbol": "GIS", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.794457, "strategy_rank": 62.444037, "rr": 1.820737, "primary_prob": 21.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 60, "primary_distance_atr": 2.731106, "raw_level_count": 20, "gate_level_count": 20, "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": 95.95843, "strategy_rank": 86.192765, "rr": 1.002837, "primary_prob": 39.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 1.504256, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.939085, "hold30_r": 8.350887 }, { "symbol": "HCA", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.533487, "strategy_rank": 80.45618, "rr": 1.303139, "primary_prob": 31.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.954708, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.24024, "hold30_r": -1.400901 }, { "symbol": "IFF", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.762125, "strategy_rank": 72.992636, "rr": 1.833863, "primary_prob": 21.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.750794, "raw_level_count": 20, "gate_level_count": 20, "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": 81.87067, "strategy_rank": 70.876788, "rr": 1.557739, "primary_prob": 41.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.336609, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.488196, "hold30_r": 5.214792 }, { "symbol": "KO", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.066975, "strategy_rank": 60.946882, "rr": 1.100934, "primary_prob": 36.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.651401, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.001437, "hold30_r": -1.623563 }, { "symbol": "LEN", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.408776, "strategy_rank": 77.388905, "rr": 0.920718, "primary_prob": 41.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.381077, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.863704, "hold30_r": -1.0 }, { "symbol": "LLY", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.069284, "strategy_rank": 85.177383, "rr": 1.49855, "primary_prob": 27.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.247826, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -3.970371, "hold30_r": -3.906942 }, { "symbol": "MKC", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.796767, "strategy_rank": 64.752789, "rr": 1.155532, "primary_prob": 34.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 66, "primary_distance_atr": 1.733297, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.07375, "hold30_r": -1.0 }, { "symbol": "MSTR", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.884527, "strategy_rank": 99.884646, "rr": 0.68922, "primary_prob": 65.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.03383, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.668145, "hold30_r": 12.296356 }, { "symbol": "NDAQ", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.103926, "strategy_rank": 66.028444, "rr": 1.367215, "primary_prob": 29.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.050822, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.282992, "hold30_r": 5.2991 }, { "symbol": "NEE", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.420323, "strategy_rank": 83.892385, "rr": 1.850008, "primary_prob": 21.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 78, "primary_distance_atr": 2.775012, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.785432, "hold30_r": -1.017233 }, { "symbol": "NI", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.254042, "strategy_rank": 56.730188, "rr": 1.537481, "primary_prob": 26.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.306221, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.438587, "hold30_r": 6.023302 }, { "symbol": "NRG", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.152425, "strategy_rank": 94.943752, "rr": 1.74833, "primary_prob": 23.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.622495, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.705468, "hold30_r": 2.272783 }, { "symbol": "NVDA", "date": "2024-10-10", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 96.189376, "strategy_rank": 96.607592, "rr": 2.583282, "primary_prob": 28.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 3.874923, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.035748, "hold30_r": 1.572496 }, { "symbol": "PEG", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.180139, "strategy_rank": 61.860504, "rr": 1.043742, "primary_prob": 37.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.565614, "raw_level_count": 20, "gate_level_count": 20, "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": 93.764434, "strategy_rank": 87.280674, "rr": 0.859108, "primary_prob": 43.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.288662, "raw_level_count": 20, "gate_level_count": 20, "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": 83.718245, "strategy_rank": 60.57055, "rr": 1.250772, "primary_prob": 32.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.876158, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.156221, "hold30_r": 4.680447 }, { "symbol": "PODD", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.027714, "strategy_rank": 86.249319, "rr": 1.720271, "primary_prob": 23.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 2.580407, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.668691, "hold30_r": 3.435679 }, { "symbol": "PPL", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.836028, "strategy_rank": 61.268534, "rr": 1.497391, "primary_prob": 27.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.246086, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.40981, "hold30_r": 4.703263 }, { "symbol": "RMD", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.150115, "strategy_rank": 93.705196, "rr": 1.854411, "primary_prob": 21.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.781617, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.802219, "hold30_r": 0.621884 }, { "symbol": "ROL", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.946882, "strategy_rank": 66.708847, "rr": 1.617242, "primary_prob": 25.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.425862, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.327774, "hold30_r": -1.252761 }, { "symbol": "RSG", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.683603, "strategy_rank": 63.424897, "rr": 0.705878, "primary_prob": 49.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.058817, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.61296, "hold30_r": -1.0 }, { "symbol": "SATS", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.688222, "strategy_rank": 95.902008, "rr": 1.626174, "primary_prob": 39.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.439261, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.02171, "hold30_r": -1.0 }, { "symbol": "T", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.65127, "strategy_rank": 74.04254, "rr": 1.020665, "primary_prob": 38.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.530997, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.944403, "hold30_r": 3.162624 }, { "symbol": "TDG", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.023095, "strategy_rank": 70.101322, "rr": 1.363742, "primary_prob": 29.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.045613, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.088194, "hold30_r": -1.024419 }, { "symbol": "TRV", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.339492, "strategy_rank": 78.575159, "rr": 1.082711, "primary_prob": 36.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.624066, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.018202, "hold30_r": 3.818811 }, { "symbol": "TSN", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.450346, "strategy_rank": 69.101779, "rr": 1.279508, "primary_prob": 31.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 67, "primary_distance_atr": 1.919262, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.208242, "hold30_r": 3.416919 }, { "symbol": "UHS", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.575058, "strategy_rank": 87.39345, "rr": 1.122442, "primary_prob": 35.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.683663, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.075842, "hold30_r": -1.0 }, { "symbol": "VST", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.307159, "strategy_rank": 99.06622, "rr": 1.72648, "primary_prob": 23.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.58972, "raw_level_count": 20, "gate_level_count": 20, "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": 92.263279, "strategy_rank": 68.796033, "rr": 1.090766, "primary_prob": 36.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.636149, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.016203, "hold30_r": 1.653043 }, { "symbol": "VZ", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.725173, "strategy_rank": 73.883456, "rr": 1.154907, "primary_prob": 34.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.73236, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.072945, "hold30_r": -1.001861 }, { "symbol": "WELL", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.95612, "strategy_rank": 66.070435, "rr": 0.867229, "primary_prob": 43.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.300844, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.78476, "hold30_r": 4.947079 }, { "symbol": "WM", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.526559, "strategy_rank": 66.107602, "rr": 1.576375, "primary_prob": 25.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.364563, "raw_level_count": 20, "gate_level_count": 20, "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": 89.838337, "strategy_rank": 74.486376, "rr": 1.41639, "primary_prob": 28.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.124585, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.348757, "hold30_r": 2.351435 }, { "symbol": "WSM", "date": "2024-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.21709, "strategy_rank": 85.031825, "rr": 1.458352, "primary_prob": 28.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.187528, "raw_level_count": 20, "gate_level_count": 20, "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": 90.531178, "strategy_rank": 65.753873, "rr": 1.318612, "primary_prob": 30.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.977918, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.244239, "hold30_r": 3.064722 }, { "symbol": "HOOD", "date": "2024-10-16", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.540146, "strategy_rank": 97.813054, "rr": 0.869472, "primary_prob": 58.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.304208, "raw_level_count": 20, "gate_level_count": 20, "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": 85.158151, "strategy_rank": 70.423812, "rr": 1.533989, "primary_prob": 26.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.300984, "raw_level_count": 20, "gate_level_count": 20, "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": 86.374696, "strategy_rank": 62.173452, "rr": 0.929471, "primary_prob": 41.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 56, "primary_distance_atr": 1.394207, "raw_level_count": 20, "gate_level_count": 20, "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": 91.849148, "strategy_rank": 76.782268, "rr": 1.301142, "primary_prob": 31.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 50, "primary_distance_atr": 1.951714, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.41006, "hold30_r": -1.343153 }, { "symbol": "CL", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.917275, "strategy_rank": 66.10617, "rr": 1.588896, "primary_prob": 25.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.383343, "raw_level_count": 20, "gate_level_count": 20, "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": 81.143552, "strategy_rank": 65.39272, "rr": 1.055891, "primary_prob": 37.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 80, "primary_distance_atr": 1.583836, "raw_level_count": 20, "gate_level_count": 20, "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": 88.564477, "strategy_rank": 84.131056, "rr": 1.321655, "primary_prob": 30.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.982483, "raw_level_count": 20, "gate_level_count": 20, "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": 81.508516, "strategy_rank": 57.602078, "rr": 0.68124, "primary_prob": 65.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.02186, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.58028, "hold30_r": -1.0 }, { "symbol": "COF", "date": "2024-10-17", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 80.291971, "strategy_rank": 74.226224, "rr": 2.025877, "primary_prob": 34.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 3.038815, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.058059, "hold30_r": -1.0 }, { "symbol": "COIN", "date": "2024-10-17", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 93.673966, "strategy_rank": 95.316922, "rr": 2.257497, "primary_prob": 31.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 60, "primary_distance_atr": 3.386245, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.024139, "hold30_r": -1.0 }, { "symbol": "COR", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.53528, "strategy_rank": 61.03489, "rr": 1.409954, "primary_prob": 44.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.114931, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.077158, "hold30_r": -1.0 }, { "symbol": "COST", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.941606, "strategy_rank": 63.346503, "rr": 1.116447, "primary_prob": 35.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.674671, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.038083, "hold30_r": 3.832374 }, { "symbol": "CPB", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.160584, "strategy_rank": 73.121147, "rr": 1.295509, "primary_prob": 31.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 64, "primary_distance_atr": 1.943263, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.077576, "hold30_r": -1.0 }, { "symbol": "CVNA", "date": "2024-10-17", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 99.635036, "strategy_rank": 99.562487, "rr": 2.588273, "primary_prob": 28.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 3.882409, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.550498, "hold30_r": 6.74196 }, { "symbol": "D", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.510949, "strategy_rank": 68.527567, "rr": 1.7934, "primary_prob": 37.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.6901, "raw_level_count": 20, "gate_level_count": 20, "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": 87.469586, "strategy_rank": 84.638905, "rr": 2.700376, "primary_prob": 27.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 4.050565, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.64238, "hold30_r": 5.569761 }, { "symbol": "DECK", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.240876, "strategy_rank": 90.555506, "rr": 1.732414, "primary_prob": 38.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.59862, "raw_level_count": 20, "gate_level_count": 20, "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": 94.890511, "strategy_rank": 89.105396, "rr": 0.880917, "primary_prob": 43.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.321375, "raw_level_count": 20, "gate_level_count": 20, "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": 99.391727, "strategy_rank": 86.176151, "rr": 0.959933, "primary_prob": 40.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.4399, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -2.045428, "hold30_r": -1.99261 }, { "symbol": "EBAY", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.184915, "strategy_rank": 69.232838, "rr": 1.912756, "primary_prob": 20.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.869133, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.07396, "hold30_r": -1.0 }, { "symbol": "EFX", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.96837, "strategy_rank": 74.060869, "rr": 1.683401, "primary_prob": 24.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.525101, "raw_level_count": 20, "gate_level_count": 20, "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": 97.810219, "strategy_rank": 84.595794, "rr": 1.727284, "primary_prob": 23.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.590927, "raw_level_count": 20, "gate_level_count": 20, "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": 81.995134, "strategy_rank": 69.301933, "rr": 0.925798, "primary_prob": 41.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 74, "primary_distance_atr": 1.388698, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.069103, "hold30_r": -1.0 }, { "symbol": "FIS", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.982968, "strategy_rank": 68.424486, "rr": 0.958571, "primary_prob": 55.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.437857, "raw_level_count": 20, "gate_level_count": 20, "outcome": "ambiguous", "net_r": -1.157606, "hold30_r": -1.058464 }, { "symbol": "FITB", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.335766, "strategy_rank": 76.32193, "rr": 1.259136, "primary_prob": 47.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.888704, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.067058, "hold30_r": -1.0 }, { "symbol": "GEN", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.454988, "strategy_rank": 78.734025, "rr": 1.504161, "primary_prob": 42.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.256241, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.091565, "hold30_r": -1.0 }, { "symbol": "GIS", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.131387, "strategy_rank": 64.041971, "rr": 1.366639, "primary_prob": 29.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.049959, "raw_level_count": 20, "gate_level_count": 20, "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": 88.199513, "strategy_rank": 82.674125, "rr": 2.380907, "primary_prob": 30.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 3.571361, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.329049, "hold30_r": 3.26087 }, { "symbol": "GRMN", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.092457, "strategy_rank": 82.850643, "rr": 0.976613, "primary_prob": 39.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 1.464919, "raw_level_count": 20, "gate_level_count": 20, "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": 87.712895, "strategy_rank": 69.699998, "rr": 1.099767, "primary_prob": 36.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.64965, "raw_level_count": 20, "gate_level_count": 20, "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": 82.725061, "strategy_rank": 73.963368, "rr": 1.246553, "primary_prob": 32.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 71, "primary_distance_atr": 1.86983, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.180108, "hold30_r": 8.692245 }, { "symbol": "ISRG", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.605839, "strategy_rank": 78.614379, "rr": 1.090116, "primary_prob": 36.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.635175, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.020516, "hold30_r": 5.015078 }, { "symbol": "LEN", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.024331, "strategy_rank": 83.405381, "rr": 0.787308, "primary_prob": 46.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.180962, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.374436, "hold30_r": -1.316233 }, { "symbol": "LLY", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.048662, "strategy_rank": 77.842316, "rr": 1.305935, "primary_prob": 31.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.958902, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.065445, "hold30_r": -1.0 }, { "symbol": "MKC", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.659367, "strategy_rank": 66.875635, "rr": 1.089302, "primary_prob": 36.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 68, "primary_distance_atr": 1.633952, "raw_level_count": 20, "gate_level_count": 20, "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": 84.793187, "strategy_rank": 84.440183, "rr": 1.839486, "primary_prob": 21.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.759229, "raw_level_count": 20, "gate_level_count": 20, "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": 99.878345, "strategy_rank": 99.878434, "rr": 0.850023, "primary_prob": 59.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.275035, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.831433, "hold30_r": 9.325202 }, { "symbol": "NEE", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.430657, "strategy_rank": 81.093207, "rr": 1.717395, "primary_prob": 38.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.576092, "raw_level_count": 20, "gate_level_count": 20, "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": 97.445255, "strategy_rank": 85.505368, "rr": 1.440134, "primary_prob": 28.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.160201, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.38182, "hold30_r": 8.441448 }, { "symbol": "NRG", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.472019, "strategy_rank": 93.962452, "rr": 1.231799, "primary_prob": 32.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.847698, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.192843, "hold30_r": 3.535474 }, { "symbol": "NVDA", "date": "2024-10-17", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 95.13382, "strategy_rank": 95.829111, "rr": 2.240177, "primary_prob": 31.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 3.360266, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.035332, "hold30_r": 0.170302 }, { "symbol": "PNC", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.481752, "strategy_rank": 68.259071, "rr": 1.107655, "primary_prob": 36.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.661483, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.045121, "hold30_r": 4.292634 }, { "symbol": "PODD", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.875912, "strategy_rank": 89.244207, "rr": 0.863813, "primary_prob": 43.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 1.29572, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.80716, "hold30_r": 4.654527 }, { "symbol": "RMD", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.187348, "strategy_rank": 92.245707, "rr": 1.809782, "primary_prob": 22.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.714672, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.752906, "hold30_r": 1.119281 }, { "symbol": "ROL", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.900243, "strategy_rank": 65.477258, "rr": 1.509386, "primary_prob": 27.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.26408, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.541189, "hold30_r": -1.463165 }, { "symbol": "SATS", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.783455, "strategy_rank": 98.747933, "rr": 1.795556, "primary_prob": 22.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.693333, "raw_level_count": 20, "gate_level_count": 20, "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": 97.080292, "strategy_rank": 73.453777, "rr": 1.694444, "primary_prob": 38.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.541667, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.08623, "hold30_r": -1.0 }, { "symbol": "TYL", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.549878, "strategy_rank": 73.565983, "rr": 0.746383, "primary_prob": 47.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.119574, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.663168, "hold30_r": 2.895814 }, { "symbol": "VST", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.148418, "strategy_rank": 98.930592, "rr": 1.229947, "primary_prob": 48.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.844921, "raw_level_count": 20, "gate_level_count": 20, "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": 92.70073, "strategy_rank": 73.082259, "rr": 1.711212, "primary_prob": 23.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.566817, "raw_level_count": 20, "gate_level_count": 20, "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": 87.956204, "strategy_rank": 88.984392, "rr": 1.327242, "primary_prob": 30.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 1.990863, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.03683, "hold30_r": -1.0 }, { "symbol": "WTW", "date": "2024-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.807786, "strategy_rank": 64.277101, "rr": 1.2107, "primary_prob": 33.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.81605, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.135637, "hold30_r": 3.978214 }, { "symbol": "CEG", "date": "2024-10-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.258503, "strategy_rank": 96.63519, "rr": 1.030843, "primary_prob": 38.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.546265, "raw_level_count": 20, "gate_level_count": 20, "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": 95.69161, "strategy_rank": 95.865483, "rr": 1.058916, "primary_prob": 52.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.588374, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.023842, "hold30_r": -1.0 }, { "symbol": "ACGL", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.002268, "strategy_rank": 73.65752, "rr": 0.981227, "primary_prob": 39.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.471841, "raw_level_count": 20, "gate_level_count": 20, "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": 83.673469, "strategy_rank": 60.605327, "rr": 1.636453, "primary_prob": 24.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 56, "primary_distance_atr": 2.45468, "raw_level_count": 20, "gate_level_count": 20, "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": 88.77551, "strategy_rank": 64.990315, "rr": 0.798737, "primary_prob": 45.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.198105, "raw_level_count": 20, "gate_level_count": 20, "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": 95.918367, "strategy_rank": 77.447942, "rr": 0.788252, "primary_prob": 46.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.182379, "raw_level_count": 20, "gate_level_count": 20, "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": 93.0839, "strategy_rank": 78.921442, "rr": 1.042309, "primary_prob": 37.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 50, "primary_distance_atr": 1.563463, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.683334, "hold30_r": -1.615553 }, { "symbol": "AXP", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.310658, "strategy_rank": 78.707291, "rr": 1.50309, "primary_prob": 27.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.254636, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.438096, "hold30_r": 4.093768 }, { "symbol": "BSX", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.99093, "strategy_rank": 67.251278, "rr": 0.886934, "primary_prob": 42.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.330402, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.064382, "hold30_r": -1.0 }, { "symbol": "CFG", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.034014, "strategy_rank": 75.930589, "rr": 1.535265, "primary_prob": 26.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 2.302898, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.482388, "hold30_r": 3.350752 }, { "symbol": "CL", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.950113, "strategy_rank": 64.907452, "rr": 1.059299, "primary_prob": 37.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.588949, "raw_level_count": 20, "gate_level_count": 20, "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": 81.746032, "strategy_rank": 78.951036, "rr": 1.112015, "primary_prob": 36.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.668022, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.295669, "hold30_r": -1.22562 }, { "symbol": "COF", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.281179, "strategy_rank": 78.29513, "rr": 1.529143, "primary_prob": 26.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.293715, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.472236, "hold30_r": 6.44221 }, { "symbol": "COHR", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.165533, "strategy_rank": 97.337907, "rr": 0.672008, "primary_prob": 51.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.008012, "raw_level_count": 20, "gate_level_count": 20, "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": 84.693878, "strategy_rank": 63.895884, "rr": 0.828735, "primary_prob": 44.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.243103, "raw_level_count": 20, "gate_level_count": 20, "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": 91.156463, "strategy_rank": 71.334948, "rr": 1.135741, "primary_prob": 35.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 69, "primary_distance_atr": 1.703611, "raw_level_count": 20, "gate_level_count": 20, "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": 99.886621, "strategy_rank": 99.785042, "rr": 1.79683, "primary_prob": 37.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.695245, "raw_level_count": 20, "gate_level_count": 20, "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": 92.176871, "strategy_rank": 69.676352, "rr": 1.218758, "primary_prob": 48.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.828137, "raw_level_count": 20, "gate_level_count": 20, "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": 87.07483, "strategy_rank": 84.613398, "rr": 2.573824, "primary_prob": 28.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 3.860736, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.509759, "hold30_r": 5.28825 }, { "symbol": "DECK", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.981859, "strategy_rank": 88.163573, "rr": 1.942469, "primary_prob": 20.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.913704, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.899717, "hold30_r": 6.679601 }, { "symbol": "DHI", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.455782, "strategy_rank": 86.042776, "rr": 0.996545, "primary_prob": 39.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.494817, "raw_level_count": 20, "gate_level_count": 20, "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": 99.206349, "strategy_rank": 86.054614, "rr": 0.799792, "primary_prob": 45.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.199688, "raw_level_count": 20, "gate_level_count": 20, "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": 85.487528, "strategy_rank": 71.129405, "rr": 1.653182, "primary_prob": 24.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.479773, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -2.766858, "hold30_r": -2.694036 }, { "symbol": "ERIE", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.979592, "strategy_rank": 86.472155, "rr": 1.090677, "primary_prob": 36.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.636016, "raw_level_count": 20, "gate_level_count": 20, "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": 90.136054, "strategy_rank": 77.129136, "rr": 1.24127, "primary_prob": 32.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 74, "primary_distance_atr": 1.861905, "raw_level_count": 20, "gate_level_count": 20, "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": 98.072562, "strategy_rank": 89.633844, "rr": 0.987093, "primary_prob": 39.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.480639, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.927055, "hold30_r": 5.687154 }, { "symbol": "FIS", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.507937, "strategy_rank": 68.284369, "rr": 0.728808, "primary_prob": 63.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.093213, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.099087, "hold30_r": -1.0 }, { "symbol": "FITB", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.444444, "strategy_rank": 76.653484, "rr": 1.107529, "primary_prob": 36.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.661294, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.061489, "hold30_r": -1.0 }, { "symbol": "GDDY", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.732426, "strategy_rank": 82.514393, "rr": 0.863157, "primary_prob": 43.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.294735, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.78627, "hold30_r": 10.741243 }, { "symbol": "GEN", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.972789, "strategy_rank": 78.4318, "rr": 1.659129, "primary_prob": 24.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.488693, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.583696, "hold30_r": 5.764936 }, { "symbol": "GIS", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.725624, "strategy_rank": 60.135055, "rr": 1.674223, "primary_prob": 24.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 60, "primary_distance_atr": 2.511334, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.088242, "hold30_r": -1.0 }, { "symbol": "GRMN", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.537415, "strategy_rank": 84.764326, "rr": 0.842296, "primary_prob": 44.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 1.263444, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.766112, "hold30_r": 13.326276 }, { "symbol": "HCA", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.238095, "strategy_rank": 79.853107, "rr": 0.89294, "primary_prob": 42.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.339411, "raw_level_count": 20, "gate_level_count": 20, "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": 98.752834, "strategy_rank": 95.160882, "rr": 1.325818, "primary_prob": 30.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.988726, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.264084, "hold30_r": 5.426713 }, { "symbol": "IBKR", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.671202, "strategy_rank": 80.235943, "rr": 0.877355, "primary_prob": 58.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.316032, "raw_level_count": 20, "gate_level_count": 20, "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": 88.321995, "strategy_rank": 67.486414, "rr": 1.50939, "primary_prob": 27.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.264085, "raw_level_count": 20, "gate_level_count": 20, "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": 85.714286, "strategy_rank": 68.474576, "rr": 1.907824, "primary_prob": 20.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.861736, "raw_level_count": 20, "gate_level_count": 20, "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": 82.879819, "strategy_rank": 74.490449, "rr": 0.997165, "primary_prob": 39.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.495747, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.929063, "hold30_r": 5.698484 }, { "symbol": "KR", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.179138, "strategy_rank": 63.672854, "rr": 1.103186, "primary_prob": 36.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.654779, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.026167, "hold30_r": 1.725426 }, { "symbol": "LEN", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.498866, "strategy_rank": 77.637342, "rr": 1.174499, "primary_prob": 34.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.761748, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -2.106223, "hold30_r": -2.055063 }, { "symbol": "LMT", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.229025, "strategy_rank": 65.850148, "rr": 1.113155, "primary_prob": 35.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.669733, "raw_level_count": 20, "gate_level_count": 20, "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": 87.528345, "strategy_rank": 76.89696, "rr": 1.208462, "primary_prob": 33.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.812692, "raw_level_count": 20, "gate_level_count": 20, "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": 85.260771, "strategy_rank": 64.631692, "rr": 1.618814, "primary_prob": 25.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 68, "primary_distance_atr": 2.428221, "raw_level_count": 20, "gate_level_count": 20, "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": 83.106576, "strategy_rank": 83.666129, "rr": 0.703967, "primary_prob": 49.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 1.055951, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.64605, "hold30_r": 1.520408 }, { "symbol": "MSI", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.755102, "strategy_rank": 63.191283, "rr": 0.902125, "primary_prob": 42.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.353187, "raw_level_count": 20, "gate_level_count": 20, "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": 91.38322, "strategy_rank": 80.510627, "rr": 1.106089, "primary_prob": 36.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 79, "primary_distance_atr": 1.659133, "raw_level_count": 20, "gate_level_count": 20, "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": 96.938776, "strategy_rank": 94.636804, "rr": 1.335655, "primary_prob": 30.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.003482, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.292025, "hold30_r": 2.438548 }, { "symbol": "NVDA", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.723356, "strategy_rank": 93.324993, "rr": 1.938725, "primary_prob": 35.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.908087, "raw_level_count": 20, "gate_level_count": 20, "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": 89.909297, "strategy_rank": 76.767016, "rr": 1.147588, "primary_prob": 35.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.721381, "raw_level_count": 20, "gate_level_count": 20, "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": 98.526077, "strategy_rank": 78.798762, "rr": 1.353508, "primary_prob": 30.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.030261, "raw_level_count": 20, "gate_level_count": 20, "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": 92.630385, "strategy_rank": 87.485338, "rr": 1.877851, "primary_prob": 21.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.816777, "raw_level_count": 20, "gate_level_count": 20, "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": 84.126984, "strategy_rank": 68.787194, "rr": 1.155851, "primary_prob": 34.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.733776, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.089151, "hold30_r": 3.475513 }, { "symbol": "PSA", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.272109, "strategy_rank": 64.970137, "rr": 1.354706, "primary_prob": 30.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.032059, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.081708, "hold30_r": -1.009126 }, { "symbol": "RMD", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.301587, "strategy_rank": 88.263653, "rr": 0.914596, "primary_prob": 41.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 63, "primary_distance_atr": 1.371894, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.854962, "hold30_r": 0.294367 }, { "symbol": "ROL", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.68254, "strategy_rank": 75.52354, "rr": 1.64224, "primary_prob": 24.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.46336, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.582328, "hold30_r": 1.894818 }, { "symbol": "RSG", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.621315, "strategy_rank": 62.024751, "rr": 1.194932, "primary_prob": 33.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 1.792398, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.091032, "hold30_r": -1.0 }, { "symbol": "SATS", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.39229, "strategy_rank": 97.767824, "rr": 1.803317, "primary_prob": 22.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.704975, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.027445, "hold30_r": -1.0 }, { "symbol": "SHW", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.446712, "strategy_rank": 69.565241, "rr": 1.536209, "primary_prob": 26.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.304314, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.467548, "hold30_r": 2.218836 }, { "symbol": "T", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.764172, "strategy_rank": 73.092548, "rr": 1.776172, "primary_prob": 37.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.664258, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.70934, "hold30_r": 2.528788 }, { "symbol": "TDG", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.46712, "strategy_rank": 73.364272, "rr": 1.899386, "primary_prob": 20.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.849078, "raw_level_count": 20, "gate_level_count": 20, "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": 90.702948, "strategy_rank": 78.475114, "rr": 1.251656, "primary_prob": 32.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.877484, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.198664, "hold30_r": 6.702379 }, { "symbol": "TRV", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.857143, "strategy_rank": 80.830508, "rr": 1.122367, "primary_prob": 50.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.683551, "raw_level_count": 20, "gate_level_count": 20, "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": 82.426304, "strategy_rank": 66.308582, "rr": 0.775172, "primary_prob": 46.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 72, "primary_distance_atr": 1.162758, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.701929, "hold30_r": 2.239593 }, { "symbol": "TT", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.485261, "strategy_rank": 82.658327, "rr": 0.678746, "primary_prob": 50.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.018118, "raw_level_count": 20, "gate_level_count": 20, "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": 98.29932, "strategy_rank": 88.809524, "rr": 1.454212, "primary_prob": 28.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.181317, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.707517, "hold30_r": -1.662675 }, { "symbol": "VST", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.546485, "strategy_rank": 99.207963, "rr": 1.502911, "primary_prob": 42.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.254367, "raw_level_count": 20, "gate_level_count": 20, "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": 82.653061, "strategy_rank": 67.31477, "rr": 1.772948, "primary_prob": 22.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.659422, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.064524, "hold30_r": -1.0 }, { "symbol": "WM", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.952381, "strategy_rank": 63.073446, "rr": 1.29199, "primary_prob": 31.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.937984, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.188675, "hold30_r": 3.283756 }, { "symbol": "WSM", "date": "2024-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.199546, "strategy_rank": 85.132903, "rr": 1.243933, "primary_prob": 32.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 1.865899, "raw_level_count": 20, "gate_level_count": 20, "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": 90.362812, "strategy_rank": 64.948884, "rr": 1.396866, "primary_prob": 29.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.095299, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.315713, "hold30_r": 4.474798 }, { "symbol": "CEG", "date": "2024-10-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.513514, "strategy_rank": 97.548253, "rr": 1.492343, "primary_prob": 27.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.238514, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -2.137398, "hold30_r": -2.09985 }, { "symbol": "HOOD", "date": "2024-10-30", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 94.918919, "strategy_rank": 95.27945, "rr": 2.735256, "primary_prob": 27.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 4.102884, "raw_level_count": 20, "gate_level_count": 20, "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": 88.324324, "strategy_rank": 74.984355, "rr": 1.037178, "primary_prob": 38.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.555767, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.985018, "hold30_r": -1.0 }, { "symbol": "AEP", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.837838, "strategy_rank": 58.514935, "rr": 1.84067, "primary_prob": 21.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 56, "primary_distance_atr": 2.761005, "raw_level_count": 20, "gate_level_count": 20, "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": 93.189189, "strategy_rank": 70.566484, "rr": 0.939646, "primary_prob": 41.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.409468, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.866232, "hold30_r": -0.094578 }, { "symbol": "ALL", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.135135, "strategy_rank": 77.876922, "rr": 1.638224, "primary_prob": 24.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.457336, "raw_level_count": 20, "gate_level_count": 20, "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": 97.081081, "strategy_rank": 93.172274, "rr": 1.749356, "primary_prob": 22.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.624034, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.68307, "hold30_r": 17.327573 }, { "symbol": "AXP", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.405405, "strategy_rank": 78.735077, "rr": 1.559946, "primary_prob": 26.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.33992, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.491923, "hold30_r": 4.037351 }, { "symbol": "BK", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.675676, "strategy_rank": 68.731163, "rr": 0.92158, "primary_prob": 56.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.38237, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.836087, "hold30_r": 1.968292 }, { "symbol": "BSX", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.27027, "strategy_rank": 67.31462, "rr": 1.253573, "primary_prob": 32.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.88036, "raw_level_count": 20, "gate_level_count": 20, "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": 84.0, "strategy_rank": 66.687931, "rr": 1.188964, "primary_prob": 34.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.783446, "raw_level_count": 20, "gate_level_count": 20, "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": 90.378378, "strategy_rank": 81.109692, "rr": 0.785452, "primary_prob": 61.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.178178, "raw_level_count": 20, "gate_level_count": 20, "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": 82.378378, "strategy_rank": 74.507537, "rr": 2.386818, "primary_prob": 30.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 3.580227, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.333276, "hold30_r": 2.2754 }, { "symbol": "CHRW", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.216216, "strategy_rank": 79.8673, "rr": 0.711522, "primary_prob": 49.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 59, "primary_distance_atr": 1.067282, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.657748, "hold30_r": 2.17621 }, { "symbol": "CINF", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.189189, "strategy_rank": 62.716053, "rr": 0.767337, "primary_prob": 62.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.151006, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.697239, "hold30_r": 2.834708 }, { "symbol": "CL", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.648649, "strategy_rank": 63.088537, "rr": 1.73924, "primary_prob": 23.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.608861, "raw_level_count": 20, "gate_level_count": 20, "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": 86.054054, "strategy_rank": 66.961976, "rr": 1.067809, "primary_prob": 37.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 71, "primary_distance_atr": 1.601713, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.989075, "hold30_r": 1.57666 }, { "symbol": "CMS", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.648649, "strategy_rank": 56.971295, "rr": 1.585678, "primary_prob": 25.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.378517, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.093609, "hold30_r": -1.0 }, { "symbol": "COHR", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.054054, "strategy_rank": 97.991286, "rr": 0.730503, "primary_prob": 48.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.095754, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.697022, "hold30_r": 2.571555 }, { "symbol": "CPB", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.783784, "strategy_rank": 66.7952, "rr": 1.496771, "primary_prob": 27.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 70, "primary_distance_atr": 2.245156, "raw_level_count": 20, "gate_level_count": 20, "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": 86.702703, "strategy_rank": 63.019478, "rr": 1.449076, "primary_prob": 28.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.173614, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.354773, "hold30_r": 1.239447 }, { "symbol": "CVNA", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.891892, "strategy_rank": 99.374755, "rr": 1.821707, "primary_prob": 36.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.732561, "raw_level_count": 20, "gate_level_count": 20, "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": 93.945946, "strategy_rank": 72.292335, "rr": 1.870629, "primary_prob": 21.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.805944, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.069382, "hold30_r": -1.0 }, { "symbol": "DASH", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.405405, "strategy_rank": 83.629042, "rr": 1.624669, "primary_prob": 40.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.437003, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.566801, "hold30_r": 3.395652 }, { "symbol": "DHI", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.675676, "strategy_rank": 85.683318, "rr": 1.531036, "primary_prob": 26.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.296554, "raw_level_count": 20, "gate_level_count": 20, "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": 83.135135, "strategy_rank": 59.32606, "rr": 1.16448, "primary_prob": 34.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.74672, "raw_level_count": 20, "gate_level_count": 20, "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": 99.135135, "strategy_rank": 90.504508, "rr": 0.748447, "primary_prob": 47.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.122671, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.710156, "hold30_r": 1.769269 }, { "symbol": "EBAY", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.72973, "strategy_rank": 80.610811, "rr": 0.993587, "primary_prob": 39.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.49038, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.941084, "hold30_r": 2.889421 }, { "symbol": "ECL", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.918919, "strategy_rank": 66.953157, "rr": 1.921504, "primary_prob": 20.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.882256, "raw_level_count": 20, "gate_level_count": 20, "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": 82.918919, "strategy_rank": 59.82126, "rr": 1.670896, "primary_prob": 24.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.506344, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.59791, "hold30_r": -0.225869 }, { "symbol": "ERIE", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.918919, "strategy_rank": 86.991088, "rr": 1.713903, "primary_prob": 23.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.570854, "raw_level_count": 20, "gate_level_count": 20, "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": 89.837838, "strategy_rank": 75.397262, "rr": 0.920968, "primary_prob": 41.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 67, "primary_distance_atr": 1.381451, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.859627, "hold30_r": -1.0 }, { "symbol": "FICO", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.702703, "strategy_rank": 87.615599, "rr": 1.10589, "primary_prob": 36.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.658835, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.039609, "hold30_r": 2.922791 }, { "symbol": "FIS", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.540541, "strategy_rank": 71.631827, "rr": 0.941406, "primary_prob": 56.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.412109, "raw_level_count": 20, "gate_level_count": 20, "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": 86.486486, "strategy_rank": 62.189247, "rr": 0.760197, "primary_prob": 62.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.140296, "raw_level_count": 20, "gate_level_count": 20, "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": 91.243243, "strategy_rank": 74.829322, "rr": 1.381218, "primary_prob": 29.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.071827, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.319881, "hold30_r": 1.312972 }, { "symbol": "GEN", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.837838, "strategy_rank": 82.198555, "rr": 1.457235, "primary_prob": 43.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.185853, "raw_level_count": 20, "gate_level_count": 20, "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": 87.459459, "strategy_rank": 82.816449, "rr": 1.584651, "primary_prob": 40.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.376977, "raw_level_count": 20, "gate_level_count": 20, "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": 84.432432, "strategy_rank": 75.234168, "rr": 1.587177, "primary_prob": 25.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.380766, "raw_level_count": 20, "gate_level_count": 20, "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": 96.216216, "strategy_rank": 84.581955, "rr": 1.776519, "primary_prob": 22.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.664779, "raw_level_count": 20, "gate_level_count": 20, "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": 94.486486, "strategy_rank": 77.552178, "rr": 1.410204, "primary_prob": 29.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.115306, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.346228, "hold30_r": 0.475011 }, { "symbol": "HWM", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.27027, "strategy_rank": 91.353844, "rr": 1.634628, "primary_prob": 24.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.451942, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.572196, "hold30_r": 4.291684 }, { "symbol": "ICE", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.567568, "strategy_rank": 60.695573, "rr": 1.463605, "primary_prob": 27.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.195407, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.073999, "hold30_r": -0.068839 }, { "symbol": "IP", "date": "2024-10-31", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 80.432432, "strategy_rank": 78.738048, "rr": 2.088162, "primary_prob": 33.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 3.132243, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.038095, "hold30_r": 0.0 }, { "symbol": "IRM", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.297297, "strategy_rank": 81.07147, "rr": 1.148948, "primary_prob": 35.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.723421, "raw_level_count": 20, "gate_level_count": 20, "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": 90.810811, "strategy_rank": 82.673171, "rr": 0.690136, "primary_prob": 50.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.035204, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.626442, "hold30_r": 2.259094 }, { "symbol": "KKR", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.756757, "strategy_rank": 91.264212, "rr": 1.305132, "primary_prob": 31.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.957698, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.247631, "hold30_r": 3.348412 }, { "symbol": "KMI", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.0, "strategy_rank": 59.394397, "rr": 1.061645, "primary_prob": 37.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.592467, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.982746, "hold30_r": 3.814582 }, { "symbol": "LHX", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.405405, "strategy_rank": 61.865249, "rr": 1.698701, "primary_prob": 23.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.548052, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.624525, "hold30_r": -1.0 }, { "symbol": "LLY", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.945946, "strategy_rank": 79.409576, "rr": 1.311782, "primary_prob": 31.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.967673, "raw_level_count": 20, "gate_level_count": 20, "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": 92.864865, "strategy_rank": 68.852388, "rr": 1.409606, "primary_prob": 29.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.114409, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.337412, "hold30_r": -1.0 }, { "symbol": "MMM", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.216216, "strategy_rank": 81.851782, "rr": 1.581892, "primary_prob": 25.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.372837, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.523557, "hold30_r": 0.329201 }, { "symbol": "MSI", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.864865, "strategy_rank": 63.401526, "rr": 1.081617, "primary_prob": 36.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.622425, "raw_level_count": 20, "gate_level_count": 20, "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": 99.675676, "strategy_rank": 99.67599, "rr": 0.698124, "primary_prob": 64.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.047186, "raw_level_count": 20, "gate_level_count": 20, "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": 84.648649, "strategy_rank": 76.420002, "rr": 1.493584, "primary_prob": 27.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 89, "primary_distance_atr": 2.240377, "raw_level_count": 20, "gate_level_count": 20, "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": 97.72973, "strategy_rank": 95.21038, "rr": 1.090241, "primary_prob": 36.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.635361, "raw_level_count": 20, "gate_level_count": 20, "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": 92.108108, "strategy_rank": 93.441193, "rr": 1.745954, "primary_prob": 23.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.618931, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.708192, "hold30_r": 0.211907 }, { "symbol": "NVR", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.594595, "strategy_rank": 77.252423, "rr": 1.010432, "primary_prob": 38.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.515648, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.954854, "hold30_r": -1.0 }, { "symbol": "PEG", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.891892, "strategy_rank": 65.241997, "rr": 0.791163, "primary_prob": 46.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.186745, "raw_level_count": 20, "gate_level_count": 20, "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": 98.486486, "strategy_rank": 78.606489, "rr": 0.74694, "primary_prob": 47.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.12041, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.671313, "hold30_r": 1.396805 }, { "symbol": "PHM", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.027027, "strategy_rank": 86.60685, "rr": 1.841579, "primary_prob": 21.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.762368, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.042007, "hold30_r": -1.0 }, { "symbol": "PLTR", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.891892, "strategy_rank": 93.031221, "rr": 1.188352, "primary_prob": 34.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.782528, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.150325, "hold30_r": 15.78827 }, { "symbol": "PODD", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.351351, "strategy_rank": 84.240342, "rr": 1.924042, "primary_prob": 20.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 2.886063, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.865007, "hold30_r": 4.820368 }, { "symbol": "RL", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.27027, "strategy_rank": 80.981862, "rr": 0.923982, "primary_prob": 41.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.385973, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.863115, "hold30_r": 4.538955 }, { "symbol": "RMD", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.297297, "strategy_rank": 83.727505, "rr": 1.268032, "primary_prob": 32.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 1.902049, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.218312, "hold30_r": -1.0 }, { "symbol": "RTX", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.702703, "strategy_rank": 71.431978, "rr": 1.104471, "primary_prob": 36.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.656706, "raw_level_count": 20, "gate_level_count": 20, "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": 96.432432, "strategy_rank": 97.211754, "rr": 1.995906, "primary_prob": 34.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.993859, "raw_level_count": 20, "gate_level_count": 20, "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": 88.972973, "strategy_rank": 63.865133, "rr": 1.127677, "primary_prob": 35.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.691516, "raw_level_count": 20, "gate_level_count": 20, "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": 89.189189, "strategy_rank": 85.255708, "rr": 0.673725, "primary_prob": 66.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.010587, "raw_level_count": 20, "gate_level_count": 20, "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": 95.891892, "strategy_rank": 75.626479, "rr": 1.249442, "primary_prob": 32.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.874163, "raw_level_count": 20, "gate_level_count": 20, "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": 85.513514, "strategy_rank": 74.568511, "rr": 1.949676, "primary_prob": 20.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.924513, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.884272, "hold30_r": -1.0 }, { "symbol": "TKO", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.459459, "strategy_rank": 79.150932, "rr": 0.927509, "primary_prob": 41.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.391263, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.868366, "hold30_r": 6.369104 }, { "symbol": "TMUS", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.324324, "strategy_rank": 70.219699, "rr": 1.294843, "primary_prob": 31.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.942265, "raw_level_count": 20, "gate_level_count": 20, "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": 85.081081, "strategy_rank": 76.270119, "rr": 1.732265, "primary_prob": 23.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.598398, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.672694, "hold30_r": 0.043599 }, { "symbol": "TSN", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.594595, "strategy_rank": 67.126561, "rr": 1.117727, "primary_prob": 35.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 72, "primary_distance_atr": 1.67659, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.040204, "hold30_r": 1.250372 }, { "symbol": "TT", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.567568, "strategy_rank": 81.961952, "rr": 1.294152, "primary_prob": 31.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.941229, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.231639, "hold30_r": 2.465696 }, { "symbol": "TYL", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.864865, "strategy_rank": 70.752388, "rr": 1.035715, "primary_prob": 38.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.553573, "raw_level_count": 20, "gate_level_count": 20, "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": 95.351351, "strategy_rank": 89.375256, "rr": 1.748516, "primary_prob": 23.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.622773, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.037911, "hold30_r": -1.0 }, { "symbol": "VRT", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.162162, "strategy_rank": 92.337651, "rr": 0.700217, "primary_prob": 64.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.050326, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.665461, "hold30_r": 2.622018 }, { "symbol": "VST", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.459459, "strategy_rank": 99.266018, "rr": 1.7227, "primary_prob": 23.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.58405, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.027386, "hold30_r": -1.0 }, { "symbol": "VTR", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.864865, "strategy_rank": 59.288595, "rr": 0.694764, "primary_prob": 50.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.042146, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.069307, "hold30_r": -1.0 }, { "symbol": "VZ", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.162162, "strategy_rank": 67.373427, "rr": 1.664331, "primary_prob": 24.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.496496, "raw_level_count": 20, "gate_level_count": 20, "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": 88.108108, "strategy_rank": 65.328693, "rr": 0.754765, "primary_prob": 62.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.132147, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.683009, "hold30_r": -1.0 }, { "symbol": "WRB", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.621622, "strategy_rank": 68.611428, "rr": 1.424095, "primary_prob": 28.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.136142, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.358949, "hold30_r": 2.045409 }, { "symbol": "WSM", "date": "2024-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.621622, "strategy_rank": 90.375221, "rr": 1.666167, "primary_prob": 24.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.499251, "raw_level_count": 20, "gate_level_count": 20, "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": 87.243243, "strategy_rank": 65.887081, "rr": 1.500498, "primary_prob": 27.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.250746, "raw_level_count": 20, "gate_level_count": 20, "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": 97.532315, "strategy_rank": 97.639561, "rr": 0.673816, "primary_prob": 51.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.010723, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.643977, "hold30_r": -0.623468 }, { "symbol": "HOOD", "date": "2024-11-06", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 98.472385, "strategy_rank": 98.5438, "rr": 2.790779, "primary_prob": 26.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 4.186169, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.764204, "hold30_r": 3.150657 }, { "symbol": "ABBV", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.719154, "strategy_rank": 70.086995, "rr": 0.751089, "primary_prob": 47.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.126634, "raw_level_count": 20, "gate_level_count": 20, "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": 87.661575, "strategy_rank": 75.255248, "rr": 1.692304, "primary_prob": 23.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.538456, "raw_level_count": 20, "gate_level_count": 20, "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": 90.599295, "strategy_rank": 68.519155, "rr": 1.091096, "primary_prob": 36.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.636643, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.018811, "hold30_r": -1.032731 }, { "symbol": "ALL", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.712103, "strategy_rank": 76.321919, "rr": 0.879814, "primary_prob": 58.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.319721, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.82185, "hold30_r": 0.457809 }, { "symbol": "BBY", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.316099, "strategy_rank": 81.997471, "rr": 1.43075, "primary_prob": 28.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.146125, "raw_level_count": 20, "gate_level_count": 20, "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": 93.772033, "strategy_rank": 70.282861, "rr": 0.729792, "primary_prob": 63.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.094688, "raw_level_count": 20, "gate_level_count": 20, "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": 90.951821, "strategy_rank": 67.921844, "rr": 0.698679, "primary_prob": 64.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.048019, "raw_level_count": 20, "gate_level_count": 20, "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": 92.714454, "strategy_rank": 74.290504, "rr": 1.828305, "primary_prob": 21.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.742457, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.777444, "hold30_r": -1.0 }, { "symbol": "CFG", "date": "2024-11-07", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 85.781434, "strategy_rank": 82.801986, "rr": 3.052252, "primary_prob": 24.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 4.578378, "raw_level_count": 20, "gate_level_count": 20, "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": 86.956522, "strategy_rank": 80.213059, "rr": 1.599985, "primary_prob": 40.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.399977, "raw_level_count": 20, "gate_level_count": 20, "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": 89.424207, "strategy_rank": 64.531294, "rr": 1.933582, "primary_prob": 20.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.900372, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.863152, "hold30_r": 0.488827 }, { "symbol": "CMI", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.311398, "strategy_rank": 76.212703, "rr": 0.913908, "primary_prob": 56.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.370862, "raw_level_count": 20, "gate_level_count": 20, "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": 86.721504, "strategy_rank": 68.23143, "rr": 1.883302, "primary_prob": 21.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 71, "primary_distance_atr": 2.824953, "raw_level_count": 20, "gate_level_count": 20, "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": 99.882491, "strategy_rank": 99.179174, "rr": 2.126585, "primary_prob": 32.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 3.189878, "raw_level_count": 20, "gate_level_count": 20, "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": 99.059929, "strategy_rank": 88.193064, "rr": 0.739225, "primary_prob": 48.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.108837, "raw_level_count": 20, "gate_level_count": 20, "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": 94.947121, "strategy_rank": 80.63649, "rr": 0.965496, "primary_prob": 40.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.448244, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.910906, "hold30_r": 1.315905 }, { "symbol": "ECL", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.484136, "strategy_rank": 67.249564, "rr": 1.900863, "primary_prob": 20.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.851294, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.071855, "hold30_r": -1.0 }, { "symbol": "EIX", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.376028, "strategy_rank": 57.564509, "rr": 1.339873, "primary_prob": 30.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.00981, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.266904, "hold30_r": -1.0 }, { "symbol": "ERIE", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.824912, "strategy_rank": 88.767122, "rr": 1.683687, "primary_prob": 24.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.52553, "raw_level_count": 20, "gate_level_count": 20, "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": 86.251469, "strategy_rank": 79.086462, "rr": 1.618841, "primary_prob": 40.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.428261, "raw_level_count": 20, "gate_level_count": 20, "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": 88.954172, "strategy_rank": 74.858776, "rr": 1.614526, "primary_prob": 25.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 74, "primary_distance_atr": 2.421788, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.563786, "hold30_r": -1.0 }, { "symbol": "FIS", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.359577, "strategy_rank": 70.553462, "rr": 1.77232, "primary_prob": 22.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.658479, "raw_level_count": 20, "gate_level_count": 20, "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": 90.011751, "strategy_rank": 77.533431, "rr": 1.538181, "primary_prob": 41.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.307271, "raw_level_count": 20, "gate_level_count": 20, "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": 81.081081, "strategy_rank": 77.96426, "rr": 1.913326, "primary_prob": 20.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.869989, "raw_level_count": 20, "gate_level_count": 20, "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": 92.479436, "strategy_rank": 85.485898, "rr": 1.275726, "primary_prob": 46.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.913589, "raw_level_count": 20, "gate_level_count": 20, "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": 91.656874, "strategy_rank": 86.774114, "rr": 1.962937, "primary_prob": 34.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.944406, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.91628, "hold30_r": -1.0 }, { "symbol": "HAS", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.364277, "strategy_rank": 79.609039, "rr": 0.831199, "primary_prob": 44.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 1.246799, "raw_level_count": 20, "gate_level_count": 20, "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": 95.182139, "strategy_rank": 83.298072, "rr": 1.908801, "primary_prob": 20.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.863202, "raw_level_count": 20, "gate_level_count": 20, "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": 95.417156, "strategy_rank": 78.327766, "rr": 1.838474, "primary_prob": 21.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.75771, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.772866, "hold30_r": -1.0 }, { "symbol": "IBM", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.249119, "strategy_rank": 67.647771, "rr": 1.341451, "primary_prob": 30.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.012176, "raw_level_count": 20, "gate_level_count": 20, "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": 88.014101, "strategy_rank": 62.59463, "rr": 1.2841, "primary_prob": 31.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.92615, "raw_level_count": 20, "gate_level_count": 20, "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": 81.551116, "strategy_rank": 77.765735, "rr": 1.615974, "primary_prob": 40.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.423961, "raw_level_count": 20, "gate_level_count": 20, "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": 97.767333, "strategy_rank": 84.861517, "rr": 1.280611, "primary_prob": 31.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.920917, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.235764, "hold30_r": -1.0 }, { "symbol": "JPM", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.726204, "strategy_rank": 75.774697, "rr": 0.885755, "primary_prob": 57.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.328633, "raw_level_count": 20, "gate_level_count": 20, "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": 82.491187, "strategy_rank": 62.175249, "rr": 1.442621, "primary_prob": 43.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.163931, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.368862, "hold30_r": -1.0 }, { "symbol": "LLY", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.371328, "strategy_rank": 79.880563, "rr": 1.156713, "primary_prob": 34.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.73507, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.114227, "hold30_r": -1.0 }, { "symbol": "LMT", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.124559, "strategy_rank": 68.771131, "rr": 1.040349, "primary_prob": 38.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.560523, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.966431, "hold30_r": -1.0 }, { "symbol": "MMM", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.13631, "strategy_rank": 84.393659, "rr": 1.729778, "primary_prob": 23.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.594667, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.055728, "hold30_r": -1.0 }, { "symbol": "NEE", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.611046, "strategy_rank": 73.309326, "rr": 1.273383, "primary_prob": 31.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 93, "primary_distance_atr": 1.910075, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.225513, "hold30_r": -1.0 }, { "symbol": "NTAP", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.846063, "strategy_rank": 74.036559, "rr": 1.630808, "primary_prob": 39.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.446213, "raw_level_count": 20, "gate_level_count": 20, "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": 96.592244, "strategy_rank": 96.559471, "rr": 2.116497, "primary_prob": 33.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 3.174746, "raw_level_count": 20, "gate_level_count": 20, "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": 85.076381, "strategy_rank": 72.285002, "rr": 1.551807, "primary_prob": 26.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.327711, "raw_level_count": 20, "gate_level_count": 20, "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": 89.189189, "strategy_rank": 69.60711, "rr": 1.755824, "primary_prob": 22.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.633736, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.696587, "hold30_r": 0.291858 }, { "symbol": "PHM", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.546416, "strategy_rank": 82.250604, "rr": 1.452038, "primary_prob": 28.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.178056, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.039158, "hold30_r": -1.0 }, { "symbol": "PM", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.786134, "strategy_rank": 67.34408, "rr": 1.605736, "primary_prob": 25.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.408604, "raw_level_count": 20, "gate_level_count": 20, "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": 91.891892, "strategy_rank": 84.687748, "rr": 1.237034, "primary_prob": 47.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.855551, "raw_level_count": 20, "gate_level_count": 20, "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": 86.016451, "strategy_rank": 83.283028, "rr": 1.566881, "primary_prob": 41.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.350322, "raw_level_count": 20, "gate_level_count": 20, "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": 95.887192, "strategy_rank": 72.009662, "rr": 1.307028, "primary_prob": 31.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.960542, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.230638, "hold30_r": -1.0 }, { "symbol": "SATS", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.412456, "strategy_rank": 99.131509, "rr": 1.796032, "primary_prob": 37.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.694048, "raw_level_count": 20, "gate_level_count": 20, "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": 87.191539, "strategy_rank": 62.440877, "rr": 1.327108, "primary_prob": 30.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.990663, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.251952, "hold30_r": -1.0 }, { "symbol": "T", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.652174, "strategy_rank": 75.256639, "rr": 0.805568, "primary_prob": 45.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.208352, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.740293, "hold30_r": 1.051385 }, { "symbol": "TKO", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.12691, "strategy_rank": 78.134792, "rr": 1.625251, "primary_prob": 25.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.437876, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.568565, "hold30_r": 6.169678 }, { "symbol": "TRV", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.666275, "strategy_rank": 74.533567, "rr": 1.71161, "primary_prob": 38.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.567414, "raw_level_count": 20, "gate_level_count": 20, "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": 83.313749, "strategy_rank": 74.568159, "rr": 0.765001, "primary_prob": 62.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.147502, "raw_level_count": 20, "gate_level_count": 20, "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": 84.606345, "strategy_rank": 64.7813, "rr": 1.01952, "primary_prob": 38.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 73, "primary_distance_atr": 1.52928, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.943246, "hold30_r": -0.448212 }, { "symbol": "UHS", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.301998, "strategy_rank": 87.046451, "rr": 1.317519, "primary_prob": 30.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.976279, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.037241, "hold30_r": -1.0 }, { "symbol": "VTR", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.021152, "strategy_rank": 60.193235, "rr": 1.144845, "primary_prob": 35.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.717268, "raw_level_count": 20, "gate_level_count": 20, "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": 82.256169, "strategy_rank": 69.326095, "rr": 0.870826, "primary_prob": 58.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.306239, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.80496, "hold30_r": -1.0 }, { "symbol": "WSM", "date": "2024-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.421857, "strategy_rank": 91.70925, "rr": 1.571585, "primary_prob": 25.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.357377, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.538098, "hold30_r": 6.222922 }, { "symbol": "ZBRA", "date": "2024-11-07", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 83.901293, "strategy_rank": 74.5574, "rr": 2.898061, "primary_prob": 25.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 4.347092, "raw_level_count": 20, "gate_level_count": 20, "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": 89.659224, "strategy_rank": 67.087366, "rr": 1.737694, "primary_prob": 23.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.606541, "raw_level_count": 20, "gate_level_count": 20, "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": 97.12313, "strategy_rank": 97.161449, "rr": 1.250832, "primary_prob": 32.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.876248, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.222054, "hold30_r": 0.036933 }, { "symbol": "HOOD", "date": "2024-11-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.964327, "strategy_rank": 98.793929, "rr": 1.620896, "primary_prob": 40.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.431344, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.596391, "hold30_r": 2.7301 }, { "symbol": "ABBV", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.881473, "strategy_rank": 77.758612, "rr": 1.285239, "primary_prob": 31.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.927859, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.240316, "hold30_r": 0.86998 }, { "symbol": "AEP", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.508631, "strategy_rank": 59.886626, "rr": 0.716164, "primary_prob": 49.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 67, "primary_distance_atr": 1.074246, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.644711, "hold30_r": -1.0 }, { "symbol": "AFL", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.528193, "strategy_rank": 67.446368, "rr": 1.550845, "primary_prob": 26.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.326268, "raw_level_count": 20, "gate_level_count": 20, "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": 80.322209, "strategy_rank": 80.727265, "rr": 1.076642, "primary_prob": 36.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 1.614963, "raw_level_count": 20, "gate_level_count": 20, "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": 91.944764, "strategy_rank": 68.966146, "rr": 0.813686, "primary_prob": 45.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.220529, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.735681, "hold30_r": -0.231289 }, { "symbol": "BRO", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.075949, "strategy_rank": 64.376876, "rr": 0.989846, "primary_prob": 39.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.484769, "raw_level_count": 20, "gate_level_count": 20, "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": 81.357883, "strategy_rank": 61.898971, "rr": 1.570574, "primary_prob": 25.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.355861, "raw_level_count": 20, "gate_level_count": 20, "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": 89.758343, "strategy_rank": 71.524998, "rr": 1.320803, "primary_prob": 30.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 1.981205, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.26857, "hold30_r": -0.329043 }, { "symbol": "CBRE", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.774453, "strategy_rank": 75.824248, "rr": 0.801734, "primary_prob": 60.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.2026, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.750078, "hold30_r": -1.0 }, { "symbol": "CFG", "date": "2024-11-14", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 85.385501, "strategy_rank": 81.900435, "rr": 2.258489, "primary_prob": 31.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 3.387733, "raw_level_count": 20, "gate_level_count": 20, "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": 88.377445, "strategy_rank": 80.55837, "rr": 1.527912, "primary_prob": 26.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.291869, "raw_level_count": 20, "gate_level_count": 20, "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": 83.314154, "strategy_rank": 60.10685, "rr": 1.77877, "primary_prob": 22.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.668154, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.70318, "hold30_r": -0.272767 }, { "symbol": "COHR", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.619102, "strategy_rank": 98.277358, "rr": 0.738266, "primary_prob": 48.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.107399, "raw_level_count": 20, "gate_level_count": 20, "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": 93.670886, "strategy_rank": 95.397799, "rr": 1.979943, "primary_prob": 34.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.969915, "raw_level_count": 20, "gate_level_count": 20, "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": 83.544304, "strategy_rank": 65.353865, "rr": 0.701194, "primary_prob": 49.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 119, "primary_distance_atr": 1.051791, "raw_level_count": 20, "gate_level_count": 20, "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": 85.61565, "strategy_rank": 62.748825, "rr": 1.243313, "primary_prob": 32.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.86497, "raw_level_count": 20, "gate_level_count": 20, "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": 99.884925, "strategy_rank": 98.922884, "rr": 2.320747, "primary_prob": 30.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 3.48112, "raw_level_count": 20, "gate_level_count": 20, "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": 87.341772, "strategy_rank": 68.527557, "rr": 0.797112, "primary_prob": 46.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 65, "primary_distance_atr": 1.195669, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.740773, "hold30_r": -1.0 }, { "symbol": "DUK", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.607595, "strategy_rank": 63.26243, "rr": 1.376432, "primary_prob": 29.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 2.064648, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.29804, "hold30_r": -1.0 }, { "symbol": "DVA", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.043728, "strategy_rank": 87.805868, "rr": 1.700952, "primary_prob": 23.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.551428, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.655525, "hold30_r": -1.0 }, { "symbol": "EBAY", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.821634, "strategy_rank": 80.155213, "rr": 1.917774, "primary_prob": 20.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.876661, "raw_level_count": 20, "gate_level_count": 20, "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": 81.703107, "strategy_rank": 62.381178, "rr": 1.899638, "primary_prob": 20.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.849457, "raw_level_count": 20, "gate_level_count": 20, "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": 95.281933, "strategy_rank": 89.480858, "rr": 0.845612, "primary_prob": 59.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.268418, "raw_level_count": 20, "gate_level_count": 20, "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": 98.388953, "strategy_rank": 87.841339, "rr": 1.909785, "primary_prob": 20.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.864677, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.864216, "hold30_r": -1.0 }, { "symbol": "ETR", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.111623, "strategy_rank": 79.466108, "rr": 1.548105, "primary_prob": 41.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.322158, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.491732, "hold30_r": 0.854947 }, { "symbol": "FIS", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.405063, "strategy_rank": 68.532342, "rr": 1.197044, "primary_prob": 33.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.795566, "raw_level_count": 20, "gate_level_count": 20, "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": 91.59954, "strategy_rank": 78.243389, "rr": 1.715858, "primary_prob": 38.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.573786, "raw_level_count": 20, "gate_level_count": 20, "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": 84.579977, "strategy_rank": 87.178492, "rr": 1.106309, "primary_prob": 36.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.659464, "raw_level_count": 20, "gate_level_count": 20, "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": 92.865362, "strategy_rank": 92.256613, "rr": 1.170637, "primary_prob": 49.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.755956, "raw_level_count": 20, "gate_level_count": 20, "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": 87.802071, "strategy_rank": 81.976914, "rr": 1.274385, "primary_prob": 31.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.911578, "raw_level_count": 20, "gate_level_count": 20, "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": 92.174914, "strategy_rank": 86.859209, "rr": 1.849822, "primary_prob": 36.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.774733, "raw_level_count": 20, "gate_level_count": 20, "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": 90.448792, "strategy_rank": 78.674979, "rr": 1.390693, "primary_prob": 29.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 2.086039, "raw_level_count": 20, "gate_level_count": 20, "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": 96.547756, "strategy_rank": 83.562811, "rr": 1.884119, "primary_prob": 21.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.826178, "raw_level_count": 20, "gate_level_count": 20, "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": 94.361335, "strategy_rank": 76.637127, "rr": 1.667242, "primary_prob": 24.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.500863, "raw_level_count": 20, "gate_level_count": 20, "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": 84.349827, "strategy_rank": 64.886804, "rr": 1.166866, "primary_prob": 34.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.750299, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.096061, "hold30_r": 1.907424 }, { "symbol": "ICE", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.651323, "strategy_rank": 61.343212, "rr": 1.306204, "primary_prob": 31.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.959306, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.073442, "hold30_r": -1.0 }, { "symbol": "IP", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.810127, "strategy_rank": 79.401453, "rr": 1.626125, "primary_prob": 39.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.439188, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.569031, "hold30_r": -1.0 }, { "symbol": "IRM", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.813579, "strategy_rank": 84.998715, "rr": 1.198126, "primary_prob": 33.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.797189, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.153313, "hold30_r": -1.0 }, { "symbol": "LDOS", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.857307, "strategy_rank": 86.137916, "rr": 0.724356, "primary_prob": 48.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.086534, "raw_level_count": 20, "gate_level_count": 20, "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": 93.095512, "strategy_rank": 69.462391, "rr": 1.623739, "primary_prob": 25.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.435608, "raw_level_count": 20, "gate_level_count": 20, "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": 80.782509, "strategy_rank": 81.530574, "rr": 0.680885, "primary_prob": 50.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.021327, "raw_level_count": 20, "gate_level_count": 20, "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": 99.654776, "strategy_rank": 99.65525, "rr": 0.691447, "primary_prob": 65.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.037171, "raw_level_count": 20, "gate_level_count": 20, "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": 90.218642, "strategy_rank": 80.403909, "rr": 1.835913, "primary_prob": 21.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 70, "primary_distance_atr": 2.75387, "raw_level_count": 20, "gate_level_count": 20, "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": 90.678941, "strategy_rank": 87.083506, "rr": 0.712573, "primary_prob": 49.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 87, "primary_distance_atr": 1.068859, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.675261, "hold30_r": -1.0 }, { "symbol": "NRG", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.317606, "strategy_rank": 92.336414, "rr": 1.771361, "primary_prob": 22.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.657041, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.736768, "hold30_r": 0.096257 }, { "symbol": "NVDA", "date": "2024-11-14", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 93.901036, "strategy_rank": 94.390519, "rr": 2.5309, "primary_prob": 28.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 3.796351, "raw_level_count": 20, "gate_level_count": 20, "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": 81.933257, "strategy_rank": 68.659122, "rr": 1.851732, "primary_prob": 21.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.777598, "raw_level_count": 20, "gate_level_count": 20, "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": 86.421174, "strategy_rank": 68.089323, "rr": 1.509795, "primary_prob": 27.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.264693, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.447363, "hold30_r": -1.0 }, { "symbol": "PHM", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.084005, "strategy_rank": 79.636466, "rr": 1.804897, "primary_prob": 22.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.707346, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.040818, "hold30_r": -1.0 }, { "symbol": "PLTR", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.571922, "strategy_rank": 90.235053, "rr": 0.750267, "primary_prob": 62.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.125401, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.718224, "hold30_r": 4.873096 }, { "symbol": "RL", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.952819, "strategy_rank": 82.851166, "rr": 1.550088, "primary_prob": 26.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.325131, "raw_level_count": 20, "gate_level_count": 20, "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": 88.72267, "strategy_rank": 85.198652, "rr": 1.566141, "primary_prob": 26.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 73, "primary_distance_atr": 2.349212, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.517661, "hold30_r": -0.20215 }, { "symbol": "RTX", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.087457, "strategy_rank": 73.790429, "rr": 1.420836, "primary_prob": 28.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.131254, "raw_level_count": 20, "gate_level_count": 20, "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": 99.194476, "strategy_rank": 99.023762, "rr": 0.941896, "primary_prob": 41.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 67, "primary_distance_atr": 1.412843, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.920811, "hold30_r": 0.488998 }, { "symbol": "SO", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.182969, "strategy_rank": 63.97447, "rr": 1.485891, "primary_prob": 27.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.228836, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.405801, "hold30_r": -1.0 }, { "symbol": "T", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.591484, "strategy_rank": 74.186548, "rr": 1.810897, "primary_prob": 22.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.716346, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.739583, "hold30_r": 0.576923 }, { "symbol": "TKO", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.325662, "strategy_rank": 78.145833, "rr": 1.594591, "primary_prob": 25.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.391887, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.539916, "hold30_r": 5.942433 }, { "symbol": "TRV", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.147296, "strategy_rank": 77.338846, "rr": 1.38024, "primary_prob": 29.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.070359, "raw_level_count": 20, "gate_level_count": 20, "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": 85.040276, "strategy_rank": 68.394173, "rr": 2.001554, "primary_prob": 34.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 3.002331, "raw_level_count": 20, "gate_level_count": 20, "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": 96.89298, "strategy_rank": 89.234021, "rr": 1.420804, "primary_prob": 28.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.131206, "raw_level_count": 20, "gate_level_count": 20, "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": 95.051784, "strategy_rank": 95.333499, "rr": 0.8664, "primary_prob": 58.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.2996, "raw_level_count": 20, "gate_level_count": 20, "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": 99.424626, "strategy_rank": 99.04741, "rr": 0.742381, "primary_prob": 63.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.113571, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.716708, "hold30_r": 0.151113 }, { "symbol": "VTR", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.119678, "strategy_rank": 61.358001, "rr": 1.691894, "primary_prob": 23.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.537841, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.065053, "hold30_r": -1.0 }, { "symbol": "WELL", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.988493, "strategy_rank": 65.5349, "rr": 0.936691, "primary_prob": 41.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.405037, "raw_level_count": 20, "gate_level_count": 20, "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": 82.278481, "strategy_rank": 68.557136, "rr": 0.93337, "primary_prob": 41.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.400054, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.861368, "hold30_r": -1.0 }, { "symbol": "WSM", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.254315, "strategy_rank": 91.300701, "rr": 1.311148, "primary_prob": 31.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 1.966723, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.274984, "hold30_r": 7.697677 }, { "symbol": "ZBRA", "date": "2024-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.127733, "strategy_rank": 72.218966, "rr": 1.640643, "primary_prob": 39.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.460965, "raw_level_count": 20, "gate_level_count": 20, "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": 80.552359, "strategy_rank": 60.063627, "rr": 1.888222, "primary_prob": 20.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.832333, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.825003, "hold30_r": -0.25551 }, { "symbol": "CEG", "date": "2024-11-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.985782, "strategy_rank": 97.775407, "rr": 1.525827, "primary_prob": 26.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.288741, "raw_level_count": 20, "gate_level_count": 20, "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": 99.170616, "strategy_rank": 98.888144, "rr": 2.76471, "primary_prob": 26.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 4.147065, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.025349, "hold30_r": 2.329013 }, { "symbol": "ABBV", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.781991, "strategy_rank": 76.871478, "rr": 1.841632, "primary_prob": 21.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.762448, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.049829, "hold30_r": 1.131616 }, { "symbol": "AEP", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.293839, "strategy_rank": 60.572511, "rr": 1.887167, "primary_prob": 20.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 56, "primary_distance_atr": 2.83075, "raw_level_count": 20, "gate_level_count": 20, "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": 88.625592, "strategy_rank": 66.67782, "rr": 0.783473, "primary_prob": 46.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.175209, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.702588, "hold30_r": -1.0 }, { "symbol": "BXP", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.872038, "strategy_rank": 73.709482, "rr": 0.746147, "primary_prob": 48.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.119221, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.694974, "hold30_r": -1.0 }, { "symbol": "CB", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.805687, "strategy_rank": 59.255835, "rr": 1.835911, "primary_prob": 21.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.753867, "raw_level_count": 20, "gate_level_count": 20, "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": 86.966825, "strategy_rank": 77.523767, "rr": 0.966491, "primary_prob": 40.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.449736, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.909273, "hold30_r": -1.0 }, { "symbol": "CFG", "date": "2024-11-21", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 84.004739, "strategy_rank": 80.692338, "rr": 2.448911, "primary_prob": 29.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 3.673367, "raw_level_count": 20, "gate_level_count": 20, "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": 87.203791, "strategy_rank": 79.283504, "rr": 1.792714, "primary_prob": 22.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.68907, "raw_level_count": 20, "gate_level_count": 20, "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": 83.056872, "strategy_rank": 60.158701, "rr": 1.39524, "primary_prob": 29.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.09286, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.32194, "hold30_r": -1.0 }, { "symbol": "CMS", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.345972, "strategy_rank": 58.350563, "rr": 1.668814, "primary_prob": 24.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.503222, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.083746, "hold30_r": -1.0 }, { "symbol": "COIN", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.331754, "strategy_rank": 86.055132, "rr": 1.722015, "primary_prob": 38.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.583023, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.015586, "hold30_r": -1.0 }, { "symbol": "CPB", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.56872, "strategy_rank": 63.588187, "rr": 0.67699, "primary_prob": 50.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 119, "primary_distance_atr": 1.015485, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.611422, "hold30_r": -1.0 }, { "symbol": "CVNA", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.881517, "strategy_rank": 98.960745, "rr": 1.864361, "primary_prob": 36.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.796541, "raw_level_count": 20, "gate_level_count": 20, "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": 88.862559, "strategy_rank": 69.323036, "rr": 1.030338, "primary_prob": 38.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 1.545507, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.966697, "hold30_r": -1.035789 }, { "symbol": "DASH", "date": "2024-11-21", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 84.478673, "strategy_rank": 78.65101, "rr": 2.048168, "primary_prob": 33.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 3.072252, "raw_level_count": 20, "gate_level_count": 20, "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": 89.336493, "strategy_rank": 63.704376, "rr": 1.262641, "primary_prob": 32.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.893962, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.180375, "hold30_r": -1.0 }, { "symbol": "EBAY", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.772512, "strategy_rank": 78.081254, "rr": 1.369076, "primary_prob": 29.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.053615, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.309104, "hold30_r": 0.859396 }, { "symbol": "ECL", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.635071, "strategy_rank": 62.315742, "rr": 1.615132, "primary_prob": 25.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.422698, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.530785, "hold30_r": -1.0 }, { "symbol": "ERIE", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.208531, "strategy_rank": 86.188947, "rr": 0.867984, "primary_prob": 43.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.301975, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.819185, "hold30_r": -1.130323 }, { "symbol": "ETR", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.388626, "strategy_rank": 79.758697, "rr": 0.737331, "primary_prob": 63.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.105997, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.67448, "hold30_r": -1.0 }, { "symbol": "FIS", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.075829, "strategy_rank": 69.92628, "rr": 2.329438, "primary_prob": 15.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 3.494156, "raw_level_count": 20, "gate_level_count": 20, "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": 90.63981, "strategy_rank": 76.800878, "rr": 1.906402, "primary_prob": 35.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.859603, "raw_level_count": 20, "gate_level_count": 20, "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": 91.824645, "strategy_rank": 91.762493, "rr": 1.236343, "primary_prob": 47.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.854515, "raw_level_count": 20, "gate_level_count": 20, "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": 92.061611, "strategy_rank": 84.950802, "rr": 1.671624, "primary_prob": 24.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.507436, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.062825, "hold30_r": 0.006566 }, { "symbol": "GM", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.630332, "strategy_rank": 90.796958, "rr": 1.918994, "primary_prob": 20.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.878491, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.8701, "hold30_r": -1.0 }, { "symbol": "HAS", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.92891, "strategy_rank": 77.117887, "rr": 2.112759, "primary_prob": 18.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 3.169139, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.053322, "hold30_r": -1.0 }, { "symbol": "HCA", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.78673, "strategy_rank": 82.18306, "rr": 1.06376, "primary_prob": 37.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.59564, "raw_level_count": 20, "gate_level_count": 20, "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": 85.189573, "strategy_rank": 66.681108, "rr": 1.825109, "primary_prob": 36.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.737663, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.756888, "hold30_r": 0.239262 }, { "symbol": "ICE", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.42654, "strategy_rank": 60.436122, "rr": 1.826278, "primary_prob": 21.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.739417, "raw_level_count": 20, "gate_level_count": 20, "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": 92.417062, "strategy_rank": 84.030786, "rr": 1.215489, "primary_prob": 48.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.823233, "raw_level_count": 20, "gate_level_count": 20, "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": 98.459716, "strategy_rank": 84.931246, "rr": 1.04609, "primary_prob": 37.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.569135, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.995055, "hold30_r": -1.0 }, { "symbol": "KR", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.677725, "strategy_rank": 69.237454, "rr": 1.471184, "primary_prob": 27.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.206777, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.395785, "hold30_r": 0.360395 }, { "symbol": "LDOS", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.379147, "strategy_rank": 86.600114, "rr": 1.757454, "primary_prob": 22.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.636181, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.035946, "hold30_r": -1.0 }, { "symbol": "LHX", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.094787, "strategy_rank": 62.97308, "rr": 1.608511, "primary_prob": 25.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.412767, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.065002, "hold30_r": -1.0 }, { "symbol": "LLY", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.241706, "strategy_rank": 80.504023, "rr": 1.358558, "primary_prob": 30.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.037837, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.320354, "hold30_r": 0.595277 }, { "symbol": "LMT", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.914692, "strategy_rank": 65.932256, "rr": 1.556703, "primary_prob": 26.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.335055, "raw_level_count": 20, "gate_level_count": 20, "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": 99.64455, "strategy_rank": 99.644927, "rr": 1.600833, "primary_prob": 40.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.40125, "raw_level_count": 20, "gate_level_count": 20, "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": 91.587678, "strategy_rank": 80.864621, "rr": 1.30184, "primary_prob": 31.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 70, "primary_distance_atr": 1.95276, "raw_level_count": 20, "gate_level_count": 20, "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": 90.876777, "strategy_rank": 87.025787, "rr": 0.926098, "primary_prob": 41.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 55, "primary_distance_atr": 1.389147, "raw_level_count": 20, "gate_level_count": 20, "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": 97.037915, "strategy_rank": 92.719929, "rr": 0.832091, "primary_prob": 59.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.248136, "raw_level_count": 20, "gate_level_count": 20, "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": 96.800948, "strategy_rank": 96.450156, "rr": 2.121212, "primary_prob": 32.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 3.181818, "raw_level_count": 20, "gate_level_count": 20, "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": 93.364929, "strategy_rank": 94.611649, "rr": 0.680024, "primary_prob": 65.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.020036, "raw_level_count": 20, "gate_level_count": 20, "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": 86.729858, "strategy_rank": 81.147736, "rr": 1.257921, "primary_prob": 32.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.886882, "raw_level_count": 20, "gate_level_count": 20, "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": 86.492891, "strategy_rank": 83.213265, "rr": 2.277761, "primary_prob": 31.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 3.416642, "raw_level_count": 20, "gate_level_count": 20, "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": 97.393365, "strategy_rank": 74.232026, "rr": 1.927597, "primary_prob": 20.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.891395, "raw_level_count": 20, "gate_level_count": 20, "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": 98.933649, "strategy_rank": 98.828525, "rr": 1.699302, "primary_prob": 23.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.548953, "raw_level_count": 20, "gate_level_count": 20, "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": 90.28436, "strategy_rank": 64.438722, "rr": 0.928491, "primary_prob": 41.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.392737, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.840494, "hold30_r": -1.0 }, { "symbol": "T", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.023697, "strategy_rank": 74.167119, "rr": 1.960013, "primary_prob": 34.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.94002, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.07532, "hold30_r": -1.0 }, { "symbol": "TRV", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.232227, "strategy_rank": 79.092784, "rr": 0.766949, "primary_prob": 47.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.150423, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.696031, "hold30_r": -1.0 }, { "symbol": "TSCO", "date": "2024-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.71564, "strategy_rank": 75.062459, "rr": 1.856316, "primary_prob": 21.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.784474, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.7942, "hold30_r": -1.0 }, { "symbol": "TSN", "date": "2024-11-21", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 82.109005, "strategy_rank": 66.224828, "rr": 2.276611, "primary_prob": 31.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 3.414916, "raw_level_count": 20, "gate_level_count": 20, "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": 82.582938, "strategy_rank": 67.371221, "rr": 1.458505, "primary_prob": 28.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.187758, "raw_level_count": 20, "gate_level_count": 20, "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": 95.616114, "strategy_rank": 88.111917, "rr": 1.849876, "primary_prob": 21.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.774814, "raw_level_count": 20, "gate_level_count": 20, "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": 81.042654, "strategy_rank": 80.212739, "rr": 1.246975, "primary_prob": 32.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.870463, "raw_level_count": 20, "gate_level_count": 20, "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": 89.57346, "strategy_rank": 64.79115, "rr": 1.471747, "primary_prob": 27.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.20762, "raw_level_count": 20, "gate_level_count": 20, "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": 96.947497, "strategy_rank": 97.095891, "rr": 1.716972, "primary_prob": 38.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.575458, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.0298, "hold30_r": -1.0 }, { "symbol": "HOOD", "date": "2024-11-27", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 99.145299, "strategy_rank": 98.853597, "rr": 2.063271, "primary_prob": 33.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 3.094906, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.02466, "hold30_r": -1.0 }, { "symbol": "ABBV", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.894994, "strategy_rank": 82.71797, "rr": 1.788054, "primary_prob": 22.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.68208, "raw_level_count": 20, "gate_level_count": 20, "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": 83.150183, "strategy_rank": 72.748368, "rr": 1.698576, "primary_prob": 38.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.547865, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.059435, "hold30_r": -1.0 }, { "symbol": "CFG", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.789988, "strategy_rank": 83.158229, "rr": 1.74038, "primary_prob": 38.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.61057, "raw_level_count": 20, "gate_level_count": 20, "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": 92.551893, "strategy_rank": 82.72786, "rr": 1.790961, "primary_prob": 22.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.686442, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.725867, "hold30_r": -1.0 }, { "symbol": "CMS", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.684982, "strategy_rank": 57.910303, "rr": 1.429892, "primary_prob": 28.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.144838, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.088277, "hold30_r": -1.0 }, { "symbol": "COHR", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.680098, "strategy_rank": 97.754875, "rr": 0.686422, "primary_prob": 50.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.029633, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.659446, "hold30_r": -1.0 }, { "symbol": "CPB", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.347985, "strategy_rank": 66.869047, "rr": 1.650684, "primary_prob": 24.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 70, "primary_distance_atr": 2.476026, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -2.125177, "hold30_r": -2.054348 }, { "symbol": "CVNA", "date": "2024-11-29", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 99.8779, "strategy_rank": 98.818306, "rr": 2.333981, "primary_prob": 30.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 3.500971, "raw_level_count": 20, "gate_level_count": 20, "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": 85.836386, "strategy_rank": 67.539794, "rr": 0.859077, "primary_prob": 43.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 1.288616, "raw_level_count": 20, "gate_level_count": 20, "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": 89.255189, "strategy_rank": 81.881799, "rr": 2.709896, "primary_prob": 27.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 4.064845, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.056211, "hold30_r": -1.0 }, { "symbol": "EBAY", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.406593, "strategy_rank": 78.064274, "rr": 1.513067, "primary_prob": 42.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.269601, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.060092, "hold30_r": -1.0 }, { "symbol": "ECL", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.09768, "strategy_rank": 60.709058, "rr": 0.74486, "primary_prob": 48.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.11729, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.651564, "hold30_r": -1.0 }, { "symbol": "ERIE", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.604396, "strategy_rank": 84.79153, "rr": 1.178836, "primary_prob": 34.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.768254, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.054618, "hold30_r": -1.0 }, { "symbol": "FITB", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.010989, "strategy_rank": 75.206596, "rr": 1.307762, "primary_prob": 46.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.961644, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.067339, "hold30_r": -1.0 }, { "symbol": "FTNT", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.62149, "strategy_rank": 90.104105, "rr": 1.023687, "primary_prob": 53.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.535531, "raw_level_count": 20, "gate_level_count": 20, "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": 94.261294, "strategy_rank": 85.970726, "rr": 1.217009, "primary_prob": 48.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.825513, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.069043, "hold30_r": -1.0 }, { "symbol": "GM", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.162393, "strategy_rank": 89.622932, "rr": 1.562034, "primary_prob": 41.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.343051, "raw_level_count": 20, "gate_level_count": 20, "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": 82.905983, "strategy_rank": 72.21202, "rr": 1.941067, "primary_prob": 35.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.9116, "raw_level_count": 20, "gate_level_count": 20, "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": 87.179487, "strategy_rank": 76.592023, "rr": 1.527887, "primary_prob": 26.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.291831, "raw_level_count": 20, "gate_level_count": 20, "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": 88.522589, "strategy_rank": 62.623546, "rr": 1.354298, "primary_prob": 45.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.031446, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.086412, "hold30_r": -1.0 }, { "symbol": "INCY", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.086691, "strategy_rank": 85.831329, "rr": 1.892311, "primary_prob": 35.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.838467, "raw_level_count": 20, "gate_level_count": 20, "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": 84.615385, "strategy_rank": 78.414691, "rr": 1.461021, "primary_prob": 43.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.191531, "raw_level_count": 20, "gate_level_count": 20, "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": 98.168498, "strategy_rank": 84.613198, "rr": 1.053423, "primary_prob": 52.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.580135, "raw_level_count": 20, "gate_level_count": 20, "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": 83.882784, "strategy_rank": 66.574222, "rr": 0.700851, "primary_prob": 64.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.051277, "raw_level_count": 20, "gate_level_count": 20, "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": 97.924298, "strategy_rank": 88.059798, "rr": 1.884394, "primary_prob": 21.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.826592, "raw_level_count": 20, "gate_level_count": 20, "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": 83.394383, "strategy_rank": 65.172658, "rr": 1.731739, "primary_prob": 23.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.597608, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.067934, "hold30_r": -1.0 }, { "symbol": "LMT", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.592186, "strategy_rank": 64.884079, "rr": 1.462588, "primary_prob": 27.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.193881, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.066672, "hold30_r": -1.0 }, { "symbol": "META", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.202686, "strategy_rank": 79.233476, "rr": 0.778809, "primary_prob": 46.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.168214, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.722042, "hold30_r": 2.115241 }, { "symbol": "MS", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.318681, "strategy_rank": 75.083856, "rr": 0.699521, "primary_prob": 64.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.049282, "raw_level_count": 20, "gate_level_count": 20, "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": 99.6337, "strategy_rank": 99.633967, "rr": 1.662646, "primary_prob": 39.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.49397, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.011127, "hold30_r": -1.0 }, { "symbol": "NEE", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.981685, "strategy_rank": 75.85746, "rr": 1.817583, "primary_prob": 21.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 89, "primary_distance_atr": 2.726374, "raw_level_count": 20, "gate_level_count": 20, "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": 97.191697, "strategy_rank": 96.645637, "rr": 0.868377, "primary_prob": 43.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.302566, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.832997, "hold30_r": -1.0 }, { "symbol": "NVR", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.074481, "strategy_rank": 67.312429, "rr": 1.82562, "primary_prob": 36.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.73843, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.059215, "hold30_r": -1.0 }, { "symbol": "OKE", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.126984, "strategy_rank": 70.033834, "rr": 0.693984, "primary_prob": 65.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.040976, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.057735, "hold30_r": -1.0 }, { "symbol": "PNC", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.586081, "strategy_rank": 69.528405, "rr": 1.792369, "primary_prob": 37.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.688553, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.073629, "hold30_r": -1.0 }, { "symbol": "RMD", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.935287, "strategy_rank": 83.656162, "rr": 1.808179, "primary_prob": 37.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.712269, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.063097, "hold30_r": -1.0 }, { "symbol": "RTX", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.238095, "strategy_rank": 72.842063, "rr": 1.633533, "primary_prob": 24.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.450299, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.07417, "hold30_r": -1.0 }, { "symbol": "SATS", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.901099, "strategy_rank": 98.79228, "rr": 1.903432, "primary_prob": 35.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.855148, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.024026, "hold30_r": -1.0 }, { "symbol": "T", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.505495, "strategy_rank": 72.402324, "rr": 1.776845, "primary_prob": 22.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.665268, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.081007, "hold30_r": -1.0 }, { "symbol": "TPL", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.534799, "strategy_rank": 97.403104, "rr": 1.153691, "primary_prob": 49.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.730536, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.027821, "hold30_r": -1.0 }, { "symbol": "TSN", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.691087, "strategy_rank": 68.649656, "rr": 0.729839, "primary_prob": 63.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 50, "primary_distance_atr": 1.094758, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.069355, "hold30_r": -1.0 }, { "symbol": "UHS", "date": "2024-11-29", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 92.063492, "strategy_rank": 85.418866, "rr": 2.002636, "primary_prob": 34.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 3.003954, "raw_level_count": 20, "gate_level_count": 20, "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": 96.703297, "strategy_rank": 96.851869, "rr": 1.575747, "primary_prob": 25.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.36362, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.027501, "hold30_r": -1.0 }, { "symbol": "VTR", "date": "2024-11-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.23199, "strategy_rank": 64.806729, "rr": 1.645295, "primary_prob": 24.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.467943, "raw_level_count": 20, "gate_level_count": 20, "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": 96.215596, "strategy_rank": 96.700232, "rr": 1.707256, "primary_prob": 38.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.560884, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.032998, "hold30_r": -1.0 }, { "symbol": "HOOD", "date": "2024-12-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.362385, "strategy_rank": 97.674218, "rr": 1.550767, "primary_prob": 41.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.32615, "raw_level_count": 20, "gate_level_count": 20, "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": 89.334862, "strategy_rank": 80.137143, "rr": 1.346679, "primary_prob": 30.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.020019, "raw_level_count": 20, "gate_level_count": 20, "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": 83.486239, "strategy_rank": 65.015709, "rr": 1.105757, "primary_prob": 36.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.658636, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.070348, "hold30_r": -1.0 }, { "symbol": "BRO", "date": "2024-12-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.252294, "strategy_rank": 66.738249, "rr": 1.294434, "primary_prob": 31.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.941651, "raw_level_count": 20, "gate_level_count": 20, "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": 88.990826, "strategy_rank": 71.403167, "rr": 1.881361, "primary_prob": 21.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.822041, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.05213, "hold30_r": -1.0 }, { "symbol": "CFG", "date": "2024-12-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.417431, "strategy_rank": 83.981243, "rr": 1.448606, "primary_prob": 28.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.172909, "raw_level_count": 20, "gate_level_count": 20, "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": 90.59633, "strategy_rank": 71.944828, "rr": 1.012514, "primary_prob": 38.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.51877, "raw_level_count": 20, "gate_level_count": 20, "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": 86.353211, "strategy_rank": 84.830809, "rr": 1.186637, "primary_prob": 34.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.779956, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.05963, "hold30_r": -1.0 }, { "symbol": "COR", "date": "2024-12-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.504587, "strategy_rank": 60.805266, "rr": 1.011652, "primary_prob": 38.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.517478, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.078027, "hold30_r": -1.0 }, { "symbol": "CVNA", "date": "2024-12-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.885321, "strategy_rank": 99.132054, "rr": 1.682953, "primary_prob": 24.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.524429, "raw_level_count": 20, "gate_level_count": 20, "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": 83.256881, "strategy_rank": 66.225022, "rr": 0.971555, "primary_prob": 40.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 73, "primary_distance_atr": 1.457333, "raw_level_count": 20, "gate_level_count": 20, "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": 92.775229, "strategy_rank": 84.874167, "rr": 1.44252, "primary_prob": 28.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.16378, "raw_level_count": 20, "gate_level_count": 20, "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": 89.908257, "strategy_rank": 90.949478, "rr": 1.0969, "primary_prob": 36.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.64535, "raw_level_count": 20, "gate_level_count": 20, "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": 87.270642, "strategy_rank": 79.753833, "rr": 1.178717, "primary_prob": 34.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.768075, "raw_level_count": 20, "gate_level_count": 20, "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": 85.665138, "strategy_rank": 72.808062, "rr": 1.378891, "primary_prob": 29.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.068336, "raw_level_count": 20, "gate_level_count": 20, "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": 88.761468, "strategy_rank": 81.379603, "rr": 1.766408, "primary_prob": 22.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.649612, "raw_level_count": 20, "gate_level_count": 20, "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": 95.87156, "strategy_rank": 85.192284, "rr": 1.00368, "primary_prob": 39.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.50552, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.064112, "hold30_r": -1.0 }, { "symbol": "FISV", "date": "2024-12-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.62844, "strategy_rank": 69.379634, "rr": 1.953, "primary_prob": 20.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.929501, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.064539, "hold30_r": -1.0 }, { "symbol": "FITB", "date": "2024-12-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.862385, "strategy_rank": 72.554355, "rr": 0.945275, "primary_prob": 40.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.417912, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.069172, "hold30_r": -1.0 }, { "symbol": "GM", "date": "2024-12-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.857798, "strategy_rank": 88.8895, "rr": 1.853838, "primary_prob": 21.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 2.780756, "raw_level_count": 20, "gate_level_count": 20, "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": 84.40367, "strategy_rank": 74.801747, "rr": 1.239768, "primary_prob": 32.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.859651, "raw_level_count": 20, "gate_level_count": 20, "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": 89.678899, "strategy_rank": 72.912216, "rr": 1.273642, "primary_prob": 31.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.910463, "raw_level_count": 20, "gate_level_count": 20, "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": 92.545872, "strategy_rank": 87.624576, "rr": 1.592669, "primary_prob": 25.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.389003, "raw_level_count": 20, "gate_level_count": 20, "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": 96.559633, "strategy_rank": 87.009551, "rr": 1.761768, "primary_prob": 22.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.642651, "raw_level_count": 20, "gate_level_count": 20, "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": 95.527523, "strategy_rank": 83.204882, "rr": 0.867479, "primary_prob": 43.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.301219, "raw_level_count": 20, "gate_level_count": 20, "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": 91.399083, "strategy_rank": 71.85607, "rr": 0.868604, "primary_prob": 43.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.302905, "raw_level_count": 20, "gate_level_count": 20, "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": 87.041284, "strategy_rank": 69.593283, "rr": 1.62346, "primary_prob": 25.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.43519, "raw_level_count": 20, "gate_level_count": 20, "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": 97.821101, "strategy_rank": 88.474771, "rr": 1.640049, "primary_prob": 24.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.460073, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.047242, "hold30_r": -1.0 }, { "symbol": "LHX", "date": "2024-12-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.733945, "strategy_rank": 63.842529, "rr": 1.7456, "primary_prob": 23.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 2.6184, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.067044, "hold30_r": -1.0 }, { "symbol": "LMT", "date": "2024-12-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.633028, "strategy_rank": 64.928051, "rr": 1.735242, "primary_prob": 23.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.602863, "raw_level_count": 20, "gate_level_count": 20, "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": 82.33945, "strategy_rank": 79.315697, "rr": 1.306831, "primary_prob": 31.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.960247, "raw_level_count": 20, "gate_level_count": 20, "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": 86.123853, "strategy_rank": 79.190807, "rr": 1.181378, "primary_prob": 34.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.772067, "raw_level_count": 20, "gate_level_count": 20, "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": 82.568807, "strategy_rank": 60.469398, "rr": 0.890133, "primary_prob": 42.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.335199, "raw_level_count": 20, "gate_level_count": 20, "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": 99.655963, "strategy_rank": 99.656435, "rr": 1.652479, "primary_prob": 39.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.478718, "raw_level_count": 20, "gate_level_count": 20, "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": 92.087156, "strategy_rank": 83.228132, "rr": 1.7369, "primary_prob": 23.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.605351, "raw_level_count": 20, "gate_level_count": 20, "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": 85.321101, "strategy_rank": 60.13573, "rr": 1.402799, "primary_prob": 29.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.104198, "raw_level_count": 20, "gate_level_count": 20, "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": 98.165138, "strategy_rank": 97.414226, "rr": 1.677671, "primary_prob": 24.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.516506, "raw_level_count": 20, "gate_level_count": 20, "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": 87.729358, "strategy_rank": 74.047537, "rr": 1.904725, "primary_prob": 20.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.857087, "raw_level_count": 20, "gate_level_count": 20, "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": 82.110092, "strategy_rank": 64.497612, "rr": 1.628889, "primary_prob": 24.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.443333, "raw_level_count": 20, "gate_level_count": 20, "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": 96.788991, "strategy_rank": 77.101609, "rr": 1.513466, "primary_prob": 27.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.270199, "raw_level_count": 20, "gate_level_count": 20, "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": 88.073394, "strategy_rank": 66.343157, "rr": 0.755704, "primary_prob": 47.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.133556, "raw_level_count": 20, "gate_level_count": 20, "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": 81.192661, "strategy_rank": 57.382808, "rr": 0.722411, "primary_prob": 48.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.083616, "raw_level_count": 20, "gate_level_count": 20, "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": 81.651376, "strategy_rank": 74.827196, "rr": 1.693316, "primary_prob": 23.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.539974, "raw_level_count": 20, "gate_level_count": 20, "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": 86.697248, "strategy_rank": 78.838758, "rr": 1.241504, "primary_prob": 32.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.862256, "raw_level_count": 20, "gate_level_count": 20, "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": 83.944954, "strategy_rank": 82.323112, "rr": 1.681001, "primary_prob": 24.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 2.521502, "raw_level_count": 20, "gate_level_count": 20, "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": 94.495413, "strategy_rank": 73.33857, "rr": 1.022062, "primary_prob": 38.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.533093, "raw_level_count": 20, "gate_level_count": 20, "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": 98.96789, "strategy_rank": 98.900811, "rr": 1.759479, "primary_prob": 22.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.639218, "raw_level_count": 20, "gate_level_count": 20, "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": 81.422018, "strategy_rank": 58.262536, "rr": 1.695885, "primary_prob": 23.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 2.543827, "raw_level_count": 20, "gate_level_count": 20, "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": 94.151376, "strategy_rank": 73.988155, "rr": 1.643341, "primary_prob": 39.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.465011, "raw_level_count": 20, "gate_level_count": 20, "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": 99.197248, "strategy_rank": 98.307936, "rr": 1.855676, "primary_prob": 21.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.783514, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.019952, "hold30_r": -1.0 }, { "symbol": "TPR", "date": "2024-12-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.963303, "strategy_rank": 82.29075, "rr": 0.800388, "primary_prob": 60.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.200581, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.752132, "hold30_r": 4.406977 }, { "symbol": "TRGP", "date": "2024-12-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.623853, "strategy_rank": 84.824368, "rr": 1.496171, "primary_prob": 27.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.244257, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.051675, "hold30_r": -1.0 }, { "symbol": "TRV", "date": "2024-12-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.174312, "strategy_rank": 74.093251, "rr": 0.791894, "primary_prob": 46.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.187842, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.078023, "hold30_r": -1.0 }, { "symbol": "UHS", "date": "2024-12-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.825688, "strategy_rank": 84.845105, "rr": 1.559768, "primary_prob": 26.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.339652, "raw_level_count": 20, "gate_level_count": 20, "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": 82.798165, "strategy_rank": 81.109401, "rr": 0.741989, "primary_prob": 48.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.112984, "raw_level_count": 20, "gate_level_count": 20, "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": 97.018349, "strategy_rank": 97.05668, "rr": 0.920043, "primary_prob": 56.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.380065, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.029418, "hold30_r": -1.0 }, { "symbol": "VRTX", "date": "2024-12-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.275229, "strategy_rank": 67.220058, "rr": 1.858926, "primary_prob": 21.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.788389, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -4.181898, "hold30_r": -4.128237 }, { "symbol": "VTR", "date": "2024-12-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.715596, "strategy_rank": 60.929685, "rr": 1.141654, "primary_prob": 35.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 1.712481, "raw_level_count": 20, "gate_level_count": 20, "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": 93.807339, "strategy_rank": 70.048699, "rr": 0.841386, "primary_prob": 44.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.262079, "raw_level_count": 20, "gate_level_count": 20, "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": 91.055046, "strategy_rank": 87.094696, "rr": 1.094132, "primary_prob": 51.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.641198, "raw_level_count": 20, "gate_level_count": 20, "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": 93.004587, "strategy_rank": 72.91143, "rr": 1.457939, "primary_prob": 28.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.186909, "raw_level_count": 20, "gate_level_count": 20, "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": 83.027523, "strategy_rank": 60.208307, "rr": 0.977974, "primary_prob": 39.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.466961, "raw_level_count": 20, "gate_level_count": 20, "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": 95.376344, "strategy_rank": 96.024683, "rr": 1.205386, "primary_prob": 33.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.808079, "raw_level_count": 20, "gate_level_count": 20, "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": 97.849462, "strategy_rank": 97.980705, "rr": 2.356331, "primary_prob": 30.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 3.534496, "raw_level_count": 20, "gate_level_count": 20, "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": 82.580645, "strategy_rank": 64.455274, "rr": 1.035093, "primary_prob": 38.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.55264, "raw_level_count": 20, "gate_level_count": 20, "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": 90.322581, "strategy_rank": 74.114457, "rr": 1.788351, "primary_prob": 22.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.682526, "raw_level_count": 20, "gate_level_count": 20, "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": 82.365591, "strategy_rank": 71.788676, "rr": 1.376295, "primary_prob": 29.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.064442, "raw_level_count": 20, "gate_level_count": 20, "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": 87.204301, "strategy_rank": 85.389906, "rr": 1.251809, "primary_prob": 47.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.877713, "raw_level_count": 20, "gate_level_count": 20, "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": 99.892473, "strategy_rank": 99.699892, "rr": 1.701009, "primary_prob": 23.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.551513, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.017654, "hold30_r": 1.116452 }, { "symbol": "AXON", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.709677, "strategy_rank": 97.972577, "rr": 1.15455, "primary_prob": 34.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.731825, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.038825, "hold30_r": -1.0 }, { "symbol": "BK", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.387097, "strategy_rank": 65.436278, "rr": 1.356763, "primary_prob": 30.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.035144, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.078426, "hold30_r": -1.0 }, { "symbol": "BRO", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.139785, "strategy_rank": 67.537036, "rr": 1.873034, "primary_prob": 21.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.809552, "raw_level_count": 20, "gate_level_count": 20, "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": 84.623656, "strategy_rank": 68.198015, "rr": 1.648431, "primary_prob": 24.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.472647, "raw_level_count": 20, "gate_level_count": 20, "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": 85.053763, "strategy_rank": 78.905943, "rr": 1.93681, "primary_prob": 35.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.905216, "raw_level_count": 20, "gate_level_count": 20, "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": 86.666667, "strategy_rank": 69.724483, "rr": 1.917261, "primary_prob": 20.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.875892, "raw_level_count": 20, "gate_level_count": 20, "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": 86.451613, "strategy_rank": 75.965808, "rr": 1.493593, "primary_prob": 27.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.24039, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.071756, "hold30_r": -1.0 }, { "symbol": "COR", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.430108, "strategy_rank": 61.311782, "rr": 1.568575, "primary_prob": 25.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.352863, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.112316, "hold30_r": -1.042162 }, { "symbol": "CTAS", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.849462, "strategy_rank": 68.336165, "rr": 1.040971, "primary_prob": 38.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.561457, "raw_level_count": 20, "gate_level_count": 20, "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": 99.462366, "strategy_rank": 98.660058, "rr": 1.847559, "primary_prob": 21.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.771339, "raw_level_count": 20, "gate_level_count": 20, "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": 92.043011, "strategy_rank": 84.408694, "rr": 1.965933, "primary_prob": 19.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.948899, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.057382, "hold30_r": -1.0 }, { "symbol": "DELL", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.634409, "strategy_rank": 89.513251, "rr": 1.824717, "primary_prob": 21.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.737076, "raw_level_count": 20, "gate_level_count": 20, "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": 90.0, "strategy_rank": 81.69379, "rr": 1.549015, "primary_prob": 26.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.323522, "raw_level_count": 20, "gate_level_count": 20, "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": 86.021505, "strategy_rank": 73.223619, "rr": 1.154843, "primary_prob": 34.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 1.732265, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.098932, "hold30_r": -1.0 }, { "symbol": "EME", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.634409, "strategy_rank": 92.016463, "rr": 1.025731, "primary_prob": 38.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.538597, "raw_level_count": 20, "gate_level_count": 20, "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": 93.978495, "strategy_rank": 84.286017, "rr": 1.864389, "primary_prob": 21.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.796584, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.793639, "hold30_r": 3.306888 }, { "symbol": "FICO", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.774194, "strategy_rank": 85.407888, "rr": 0.892353, "primary_prob": 42.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.338529, "raw_level_count": 20, "gate_level_count": 20, "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": 87.419355, "strategy_rank": 64.148581, "rr": 0.999739, "primary_prob": 39.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.499608, "raw_level_count": 20, "gate_level_count": 20, "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": 89.784946, "strategy_rank": 68.213488, "rr": 1.415214, "primary_prob": 28.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.122821, "raw_level_count": 20, "gate_level_count": 20, "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": 80.860215, "strategy_rank": 69.225277, "rr": 1.138354, "primary_prob": 35.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 1.70753, "raw_level_count": 20, "gate_level_count": 20, "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": 94.408602, "strategy_rank": 94.126707, "rr": 1.645367, "primary_prob": 24.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.46805, "raw_level_count": 20, "gate_level_count": 20, "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": 88.817204, "strategy_rank": 82.953628, "rr": 1.549089, "primary_prob": 26.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.323633, "raw_level_count": 20, "gate_level_count": 20, "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": 92.258065, "strategy_rank": 88.99178, "rr": 1.459975, "primary_prob": 28.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.189962, "raw_level_count": 20, "gate_level_count": 20, "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": 95.16129, "strategy_rank": 92.244595, "rr": 0.691806, "primary_prob": 50.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.037708, "raw_level_count": 20, "gate_level_count": 20, "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": 84.408602, "strategy_rank": 79.128848, "rr": 1.15259, "primary_prob": 34.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.728885, "raw_level_count": 20, "gate_level_count": 20, "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": 88.172043, "strategy_rank": 73.476319, "rr": 1.342551, "primary_prob": 30.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.013826, "raw_level_count": 20, "gate_level_count": 20, "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": 97.204301, "strategy_rank": 92.614745, "rr": 1.320073, "primary_prob": 30.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.980109, "raw_level_count": 20, "gate_level_count": 20, "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": 98.27957, "strategy_rank": 88.420967, "rr": 1.565463, "primary_prob": 26.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.348194, "raw_level_count": 20, "gate_level_count": 20, "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": 94.946237, "strategy_rank": 86.151873, "rr": 1.58092, "primary_prob": 25.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.37138, "raw_level_count": 20, "gate_level_count": 20, "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": 94.731183, "strategy_rank": 84.20262, "rr": 1.722301, "primary_prob": 23.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.583452, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.053028, "hold30_r": -1.0 }, { "symbol": "JCI", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.075269, "strategy_rank": 70.94969, "rr": 1.57524, "primary_prob": 25.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.362861, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.074613, "hold30_r": -1.0 }, { "symbol": "JPM", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.44086, "strategy_rank": 74.982478, "rr": 1.674177, "primary_prob": 24.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.511265, "raw_level_count": 20, "gate_level_count": 20, "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": 90.537634, "strategy_rank": 84.575488, "rr": 1.138345, "primary_prob": 35.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.707517, "raw_level_count": 20, "gate_level_count": 20, "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": 91.827957, "strategy_rank": 72.341668, "rr": 1.147251, "primary_prob": 35.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.720877, "raw_level_count": 20, "gate_level_count": 20, "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": 96.989247, "strategy_rank": 88.995257, "rr": 1.253974, "primary_prob": 32.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.880961, "raw_level_count": 20, "gate_level_count": 20, "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": 83.870968, "strategy_rank": 64.427022, "rr": 0.959337, "primary_prob": 40.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.439006, "raw_level_count": 20, "gate_level_count": 20, "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": 91.397849, "strategy_rank": 85.948516, "rr": 1.601182, "primary_prob": 25.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.401773, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.067219, "hold30_r": -1.0 }, { "symbol": "MS", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.150538, "strategy_rank": 76.327646, "rr": 1.065826, "primary_prob": 37.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.598739, "raw_level_count": 20, "gate_level_count": 20, "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": 86.989247, "strategy_rank": 64.008105, "rr": 1.205669, "primary_prob": 33.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.808503, "raw_level_count": 20, "gate_level_count": 20, "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": 99.677419, "strategy_rank": 99.677834, "rr": 1.613932, "primary_prob": 40.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.420898, "raw_level_count": 20, "gate_level_count": 20, "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": 86.236559, "strategy_rank": 78.995142, "rr": 1.742732, "primary_prob": 23.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.614097, "raw_level_count": 20, "gate_level_count": 20, "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": 81.505376, "strategy_rank": 61.454192, "rr": 1.416725, "primary_prob": 28.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.125088, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.083309, "hold30_r": -1.0 }, { "symbol": "NI", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.591398, "strategy_rank": 60.299417, "rr": 1.048705, "primary_prob": 37.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.573057, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.092596, "hold30_r": -1.0 }, { "symbol": "NRG", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.913978, "strategy_rank": 92.578757, "rr": 1.223277, "primary_prob": 33.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.834916, "raw_level_count": 20, "gate_level_count": 20, "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": 98.064516, "strategy_rank": 97.360365, "rr": 1.425569, "primary_prob": 28.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.138354, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.390084, "hold30_r": -1.248934 }, { "symbol": "OKE", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.473118, "strategy_rank": 77.803988, "rr": 1.461221, "primary_prob": 28.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.191831, "raw_level_count": 20, "gate_level_count": 20, "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": 90.860215, "strategy_rank": 85.026133, "rr": 1.7086, "primary_prob": 23.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.5629, "raw_level_count": 20, "gate_level_count": 20, "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": 83.655914, "strategy_rank": 66.0752, "rr": 1.21159, "primary_prob": 33.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.817386, "raw_level_count": 20, "gate_level_count": 20, "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": 96.451613, "strategy_rank": 77.955101, "rr": 1.646592, "primary_prob": 24.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.469888, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.058035, "hold30_r": -1.0 }, { "symbol": "PKG", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.376344, "strategy_rank": 64.228109, "rr": 1.562123, "primary_prob": 26.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.343184, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.080739, "hold30_r": -1.0 }, { "symbol": "PM", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.602151, "strategy_rank": 73.295595, "rr": 1.032988, "primary_prob": 38.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.549482, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.071037, "hold30_r": -1.0 }, { "symbol": "PPL", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.215054, "strategy_rank": 56.632336, "rr": 0.740239, "primary_prob": 48.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.110358, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.08108, "hold30_r": -1.0 }, { "symbol": "RCL", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.655914, "strategy_rank": 90.034515, "rr": 0.834646, "primary_prob": 44.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.251968, "raw_level_count": 20, "gate_level_count": 20, "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": 84.83871, "strategy_rank": 77.374249, "rr": 0.951325, "primary_prob": 40.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.426988, "raw_level_count": 20, "gate_level_count": 20, "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": 81.72043, "strategy_rank": 77.504087, "rr": 0.72213, "primary_prob": 63.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.083196, "raw_level_count": 20, "gate_level_count": 20, "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": 93.010753, "strategy_rank": 72.206028, "rr": 1.081203, "primary_prob": 36.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.621804, "raw_level_count": 20, "gate_level_count": 20, "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": 95.698925, "strategy_rank": 96.603808, "rr": 1.678685, "primary_prob": 24.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 82, "primary_distance_atr": 2.518027, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.650207, "hold30_r": 2.519522 }, { "symbol": "SO", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.0, "strategy_rank": 57.188437, "rr": 1.688423, "primary_prob": 23.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.532635, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.086714, "hold30_r": -1.0 }, { "symbol": "T", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.225806, "strategy_rank": 73.384403, "rr": 1.98374, "primary_prob": 34.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.97561, "raw_level_count": 20, "gate_level_count": 20, "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": 93.44086, "strategy_rank": 72.764063, "rr": 1.925506, "primary_prob": 20.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.88826, "raw_level_count": 20, "gate_level_count": 20, "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": 98.924731, "strategy_rank": 97.095278, "rr": 0.78469, "primary_prob": 46.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.177035, "raw_level_count": 20, "gate_level_count": 20, "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": 98.494624, "strategy_rank": 85.134673, "rr": 1.715724, "primary_prob": 23.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.573586, "raw_level_count": 20, "gate_level_count": 20, "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": 84.086022, "strategy_rank": 74.663213, "rr": 1.881967, "primary_prob": 21.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.822951, "raw_level_count": 20, "gate_level_count": 20, "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": 82.903226, "strategy_rank": 66.415556, "rr": 1.540911, "primary_prob": 26.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.311367, "raw_level_count": 20, "gate_level_count": 20, "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": 91.612903, "strategy_rank": 77.009118, "rr": 1.33113, "primary_prob": 30.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.996696, "raw_level_count": 20, "gate_level_count": 20, "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": 83.225806, "strategy_rank": 84.178835, "rr": 1.060289, "primary_prob": 37.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.590433, "raw_level_count": 20, "gate_level_count": 20, "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": 89.569892, "strategy_rank": 73.523336, "rr": 0.935823, "primary_prob": 41.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.403735, "raw_level_count": 20, "gate_level_count": 20, "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": 97.419355, "strategy_rank": 95.688195, "rr": 1.606647, "primary_prob": 25.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.409971, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.568993, "hold30_r": 2.828751 }, { "symbol": "UHS", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.645161, "strategy_rank": 78.004075, "rr": 1.518301, "primary_prob": 26.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.277452, "raw_level_count": 20, "gate_level_count": 20, "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": 96.129032, "strategy_rank": 96.390965, "rr": 1.748586, "primary_prob": 22.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.622878, "raw_level_count": 20, "gate_level_count": 20, "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": 99.247312, "strategy_rank": 99.023439, "rr": 1.657539, "primary_prob": 24.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.486309, "raw_level_count": 20, "gate_level_count": 20, "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": 81.290323, "strategy_rank": 59.472819, "rr": 1.243482, "primary_prob": 32.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 1.865224, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.072645, "hold30_r": -1.0 }, { "symbol": "WAB", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.354839, "strategy_rank": 68.586931, "rr": 0.882132, "primary_prob": 42.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.323198, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.076877, "hold30_r": -1.0 }, { "symbol": "WELL", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.075269, "strategy_rank": 68.345836, "rr": 1.550699, "primary_prob": 26.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.326049, "raw_level_count": 20, "gate_level_count": 20, "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": 85.806452, "strategy_rank": 83.351454, "rr": 1.863584, "primary_prob": 21.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.795376, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.804903, "hold30_r": 3.490576 }, { "symbol": "WMB", "date": "2024-12-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.795699, "strategy_rank": 73.789966, "rr": 1.705816, "primary_prob": 23.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.558724, "raw_level_count": 20, "gate_level_count": 20, "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": 81.935484, "strategy_rank": 72.097879, "rr": 1.053266, "primary_prob": 37.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.579898, "raw_level_count": 20, "gate_level_count": 20, "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": 95.057834, "strategy_rank": 95.722874, "rr": 1.356759, "primary_prob": 30.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.035139, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.326857, "hold30_r": 5.88706 }, { "symbol": "HOOD", "date": "2024-12-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.686646, "strategy_rank": 97.846061, "rr": 1.776469, "primary_prob": 22.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.664703, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.757747, "hold30_r": 4.373828 }, { "symbol": "AEE", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.963197, "strategy_rank": 61.549709, "rr": 1.79152, "primary_prob": 22.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 2.68728, "raw_level_count": 20, "gate_level_count": 20, "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": 85.804416, "strategy_rank": 66.698312, "rr": 1.656966, "primary_prob": 24.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.485448, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.585809, "hold30_r": 0.135121 }, { "symbol": "AJG", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.439537, "strategy_rank": 62.235978, "rr": 1.158871, "primary_prob": 34.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.738307, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.099044, "hold30_r": 3.89795 }, { "symbol": "ALL", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.008412, "strategy_rank": 74.909033, "rr": 1.270363, "primary_prob": 32.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.905544, "raw_level_count": 20, "gate_level_count": 20, "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": 81.388013, "strategy_rank": 71.248338, "rr": 1.168707, "primary_prob": 34.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.75306, "raw_level_count": 20, "gate_level_count": 20, "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": 86.225026, "strategy_rank": 85.105946, "rr": 1.761858, "primary_prob": 22.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.642787, "raw_level_count": 20, "gate_level_count": 20, "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": 99.684543, "strategy_rank": 99.559054, "rr": 1.748001, "primary_prob": 38.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.622001, "raw_level_count": 20, "gate_level_count": 20, "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": 80.546793, "strategy_rank": 56.760113, "rr": 1.190968, "primary_prob": 33.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.786452, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.118626, "hold30_r": 0.888164 }, { "symbol": "AXON", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.527865, "strategy_rank": 97.711644, "rr": 1.41208, "primary_prob": 28.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.118121, "raw_level_count": 20, "gate_level_count": 20, "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": 87.276551, "strategy_rank": 65.558995, "rr": 1.813847, "primary_prob": 22.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.720771, "raw_level_count": 20, "gate_level_count": 20, "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": 91.272345, "strategy_rank": 68.733409, "rr": 1.204925, "primary_prob": 33.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.807388, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.133521, "hold30_r": 1.678807 }, { "symbol": "CASY", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.645636, "strategy_rank": 74.614209, "rr": 1.112004, "primary_prob": 36.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.668006, "raw_level_count": 20, "gate_level_count": 20, "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": 89.169295, "strategy_rank": 71.443664, "rr": 1.298662, "primary_prob": 31.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.947994, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.245875, "hold30_r": 2.119922 }, { "symbol": "CBRE", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.598318, "strategy_rank": 75.106244, "rr": 1.283751, "primary_prob": 31.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.925626, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.047124, "hold30_r": -1.0 }, { "symbol": "CHRW", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.336488, "strategy_rank": 75.009126, "rr": 1.68012, "primary_prob": 24.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.52018, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.179394, "hold30_r": -1.129661 }, { "symbol": "CINF", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.589905, "strategy_rank": 72.650041, "rr": 1.763606, "primary_prob": 22.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.64541, "raw_level_count": 20, "gate_level_count": 20, "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": 84.542587, "strategy_rank": 74.179811, "rr": 1.904873, "primary_prob": 20.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.85731, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.841872, "hold30_r": 1.593065 }, { "symbol": "COHR", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.847529, "strategy_rank": 95.072516, "rr": 1.677011, "primary_prob": 24.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.515517, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.023829, "hold30_r": -1.0 }, { "symbol": "COIN", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.121977, "strategy_rank": 88.728151, "rr": 1.87039, "primary_prob": 21.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.805585, "raw_level_count": 20, "gate_level_count": 20, "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": 87.066246, "strategy_rank": 75.285995, "rr": 1.12137, "primary_prob": 35.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.682055, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.07578, "hold30_r": 2.115609 }, { "symbol": "CVNA", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.474238, "strategy_rank": 98.751463, "rr": 1.900154, "primary_prob": 20.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.850232, "raw_level_count": 20, "gate_level_count": 20, "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": 83.596215, "strategy_rank": 65.750055, "rr": 1.008889, "primary_prob": 38.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 1.513334, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.942869, "hold30_r": 0.442927 }, { "symbol": "DASH", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.80021, "strategy_rank": 83.803543, "rr": 0.718654, "primary_prob": 49.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 1.077981, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.67222, "hold30_r": 3.455392 }, { "symbol": "DELL", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.860147, "strategy_rank": 85.958078, "rr": 1.191755, "primary_prob": 33.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.787633, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.160674, "hold30_r": -1.0 }, { "symbol": "DVA", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.480547, "strategy_rank": 84.021288, "rr": 1.588803, "primary_prob": 25.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.383204, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.539803, "hold30_r": 3.262343 }, { "symbol": "EBAY", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.808623, "strategy_rank": 68.995596, "rr": 1.503526, "primary_prob": 42.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.25529, "raw_level_count": 20, "gate_level_count": 20, "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": 98.107256, "strategy_rank": 92.448664, "rr": 1.617033, "primary_prob": 25.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.42555, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.572468, "hold30_r": -1.0 }, { "symbol": "ETR", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.214511, "strategy_rank": 84.960221, "rr": 1.303956, "primary_prob": 31.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.955934, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.239135, "hold30_r": 3.30443 }, { "symbol": "EVRG", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.757098, "strategy_rank": 56.655755, "rr": 1.380503, "primary_prob": 29.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 102, "primary_distance_atr": 2.070755, "raw_level_count": 20, "gate_level_count": 20, "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": 95.583596, "strategy_rank": 84.329901, "rr": 1.800706, "primary_prob": 22.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.70106, "raw_level_count": 20, "gate_level_count": 20, "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": 85.594111, "strategy_rank": 63.595123, "rr": 1.999028, "primary_prob": 19.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.998542, "raw_level_count": 20, "gate_level_count": 20, "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": 90.010515, "strategy_rank": 68.384719, "rr": 1.134457, "primary_prob": 35.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.701686, "raw_level_count": 20, "gate_level_count": 20, "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": 95.268139, "strategy_rank": 94.769458, "rr": 1.619329, "primary_prob": 25.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.428993, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.583045, "hold30_r": -1.0 }, { "symbol": "GLW", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.855941, "strategy_rank": 80.453247, "rr": 1.209801, "primary_prob": 33.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.814702, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.145754, "hold30_r": 4.291468 }, { "symbol": "GM", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.332282, "strategy_rank": 83.529453, "rr": 1.76253, "primary_prob": 22.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.643795, "raw_level_count": 20, "gate_level_count": 20, "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": 92.849632, "strategy_rank": 90.686566, "rr": 1.630237, "primary_prob": 24.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.445356, "raw_level_count": 20, "gate_level_count": 20, "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": 87.907466, "strategy_rank": 72.793088, "rr": 1.124304, "primary_prob": 35.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.686456, "raw_level_count": 20, "gate_level_count": 20, "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": 97.055731, "strategy_rank": 92.624546, "rr": 1.867246, "primary_prob": 21.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.800868, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.812407, "hold30_r": 4.495244 }, { "symbol": "IBKR", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.31756, "strategy_rank": 88.287701, "rr": 1.939656, "primary_prob": 20.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.909484, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.890871, "hold30_r": 7.254576 }, { "symbol": "IP", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.793901, "strategy_rank": 86.080888, "rr": 1.311379, "primary_prob": 31.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.967068, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.250697, "hold30_r": -1.0 }, { "symbol": "IRM", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.426919, "strategy_rank": 85.31268, "rr": 1.060732, "primary_prob": 37.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.591098, "raw_level_count": 20, "gate_level_count": 20, "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": 87.486856, "strategy_rank": 78.347717, "rr": 1.303738, "primary_prob": 31.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.955607, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.242681, "hold30_r": 3.729706 }, { "symbol": "KKR", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.435331, "strategy_rank": 82.61165, "rr": 1.926083, "primary_prob": 20.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.889125, "raw_level_count": 20, "gate_level_count": 20, "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": 93.059937, "strategy_rank": 73.538182, "rr": 1.851011, "primary_prob": 21.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.776517, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.789468, "hold30_r": -0.080225 }, { "symbol": "LDOS", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.06204, "strategy_rank": 84.844057, "rr": 1.581596, "primary_prob": 25.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.372394, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.538866, "hold30_r": -1.0 }, { "symbol": "LNT", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.126183, "strategy_rank": 58.258139, "rr": 1.28904, "primary_prob": 31.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 106, "primary_distance_atr": 1.933561, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.081215, "hold30_r": -1.0 }, { "symbol": "MCK", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.64143, "strategy_rank": 85.430133, "rr": 1.273057, "primary_prob": 32.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.909585, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.211431, "hold30_r": 1.063516 }, { "symbol": "MO", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.431125, "strategy_rank": 68.301788, "rr": 1.412571, "primary_prob": 28.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.118857, "raw_level_count": 20, "gate_level_count": 20, "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": 88.748686, "strategy_rank": 64.797036, "rr": 1.168186, "primary_prob": 34.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.75228, "raw_level_count": 20, "gate_level_count": 20, "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": 99.894848, "strategy_rank": 99.832054, "rr": 1.881545, "primary_prob": 21.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.822317, "raw_level_count": 20, "gate_level_count": 20, "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": 88.538381, "strategy_rank": 81.379382, "rr": 1.277586, "primary_prob": 31.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.916378, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.228466, "hold30_r": 1.616311 }, { "symbol": "NDAQ", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.649842, "strategy_rank": 62.571871, "rr": 1.606103, "primary_prob": 25.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.409154, "raw_level_count": 20, "gate_level_count": 20, "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": 82.229232, "strategy_rank": 72.025871, "rr": 0.987878, "primary_prob": 39.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 126, "primary_distance_atr": 1.481816, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.062617, "hold30_r": -1.0 }, { "symbol": "NI", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.3796, "strategy_rank": 62.880186, "rr": 1.361398, "primary_prob": 30.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.042096, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.279865, "hold30_r": 2.276698 }, { "symbol": "NRG", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.004206, "strategy_rank": 92.674642, "rr": 0.700448, "primary_prob": 49.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.050672, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.665042, "hold30_r": 2.516979 }, { "symbol": "NVDA", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.266036, "strategy_rank": 96.576791, "rr": 1.288013, "primary_prob": 31.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.93202, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.254444, "hold30_r": -1.233622 }, { "symbol": "OKE", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.270242, "strategy_rank": 78.811182, "rr": 1.523652, "primary_prob": 26.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.285479, "raw_level_count": 20, "gate_level_count": 20, "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": 88.117771, "strategy_rank": 82.845962, "rr": 1.399442, "primary_prob": 29.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.099163, "raw_level_count": 20, "gate_level_count": 20, "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": 90.851735, "strategy_rank": 71.36351, "rr": 1.830581, "primary_prob": 21.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.745871, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.765987, "hold30_r": -1.0 }, { "symbol": "PGR", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.635121, "strategy_rank": 77.86471, "rr": 0.929291, "primary_prob": 41.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.393937, "raw_level_count": 20, "gate_level_count": 20, "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": 87.697161, "strategy_rank": 65.004365, "rr": 1.895633, "primary_prob": 20.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.84345, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.825477, "hold30_r": -1.212457 }, { "symbol": "PM", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.692955, "strategy_rank": 75.128465, "rr": 1.794407, "primary_prob": 22.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.69161, "raw_level_count": 20, "gate_level_count": 20, "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": 82.018927, "strategy_rank": 58.922683, "rr": 1.606384, "primary_prob": 25.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.409575, "raw_level_count": 20, "gate_level_count": 20, "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": 93.690852, "strategy_rank": 90.394917, "rr": 1.350948, "primary_prob": 30.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.026422, "raw_level_count": 20, "gate_level_count": 20, "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": 81.177708, "strategy_rank": 74.748924, "rr": 1.922989, "primary_prob": 20.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.884483, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.861024, "hold30_r": 2.677617 }, { "symbol": "RTX", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.22082, "strategy_rank": 69.506775, "rr": 1.465314, "primary_prob": 27.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.197971, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.392714, "hold30_r": 3.833209 }, { "symbol": "SATS", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.424816, "strategy_rank": 97.088566, "rr": 0.744055, "primary_prob": 48.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 81, "primary_distance_atr": 1.116083, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.715953, "hold30_r": 4.088691 }, { "symbol": "SO", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.173502, "strategy_rank": 61.005099, "rr": 1.698695, "primary_prob": 23.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.548043, "raw_level_count": 20, "gate_level_count": 20, "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": 88.328076, "strategy_rank": 88.118961, "rr": 0.966835, "primary_prob": 40.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.450253, "raw_level_count": 20, "gate_level_count": 20, "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": 94.111462, "strategy_rank": 74.148463, "rr": 0.914236, "primary_prob": 41.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 1.371354, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.066028, "hold30_r": -1.0 }, { "symbol": "TMUS", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.639327, "strategy_rank": 73.180862, "rr": 1.369833, "primary_prob": 29.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.05475, "raw_level_count": 20, "gate_level_count": 20, "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": 98.948475, "strategy_rank": 97.031228, "rr": 0.7877, "primary_prob": 46.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.181549, "raw_level_count": 20, "gate_level_count": 20, "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": 98.73817, "strategy_rank": 85.56326, "rr": 1.507876, "primary_prob": 27.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.261814, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.4623, "hold30_r": 2.860273 }, { "symbol": "TRV", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.752892, "strategy_rank": 74.893062, "rr": 1.687912, "primary_prob": 23.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.531869, "raw_level_count": 20, "gate_level_count": 20, "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": 84.016824, "strategy_rank": 65.572783, "rr": 1.410557, "primary_prob": 29.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 78, "primary_distance_atr": 2.115835, "raw_level_count": 20, "gate_level_count": 20, "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": 88.958991, "strategy_rank": 74.063746, "rr": 1.758505, "primary_prob": 22.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.637758, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.698998, "hold30_r": -1.0 }, { "symbol": "TYL", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.014721, "strategy_rank": 71.090808, "rr": 1.255323, "primary_prob": 32.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.882985, "raw_level_count": 20, "gate_level_count": 20, "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": 97.476341, "strategy_rank": 95.654822, "rr": 1.070706, "primary_prob": 52.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.606059, "raw_level_count": 20, "gate_level_count": 20, "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": 97.896951, "strategy_rank": 97.521576, "rr": 1.586648, "primary_prob": 25.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.379972, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.56173, "hold30_r": -1.0 }, { "symbol": "VST", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.263933, "strategy_rank": 99.013055, "rr": 0.806609, "primary_prob": 45.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.209914, "raw_level_count": 20, "gate_level_count": 20, "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": 83.175605, "strategy_rank": 65.581414, "rr": 1.800773, "primary_prob": 22.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.701159, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.73888, "hold30_r": 2.318199 }, { "symbol": "WELL", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.218717, "strategy_rank": 69.458762, "rr": 1.380447, "primary_prob": 29.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.07067, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.318764, "hold30_r": 4.392151 }, { "symbol": "WFC", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.806519, "strategy_rank": 82.249469, "rr": 1.692851, "primary_prob": 23.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.539277, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.640785, "hold30_r": 4.100742 }, { "symbol": "WMB", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.637224, "strategy_rank": 75.082535, "rr": 1.215402, "primary_prob": 33.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.823104, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.15803, "hold30_r": 1.35146 }, { "symbol": "WMT", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.845426, "strategy_rank": 70.905006, "rr": 1.065717, "primary_prob": 37.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.598575, "raw_level_count": 20, "gate_level_count": 20, "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": 83.38591, "strategy_rank": 69.124854, "rr": 1.531934, "primary_prob": 26.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.297902, "raw_level_count": 20, "gate_level_count": 20, "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": 91.48265, "strategy_rank": 92.842886, "rr": 1.154618, "primary_prob": 34.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.731927, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.119328, "hold30_r": 2.624437 }, { "symbol": "WTW", "date": "2024-12-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.967403, "strategy_rank": 59.60171, "rr": 1.553114, "primary_prob": 26.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.329672, "raw_level_count": 20, "gate_level_count": 20, "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, "rr": 2.327764, "primary_prob": 30.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 3.491646, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.307214, "hold30_r": 4.447604 }, { "symbol": "ACGL", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.613277, "strategy_rank": 72.687636, "rr": 0.951894, "primary_prob": 40.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.42784, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.884482, "hold30_r": -1.0 }, { "symbol": "AEE", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.774499, "strategy_rank": 62.277197, "rr": 1.779054, "primary_prob": 22.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 2.668581, "raw_level_count": 20, "gate_level_count": 20, "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": 80.927292, "strategy_rank": 59.073029, "rr": 1.623356, "primary_prob": 25.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 76, "primary_distance_atr": 2.435034, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.539855, "hold30_r": 4.049887 }, { "symbol": "AFL", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.563751, "strategy_rank": 66.725686, "rr": 1.667871, "primary_prob": 24.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.501806, "raw_level_count": 20, "gate_level_count": 20, "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": 85.353003, "strategy_rank": 63.367249, "rr": 1.138019, "primary_prob": 35.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.707029, "raw_level_count": 20, "gate_level_count": 20, "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": 93.466807, "strategy_rank": 76.066849, "rr": 1.598278, "primary_prob": 25.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.397417, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.0674, "hold30_r": -1.0 }, { "symbol": "AMP", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.295047, "strategy_rank": 70.624162, "rr": 1.358651, "primary_prob": 30.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.037976, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.073238, "hold30_r": -1.0 }, { "symbol": "AON", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.140148, "strategy_rank": 63.423707, "rr": 1.893688, "primary_prob": 20.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.840532, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.085578, "hold30_r": -1.0 }, { "symbol": "APO", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.881981, "strategy_rank": 86.480661, "rr": 1.581609, "primary_prob": 25.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.372414, "raw_level_count": 20, "gate_level_count": 20, "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": 99.894626, "strategy_rank": 99.76884, "rr": 1.548552, "primary_prob": 26.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.322829, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.528429, "hold30_r": 4.088741 }, { "symbol": "AXON", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.630137, "strategy_rank": 97.907833, "rr": 1.452794, "primary_prob": 28.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.179191, "raw_level_count": 20, "gate_level_count": 20, "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": 87.671233, "strategy_rank": 65.776998, "rr": 1.053768, "primary_prob": 37.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.580652, "raw_level_count": 20, "gate_level_count": 20, "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": 92.307692, "strategy_rank": 69.116959, "rr": 1.648016, "primary_prob": 24.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.472025, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.571855, "hold30_r": 3.338001 }, { "symbol": "CASY", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.195996, "strategy_rank": 74.691867, "rr": 1.595197, "primary_prob": 25.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.392796, "raw_level_count": 20, "gate_level_count": 20, "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": 90.200211, "strategy_rank": 72.426611, "rr": 1.706975, "primary_prob": 23.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.560462, "raw_level_count": 20, "gate_level_count": 20, "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": 82.191781, "strategy_rank": 75.194268, "rr": 1.218723, "primary_prob": 33.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.828085, "raw_level_count": 20, "gate_level_count": 20, "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": 91.886196, "strategy_rank": 74.519708, "rr": 1.375265, "primary_prob": 29.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.062897, "raw_level_count": 20, "gate_level_count": 20, "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": 85.985248, "strategy_rank": 75.362811, "rr": 1.435288, "primary_prob": 28.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.152932, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.364037, "hold30_r": 2.13807 }, { "symbol": "COHR", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.989463, "strategy_rank": 91.796401, "rr": 1.701507, "primary_prob": 23.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.55226, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.675078, "hold30_r": -1.022704 }, { "symbol": "CTAS", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.348788, "strategy_rank": 71.424739, "rr": 1.763362, "primary_prob": 22.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.645043, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.711357, "hold30_r": 3.15829 }, { "symbol": "CVNA", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.47313, "strategy_rank": 98.749764, "rr": 1.731655, "primary_prob": 23.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.597483, "raw_level_count": 20, "gate_level_count": 20, "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": 84.826133, "strategy_rank": 66.146394, "rr": 1.016889, "primary_prob": 38.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 1.525333, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.940274, "hold30_r": 2.019556 }, { "symbol": "DASH", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.096944, "strategy_rank": 85.68507, "rr": 1.002734, "primary_prob": 39.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 1.504101, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.951917, "hold30_r": 5.399372 }, { "symbol": "DVA", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.520548, "strategy_rank": 85.083586, "rr": 1.151396, "primary_prob": 34.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.727095, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.09988, "hold30_r": 4.689435 }, { "symbol": "EBAY", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.615385, "strategy_rank": 71.602228, "rr": 1.872211, "primary_prob": 21.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.808316, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.819603, "hold30_r": 3.051688 }, { "symbol": "EME", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.787144, "strategy_rank": 92.312491, "rr": 1.116069, "primary_prob": 35.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.674104, "raw_level_count": 20, "gate_level_count": 20, "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": 96.944152, "strategy_rank": 85.835723, "rr": 1.143898, "primary_prob": 35.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.715847, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.07177, "hold30_r": 3.570663 }, { "symbol": "FICO", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.101159, "strategy_rank": 85.497464, "rr": 1.644963, "primary_prob": 24.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.467444, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.050528, "hold30_r": -1.0 }, { "symbol": "FISV", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.832455, "strategy_rank": 69.028679, "rr": 1.168087, "primary_prob": 34.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.75213, "raw_level_count": 20, "gate_level_count": 20, "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": 96.311907, "strategy_rank": 95.372165, "rr": 1.224453, "primary_prob": 33.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.83668, "raw_level_count": 20, "gate_level_count": 20, "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": 94.942044, "strategy_rank": 73.101614, "rr": 0.926133, "primary_prob": 41.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.389199, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.853207, "hold30_r": 4.818991 }, { "symbol": "FOXA", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.677555, "strategy_rank": 73.349735, "rr": 0.845222, "primary_prob": 44.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.267833, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.777803, "hold30_r": -1.0 }, { "symbol": "FTNT", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.675448, "strategy_rank": 91.560012, "rr": 1.059717, "primary_prob": 37.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.589576, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.009444, "hold30_r": -1.0 }, { "symbol": "GDDY", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.152792, "strategy_rank": 81.968969, "rr": 1.159253, "primary_prob": 34.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.73888, "raw_level_count": 20, "gate_level_count": 20, "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": 85.142255, "strategy_rank": 79.148372, "rr": 1.271471, "primary_prob": 32.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.907206, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.202967, "hold30_r": 3.45127 }, { "symbol": "GM", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.772392, "strategy_rank": 83.163235, "rr": 1.051388, "primary_prob": 37.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.577081, "raw_level_count": 20, "gate_level_count": 20, "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": 93.888303, "strategy_rank": 91.503554, "rr": 0.772448, "primary_prob": 46.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.158673, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.701462, "hold30_r": 0.473905 }, { "symbol": "HIG", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.567966, "strategy_rank": 73.652456, "rr": 1.34288, "primary_prob": 30.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.01432, "raw_level_count": 20, "gate_level_count": 20, "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": 97.576396, "strategy_rank": 93.014915, "rr": 0.894125, "primary_prob": 42.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.341187, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.836671, "hold30_r": 4.636685 }, { "symbol": "IBKR", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.208641, "strategy_rank": 88.357801, "rr": 1.704624, "primary_prob": 23.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.556936, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.648899, "hold30_r": 8.699984 }, { "symbol": "IP", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.890411, "strategy_rank": 84.405554, "rr": 1.931343, "primary_prob": 20.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.897014, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.865625, "hold30_r": 1.09631 }, { "symbol": "IRM", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.363541, "strategy_rank": 86.492149, "rr": 1.50144, "primary_prob": 27.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.25216, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.454418, "hold30_r": -1.0 }, { "symbol": "ISRG", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.350896, "strategy_rank": 75.313098, "rr": 1.210747, "primary_prob": 33.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.816121, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.146515, "hold30_r": 3.926731 }, { "symbol": "JPM", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.505796, "strategy_rank": 72.880815, "rr": 1.696805, "primary_prob": 23.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.545208, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.624059, "hold30_r": 5.623442 }, { "symbol": "KKR", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.460485, "strategy_rank": 83.66725, "rr": 1.930885, "primary_prob": 20.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.896328, "raw_level_count": 20, "gate_level_count": 20, "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": 92.51844, "strategy_rank": 73.293863, "rr": 1.381461, "primary_prob": 29.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.072192, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.313057, "hold30_r": -1.0 }, { "symbol": "KR", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.981033, "strategy_rank": 67.963848, "rr": 0.837047, "primary_prob": 44.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.25557, "raw_level_count": 20, "gate_level_count": 20, "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": 89.778714, "strategy_rank": 84.125268, "rr": 1.052743, "primary_prob": 37.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.579114, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.002867, "hold30_r": -1.0 }, { "symbol": "MO", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.729189, "strategy_rank": 70.073076, "rr": 1.318404, "primary_prob": 30.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 1.977606, "raw_level_count": 20, "gate_level_count": 20, "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": 88.724974, "strategy_rank": 64.90916, "rr": 1.856586, "primary_prob": 21.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.784879, "raw_level_count": 20, "gate_level_count": 20, "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": 99.683878, "strategy_rank": 99.684276, "rr": 1.773031, "primary_prob": 22.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.659546, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.761646, "hold30_r": 0.412623 }, { "symbol": "MTB", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.092729, "strategy_rank": 81.087786, "rr": 1.606149, "primary_prob": 25.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.409224, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.549944, "hold30_r": 1.278755 }, { "symbol": "NDAQ", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.716544, "strategy_rank": 61.538307, "rr": 1.81924, "primary_prob": 21.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.72886, "raw_level_count": 20, "gate_level_count": 20, "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": 81.13804, "strategy_rank": 70.710584, "rr": 1.078849, "primary_prob": 36.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 126, "primary_distance_atr": 1.618274, "raw_level_count": 20, "gate_level_count": 20, "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": 91.4647, "strategy_rank": 80.929802, "rr": 0.69863, "primary_prob": 49.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.047945, "raw_level_count": 20, "gate_level_count": 20, "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": 88.935722, "strategy_rank": 62.63276, "rr": 1.761638, "primary_prob": 22.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.642457, "raw_level_count": 20, "gate_level_count": 20, "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": 95.679663, "strategy_rank": 92.600108, "rr": 1.219007, "primary_prob": 33.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.828511, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.178331, "hold30_r": 3.111965 }, { "symbol": "NVDA", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.522655, "strategy_rank": 96.14928, "rr": 0.979842, "primary_prob": 39.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.469763, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.944139, "hold30_r": -1.0 }, { "symbol": "OKE", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.043203, "strategy_rank": 77.707157, "rr": 1.493056, "primary_prob": 27.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.239583, "raw_level_count": 20, "gate_level_count": 20, "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": 82.402529, "strategy_rank": 79.150815, "rr": 1.019232, "primary_prob": 38.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.528848, "raw_level_count": 20, "gate_level_count": 20, "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": 93.256059, "strategy_rank": 72.991728, "rr": 1.38522, "primary_prob": 29.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.077831, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.313779, "hold30_r": -1.0 }, { "symbol": "PGR", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.1549, "strategy_rank": 78.018923, "rr": 1.123989, "primary_prob": 35.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.685984, "raw_level_count": 20, "gate_level_count": 20, "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": 87.249737, "strategy_rank": 64.569044, "rr": 1.421361, "primary_prob": 28.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.132041, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.344562, "hold30_r": -1.0 }, { "symbol": "PLTR", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.840885, "strategy_rank": 98.621988, "rr": 0.865509, "primary_prob": 58.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.298263, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.023676, "hold30_r": -1.0 }, { "symbol": "PM", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.410959, "strategy_rank": 74.746223, "rr": 1.645864, "primary_prob": 24.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.468796, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.076521, "hold30_r": -1.0 }, { "symbol": "PNW", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.559536, "strategy_rank": 58.665652, "rr": 1.894191, "primary_prob": 20.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.841286, "raw_level_count": 20, "gate_level_count": 20, "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": 90.621707, "strategy_rank": 88.209592, "rr": 0.872524, "primary_prob": 43.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.308786, "raw_level_count": 20, "gate_level_count": 20, "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": 83.98314, "strategy_rank": 77.07781, "rr": 1.043206, "primary_prob": 37.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.564808, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.976693, "hold30_r": 1.083349 }, { "symbol": "RTX", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.303477, "strategy_rank": 68.391658, "rr": 1.014751, "primary_prob": 38.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 1.522127, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.935607, "hold30_r": 3.647416 }, { "symbol": "SATS", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.045311, "strategy_rank": 94.722484, "rr": 1.357473, "primary_prob": 30.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 92, "primary_distance_atr": 2.036209, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.326442, "hold30_r": 4.012002 }, { "symbol": "SO", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.404636, "strategy_rank": 60.15355, "rr": 1.217656, "primary_prob": 33.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.826484, "raw_level_count": 20, "gate_level_count": 20, "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": 89.14647, "strategy_rank": 88.467587, "rr": 1.218795, "primary_prob": 33.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.828192, "raw_level_count": 20, "gate_level_count": 20, "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": 94.3098, "strategy_rank": 74.233019, "rr": 1.255094, "primary_prob": 32.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 1.882641, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.073708, "hold30_r": -1.0 }, { "symbol": "TMUS", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.099052, "strategy_rank": 74.148455, "rr": 1.423167, "primary_prob": 28.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.13475, "raw_level_count": 20, "gate_level_count": 20, "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": 99.051633, "strategy_rank": 97.227014, "rr": 1.19345, "primary_prob": 33.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.790176, "raw_level_count": 20, "gate_level_count": 20, "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": 98.419389, "strategy_rank": 85.483289, "rr": 1.544289, "primary_prob": 26.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.316434, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.493113, "hold30_r": 3.837655 }, { "symbol": "TRV", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.193888, "strategy_rank": 74.612532, "rr": 1.132056, "primary_prob": 35.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.698084, "raw_level_count": 20, "gate_level_count": 20, "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": 87.038988, "strategy_rank": 72.134008, "rr": 1.18147, "primary_prob": 34.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.772205, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.116413, "hold30_r": -1.0 }, { "symbol": "TTD", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.824025, "strategy_rank": 84.293712, "rr": 1.421054, "primary_prob": 28.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.13158, "raw_level_count": 20, "gate_level_count": 20, "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": 86.82824, "strategy_rank": 72.301279, "rr": 1.807873, "primary_prob": 22.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.711809, "raw_level_count": 20, "gate_level_count": 20, "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": 97.997893, "strategy_rank": 96.111641, "rr": 0.989994, "primary_prob": 39.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.484991, "raw_level_count": 20, "gate_level_count": 20, "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": 96.733404, "strategy_rank": 96.894915, "rr": 1.423601, "primary_prob": 28.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.135402, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.39665, "hold30_r": -1.0 }, { "symbol": "VST", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.262381, "strategy_rank": 99.011474, "rr": 1.59317, "primary_prob": 25.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.389755, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.56717, "hold30_r": 2.371938 }, { "symbol": "WAB", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.561644, "strategy_rank": 65.890842, "rr": 1.177553, "primary_prob": 34.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.766329, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.111589, "hold30_r": -1.0 }, { "symbol": "WELL", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.253952, "strategy_rank": 68.442299, "rr": 1.478233, "primary_prob": 27.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.217349, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.408534, "hold30_r": 7.398418 }, { "symbol": "WFC", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.617492, "strategy_rank": 84.178939, "rr": 1.905004, "primary_prob": 20.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.857505, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.845443, "hold30_r": 3.569767 }, { "symbol": "WMB", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.731296, "strategy_rank": 75.535412, "rr": 0.91379, "primary_prob": 41.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.370685, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.851783, "hold30_r": 1.889061 }, { "symbol": "WMT", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.365648, "strategy_rank": 72.122375, "rr": 1.675097, "primary_prob": 24.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.512645, "raw_level_count": 20, "gate_level_count": 20, "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": 86.406744, "strategy_rank": 71.187764, "rr": 1.746513, "primary_prob": 23.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.61977, "raw_level_count": 20, "gate_level_count": 20, "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": 89.357218, "strategy_rank": 91.479748, "rr": 1.014048, "primary_prob": 53.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.521071, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.972885, "hold30_r": 2.267686 }, { "symbol": "WTW", "date": "2024-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.770285, "strategy_rank": 60.355673, "rr": 1.321191, "primary_prob": 30.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.981786, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.243962, "hold30_r": -1.0 }, { "symbol": "CEG", "date": "2025-01-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.379127, "strategy_rank": 96.573669, "rr": 1.240359, "primary_prob": 47.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.860538, "raw_level_count": 20, "gate_level_count": 20, "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": 98.509052, "strategy_rank": 98.510477, "rr": 2.534928, "primary_prob": 28.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 3.802392, "raw_level_count": 20, "gate_level_count": 20, "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": 83.599574, "strategy_rank": 60.780848, "rr": 1.07054, "primary_prob": 37.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 67, "primary_distance_atr": 1.605811, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.99185, "hold30_r": 4.73251 }, { "symbol": "AFL", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.256656, "strategy_rank": 64.268194, "rr": 1.743344, "primary_prob": 23.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.615016, "raw_level_count": 20, "gate_level_count": 20, "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": 83.386581, "strategy_rank": 62.765511, "rr": 1.634149, "primary_prob": 24.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.451224, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.570196, "hold30_r": 5.233621 }, { "symbol": "ALL", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.859425, "strategy_rank": 72.616247, "rr": 1.78989, "primary_prob": 22.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.684835, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.065443, "hold30_r": -1.0 }, { "symbol": "AON", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.682641, "strategy_rank": 62.400779, "rr": 1.022907, "primary_prob": 38.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.53436, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.935532, "hold30_r": 5.155596 }, { "symbol": "APO", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.687966, "strategy_rank": 85.777118, "rr": 1.203138, "primary_prob": 33.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.804707, "raw_level_count": 20, "gate_level_count": 20, "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": 99.893504, "strategy_rank": 99.702523, "rr": 1.67282, "primary_prob": 24.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.50923, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.653448, "hold30_r": 2.503819 }, { "symbol": "AXON", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.935037, "strategy_rank": 98.012488, "rr": 1.667697, "primary_prob": 24.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.501546, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.636254, "hold30_r": -1.0 }, { "symbol": "BK", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.13738, "strategy_rank": 66.536294, "rr": 1.79974, "primary_prob": 22.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.69961, "raw_level_count": 20, "gate_level_count": 20, "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": 92.119276, "strategy_rank": 69.260563, "rr": 0.854718, "primary_prob": 43.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 1.282076, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.777425, "hold30_r": 4.068445 }, { "symbol": "CASY", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.173589, "strategy_rank": 72.58457, "rr": 1.334671, "primary_prob": 30.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.002007, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.272664, "hold30_r": 1.296493 }, { "symbol": "CBOE", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.332268, "strategy_rank": 74.154881, "rr": 1.637704, "primary_prob": 24.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.456556, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.576409, "hold30_r": 3.226299 }, { "symbol": "CBRE", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.326944, "strategy_rank": 79.47281, "rr": 1.567412, "primary_prob": 26.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.351118, "raw_level_count": 20, "gate_level_count": 20, "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": 88.498403, "strategy_rank": 71.948882, "rr": 1.627803, "primary_prob": 24.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.441705, "raw_level_count": 20, "gate_level_count": 20, "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": 83.919063, "strategy_rank": 59.666911, "rr": 1.698652, "primary_prob": 23.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.547978, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.618242, "hold30_r": 3.871562 }, { "symbol": "CMI", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.711395, "strategy_rank": 76.779505, "rr": 1.339359, "primary_prob": 30.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.009038, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.263119, "hold30_r": -1.0 }, { "symbol": "COHR", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.527157, "strategy_rank": 95.690666, "rr": 1.801907, "primary_prob": 22.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.70286, "raw_level_count": 20, "gate_level_count": 20, "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": 84.451544, "strategy_rank": 88.956845, "rr": 1.512428, "primary_prob": 27.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.268643, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.494869, "hold30_r": -0.961591 }, { "symbol": "CTAS", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.984026, "strategy_rank": 74.456971, "rr": 1.082521, "primary_prob": 36.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.623782, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.027428, "hold30_r": 2.293113 }, { "symbol": "CVNA", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.467519, "strategy_rank": 98.799238, "rr": 1.019624, "primary_prob": 38.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.529437, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.999245, "hold30_r": 1.281755 }, { "symbol": "DASH", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.077742, "strategy_rank": 86.237222, "rr": 0.944144, "primary_prob": 40.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 1.416217, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.893135, "hold30_r": 4.491853 }, { "symbol": "DVA", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.693291, "strategy_rank": 83.261737, "rr": 1.64871, "primary_prob": 24.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.473066, "raw_level_count": 20, "gate_level_count": 20, "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": 86.048988, "strategy_rank": 72.718368, "rr": 1.436726, "primary_prob": 28.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.155089, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.381841, "hold30_r": 2.702116 }, { "symbol": "EME", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.976571, "strategy_rank": 92.373408, "rr": 1.504703, "primary_prob": 27.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.257054, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.456647, "hold30_r": -1.0 }, { "symbol": "ETR", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.101171, "strategy_rank": 84.978463, "rr": 0.988437, "primary_prob": 39.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.482656, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.919954, "hold30_r": 4.115672 }, { "symbol": "FICO", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.166134, "strategy_rank": 85.46916, "rr": 1.39948, "primary_prob": 29.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.09922, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.348621, "hold30_r": -1.0 }, { "symbol": "FIS", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.191693, "strategy_rank": 59.669217, "rr": 0.931857, "primary_prob": 41.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.397786, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.074893, "hold30_r": -1.0 }, { "symbol": "FISV", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.197018, "strategy_rank": 65.211161, "rr": 1.661742, "primary_prob": 24.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.492613, "raw_level_count": 20, "gate_level_count": 20, "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": 95.953142, "strategy_rank": 94.9379, "rr": 1.076667, "primary_prob": 36.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.615001, "raw_level_count": 20, "gate_level_count": 20, "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": 93.503727, "strategy_rank": 92.77745, "rr": 0.871359, "primary_prob": 43.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.307038, "raw_level_count": 20, "gate_level_count": 20, "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": 97.231097, "strategy_rank": 83.730558, "rr": 1.767437, "primary_prob": 22.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.651155, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.709238, "hold30_r": -1.0 }, { "symbol": "GEN", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.469649, "strategy_rank": 68.398181, "rr": 1.237686, "primary_prob": 32.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 1.856528, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.175801, "hold30_r": -1.0 }, { "symbol": "GLW", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.28541, "strategy_rank": 74.697876, "rr": 1.819734, "primary_prob": 21.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.729602, "raw_level_count": 20, "gate_level_count": 20, "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": 94.888179, "strategy_rank": 92.154209, "rr": 1.896876, "primary_prob": 20.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.845313, "raw_level_count": 20, "gate_level_count": 20, "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": 82.321619, "strategy_rank": 70.841694, "rr": 1.389805, "primary_prob": 29.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 83, "primary_distance_atr": 2.084708, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.334956, "hold30_r": 5.018128 }, { "symbol": "HIG", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.900958, "strategy_rank": 71.754238, "rr": 1.497162, "primary_prob": 27.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.245744, "raw_level_count": 20, "gate_level_count": 20, "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": 97.018104, "strategy_rank": 92.49866, "rr": 1.713932, "primary_prob": 23.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.570898, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.656953, "hold30_r": 4.635973 }, { "symbol": "IBM", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.617678, "strategy_rank": 65.126642, "rr": 1.933305, "primary_prob": 20.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.899957, "raw_level_count": 20, "gate_level_count": 20, "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": 93.71672, "strategy_rank": 82.926545, "rr": 0.98341, "primary_prob": 39.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.475115, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.913517, "hold30_r": 1.271145 }, { "symbol": "IRM", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.462194, "strategy_rank": 86.378313, "rr": 1.211746, "primary_prob": 33.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.817619, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.164758, "hold30_r": -1.0 }, { "symbol": "ISRG", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.350373, "strategy_rank": 80.029337, "rr": 0.868671, "primary_prob": 43.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.303006, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.806844, "hold30_r": 3.482006 }, { "symbol": "KKR", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.113951, "strategy_rank": 83.623078, "rr": 1.24362, "primary_prob": 32.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.86543, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.046065, "hold30_r": -1.0 }, { "symbol": "KMI", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.160809, "strategy_rank": 73.080082, "rr": 0.818773, "primary_prob": 45.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.228159, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.749256, "hold30_r": -1.0 }, { "symbol": "KR", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.747604, "strategy_rank": 68.910584, "rr": 1.833914, "primary_prob": 21.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.750871, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.776707, "hold30_r": 2.863223 }, { "symbol": "LDOS", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.98935, "strategy_rank": 84.521208, "rr": 1.452173, "primary_prob": 28.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.178259, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.400191, "hold30_r": -1.0 }, { "symbol": "MCK", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.664537, "strategy_rank": 81.590016, "rr": 1.120503, "primary_prob": 35.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.680755, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.049427, "hold30_r": 0.757224 }, { "symbol": "MO", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.521832, "strategy_rank": 68.811142, "rr": 1.813657, "primary_prob": 22.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 2.720486, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.732736, "hold30_r": -1.0 }, { "symbol": "MSI", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.776358, "strategy_rank": 65.677845, "rr": 1.211193, "primary_prob": 33.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.816789, "raw_level_count": 20, "gate_level_count": 20, "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": 99.680511, "strategy_rank": 99.680816, "rr": 1.508661, "primary_prob": 27.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.262991, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.012505, "hold30_r": -0.764279 }, { "symbol": "MTB", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.261981, "strategy_rank": 79.396125, "rr": 1.104531, "primary_prob": 36.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.656797, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.046392, "hold30_r": 0.225547 }, { "symbol": "NDAQ", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.132055, "strategy_rank": 64.21091, "rr": 1.431067, "primary_prob": 28.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.146601, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.352592, "hold30_r": 2.420225 }, { "symbol": "NFLX", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.036209, "strategy_rank": 82.959104, "rr": 1.416749, "primary_prob": 28.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.125123, "raw_level_count": 20, "gate_level_count": 20, "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": 88.072417, "strategy_rank": 62.032858, "rr": 1.871392, "primary_prob": 21.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.807088, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.788128, "hold30_r": 5.004655 }, { "symbol": "NRG", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.314164, "strategy_rank": 92.516093, "rr": 0.909628, "primary_prob": 42.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.364442, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.871271, "hold30_r": 1.830042 }, { "symbol": "NVDA", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.740149, "strategy_rank": 95.584983, "rr": 1.603315, "primary_prob": 25.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.404972, "raw_level_count": 20, "gate_level_count": 20, "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": 89.563365, "strategy_rank": 76.930024, "rr": 1.309208, "primary_prob": 31.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.963811, "raw_level_count": 20, "gate_level_count": 20, "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": 85.835996, "strategy_rank": 81.295388, "rr": 1.911367, "primary_prob": 20.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.86705, "raw_level_count": 20, "gate_level_count": 20, "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": 90.734824, "strategy_rank": 71.47616, "rr": 1.935584, "primary_prob": 20.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.903377, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.861636, "hold30_r": -1.0 }, { "symbol": "PGR", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.675186, "strategy_rank": 76.559255, "rr": 0.834681, "primary_prob": 44.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.252022, "raw_level_count": 20, "gate_level_count": 20, "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": 85.410011, "strategy_rank": 62.239237, "rr": 1.35792, "primary_prob": 30.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.03688, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.273927, "hold30_r": -1.092744 }, { "symbol": "PLTR", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.254526, "strategy_rank": 98.90492, "rr": 1.875004, "primary_prob": 21.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.812505, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.854551, "hold30_r": 4.581982 }, { "symbol": "PM", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.373802, "strategy_rank": 75.140005, "rr": 1.314414, "primary_prob": 31.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.971621, "raw_level_count": 20, "gate_level_count": 20, "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": 82.534611, "strategy_rank": 72.264674, "rr": 1.08786, "primary_prob": 36.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.63179, "raw_level_count": 20, "gate_level_count": 20, "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": 80.404686, "strategy_rank": 56.920223, "rr": 1.203119, "primary_prob": 33.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.804678, "raw_level_count": 20, "gate_level_count": 20, "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": 94.249201, "strategy_rank": 90.624122, "rr": 1.639478, "primary_prob": 24.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.459217, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.594148, "hold30_r": 0.898237 }, { "symbol": "RJF", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.960596, "strategy_rank": 76.288978, "rr": 1.166605, "primary_prob": 34.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.749908, "raw_level_count": 20, "gate_level_count": 20, "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": 87.646432, "strategy_rank": 67.849318, "rr": 1.229027, "primary_prob": 33.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 1.84354, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.145407, "hold30_r": 3.092051 }, { "symbol": "SATS", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.657082, "strategy_rank": 97.850403, "rr": 1.6558, "primary_prob": 24.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 92, "primary_distance_atr": 2.4837, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.622976, "hold30_r": 4.938806 }, { "symbol": "SO", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.043663, "strategy_rank": 57.845214, "rr": 1.895357, "primary_prob": 20.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.843036, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.809254, "hold30_r": 3.880969 }, { "symbol": "TKO", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.805112, "strategy_rank": 84.642559, "rr": 0.926955, "primary_prob": 41.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.390432, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.874639, "hold30_r": 3.137624 }, { "symbol": "TMUS", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.906283, "strategy_rank": 73.729303, "rr": 1.52733, "primary_prob": 26.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.290994, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.463446, "hold30_r": 7.948041 }, { "symbol": "TPL", "date": "2025-01-07", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 98.722045, "strategy_rank": 97.130909, "rr": 2.801287, "primary_prob": 26.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 4.201931, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.02749, "hold30_r": 0.953313 }, { "symbol": "TRGP", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.29606, "strategy_rank": 85.558834, "rr": 1.381191, "primary_prob": 29.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.071786, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.324924, "hold30_r": 1.878356 }, { "symbol": "TRV", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.108626, "strategy_rank": 73.081134, "rr": 1.905317, "primary_prob": 20.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.857976, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.074537, "hold30_r": -1.0 }, { "symbol": "TT", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.924388, "strategy_rank": 73.552804, "rr": 1.742928, "primary_prob": 23.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.614391, "raw_level_count": 20, "gate_level_count": 20, "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": 92.758253, "strategy_rank": 91.363898, "rr": 1.169722, "primary_prob": 34.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.754582, "raw_level_count": 20, "gate_level_count": 20, "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": 90.947817, "strategy_rank": 75.415064, "rr": 1.663402, "primary_prob": 24.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.495103, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.601606, "hold30_r": 2.832948 }, { "symbol": "VRT", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.592119, "strategy_rank": 96.595375, "rr": 1.229309, "primary_prob": 48.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.843963, "raw_level_count": 20, "gate_level_count": 20, "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": 85.623003, "strategy_rank": 67.674956, "rr": 1.546396, "primary_prob": 26.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.319595, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.478593, "hold30_r": -1.0 }, { "symbol": "WELL", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.308839, "strategy_rank": 67.547398, "rr": 1.742303, "primary_prob": 23.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.613455, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.669893, "hold30_r": 7.093005 }, { "symbol": "WFC", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.895634, "strategy_rank": 80.830128, "rr": 1.416336, "primary_prob": 28.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.124505, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.355328, "hold30_r": 2.518216 }, { "symbol": "WMB", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.545261, "strategy_rank": 74.5906, "rr": 1.169179, "primary_prob": 34.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.753768, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.105744, "hold30_r": -1.0 }, { "symbol": "WMT", "date": "2025-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.444089, "strategy_rank": 71.618506, "rr": 1.680755, "primary_prob": 24.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.521133, "raw_level_count": 20, "gate_level_count": 20, "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": 80.830671, "strategy_rank": 67.282107, "rr": 1.357093, "primary_prob": 30.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.035639, "raw_level_count": 20, "gate_level_count": 20, "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": 86.474973, "strategy_rank": 63.494265, "rr": 0.997115, "primary_prob": 39.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.495672, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.91606, "hold30_r": 2.223097 }, { "symbol": "HOOD", "date": "2025-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.708288, "strategy_rank": 98.645158, "rr": 1.661437, "primary_prob": 24.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.492156, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.638688, "hold30_r": 1.912077 }, { "symbol": "AEE", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.360603, "strategy_rank": 61.715941, "rr": 1.070959, "primary_prob": 52.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 1.606438, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.991307, "hold30_r": 4.563037 }, { "symbol": "ALL", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.423036, "strategy_rank": 72.527026, "rr": 1.888792, "primary_prob": 20.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.833188, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.052029, "hold30_r": 1.538483 }, { "symbol": "APO", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.603875, "strategy_rank": 89.712841, "rr": 1.776525, "primary_prob": 22.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.664787, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.042291, "hold30_r": -1.0 }, { "symbol": "APP", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.677072, "strategy_rank": 99.613006, "rr": 1.635221, "primary_prob": 39.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.452832, "raw_level_count": 20, "gate_level_count": 20, "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": 98.923574, "strategy_rank": 98.023326, "rr": 1.299824, "primary_prob": 31.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.949735, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.26362, "hold30_r": -1.0 }, { "symbol": "AZO", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.16254, "strategy_rank": 62.285881, "rr": 1.860111, "primary_prob": 21.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.790167, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.786161, "hold30_r": 3.309466 }, { "symbol": "BRO", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.145318, "strategy_rank": 63.915027, "rr": 1.031215, "primary_prob": 38.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.546823, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.95271, "hold30_r": 5.625911 }, { "symbol": "CASY", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.898816, "strategy_rank": 74.131317, "rr": 1.118132, "primary_prob": 35.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.677197, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.058884, "hold30_r": 1.734423 }, { "symbol": "CBOE", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.728741, "strategy_rank": 70.841449, "rr": 1.349934, "primary_prob": 30.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.024901, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.289724, "hold30_r": 2.877326 }, { "symbol": "CBRE", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.110872, "strategy_rank": 84.780615, "rr": 1.517831, "primary_prob": 26.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.276746, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.47236, "hold30_r": 1.842376 }, { "symbol": "CHRW", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.544672, "strategy_rank": 79.508309, "rr": 1.540076, "primary_prob": 26.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 92, "primary_distance_atr": 2.310114, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.482877, "hold30_r": -1.0 }, { "symbol": "CIEN", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.714747, "strategy_rank": 86.532083, "rr": 1.131545, "primary_prob": 35.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.697317, "raw_level_count": 20, "gate_level_count": 20, "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": 88.374596, "strategy_rank": 73.19269, "rr": 1.580008, "primary_prob": 25.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.370012, "raw_level_count": 20, "gate_level_count": 20, "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": 82.77718, "strategy_rank": 58.845313, "rr": 1.508032, "primary_prob": 27.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.262048, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.429223, "hold30_r": 4.476838 }, { "symbol": "CMG", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.992465, "strategy_rank": 80.144082, "rr": 0.927889, "primary_prob": 41.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 1.391834, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.864922, "hold30_r": -1.0 }, { "symbol": "CMI", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.527449, "strategy_rank": 77.564493, "rr": 1.201933, "primary_prob": 33.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.802899, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.128606, "hold30_r": -1.0 }, { "symbol": "COHR", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.555436, "strategy_rank": 96.462196, "rr": 0.822395, "primary_prob": 45.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.233592, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.796956, "hold30_r": -1.11432 }, { "symbol": "COIN", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.986006, "strategy_rank": 97.664883, "rr": 1.823825, "primary_prob": 21.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.735738, "raw_level_count": 20, "gate_level_count": 20, "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": 80.624327, "strategy_rank": 71.630162, "rr": 1.148256, "primary_prob": 35.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.722385, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.08868, "hold30_r": 1.796125 }, { "symbol": "CVNA", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.461787, "strategy_rank": 98.786341, "rr": 1.23, "primary_prob": 33.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.845, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.206918, "hold30_r": 1.027134 }, { "symbol": "DAL", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.561895, "strategy_rank": 82.353412, "rr": 0.714626, "primary_prob": 64.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.071939, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.67634, "hold30_r": -1.0 }, { "symbol": "DASH", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.034446, "strategy_rank": 85.765314, "rr": 0.756116, "primary_prob": 47.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 1.134173, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.705386, "hold30_r": 4.037575 }, { "symbol": "DECK", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.853606, "strategy_rank": 83.708254, "rr": 0.733392, "primary_prob": 48.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.100088, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.687373, "hold30_r": -1.0 }, { "symbol": "DVA", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.666308, "strategy_rank": 81.822209, "rr": 0.808169, "primary_prob": 60.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.212253, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.750481, "hold30_r": -1.485192 }, { "symbol": "EBAY", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.465016, "strategy_rank": 82.719074, "rr": 1.900956, "primary_prob": 35.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.851434, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.858959, "hold30_r": -1.0 }, { "symbol": "EME", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.416577, "strategy_rank": 92.494179, "rr": 0.91278, "primary_prob": 56.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.369171, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.86564, "hold30_r": -1.0 }, { "symbol": "FICO", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.680301, "strategy_rank": 83.577928, "rr": 1.467104, "primary_prob": 27.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.200655, "raw_level_count": 20, "gate_level_count": 20, "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": 83.20775, "strategy_rank": 61.818387, "rr": 1.370639, "primary_prob": 29.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.055958, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.301404, "hold30_r": -2.679265 }, { "symbol": "FISV", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.114101, "strategy_rank": 65.494463, "rr": 1.609157, "primary_prob": 25.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.413736, "raw_level_count": 20, "gate_level_count": 20, "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": 95.048439, "strategy_rank": 73.13262, "rr": 0.824209, "primary_prob": 45.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.236313, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.753092, "hold30_r": 6.075306 }, { "symbol": "FOXA", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.079656, "strategy_rank": 73.581081, "rr": 1.087757, "primary_prob": 36.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.631635, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.018493, "hold30_r": 6.464041 }, { "symbol": "FTNT", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.649085, "strategy_rank": 93.04363, "rr": 1.655249, "primary_prob": 24.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.482874, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.607709, "hold30_r": 3.818646 }, { "symbol": "GDDY", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.631862, "strategy_rank": 83.857325, "rr": 1.173856, "primary_prob": 34.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.760784, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.117373, "hold30_r": -1.0 }, { "symbol": "GLW", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.096878, "strategy_rank": 76.361806, "rr": 1.096934, "primary_prob": 36.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.6454, "raw_level_count": 20, "gate_level_count": 20, "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": 84.930032, "strategy_rank": 84.397375, "rr": 1.799734, "primary_prob": 22.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.699601, "raw_level_count": 20, "gate_level_count": 20, "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": 96.770721, "strategy_rank": 93.587144, "rr": 0.989438, "primary_prob": 39.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.484157, "raw_level_count": 20, "gate_level_count": 20, "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": 80.947255, "strategy_rank": 68.218873, "rr": 1.899918, "primary_prob": 20.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 83, "primary_distance_atr": 2.849878, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.844407, "hold30_r": 4.423357 }, { "symbol": "HIG", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.238967, "strategy_rank": 69.670281, "rr": 1.695278, "primary_prob": 23.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.542917, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.674611, "hold30_r": -1.606536 }, { "symbol": "IP", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.86437, "strategy_rank": 82.990467, "rr": 1.707171, "primary_prob": 38.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.560757, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.639973, "hold30_r": -1.0 }, { "symbol": "IRM", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.833154, "strategy_rank": 86.404667, "rr": 0.945568, "primary_prob": 40.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.418352, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.896969, "hold30_r": -1.0 }, { "symbol": "KKR", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.312164, "strategy_rank": 86.39448, "rr": 1.495053, "primary_prob": 27.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.24258, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.450639, "hold30_r": -1.0 }, { "symbol": "KR", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.235737, "strategy_rank": 72.92639, "rr": 0.816433, "primary_prob": 45.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.22465, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.756862, "hold30_r": 3.111043 }, { "symbol": "LDOS", "date": "2025-01-15", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 86.759957, "strategy_rank": 82.523815, "rr": 2.271702, "primary_prob": 31.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 3.407553, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.054629, "hold30_r": -1.0 }, { "symbol": "MCK", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.409042, "strategy_rank": 78.689763, "rr": 1.14729, "primary_prob": 35.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.720935, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.081153, "hold30_r": 3.219837 }, { "symbol": "MKC", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.068891, "strategy_rank": 61.198009, "rr": 1.395354, "primary_prob": 29.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 78, "primary_distance_atr": 2.093031, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.329057, "hold30_r": 5.001385 }, { "symbol": "MO", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.958019, "strategy_rank": 68.820828, "rr": 0.685844, "primary_prob": 50.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 1.028766, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.601463, "hold30_r": 3.976028 }, { "symbol": "MSI", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.329386, "strategy_rank": 63.48851, "rr": 0.766729, "primary_prob": 47.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.150094, "raw_level_count": 20, "gate_level_count": 20, "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": 99.892357, "strategy_rank": 99.828084, "rr": 1.817763, "primary_prob": 21.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.726644, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.04071, "hold30_r": -1.02609 }, { "symbol": "MTB", "date": "2025-01-15", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 88.159311, "strategy_rank": 80.896067, "rr": 2.334803, "primary_prob": 30.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 3.502205, "raw_level_count": 20, "gate_level_count": 20, "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": 81.593111, "strategy_rank": 84.54007, "rr": 1.276493, "primary_prob": 31.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.914739, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.24002, "hold30_r": -1.0 }, { "symbol": "NDAQ", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.499462, "strategy_rank": 65.297692, "rr": 1.06417, "primary_prob": 37.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.596255, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.988493, "hold30_r": 2.850893 }, { "symbol": "NFLX", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.263724, "strategy_rank": 84.09877, "rr": 1.104852, "primary_prob": 36.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.657278, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.051399, "hold30_r": 4.168242 }, { "symbol": "NI", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.451023, "strategy_rank": 63.034171, "rr": 1.395732, "primary_prob": 44.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.093599, "raw_level_count": 20, "gate_level_count": 20, "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": 94.294941, "strategy_rank": 94.59015, "rr": 0.990329, "primary_prob": 39.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.485494, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.959653, "hold30_r": -1.28794 }, { "symbol": "OKE", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.589882, "strategy_rank": 76.530084, "rr": 1.744425, "primary_prob": 38.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.616638, "raw_level_count": 20, "gate_level_count": 20, "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": 81.377826, "strategy_rank": 79.239156, "rr": 1.452945, "primary_prob": 28.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.179418, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.402145, "hold30_r": 1.243452 }, { "symbol": "ORLY", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.023681, "strategy_rank": 59.83074, "rr": 0.833611, "primary_prob": 44.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.250417, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.75242, "hold30_r": 5.719921 }, { "symbol": "PEG", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.742734, "strategy_rank": 71.180858, "rr": 1.53655, "primary_prob": 26.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.304825, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.463135, "hold30_r": -1.0 }, { "symbol": "PGR", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.895587, "strategy_rank": 75.005451, "rr": 1.859527, "primary_prob": 21.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.789291, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.797571, "hold30_r": 5.05037 }, { "symbol": "PKG", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.513455, "strategy_rank": 62.965427, "rr": 0.890186, "primary_prob": 42.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.335279, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.808081, "hold30_r": -2.635598 }, { "symbol": "PLTR", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.246502, "strategy_rank": 98.828774, "rr": 1.711916, "primary_prob": 23.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.567875, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.690184, "hold30_r": 2.675916 }, { "symbol": "PM", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.173305, "strategy_rank": 76.181828, "rr": 1.343927, "primary_prob": 30.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.015891, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.266188, "hold30_r": 12.060087 }, { "symbol": "PNR", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.638321, "strategy_rank": 72.227082, "rr": 1.205536, "primary_prob": 33.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.808304, "raw_level_count": 20, "gate_level_count": 20, "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": 95.801938, "strategy_rank": 91.68582, "rr": 0.961985, "primary_prob": 40.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.442978, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.913097, "hold30_r": 1.432064 }, { "symbol": "RJF", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.575888, "strategy_rank": 77.252907, "rr": 1.503232, "primary_prob": 27.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.254848, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.440575, "hold30_r": -1.0 }, { "symbol": "RMD", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.193757, "strategy_rank": 76.350222, "rr": 1.562509, "primary_prob": 26.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 83, "primary_distance_atr": 2.343764, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.506419, "hold30_r": 0.016824 }, { "symbol": "RTX", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.944026, "strategy_rank": 68.352664, "rr": 1.753443, "primary_prob": 37.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.630165, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.671539, "hold30_r": 4.779835 }, { "symbol": "SATS", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.38859, "strategy_rank": 93.424803, "rr": 1.904701, "primary_prob": 35.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.857051, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.869907, "hold30_r": 4.79693 }, { "symbol": "T", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.47901, "strategy_rank": 75.494105, "rr": 1.106187, "primary_prob": 36.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.659281, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.034269, "hold30_r": 9.026752 }, { "symbol": "TMUS", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.249731, "strategy_rank": 73.941764, "rr": 1.271536, "primary_prob": 32.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.907304, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.205812, "hold30_r": 8.513217 }, { "symbol": "TPL", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.493003, "strategy_rank": 96.981583, "rr": 1.53229, "primary_prob": 41.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.298434, "raw_level_count": 20, "gate_level_count": 20, "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": 87.29817, "strategy_rank": 90.786831, "rr": 0.850691, "primary_prob": 59.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.276036, "raw_level_count": 20, "gate_level_count": 20, "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": 87.082885, "strategy_rank": 72.835702, "rr": 1.134292, "primary_prob": 35.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.701438, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.071131, "hold30_r": -1.0 }, { "symbol": "TTD", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.510226, "strategy_rank": 92.648575, "rr": 1.503904, "primary_prob": 27.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.255856, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.039848, "hold30_r": -1.0 }, { "symbol": "TYL", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.020452, "strategy_rank": 74.803587, "rr": 1.238979, "primary_prob": 32.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.858469, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.174562, "hold30_r": 2.058517 }, { "symbol": "VRT", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.232508, "strategy_rank": 96.364902, "rr": 1.056781, "primary_prob": 52.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.585172, "raw_level_count": 20, "gate_level_count": 20, "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": 88.805167, "strategy_rank": 66.541299, "rr": 1.011794, "primary_prob": 38.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.517691, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.941202, "hold30_r": 7.505925 }, { "symbol": "WMB", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.326157, "strategy_rank": 75.918439, "rr": 0.747816, "primary_prob": 62.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.121723, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.687113, "hold30_r": -1.0 }, { "symbol": "WMT", "date": "2025-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.847147, "strategy_rank": 71.872832, "rr": 1.502973, "primary_prob": 27.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.254459, "raw_level_count": 20, "gate_level_count": 20, "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": 84.284177, "strategy_rank": 75.028966, "rr": 1.035742, "primary_prob": 38.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.553613, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.980677, "hold30_r": -1.110928 }, { "symbol": "HOOD", "date": "2025-01-22", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 98.980747, "strategy_rank": 98.779195, "rr": 2.537047, "primary_prob": 28.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 3.80557, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.510052, "hold30_r": -1.0 }, { "symbol": "AEE", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.807475, "strategy_rank": 66.145954, "rr": 1.326505, "primary_prob": 45.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.989757, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.255314, "hold30_r": 2.014191 }, { "symbol": "AEP", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.238958, "strategy_rank": 60.296583, "rr": 0.725818, "primary_prob": 63.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 75, "primary_distance_atr": 1.088727, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.646839, "hold30_r": 2.896789 }, { "symbol": "ALL", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.446206, "strategy_rank": 71.782243, "rr": 1.605117, "primary_prob": 25.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.407675, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.553821, "hold30_r": 2.231991 }, { "symbol": "APO", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.298981, "strategy_rank": 90.043334, "rr": 1.243532, "primary_prob": 32.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.865298, "raw_level_count": 20, "gate_level_count": 20, "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": 99.660249, "strategy_rank": 99.593065, "rr": 0.795188, "primary_prob": 61.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.192781, "raw_level_count": 20, "gate_level_count": 20, "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": 98.754247, "strategy_rank": 97.910385, "rr": 1.37937, "primary_prob": 29.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.069055, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.336067, "hold30_r": -1.14298 }, { "symbol": "BKNG", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.879955, "strategy_rank": 75.106273, "rr": 1.299791, "primary_prob": 31.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.949686, "raw_level_count": 20, "gate_level_count": 20, "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": 87.429219, "strategy_rank": 63.601806, "rr": 1.681842, "primary_prob": 24.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.522764, "raw_level_count": 20, "gate_level_count": 20, "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": 87.99547, "strategy_rank": 76.376987, "rr": 1.901887, "primary_prob": 35.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.85283, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.840248, "hold30_r": -1.0 }, { "symbol": "CBOE", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.426954, "strategy_rank": 65.082295, "rr": 1.814548, "primary_prob": 37.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.721822, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.749291, "hold30_r": 1.843355 }, { "symbol": "CCL", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.503964, "strategy_rank": 86.233834, "rr": 1.835216, "primary_prob": 21.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.752823, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.795459, "hold30_r": -1.0 }, { "symbol": "CHRW", "date": "2025-01-23", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 82.106455, "strategy_rank": 76.313301, "rr": 2.066756, "primary_prob": 33.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 3.100133, "raw_level_count": 20, "gate_level_count": 20, "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": 80.973952, "strategy_rank": 67.572409, "rr": 1.875399, "primary_prob": 21.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.813098, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.820109, "hold30_r": 0.790313 }, { "symbol": "CMI", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.826727, "strategy_rank": 77.208923, "rr": 1.497022, "primary_prob": 42.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.245533, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.079466, "hold30_r": -1.0 }, { "symbol": "COIN", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.055493, "strategy_rank": 97.702092, "rr": 1.687219, "primary_prob": 38.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.530829, "raw_level_count": 20, "gate_level_count": 20, "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": 81.653454, "strategy_rank": 60.302852, "rr": 0.828, "primary_prob": 44.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.242, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.749261, "hold30_r": 0.925572 }, { "symbol": "CVNA", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.433749, "strategy_rank": 98.724255, "rr": 1.669687, "primary_prob": 39.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.504531, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.643578, "hold30_r": -1.0 }, { "symbol": "D", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.277463, "strategy_rank": 68.183514, "rr": 1.184304, "primary_prob": 34.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 1.776456, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.124001, "hold30_r": 1.138972 }, { "symbol": "DASH", "date": "2025-01-23", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 91.619479, "strategy_rank": 83.175349, "rr": 2.183821, "primary_prob": 32.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 3.275731, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.054221, "hold30_r": -1.0 }, { "symbol": "EBAY", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.337486, "strategy_rank": 84.367694, "rr": 1.370809, "primary_prob": 29.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.056214, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.326326, "hold30_r": -1.0 }, { "symbol": "EVRG", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.012458, "strategy_rank": 58.244008, "rr": 1.124382, "primary_prob": 50.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 96, "primary_distance_atr": 1.686574, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.032752, "hold30_r": 1.9907 }, { "symbol": "FICO", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.147225, "strategy_rank": 82.888853, "rr": 0.935154, "primary_prob": 41.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.402731, "raw_level_count": 20, "gate_level_count": 20, "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": 81.200453, "strategy_rank": 60.425435, "rr": 0.922672, "primary_prob": 41.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.384008, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.843147, "hold30_r": -3.655785 }, { "symbol": "FISV", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.788222, "strategy_rank": 67.089749, "rr": 1.250647, "primary_prob": 32.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.87597, "raw_level_count": 20, "gate_level_count": 20, "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": 96.602492, "strategy_rank": 73.87879, "rr": 1.030787, "primary_prob": 38.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.54618, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.95303, "hold30_r": 4.704591 }, { "symbol": "FOXA", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.262741, "strategy_rank": 74.82473, "rr": 1.167578, "primary_prob": 34.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.751368, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.092213, "hold30_r": 5.517402 }, { "symbol": "GM", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.768969, "strategy_rank": 86.364998, "rr": 1.556927, "primary_prob": 41.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 2.33539, "raw_level_count": 20, "gate_level_count": 20, "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": 95.80974, "strategy_rank": 92.872906, "rr": 0.67341, "primary_prob": 66.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.010115, "raw_level_count": 20, "gate_level_count": 20, "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": 95.130238, "strategy_rank": 84.110896, "rr": 0.991115, "primary_prob": 54.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.486673, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -2.209956, "hold30_r": -2.136106 }, { "symbol": "IRM", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.07248, "strategy_rank": 85.1159, "rr": 1.920176, "primary_prob": 35.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.880264, "raw_level_count": 20, "gate_level_count": 20, "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": 89.580974, "strategy_rank": 73.394393, "rr": 1.770009, "primary_prob": 22.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.655013, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.701924, "hold30_r": 4.725371 }, { "symbol": "LDOS", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.258211, "strategy_rank": 82.047264, "rr": 0.993062, "primary_prob": 39.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.489593, "raw_level_count": 20, "gate_level_count": 20, "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": 82.672707, "strategy_rank": 60.948685, "rr": 1.291932, "primary_prob": 31.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 109, "primary_distance_atr": 1.937898, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.22078, "hold30_r": 2.303449 }, { "symbol": "MCK", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.050963, "strategy_rank": 81.993396, "rr": 1.591101, "primary_prob": 40.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.386651, "raw_level_count": 20, "gate_level_count": 20, "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": 85.843715, "strategy_rank": 63.506609, "rr": 0.993921, "primary_prob": 39.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 66, "primary_distance_atr": 1.490881, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.933325, "hold30_r": 3.18541 }, { "symbol": "MSI", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.241223, "strategy_rank": 65.24225, "rr": 0.780129, "primary_prob": 61.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.170194, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.089257, "hold30_r": -1.0 }, { "symbol": "MSTR", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.88675, "strategy_rank": 99.819259, "rr": 1.673377, "primary_prob": 39.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.510066, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.016181, "hold30_r": -1.0 }, { "symbol": "NCLH", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.1812, "strategy_rank": 83.624022, "rr": 1.773826, "primary_prob": 22.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.660739, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.73609, "hold30_r": -1.0 }, { "symbol": "NDAQ", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.465459, "strategy_rank": 64.615224, "rr": 0.93206, "primary_prob": 56.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.39809, "raw_level_count": 20, "gate_level_count": 20, "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": 84.03171, "strategy_rank": 72.520055, "rr": 1.021444, "primary_prob": 38.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 73, "primary_distance_atr": 1.532166, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.961822, "hold30_r": 1.550187 }, { "symbol": "NI", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.638732, "strategy_rank": 65.422084, "rr": 0.860312, "primary_prob": 58.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.290469, "raw_level_count": 20, "gate_level_count": 20, "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": 95.356738, "strategy_rank": 95.329198, "rr": 1.925676, "primary_prob": 35.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.888514, "raw_level_count": 20, "gate_level_count": 20, "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": 88.448471, "strategy_rank": 77.133772, "rr": 1.184909, "primary_prob": 34.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.777364, "raw_level_count": 20, "gate_level_count": 20, "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": 84.824462, "strategy_rank": 83.492118, "rr": 0.990457, "primary_prob": 54.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.485685, "raw_level_count": 20, "gate_level_count": 20, "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": 92.865232, "strategy_rank": 74.103746, "rr": 1.487635, "primary_prob": 42.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.231452, "raw_level_count": 20, "gate_level_count": 20, "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": 93.091733, "strategy_rank": 73.112353, "rr": 1.09713, "primary_prob": 36.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.645695, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.034944, "hold30_r": 5.232958 }, { "symbol": "PKG", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.221971, "strategy_rank": 63.345007, "rr": 1.454234, "primary_prob": 43.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.181351, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -3.533811, "hold30_r": -3.447624 }, { "symbol": "PM", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.392978, "strategy_rank": 76.72593, "rr": 1.523108, "primary_prob": 41.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.284663, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.444691, "hold30_r": 7.977368 }, { "symbol": "PNW", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.407701, "strategy_rank": 58.044128, "rr": 1.621823, "primary_prob": 25.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.432734, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.54661, "hold30_r": 2.916171 }, { "symbol": "PPL", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.296716, "strategy_rank": 61.219426, "rr": 1.727935, "primary_prob": 23.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.591903, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.649039, "hold30_r": 1.602506 }, { "symbol": "RCL", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.903737, "strategy_rank": 91.021117, "rr": 1.49692, "primary_prob": 27.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.24538, "raw_level_count": 20, "gate_level_count": 20, "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": 94.563986, "strategy_rank": 95.619819, "rr": 0.774576, "primary_prob": 61.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.161863, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.037005, "hold30_r": -1.0 }, { "symbol": "SO", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.484711, "strategy_rank": 61.303898, "rr": 1.164653, "primary_prob": 34.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.746979, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.084816, "hold30_r": 4.435386 }, { "symbol": "T", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.771234, "strategy_rank": 73.452716, "rr": 1.412782, "primary_prob": 28.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.119172, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.337887, "hold30_r": 7.62902 }, { "symbol": "TMUS", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.014723, "strategy_rank": 71.712786, "rr": 1.075231, "primary_prob": 37.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.612847, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.00318, "hold30_r": 8.204307 }, { "symbol": "TPL", "date": "2025-01-23", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 98.301246, "strategy_rank": 96.984491, "rr": 2.215306, "primary_prob": 31.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 3.322959, "raw_level_count": 20, "gate_level_count": 20, "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": 96.828992, "strategy_rank": 97.442076, "rr": 1.942047, "primary_prob": 20.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.91307, "raw_level_count": 20, "gate_level_count": 20, "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": 86.523216, "strategy_rank": 71.38925, "rr": 1.205519, "primary_prob": 48.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.808279, "raw_level_count": 20, "gate_level_count": 20, "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": 94.110985, "strategy_rank": 92.326393, "rr": 1.602685, "primary_prob": 25.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.404028, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.039889, "hold30_r": -1.0 }, { "symbol": "TYL", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.862967, "strategy_rank": 74.366647, "rr": 1.020666, "primary_prob": 38.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.530999, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.954397, "hold30_r": -1.0 }, { "symbol": "UAL", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.527746, "strategy_rank": 96.56807, "rr": 1.691067, "primary_prob": 23.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.536601, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.032067, "hold30_r": -1.0 }, { "symbol": "WEC", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.747452, "strategy_rank": 57.233476, "rr": 1.452592, "primary_prob": 43.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 2.178887, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.373967, "hold30_r": 3.850038 }, { "symbol": "WELL", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.486976, "strategy_rank": 68.617095, "rr": 1.747094, "primary_prob": 38.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.620642, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.674939, "hold30_r": 4.149615 }, { "symbol": "WTW", "date": "2025-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.80521, "strategy_rank": 61.876724, "rr": 1.66853, "primary_prob": 24.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.502795, "raw_level_count": 20, "gate_level_count": 20, "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": 86.070215, "strategy_rank": 76.280718, "rr": 2.592492, "primary_prob": 28.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 3.888739, "raw_level_count": 20, "gate_level_count": 20, "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": 96.300448, "strategy_rank": 97.041599, "rr": 1.731003, "primary_prob": 23.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.596505, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.019298, "hold30_r": -1.0 }, { "symbol": "HOOD", "date": "2025-01-29", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 98.878924, "strategy_rank": 98.611895, "rr": 2.182893, "primary_prob": 32.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 3.274339, "raw_level_count": 20, "gate_level_count": 20, "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": 88.452915, "strategy_rank": 64.632124, "rr": 1.014244, "primary_prob": 53.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.521366, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.94294, "hold30_r": 1.897943 }, { "symbol": "AEP", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.06278, "strategy_rank": 61.63389, "rr": 1.611789, "primary_prob": 40.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 58, "primary_distance_atr": 2.417684, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.54668, "hold30_r": 2.500623 }, { "symbol": "ALL", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.847534, "strategy_rank": 70.697184, "rr": 1.968035, "primary_prob": 34.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.952053, "raw_level_count": 20, "gate_level_count": 20, "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": 89.798206, "strategy_rank": 88.501202, "rr": 1.953678, "primary_prob": 35.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.930518, "raw_level_count": 20, "gate_level_count": 20, "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": 99.663677, "strategy_rank": 99.596976, "rr": 0.6708, "primary_prob": 66.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.0062, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.647979, "hold30_r": -1.156299 }, { "symbol": "AVGO", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.928251, "strategy_rank": 93.545307, "rr": 1.770346, "primary_prob": 22.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.655519, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.024663, "hold30_r": -1.0 }, { "symbol": "AXON", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.654709, "strategy_rank": 97.650475, "rr": 1.040026, "primary_prob": 53.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.56004, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.994471, "hold30_r": -1.0 }, { "symbol": "BKNG", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.269058, "strategy_rank": 72.78052, "rr": 1.66696, "primary_prob": 24.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.50044, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.610907, "hold30_r": -1.0 }, { "symbol": "BKR", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.941704, "strategy_rank": 76.737405, "rr": 1.266052, "primary_prob": 47.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.899079, "raw_level_count": 20, "gate_level_count": 20, "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": 84.977578, "strategy_rank": 62.970338, "rr": 1.342935, "primary_prob": 30.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.014402, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.272863, "hold30_r": 4.232488 }, { "symbol": "CASY", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.022422, "strategy_rank": 75.920723, "rr": 0.739884, "primary_prob": 63.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.109826, "raw_level_count": 20, "gate_level_count": 20, "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": 83.744395, "strategy_rank": 67.000965, "rr": 1.156394, "primary_prob": 49.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 1.734591, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.087496, "hold30_r": 1.345111 }, { "symbol": "CHRW", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.61435, "strategy_rank": 78.146805, "rr": 1.904742, "primary_prob": 20.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 96, "primary_distance_atr": 2.857113, "raw_level_count": 20, "gate_level_count": 20, "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": 89.461883, "strategy_rank": 91.114938, "rr": 1.714987, "primary_prob": 23.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.57248, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.024082, "hold30_r": -1.0 }, { "symbol": "CINF", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.390135, "strategy_rank": 66.760804, "rr": 1.365458, "primary_prob": 29.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.048188, "raw_level_count": 20, "gate_level_count": 20, "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": 88.116592, "strategy_rank": 75.625748, "rr": 1.142488, "primary_prob": 35.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.713732, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.063473, "hold30_r": -1.0 }, { "symbol": "CMS", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.044843, "strategy_rank": 56.366586, "rr": 1.849341, "primary_prob": 21.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 71, "primary_distance_atr": 2.774011, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.776884, "hold30_r": 3.595469 }, { "symbol": "COHR", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.38565, "strategy_rank": 94.464927, "rr": 1.783919, "primary_prob": 22.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.675878, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.7655, "hold30_r": -1.0 }, { "symbol": "COIN", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.515695, "strategy_rank": 96.62635, "rr": 1.53252, "primary_prob": 41.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.29878, "raw_level_count": 20, "gate_level_count": 20, "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": 99.439462, "strategy_rank": 98.467959, "rr": 1.739724, "primary_prob": 38.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.609587, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.711658, "hold30_r": -1.0 }, { "symbol": "D", "date": "2025-01-30", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 84.753363, "strategy_rank": 68.377634, "rr": 2.484021, "primary_prob": 29.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 3.726032, "raw_level_count": 20, "gate_level_count": 20, "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": 87.780269, "strategy_rank": 79.043954, "rr": 2.965588, "primary_prob": 25.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 4.448383, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.909961, "hold30_r": -1.0 }, { "symbol": "EBAY", "date": "2025-01-30", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 92.152466, "strategy_rank": 83.043039, "rr": 2.050187, "primary_prob": 33.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 3.075281, "raw_level_count": 20, "gate_level_count": 20, "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": 97.309417, "strategy_rank": 94.932234, "rr": 1.373889, "primary_prob": 29.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.060833, "raw_level_count": 20, "gate_level_count": 20, "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": 96.636771, "strategy_rank": 87.455796, "rr": 0.679517, "primary_prob": 65.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.019275, "raw_level_count": 20, "gate_level_count": 20, "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": 82.511211, "strategy_rank": 57.891926, "rr": 1.12578, "primary_prob": 50.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 66, "primary_distance_atr": 1.688671, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.039047, "hold30_r": 2.1599 }, { "symbol": "FICO", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.600897, "strategy_rank": 83.826214, "rr": 0.86479, "primary_prob": 43.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.297185, "raw_level_count": 20, "gate_level_count": 20, "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": 95.73991, "strategy_rank": 95.811233, "rr": 1.596144, "primary_prob": 25.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.394217, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.023644, "hold30_r": -1.0 }, { "symbol": "GLW", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.143498, "strategy_rank": 80.258549, "rr": 1.693031, "primary_prob": 23.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.539547, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.047944, "hold30_r": -1.011051 }, { "symbol": "GM", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.704036, "strategy_rank": 90.002881, "rr": 1.514409, "primary_prob": 26.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 2.271614, "raw_level_count": 20, "gate_level_count": 20, "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": 94.506726, "strategy_rank": 84.05415, "rr": 1.582858, "primary_prob": 25.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.374287, "raw_level_count": 20, "gate_level_count": 20, "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": 92.825112, "strategy_rank": 87.066964, "rr": 1.661031, "primary_prob": 24.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.491547, "raw_level_count": 20, "gate_level_count": 20, "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": 81.838565, "strategy_rank": 72.873588, "rr": 1.072743, "primary_prob": 52.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.609114, "raw_level_count": 20, "gate_level_count": 20, "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": 94.058296, "strategy_rank": 80.522371, "rr": 1.744672, "primary_prob": 23.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.617008, "raw_level_count": 20, "gate_level_count": 20, "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": 89.013453, "strategy_rank": 72.901596, "rr": 1.085931, "primary_prob": 36.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.628896, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.015854, "hold30_r": 2.330521 }, { "symbol": "LDOS", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.408072, "strategy_rank": 81.380064, "rr": 1.828536, "primary_prob": 21.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.742804, "raw_level_count": 20, "gate_level_count": 20, "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": 82.286996, "strategy_rank": 61.221009, "rr": 0.896698, "primary_prob": 42.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 109, "primary_distance_atr": 1.345047, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.824855, "hold30_r": 2.185296 }, { "symbol": "MCK", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.071749, "strategy_rank": 80.541286, "rr": 1.240167, "primary_prob": 47.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.86025, "raw_level_count": 20, "gate_level_count": 20, "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": 84.192825, "strategy_rank": 66.610955, "rr": 1.018534, "primary_prob": 53.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.527802, "raw_level_count": 20, "gate_level_count": 20, "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": 89.237668, "strategy_rank": 68.667485, "rr": 1.435793, "primary_prob": 28.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.15369, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.369326, "hold30_r": 4.752233 }, { "symbol": "MSI", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.556054, "strategy_rank": 64.205439, "rr": 0.987988, "primary_prob": 39.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.481982, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.908588, "hold30_r": -1.0 }, { "symbol": "MSTR", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.887892, "strategy_rank": 99.820966, "rr": 0.736653, "primary_prob": 48.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.104979, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.016297, "hold30_r": -1.0 }, { "symbol": "NEE", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.717489, "strategy_rank": 70.245259, "rr": 1.678544, "primary_prob": 24.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 132, "primary_distance_atr": 2.517815, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.048252, "hold30_r": -1.0 }, { "symbol": "NRG", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.282511, "strategy_rank": 93.148596, "rr": 1.118676, "primary_prob": 50.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.678014, "raw_level_count": 20, "gate_level_count": 20, "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": 95.179372, "strategy_rank": 95.351818, "rr": 1.780558, "primary_prob": 22.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.670837, "raw_level_count": 20, "gate_level_count": 20, "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": 88.67713, "strategy_rank": 77.224829, "rr": 1.573218, "primary_prob": 25.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.359828, "raw_level_count": 20, "gate_level_count": 20, "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": 93.161435, "strategy_rank": 76.408535, "rr": 1.870512, "primary_prob": 21.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.805768, "raw_level_count": 20, "gate_level_count": 20, "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": 90.246637, "strategy_rank": 71.619573, "rr": 1.938417, "primary_prob": 35.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.907626, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.881139, "hold30_r": 3.961113 }, { "symbol": "PKG", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.201794, "strategy_rank": 68.926172, "rr": 1.579057, "primary_prob": 25.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.368586, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.256895, "hold30_r": -1.200669 }, { "symbol": "PODD", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.165919, "strategy_rank": 79.978155, "rr": 1.716997, "primary_prob": 38.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 77, "primary_distance_atr": 2.575496, "raw_level_count": 20, "gate_level_count": 20, "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": 86.659193, "strategy_rank": 61.901658, "rr": 0.766242, "primary_prob": 62.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.149363, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.693394, "hold30_r": 1.545326 }, { "symbol": "PWR", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.883408, "strategy_rank": 87.399391, "rr": 1.690756, "primary_prob": 23.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.536135, "raw_level_count": 20, "gate_level_count": 20, "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": 96.076233, "strategy_rank": 96.515933, "rr": 1.891872, "primary_prob": 35.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.837809, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.855978, "hold30_r": -1.0 }, { "symbol": "SO", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.529148, "strategy_rank": 63.628504, "rr": 1.959193, "primary_prob": 34.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.93879, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.893554, "hold30_r": 2.106036 }, { "symbol": "T", "date": "2025-01-30", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 93.609865, "strategy_rank": 74.309029, "rr": 2.286312, "primary_prob": 31.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 3.429468, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.223478, "hold30_r": 3.348375 }, { "symbol": "TMUS", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.470852, "strategy_rank": 74.793284, "rr": 1.23705, "primary_prob": 47.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.855576, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.179718, "hold30_r": 2.643134 }, { "symbol": "TPL", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.430493, "strategy_rank": 97.02425, "rr": 1.665281, "primary_prob": 24.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.497922, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.636087, "hold30_r": 0.301106 }, { "symbol": "TRGP", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.982063, "strategy_rank": 87.257835, "rr": 1.078134, "primary_prob": 51.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.617201, "raw_level_count": 20, "gate_level_count": 20, "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": 97.64574, "strategy_rank": 97.815705, "rr": 1.856793, "primary_prob": 21.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.78519, "raw_level_count": 20, "gate_level_count": 20, "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": 83.96861, "strategy_rank": 71.616016, "rr": 1.211375, "primary_prob": 33.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.817063, "raw_level_count": 20, "gate_level_count": 20, "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": 91.367713, "strategy_rank": 89.231142, "rr": 1.596126, "primary_prob": 25.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.39419, "raw_level_count": 20, "gate_level_count": 20, "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": 85.538117, "strategy_rank": 65.27333, "rr": 1.485064, "primary_prob": 42.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.227596, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.427187, "hold30_r": -1.0 }, { "symbol": "UAL", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.206278, "strategy_rank": 95.962272, "rr": 0.71791, "primary_prob": 64.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.076866, "raw_level_count": 20, "gate_level_count": 20, "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": 94.730942, "strategy_rank": 95.842385, "rr": 1.567062, "primary_prob": 26.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.350593, "raw_level_count": 20, "gate_level_count": 20, "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": 99.103139, "strategy_rank": 99.070521, "rr": 0.914297, "primary_prob": 41.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.371445, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.017006, "hold30_r": -1.0 }, { "symbol": "WEC", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.493274, "strategy_rank": 57.18328, "rr": 1.763079, "primary_prob": 37.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 2.644619, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.073333, "hold30_r": -1.0 }, { "symbol": "WMB", "date": "2025-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.834081, "strategy_rank": 80.030225, "rr": 1.558085, "primary_prob": 26.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.337128, "raw_level_count": 20, "gate_level_count": 20, "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": 85.986547, "strategy_rank": 75.274382, "rr": 1.411008, "primary_prob": 29.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.116512, "raw_level_count": 20, "gate_level_count": 20, "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": 97.062147, "strategy_rank": 97.571881, "rr": 1.053564, "primary_prob": 52.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.580346, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.021735, "hold30_r": -1.0 }, { "symbol": "HOOD", "date": "2025-02-05", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 98.870056, "strategy_rank": 98.465796, "rr": 2.435669, "primary_prob": 29.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 3.653503, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.407272, "hold30_r": -1.0 }, { "symbol": "AEP", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.451977, "strategy_rank": 59.356925, "rr": 0.922912, "primary_prob": 56.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 58, "primary_distance_atr": 1.384368, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.854773, "hold30_r": 1.680186 }, { "symbol": "AFL", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.875706, "strategy_rank": 65.687319, "rr": 1.401049, "primary_prob": 29.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.101574, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.335292, "hold30_r": 1.645854 }, { "symbol": "ANET", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.033898, "strategy_rank": 85.531837, "rr": 1.85199, "primary_prob": 21.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.777985, "raw_level_count": 20, "gate_level_count": 20, "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": 84.971751, "strategy_rank": 69.277523, "rr": 0.895885, "primary_prob": 57.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.343828, "raw_level_count": 20, "gate_level_count": 20, "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": 87.118644, "strategy_rank": 83.550618, "rr": 1.792543, "primary_prob": 22.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.688815, "raw_level_count": 20, "gate_level_count": 20, "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": 99.661017, "strategy_rank": 99.593793, "rr": 0.869904, "primary_prob": 58.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.304856, "raw_level_count": 20, "gate_level_count": 20, "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": 89.265537, "strategy_rank": 91.675065, "rr": 0.922024, "primary_prob": 56.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.383036, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.027957, "hold30_r": -1.0 }, { "symbol": "BKR", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.056497, "strategy_rank": 82.803062, "rr": 0.764521, "primary_prob": 62.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.146781, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.043126, "hold30_r": -1.0 }, { "symbol": "CFG", "date": "2025-02-06", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 81.581921, "strategy_rank": 79.472209, "rr": 2.426162, "primary_prob": 29.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 3.639243, "raw_level_count": 20, "gate_level_count": 20, "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": 91.412429, "strategy_rank": 75.035998, "rr": 1.535617, "primary_prob": 26.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 119, "primary_distance_atr": 2.303425, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.488619, "hold30_r": 0.804853 }, { "symbol": "CIEN", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.80791, "strategy_rank": 85.914185, "rr": 1.014902, "primary_prob": 53.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.522354, "raw_level_count": 20, "gate_level_count": 20, "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": 90.282486, "strategy_rank": 75.765308, "rr": 1.055701, "primary_prob": 52.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.583552, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.99864, "hold30_r": -1.0 }, { "symbol": "COHR", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.333333, "strategy_rank": 94.454955, "rr": 1.066669, "primary_prob": 52.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.600003, "raw_level_count": 20, "gate_level_count": 20, "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": 97.853107, "strategy_rank": 98.260689, "rr": 1.512074, "primary_prob": 27.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.26811, "raw_level_count": 20, "gate_level_count": 20, "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": 99.435028, "strategy_rank": 98.523439, "rr": 1.831507, "primary_prob": 36.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.74726, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.032447, "hold30_r": -1.0 }, { "symbol": "D", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.180791, "strategy_rank": 68.18331, "rr": 1.784917, "primary_prob": 22.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 73, "primary_distance_atr": 2.677376, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.727821, "hold30_r": 0.089246 }, { "symbol": "DASH", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.977401, "strategy_rank": 78.877424, "rr": 1.815102, "primary_prob": 36.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.722653, "raw_level_count": 20, "gate_level_count": 20, "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": 89.830508, "strategy_rank": 81.732707, "rr": 0.771836, "primary_prob": 61.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.157754, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.714982, "hold30_r": -2.985247 }, { "symbol": "EBAY", "date": "2025-02-06", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 92.99435, "strategy_rank": 83.643342, "rr": 2.271866, "primary_prob": 31.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 3.407799, "raw_level_count": 20, "gate_level_count": 20, "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": 96.836158, "strategy_rank": 94.575851, "rr": 1.62252, "primary_prob": 25.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.43378, "raw_level_count": 20, "gate_level_count": 20, "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": 85.423729, "strategy_rank": 84.391205, "rr": 1.005353, "primary_prob": 54.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.50803, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.962998, "hold30_r": -1.0 }, { "symbol": "EXE", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.016949, "strategy_rank": 71.779432, "rr": 1.162153, "primary_prob": 34.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.743229, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.102805, "hold30_r": -1.0 }, { "symbol": "FICO", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.039548, "strategy_rank": 81.516873, "rr": 1.481403, "primary_prob": 27.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.222104, "raw_level_count": 20, "gate_level_count": 20, "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": 94.463277, "strategy_rank": 94.975645, "rr": 2.001518, "primary_prob": 34.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 3.002277, "raw_level_count": 20, "gate_level_count": 20, "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": 95.59322, "strategy_rank": 72.117957, "rr": 0.877802, "primary_prob": 58.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.316702, "raw_level_count": 20, "gate_level_count": 20, "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": 95.028249, "strategy_rank": 73.175179, "rr": 0.902258, "primary_prob": 57.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.353387, "raw_level_count": 20, "gate_level_count": 20, "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": 86.779661, "strategy_rank": 89.090357, "rr": 1.897333, "primary_prob": 20.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 2.845999, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.029328, "hold30_r": -1.0 }, { "symbol": "GM", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.937853, "strategy_rank": 83.934876, "rr": 1.379386, "primary_prob": 29.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 2.06908, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.033571, "hold30_r": -1.0 }, { "symbol": "HPE", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.225989, "strategy_rank": 83.083868, "rr": 1.903949, "primary_prob": 20.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.855924, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.034715, "hold30_r": -1.0 }, { "symbol": "IP", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.158192, "strategy_rank": 86.567491, "rr": 1.907608, "primary_prob": 20.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.861412, "raw_level_count": 20, "gate_level_count": 20, "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": 91.638418, "strategy_rank": 85.160406, "rr": 1.737953, "primary_prob": 38.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.606929, "raw_level_count": 20, "gate_level_count": 20, "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": 88.700565, "strategy_rank": 85.671477, "rr": 1.864978, "primary_prob": 21.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.797467, "raw_level_count": 20, "gate_level_count": 20, "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": 95.367232, "strategy_rank": 81.689495, "rr": 0.820589, "primary_prob": 45.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.230883, "raw_level_count": 20, "gate_level_count": 20, "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": 85.19774, "strategy_rank": 83.151932, "rr": 1.218467, "primary_prob": 33.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 1.827701, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.040883, "hold30_r": -1.0 }, { "symbol": "LNT", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.677966, "strategy_rank": 59.312414, "rr": 0.807449, "primary_prob": 60.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 109, "primary_distance_atr": 1.211173, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.732407, "hold30_r": 2.211929 }, { "symbol": "MMM", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.570621, "strategy_rank": 69.948084, "rr": 1.483832, "primary_prob": 42.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.225749, "raw_level_count": 20, "gate_level_count": 20, "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": 89.491525, "strategy_rank": 67.373798, "rr": 1.989538, "primary_prob": 34.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.984307, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.920266, "hold30_r": 3.263587 }, { "symbol": "MSI", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.553672, "strategy_rank": 63.020003, "rr": 1.540419, "primary_prob": 41.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.310628, "raw_level_count": 20, "gate_level_count": 20, "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": 99.887006, "strategy_rank": 99.819553, "rr": 1.817348, "primary_prob": 21.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.726023, "raw_level_count": 20, "gate_level_count": 20, "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": 88.248588, "strategy_rank": 80.828065, "rr": 2.405595, "primary_prob": 29.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 3.608393, "raw_level_count": 20, "gate_level_count": 20, "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": 82.259887, "strategy_rank": 84.845434, "rr": 1.913273, "primary_prob": 35.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.86991, "raw_level_count": 20, "gate_level_count": 20, "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": 85.649718, "strategy_rank": 73.434532, "rr": 1.73706, "primary_prob": 23.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 128, "primary_distance_atr": 2.60559, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.685433, "hold30_r": 0.599963 }, { "symbol": "NRG", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.384181, "strategy_rank": 94.867575, "rr": 1.530049, "primary_prob": 41.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.295074, "raw_level_count": 20, "gate_level_count": 20, "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": 93.559322, "strategy_rank": 94.207742, "rr": 1.532498, "primary_prob": 26.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.298746, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.024113, "hold30_r": -1.0 }, { "symbol": "OKE", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.186441, "strategy_rank": 78.830508, "rr": 1.63047, "primary_prob": 24.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.445705, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.04735, "hold30_r": -1.0 }, { "symbol": "PEG", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.542373, "strategy_rank": 75.962093, "rr": 1.291007, "primary_prob": 31.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.93651, "raw_level_count": 20, "gate_level_count": 20, "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": 87.344633, "strategy_rank": 69.654756, "rr": 1.854784, "primary_prob": 36.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.782176, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.79152, "hold30_r": 2.706988 }, { "symbol": "PKG", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.909605, "strategy_rank": 70.320507, "rr": 1.956012, "primary_prob": 20.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.934017, "raw_level_count": 20, "gate_level_count": 20, "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": 84.40678, "strategy_rank": 82.395557, "rr": 2.071586, "primary_prob": 33.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 3.107379, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.054228, "hold30_r": -1.0 }, { "symbol": "PWR", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.502825, "strategy_rank": 84.972248, "rr": 1.707116, "primary_prob": 23.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.560674, "raw_level_count": 20, "gate_level_count": 20, "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": 83.954802, "strategy_rank": 83.160253, "rr": 0.954494, "primary_prob": 40.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 1.431741, "raw_level_count": 20, "gate_level_count": 20, "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": 92.768362, "strategy_rank": 85.71488, "rr": 0.783947, "primary_prob": 61.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.175921, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.745059, "hold30_r": -1.0 }, { "symbol": "SO", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.485876, "strategy_rank": 60.341464, "rr": 1.865067, "primary_prob": 21.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 2.7976, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.794514, "hold30_r": 2.345016 }, { "symbol": "T", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.960452, "strategy_rank": 72.861506, "rr": 1.819562, "primary_prob": 36.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.729344, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.752054, "hold30_r": 3.548009 }, { "symbol": "TPL", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.644068, "strategy_rank": 97.294091, "rr": 1.955202, "primary_prob": 35.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.932804, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.029713, "hold30_r": -1.0 }, { "symbol": "TPR", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.011299, "strategy_rank": 92.530883, "rr": 0.939909, "primary_prob": 56.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.409864, "raw_level_count": 20, "gate_level_count": 20, "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": 98.079096, "strategy_rank": 88.182394, "rr": 1.667121, "primary_prob": 24.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.500682, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.044119, "hold30_r": -1.0 }, { "symbol": "TSLA", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.288136, "strategy_rank": 97.561154, "rr": 1.519743, "primary_prob": 26.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.279614, "raw_level_count": 20, "gate_level_count": 20, "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": 94.237288, "strategy_rank": 91.439075, "rr": 1.517725, "primary_prob": 26.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.276588, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.478785, "hold30_r": -5.019062 }, { "symbol": "TYL", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.728814, "strategy_rank": 64.623683, "rr": 0.703476, "primary_prob": 64.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.055213, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.640568, "hold30_r": -1.0 }, { "symbol": "UAL", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.418079, "strategy_rank": 95.953466, "rr": 0.774966, "primary_prob": 61.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.162449, "raw_level_count": 20, "gate_level_count": 20, "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": 94.80226, "strategy_rank": 95.888609, "rr": 1.900642, "primary_prob": 20.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.850963, "raw_level_count": 20, "gate_level_count": 20, "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": 99.096045, "strategy_rank": 99.063178, "rr": 0.866825, "primary_prob": 43.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.300238, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.018168, "hold30_r": -1.0 }, { "symbol": "VTR", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.242938, "strategy_rank": 62.714651, "rr": 1.660532, "primary_prob": 39.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.490798, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.594514, "hold30_r": 3.446489 }, { "symbol": "WMB", "date": "2025-02-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.785311, "strategy_rank": 80.447015, "rr": 1.832865, "primary_prob": 21.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.749298, "raw_level_count": 20, "gate_level_count": 20, "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": 90.734463, "strategy_rank": 77.804665, "rr": 1.185844, "primary_prob": 34.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.778767, "raw_level_count": 20, "gate_level_count": 20, "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": 97.975253, "strategy_rank": 98.213136, "rr": 1.194519, "primary_prob": 48.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.791778, "raw_level_count": 20, "gate_level_count": 20, "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": 98.987627, "strategy_rank": 98.552257, "rr": 1.902777, "primary_prob": 35.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.854166, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.874736, "hold30_r": -1.0 }, { "symbol": "AFL", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.03937, "strategy_rank": 64.83551, "rr": 1.184677, "primary_prob": 34.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.777015, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.111986, "hold30_r": 1.997451 }, { "symbol": "ANET", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.251969, "strategy_rank": 87.095079, "rr": 1.947287, "primary_prob": 20.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.92093, "raw_level_count": 20, "gate_level_count": 20, "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": 91.67604, "strategy_rank": 76.166509, "rr": 0.871568, "primary_prob": 43.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.307352, "raw_level_count": 20, "gate_level_count": 20, "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": 99.887514, "strategy_rank": 99.753287, "rr": 0.92798, "primary_prob": 56.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.391971, "raw_level_count": 20, "gate_level_count": 20, "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": 90.438695, "strategy_rank": 92.433626, "rr": 0.705962, "primary_prob": 64.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.058943, "raw_level_count": 20, "gate_level_count": 20, "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": 82.227222, "strategy_rank": 71.366446, "rr": 1.456533, "primary_prob": 28.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.184799, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.064516, "hold30_r": -1.0 }, { "symbol": "BAC", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.202475, "strategy_rank": 66.119336, "rr": 1.486829, "primary_prob": 27.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.230244, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.072752, "hold30_r": -1.0 }, { "symbol": "BKR", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.913386, "strategy_rank": 85.330523, "rr": 1.249005, "primary_prob": 32.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.873508, "raw_level_count": 20, "gate_level_count": 20, "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": 91.451069, "strategy_rank": 89.883609, "rr": 1.682948, "primary_prob": 24.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.524422, "raw_level_count": 20, "gate_level_count": 20, "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": 84.814398, "strategy_rank": 81.744099, "rr": 1.867161, "primary_prob": 21.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.800742, "raw_level_count": 20, "gate_level_count": 20, "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": 89.20135, "strategy_rank": 74.09828, "rr": 1.902085, "primary_prob": 20.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 78, "primary_distance_atr": 2.853128, "raw_level_count": 20, "gate_level_count": 20, "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": 83.239595, "strategy_rank": 86.890337, "rr": 1.778198, "primary_prob": 22.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.667296, "raw_level_count": 20, "gate_level_count": 20, "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": 87.851519, "strategy_rank": 74.228426, "rr": 1.115278, "primary_prob": 35.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.672917, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.054209, "hold30_r": -1.0 }, { "symbol": "COIN", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.038245, "strategy_rank": 95.591609, "rr": 1.77321, "primary_prob": 37.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.659816, "raw_level_count": 20, "gate_level_count": 20, "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": 99.212598, "strategy_rank": 98.138629, "rr": 2.549029, "primary_prob": 28.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 3.823544, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.035496, "hold30_r": -1.0 }, { "symbol": "D", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.102362, "strategy_rank": 65.035931, "rr": 1.857229, "primary_prob": 36.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.785843, "raw_level_count": 20, "gate_level_count": 20, "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": 93.588301, "strategy_rank": 89.599157, "rr": 0.811086, "primary_prob": 45.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.216629, "raw_level_count": 20, "gate_level_count": 20, "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": 84.589426, "strategy_rank": 73.927044, "rr": 1.764424, "primary_prob": 37.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.646637, "raw_level_count": 20, "gate_level_count": 20, "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": 82.00225, "strategy_rank": 85.217924, "rr": 1.27222, "primary_prob": 32.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.908331, "raw_level_count": 20, "gate_level_count": 20, "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": 93.138358, "strategy_rank": 83.673894, "rr": 1.643982, "primary_prob": 39.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.465973, "raw_level_count": 20, "gate_level_count": 20, "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": 96.850394, "strategy_rank": 94.637381, "rr": 1.494443, "primary_prob": 27.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.241665, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.03272, "hold30_r": -1.0 }, { "symbol": "EVRG", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.427447, "strategy_rank": 56.299213, "rr": 1.131611, "primary_prob": 50.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 62, "primary_distance_atr": 1.697416, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.039789, "hold30_r": -1.201139 }, { "symbol": "EXE", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.014623, "strategy_rank": 73.261412, "rr": 0.83592, "primary_prob": 44.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.253881, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.775538, "hold30_r": -1.0 }, { "symbol": "EXPE", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.87739, "strategy_rank": 81.239033, "rr": 1.06502, "primary_prob": 52.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.59753, "raw_level_count": 20, "gate_level_count": 20, "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": 88.526434, "strategy_rank": 80.915872, "rr": 1.412012, "primary_prob": 28.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.118018, "raw_level_count": 20, "gate_level_count": 20, "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": 94.263217, "strategy_rank": 95.043602, "rr": 0.677418, "primary_prob": 50.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.016126, "raw_level_count": 20, "gate_level_count": 20, "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": 90.213723, "strategy_rank": 80.047703, "rr": 1.099837, "primary_prob": 36.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.649756, "raw_level_count": 20, "gate_level_count": 20, "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": 95.83802, "strategy_rank": 93.021665, "rr": 1.314479, "primary_prob": 31.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.971719, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.255845, "hold30_r": 0.478322 }, { "symbol": "HPE", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.43982, "strategy_rank": 83.614817, "rr": 1.706093, "primary_prob": 23.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.55914, "raw_level_count": 20, "gate_level_count": 20, "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": 94.488189, "strategy_rank": 85.760993, "rr": 1.321412, "primary_prob": 30.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 1.982117, "raw_level_count": 20, "gate_level_count": 20, "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": 92.350956, "strategy_rank": 87.557203, "rr": 1.88639, "primary_prob": 20.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.829586, "raw_level_count": 20, "gate_level_count": 20, "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": 83.802025, "strategy_rank": 74.148539, "rr": 0.677914, "primary_prob": 50.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.016871, "raw_level_count": 20, "gate_level_count": 20, "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": 96.287964, "strategy_rank": 82.216804, "rr": 1.803557, "primary_prob": 22.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.705336, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.756553, "hold30_r": 1.601628 }, { "symbol": "LDOS", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.839145, "strategy_rank": 84.773964, "rr": 1.573663, "primary_prob": 25.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 2.360495, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.54009, "hold30_r": 0.438132 }, { "symbol": "LITE", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.064117, "strategy_rank": 90.272989, "rr": 1.788303, "primary_prob": 22.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 2.682454, "raw_level_count": 20, "gate_level_count": 20, "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": 80.652418, "strategy_rank": 75.672818, "rr": 1.153622, "primary_prob": 34.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.730433, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.095137, "hold30_r": 3.183594 }, { "symbol": "MMM", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.001125, "strategy_rank": 71.225983, "rr": 1.050866, "primary_prob": 52.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.576299, "raw_level_count": 20, "gate_level_count": 20, "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": 86.501687, "strategy_rank": 65.388807, "rr": 1.386876, "primary_prob": 44.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.080314, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.314102, "hold30_r": 3.074104 }, { "symbol": "MS", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.464567, "strategy_rank": 78.246026, "rr": 0.791426, "primary_prob": 46.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.187139, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.727245, "hold30_r": -1.0 }, { "symbol": "MSI", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.988751, "strategy_rank": 65.34375, "rr": 1.518354, "primary_prob": 26.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.277531, "raw_level_count": 20, "gate_level_count": 20, "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": 99.662542, "strategy_rank": 99.662996, "rr": 1.317724, "primary_prob": 30.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.976586, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.01865, "hold30_r": -1.0 }, { "symbol": "MTB", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.301462, "strategy_rank": 80.892771, "rr": 1.438518, "primary_prob": 28.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.157778, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.070412, "hold30_r": -1.0 }, { "symbol": "NCLH", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.776153, "strategy_rank": 90.58698, "rr": 1.765658, "primary_prob": 22.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.648487, "raw_level_count": 20, "gate_level_count": 20, "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": 97.300337, "strategy_rank": 95.288288, "rr": 1.185219, "primary_prob": 49.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.777829, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.035971, "hold30_r": -1.0 }, { "symbol": "NVDA", "date": "2025-02-13", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 91.226097, "strategy_rank": 92.245726, "rr": 2.97396, "primary_prob": 25.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 4.46094, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.028474, "hold30_r": -1.0 }, { "symbol": "OKE", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.688414, "strategy_rank": 79.831498, "rr": 1.729977, "primary_prob": 23.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.594965, "raw_level_count": 20, "gate_level_count": 20, "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": 92.013498, "strategy_rank": 75.260513, "rr": 1.439578, "primary_prob": 28.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.159368, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.062473, "hold30_r": -1.0 }, { "symbol": "PKG", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.07649, "strategy_rank": 70.623308, "rr": 1.952014, "primary_prob": 20.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.928021, "raw_level_count": 20, "gate_level_count": 20, "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": 87.626547, "strategy_rank": 81.394574, "rr": 1.744633, "primary_prob": 38.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 77, "primary_distance_atr": 2.616949, "raw_level_count": 20, "gate_level_count": 20, "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": 82.452193, "strategy_rank": 84.088316, "rr": 1.403116, "primary_prob": 29.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.104674, "raw_level_count": 20, "gate_level_count": 20, "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": 85.939258, "strategy_rank": 84.681556, "rr": 1.610118, "primary_prob": 25.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.415177, "raw_level_count": 20, "gate_level_count": 20, "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": 96.512936, "strategy_rank": 91.847969, "rr": 0.91584, "primary_prob": 56.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.37376, "raw_level_count": 20, "gate_level_count": 20, "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": 86.276715, "strategy_rank": 64.895381, "rr": 1.356507, "primary_prob": 30.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.034761, "raw_level_count": 20, "gate_level_count": 20, "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": 97.637795, "strategy_rank": 97.204239, "rr": 1.002925, "primary_prob": 54.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.504388, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.961601, "hold30_r": -1.0 }, { "symbol": "SYF", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.813273, "strategy_rank": 91.839504, "rr": 1.215554, "primary_prob": 33.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.823332, "raw_level_count": 20, "gate_level_count": 20, "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": 89.76378, "strategy_rank": 71.569248, "rr": 1.372419, "primary_prob": 44.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.058629, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.297098, "hold30_r": -1.0 }, { "symbol": "TPL", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.762655, "strategy_rank": 97.118181, "rr": 1.120249, "primary_prob": 35.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.680374, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.086133, "hold30_r": -1.0 }, { "symbol": "TRGP", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.200225, "strategy_rank": 88.728959, "rr": 1.070342, "primary_prob": 37.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.605514, "raw_level_count": 20, "gate_level_count": 20, "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": 97.075366, "strategy_rank": 97.415242, "rr": 1.503355, "primary_prob": 27.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.255032, "raw_level_count": 20, "gate_level_count": 20, "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": 81.777278, "strategy_rank": 69.371754, "rr": 1.690893, "primary_prob": 23.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.53634, "raw_level_count": 20, "gate_level_count": 20, "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": 89.426322, "strategy_rank": 91.389019, "rr": 1.568809, "primary_prob": 25.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 2.353214, "raw_level_count": 20, "gate_level_count": 20, "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": 98.537683, "strategy_rank": 95.885672, "rr": 0.692457, "primary_prob": 50.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.038685, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.660899, "hold30_r": -1.0 }, { "symbol": "VRT", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.062992, "strategy_rank": 96.77377, "rr": 1.627354, "primary_prob": 24.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.441031, "raw_level_count": 20, "gate_level_count": 20, "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": 99.43757, "strategy_rank": 99.303948, "rr": 1.770466, "primary_prob": 22.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.655699, "raw_level_count": 20, "gate_level_count": 20, "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": 82.789651, "strategy_rank": 68.2999, "rr": 0.843693, "primary_prob": 59.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.265539, "raw_level_count": 20, "gate_level_count": 20, "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": 85.376828, "strategy_rank": 70.984384, "rr": 1.366419, "primary_prob": 29.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.049629, "raw_level_count": 20, "gate_level_count": 20, "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": 95.388076, "strategy_rank": 82.325965, "rr": 1.135495, "primary_prob": 35.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.703243, "raw_level_count": 20, "gate_level_count": 20, "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": 95.050619, "strategy_rank": 95.090864, "rr": 1.099225, "primary_prob": 36.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.648838, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.046843, "hold30_r": -1.0 }, { "symbol": "ZBRA", "date": "2025-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.863892, "strategy_rank": 79.505956, "rr": 1.643215, "primary_prob": 24.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.464823, "raw_level_count": 20, "gate_level_count": 20, "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": 98.383621, "strategy_rank": 98.513696, "rr": 0.806483, "primary_prob": 45.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.209725, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.025801, "hold30_r": -1.0 }, { "symbol": "HOOD", "date": "2025-02-20", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 98.814655, "strategy_rank": 98.621872, "rr": 2.831765, "primary_prob": 26.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 4.247647, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.02081, "hold30_r": -1.0 }, { "symbol": "AFL", "date": "2025-02-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.435345, "strategy_rank": 62.156354, "rr": 1.949291, "primary_prob": 20.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.923936, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.874321, "hold30_r": -0.066047 }, { "symbol": "ANET", "date": "2025-02-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.487069, "strategy_rank": 92.299013, "rr": 1.893653, "primary_prob": 20.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.84048, "raw_level_count": 20, "gate_level_count": 20, "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": 89.547414, "strategy_rank": 74.102544, "rr": 0.849794, "primary_prob": 44.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.274691, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.789203, "hold30_r": -1.0 }, { "symbol": "APP", "date": "2025-02-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.892241, "strategy_rank": 99.763279, "rr": 1.896806, "primary_prob": 20.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.845209, "raw_level_count": 20, "gate_level_count": 20, "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": 87.284483, "strategy_rank": 90.292686, "rr": 1.225704, "primary_prob": 33.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.838556, "raw_level_count": 20, "gate_level_count": 20, "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": 97.952586, "strategy_rank": 97.276488, "rr": 1.910327, "primary_prob": 20.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.86549, "raw_level_count": 20, "gate_level_count": 20, "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": 81.788793, "strategy_rank": 70.477962, "rr": 1.589357, "primary_prob": 25.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.384036, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.057951, "hold30_r": -1.0 }, { "symbol": "BKR", "date": "2025-02-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.918103, "strategy_rank": 84.245898, "rr": 1.669951, "primary_prob": 24.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.504926, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.050357, "hold30_r": -1.0 }, { "symbol": "CBRE", "date": "2025-02-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.146552, "strategy_rank": 78.928393, "rr": 1.649533, "primary_prob": 24.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.474299, "raw_level_count": 20, "gate_level_count": 20, "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": 91.056034, "strategy_rank": 89.416643, "rr": 1.631311, "primary_prob": 24.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.446966, "raw_level_count": 20, "gate_level_count": 20, "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": 83.836207, "strategy_rank": 81.1047, "rr": 1.438907, "primary_prob": 28.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 72, "primary_distance_atr": 2.158361, "raw_level_count": 20, "gate_level_count": 20, "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": 92.564655, "strategy_rank": 75.214613, "rr": 1.392786, "primary_prob": 29.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 78, "primary_distance_atr": 2.08918, "raw_level_count": 20, "gate_level_count": 20, "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": 90.517241, "strategy_rank": 91.878198, "rr": 1.635447, "primary_prob": 24.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.45317, "raw_level_count": 20, "gate_level_count": 20, "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": 81.25, "strategy_rank": 69.810484, "rr": 1.244412, "primary_prob": 32.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.866618, "raw_level_count": 20, "gate_level_count": 20, "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": 85.991379, "strategy_rank": 89.322998, "rr": 1.807564, "primary_prob": 22.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.711346, "raw_level_count": 20, "gate_level_count": 20, "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": 99.461207, "strategy_rank": 98.558329, "rr": 1.534424, "primary_prob": 26.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.301635, "raw_level_count": 20, "gate_level_count": 20, "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": 92.349138, "strategy_rank": 89.225042, "rr": 1.876048, "primary_prob": 21.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.814071, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.033246, "hold30_r": -1.0 }, { "symbol": "DASH", "date": "2025-02-21", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 85.452586, "strategy_rank": 75.526488, "rr": 2.063261, "primary_prob": 33.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 3.094891, "raw_level_count": 20, "gate_level_count": 20, "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": 86.637931, "strategy_rank": 83.807842, "rr": 1.324769, "primary_prob": 30.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 1.987154, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.291898, "hold30_r": 0.818315 }, { "symbol": "EBAY", "date": "2025-02-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.87069, "strategy_rank": 80.780451, "rr": 1.695948, "primary_prob": 38.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.543922, "raw_level_count": 20, "gate_level_count": 20, "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": 96.767241, "strategy_rank": 94.801585, "rr": 1.599191, "primary_prob": 25.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.398787, "raw_level_count": 20, "gate_level_count": 20, "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": 92.887931, "strategy_rank": 89.731229, "rr": 1.936204, "primary_prob": 20.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.904306, "raw_level_count": 20, "gate_level_count": 20, "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": 96.982759, "strategy_rank": 88.016963, "rr": 0.690491, "primary_prob": 65.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.035736, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.636432, "hold30_r": -1.0 }, { "symbol": "EXE", "date": "2025-02-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.034483, "strategy_rank": 71.562848, "rr": 1.033765, "primary_prob": 38.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.550647, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.056691, "hold30_r": -1.0 }, { "symbol": "FFIV", "date": "2025-02-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.818966, "strategy_rank": 73.702308, "rr": 1.216385, "primary_prob": 33.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.824577, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.056213, "hold30_r": -1.0 }, { "symbol": "FICO", "date": "2025-02-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.172414, "strategy_rank": 74.056174, "rr": 1.625131, "primary_prob": 25.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.437696, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.584945, "hold30_r": -0.285517 }, { "symbol": "FIX", "date": "2025-02-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.689655, "strategy_rank": 95.982759, "rr": 1.535613, "primary_prob": 26.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.303419, "raw_level_count": 20, "gate_level_count": 20, "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": 94.50431, "strategy_rank": 88.120759, "rr": 1.695178, "primary_prob": 23.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.542768, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.037421, "hold30_r": -1.0 }, { "symbol": "GLW", "date": "2025-02-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.318966, "strategy_rank": 81.936179, "rr": 1.513712, "primary_prob": 26.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.270568, "raw_level_count": 20, "gate_level_count": 20, "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": 96.12069, "strategy_rank": 94.478031, "rr": 1.583735, "primary_prob": 40.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.375603, "raw_level_count": 20, "gate_level_count": 20, "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": 87.5, "strategy_rank": 82.185484, "rr": 1.627792, "primary_prob": 24.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.441689, "raw_level_count": 20, "gate_level_count": 20, "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": 84.806034, "strategy_rank": 85.719063, "rr": 1.950058, "primary_prob": 20.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.925087, "raw_level_count": 20, "gate_level_count": 20, "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": 95.258621, "strategy_rank": 88.197164, "rr": 1.345524, "primary_prob": 30.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.018286, "raw_level_count": 20, "gate_level_count": 20, "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": 97.198276, "strategy_rank": 92.329116, "rr": 1.107473, "primary_prob": 36.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.66121, "raw_level_count": 20, "gate_level_count": 20, "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": 94.935345, "strategy_rank": 85.777322, "rr": 1.302941, "primary_prob": 31.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 1.954412, "raw_level_count": 20, "gate_level_count": 20, "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": 93.103448, "strategy_rank": 88.043382, "rr": 1.827831, "primary_prob": 21.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.741746, "raw_level_count": 20, "gate_level_count": 20, "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": 82.758621, "strategy_rank": 73.124583, "rr": 1.518218, "primary_prob": 26.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.277327, "raw_level_count": 20, "gate_level_count": 20, "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": 83.405172, "strategy_rank": 81.770717, "rr": 1.246998, "primary_prob": 32.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.870497, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.035695, "hold30_r": -1.0 }, { "symbol": "KMI", "date": "2025-02-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.551724, "strategy_rank": 81.973304, "rr": 1.322673, "primary_prob": 30.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.984009, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.271483, "hold30_r": -1.0 }, { "symbol": "LITE", "date": "2025-02-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.086207, "strategy_rank": 92.318409, "rr": 1.546191, "primary_prob": 26.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 98, "primary_distance_atr": 2.319287, "raw_level_count": 20, "gate_level_count": 20, "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": 81.573276, "strategy_rank": 64.907745, "rr": 1.144519, "primary_prob": 50.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.716778, "raw_level_count": 20, "gate_level_count": 20, "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": 93.534483, "strategy_rank": 73.474138, "rr": 1.974929, "primary_prob": 19.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.962394, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.904557, "hold30_r": -1.0 }, { "symbol": "MO", "date": "2025-02-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.62069, "strategy_rank": 62.92158, "rr": 1.681873, "primary_prob": 39.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.522809, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.608119, "hold30_r": 0.68328 }, { "symbol": "MS", "date": "2025-02-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.853448, "strategy_rank": 81.119994, "rr": 1.7497, "primary_prob": 22.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.62455, "raw_level_count": 20, "gate_level_count": 20, "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": 87.068966, "strategy_rank": 68.141824, "rr": 1.921596, "primary_prob": 20.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.882394, "raw_level_count": 20, "gate_level_count": 20, "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": 99.676724, "strategy_rank": 99.676933, "rr": 1.331833, "primary_prob": 30.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.99775, "raw_level_count": 20, "gate_level_count": 20, "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": 82.00431, "strategy_rank": 76.338501, "rr": 1.019229, "primary_prob": 38.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.528843, "raw_level_count": 20, "gate_level_count": 20, "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": 87.715517, "strategy_rank": 88.916991, "rr": 1.565921, "primary_prob": 26.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 2.348882, "raw_level_count": 20, "gate_level_count": 20, "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": 86.422414, "strategy_rank": 61.65698, "rr": 0.935715, "primary_prob": 41.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.403572, "raw_level_count": 20, "gate_level_count": 20, "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": 89.116379, "strategy_rank": 83.575014, "rr": 0.972693, "primary_prob": 40.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.459039, "raw_level_count": 20, "gate_level_count": 20, "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": 97.413793, "strategy_rank": 95.641268, "rr": 1.164945, "primary_prob": 34.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.747418, "raw_level_count": 20, "gate_level_count": 20, "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": 90.732759, "strategy_rank": 91.706479, "rr": 1.190083, "primary_prob": 33.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.785125, "raw_level_count": 20, "gate_level_count": 20, "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": 88.577586, "strategy_rank": 76.326891, "rr": 1.151043, "primary_prob": 34.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.726564, "raw_level_count": 20, "gate_level_count": 20, "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": 88.362069, "strategy_rank": 88.401835, "rr": 0.695414, "primary_prob": 50.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 1.043121, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.659129, "hold30_r": -1.0 }, { "symbol": "PEG", "date": "2025-02-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.702586, "strategy_rank": 74.86923, "rr": 1.49055, "primary_prob": 27.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.235826, "raw_level_count": 20, "gate_level_count": 20, "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": 85.021552, "strategy_rank": 68.28928, "rr": 1.698249, "primary_prob": 23.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.547374, "raw_level_count": 20, "gate_level_count": 20, "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": 98.599138, "strategy_rank": 98.600042, "rr": 1.879718, "primary_prob": 21.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.819577, "raw_level_count": 20, "gate_level_count": 20, "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": 86.206897, "strategy_rank": 77.280311, "rr": 1.440782, "primary_prob": 28.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 77, "primary_distance_atr": 2.161173, "raw_level_count": 20, "gate_level_count": 20, "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": 85.237069, "strategy_rank": 85.956271, "rr": 1.597507, "primary_prob": 25.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.39626, "raw_level_count": 20, "gate_level_count": 20, "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": 84.267241, "strategy_rank": 83.148359, "rr": 2.239995, "primary_prob": 16.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 3.359993, "raw_level_count": 20, "gate_level_count": 20, "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": 95.474138, "strategy_rank": 91.799638, "rr": 1.655388, "primary_prob": 24.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.483082, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.031824, "hold30_r": -1.0 }, { "symbol": "RJF", "date": "2025-02-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.051724, "strategy_rank": 74.739433, "rr": 1.865133, "primary_prob": 21.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.797699, "raw_level_count": 20, "gate_level_count": 20, "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": 87.931034, "strategy_rank": 66.422692, "rr": 1.919144, "primary_prob": 20.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.878716, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.856408, "hold30_r": -1.0 }, { "symbol": "SO", "date": "2025-02-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.219828, "strategy_rank": 60.231299, "rr": 1.934214, "primary_prob": 35.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.901321, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.867941, "hold30_r": 0.202418 }, { "symbol": "SYF", "date": "2025-02-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.133621, "strategy_rank": 90.525793, "rr": 1.274227, "primary_prob": 31.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 1.911341, "raw_level_count": 20, "gate_level_count": 20, "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": 91.271552, "strategy_rank": 71.567506, "rr": 1.093865, "primary_prob": 51.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 1.640798, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.015166, "hold30_r": -1.0 }, { "symbol": "TKO", "date": "2025-02-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.288793, "strategy_rank": 84.744091, "rr": 1.25584, "primary_prob": 32.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.88376, "raw_level_count": 20, "gate_level_count": 20, "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": 99.030172, "strategy_rank": 97.321121, "rr": 1.164112, "primary_prob": 34.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.746168, "raw_level_count": 20, "gate_level_count": 20, "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": 90.301724, "strategy_rank": 89.888626, "rr": 1.028276, "primary_prob": 53.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.542413, "raw_level_count": 20, "gate_level_count": 20, "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": 97.737069, "strategy_rank": 88.190142, "rr": 1.45323, "primary_prob": 28.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.179845, "raw_level_count": 20, "gate_level_count": 20, "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": 93.965517, "strategy_rank": 95.130701, "rr": 1.599265, "primary_prob": 25.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.398898, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.024341, "hold30_r": -1.0 }, { "symbol": "TYL", "date": "2025-02-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.49569, "strategy_rank": 65.379241, "rr": 1.557887, "primary_prob": 26.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.336831, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.05238, "hold30_r": -1.0 }, { "symbol": "UAL", "date": "2025-02-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.168103, "strategy_rank": 96.104769, "rr": 1.900313, "primary_prob": 20.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.85047, "raw_level_count": 20, "gate_level_count": 20, "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": 96.336207, "strategy_rank": 96.951474, "rr": 1.629503, "primary_prob": 24.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.444254, "raw_level_count": 20, "gate_level_count": 20, "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": 99.24569, "strategy_rank": 99.18166, "rr": 1.637425, "primary_prob": 24.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.456138, "raw_level_count": 20, "gate_level_count": 20, "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": 84.482759, "strategy_rank": 72.170189, "rr": 1.903572, "primary_prob": 20.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.855359, "raw_level_count": 20, "gate_level_count": 20, "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": 82.974138, "strategy_rank": 58.630284, "rr": 1.352532, "primary_prob": 45.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.028798, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.272307, "hold30_r": 0.119509 }, { "symbol": "WFC", "date": "2025-02-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.775862, "strategy_rank": 82.075362, "rr": 1.194021, "primary_prob": 33.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.791032, "raw_level_count": 20, "gate_level_count": 20, "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": 94.719828, "strategy_rank": 81.271621, "rr": 1.194331, "primary_prob": 33.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.791497, "raw_level_count": 20, "gate_level_count": 20, "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": 93.75, "strategy_rank": 70.270161, "rr": 1.747923, "primary_prob": 23.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.621884, "raw_level_count": 20, "gate_level_count": 20, "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": 95.905172, "strategy_rank": 95.714266, "rr": 1.183487, "primary_prob": 34.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.775231, "raw_level_count": 20, "gate_level_count": 20, "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": 83.189655, "strategy_rank": 76.426307, "rr": 1.144594, "primary_prob": 35.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 60, "primary_distance_atr": 1.716891, "raw_level_count": 20, "gate_level_count": 20, "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": 97.809419, "strategy_rank": 98.106725, "rr": 1.699126, "primary_prob": 23.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.548688, "raw_level_count": 20, "gate_level_count": 20, "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": 98.795181, "strategy_rank": 98.600465, "rr": 1.768316, "primary_prob": 22.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.652474, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.015962, "hold30_r": -1.0 }, { "symbol": "AFL", "date": "2025-02-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.185104, "strategy_rank": 65.806018, "rr": 1.512417, "primary_prob": 42.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.268625, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.07484, "hold30_r": -1.0 }, { "symbol": "AMP", "date": "2025-02-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.599124, "strategy_rank": 69.256791, "rr": 0.972882, "primary_prob": 40.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.459323, "raw_level_count": 20, "gate_level_count": 20, "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": 91.785323, "strategy_rank": 75.111231, "rr": 0.913944, "primary_prob": 41.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.370915, "raw_level_count": 20, "gate_level_count": 20, "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": 80.394304, "strategy_rank": 78.849623, "rr": 1.91639, "primary_prob": 20.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.874584, "raw_level_count": 20, "gate_level_count": 20, "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": 99.890471, "strategy_rank": 99.759753, "rr": 1.936264, "primary_prob": 20.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.904396, "raw_level_count": 20, "gate_level_count": 20, "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": 98.357065, "strategy_rank": 97.933915, "rr": 0.825247, "primary_prob": 44.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.23787, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.805866, "hold30_r": -1.04028 }, { "symbol": "BKR", "date": "2025-02-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.404162, "strategy_rank": 80.550416, "rr": 1.356662, "primary_prob": 30.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.034992, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.047498, "hold30_r": -1.0 }, { "symbol": "CASY", "date": "2025-02-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.556407, "strategy_rank": 72.17749, "rr": 1.64263, "primary_prob": 24.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.463945, "raw_level_count": 20, "gate_level_count": 20, "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": 91.347207, "strategy_rank": 79.940864, "rr": 0.679707, "primary_prob": 50.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.019561, "raw_level_count": 20, "gate_level_count": 20, "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": 94.085433, "strategy_rank": 90.952496, "rr": 1.266273, "primary_prob": 32.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 1.89941, "raw_level_count": 20, "gate_level_count": 20, "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": 90.470975, "strategy_rank": 84.889115, "rr": 1.914069, "primary_prob": 20.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.871104, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.04966, "hold30_r": -1.0 }, { "symbol": "CHRW", "date": "2025-02-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.990142, "strategy_rank": 75.169436, "rr": 1.154679, "primary_prob": 34.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 78, "primary_distance_atr": 1.732019, "raw_level_count": 20, "gate_level_count": 20, "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": 84.118291, "strategy_rank": 82.503306, "rr": 0.82482, "primary_prob": 45.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.23723, "raw_level_count": 20, "gate_level_count": 20, "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": 80.722892, "strategy_rank": 67.498391, "rr": 1.953583, "primary_prob": 20.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.930374, "raw_level_count": 20, "gate_level_count": 20, "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": 99.452355, "strategy_rank": 98.504326, "rr": 1.056394, "primary_prob": 37.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.58459, "raw_level_count": 20, "gate_level_count": 20, "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": 93.318729, "strategy_rank": 89.532489, "rr": 1.91168, "primary_prob": 20.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.86752, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.034558, "hold30_r": -1.0 }, { "symbol": "DASH", "date": "2025-02-28", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 88.608981, "strategy_rank": 78.547552, "rr": 2.002972, "primary_prob": 34.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 3.004457, "raw_level_count": 20, "gate_level_count": 20, "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": 82.256298, "strategy_rank": 84.994894, "rr": 1.428848, "primary_prob": 28.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.143272, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.028577, "hold30_r": -1.0 }, { "symbol": "DVA", "date": "2025-02-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.266156, "strategy_rank": 85.387072, "rr": 1.550578, "primary_prob": 26.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.325868, "raw_level_count": 20, "gate_level_count": 20, "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": 92.771084, "strategy_rank": 85.354154, "rr": 1.3329, "primary_prob": 30.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 1.99935, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.289762, "hold30_r": -1.17941 }, { "symbol": "EME", "date": "2025-02-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.43264, "strategy_rank": 86.923895, "rr": 1.314018, "primary_prob": 31.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.971027, "raw_level_count": 20, "gate_level_count": 20, "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": 83.13253, "strategy_rank": 82.794734, "rr": 1.892335, "primary_prob": 20.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.838502, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.033644, "hold30_r": -1.0 }, { "symbol": "EVRG", "date": "2025-02-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.351588, "strategy_rank": 58.346112, "rr": 1.38839, "primary_prob": 44.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.082585, "raw_level_count": 20, "gate_level_count": 20, "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": 92.223439, "strategy_rank": 80.88138, "rr": 1.549961, "primary_prob": 26.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.324942, "raw_level_count": 20, "gate_level_count": 20, "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": 83.789704, "strategy_rank": 77.49685, "rr": 1.638497, "primary_prob": 39.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.457746, "raw_level_count": 20, "gate_level_count": 20, "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": 90.032859, "strategy_rank": 80.852881, "rr": 1.059688, "primary_prob": 52.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.589532, "raw_level_count": 20, "gate_level_count": 20, "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": 96.056955, "strategy_rank": 89.126455, "rr": 1.138954, "primary_prob": 35.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.708431, "raw_level_count": 20, "gate_level_count": 20, "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": 89.813801, "strategy_rank": 78.605756, "rr": 1.359978, "primary_prob": 30.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.039967, "raw_level_count": 20, "gate_level_count": 20, "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": 94.523549, "strategy_rank": 92.960377, "rr": 1.312313, "primary_prob": 46.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.96847, "raw_level_count": 20, "gate_level_count": 20, "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": 90.251917, "strategy_rank": 83.525306, "rr": 1.655331, "primary_prob": 24.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.482997, "raw_level_count": 20, "gate_level_count": 20, "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": 97.042716, "strategy_rank": 92.662726, "rr": 0.71313, "primary_prob": 49.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.069695, "raw_level_count": 20, "gate_level_count": 20, "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": 96.495071, "strategy_rank": 85.572722, "rr": 1.819909, "primary_prob": 21.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.729863, "raw_level_count": 20, "gate_level_count": 20, "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": 82.475356, "strategy_rank": 80.077351, "rr": 1.731954, "primary_prob": 23.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.59793, "raw_level_count": 20, "gate_level_count": 20, "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": 84.337349, "strategy_rank": 74.445087, "rr": 1.377693, "primary_prob": 29.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.066539, "raw_level_count": 20, "gate_level_count": 20, "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": 86.966046, "strategy_rank": 75.696298, "rr": 1.320421, "primary_prob": 30.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.980631, "raw_level_count": 20, "gate_level_count": 20, "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": 89.485214, "strategy_rank": 85.671274, "rr": 1.670463, "primary_prob": 24.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.505694, "raw_level_count": 20, "gate_level_count": 20, "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": 93.866375, "strategy_rank": 79.806789, "rr": 1.415734, "primary_prob": 28.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.1236, "raw_level_count": 20, "gate_level_count": 20, "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": 88.389923, "strategy_rank": 73.51962, "rr": 1.817585, "primary_prob": 21.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.726378, "raw_level_count": 20, "gate_level_count": 20, "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": 94.961665, "strategy_rank": 74.259425, "rr": 1.967305, "primary_prob": 34.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.950958, "raw_level_count": 20, "gate_level_count": 20, "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": 88.937568, "strategy_rank": 66.149428, "rr": 1.118872, "primary_prob": 50.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.678309, "raw_level_count": 20, "gate_level_count": 20, "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": 91.01862, "strategy_rank": 83.636698, "rr": 1.358418, "primary_prob": 30.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.037628, "raw_level_count": 20, "gate_level_count": 20, "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": 86.637459, "strategy_rank": 67.254727, "rr": 1.940234, "primary_prob": 20.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.910351, "raw_level_count": 20, "gate_level_count": 20, "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": 99.671413, "strategy_rank": 99.671843, "rr": 1.709844, "primary_prob": 23.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.564766, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.695852, "hold30_r": 1.220133 }, { "symbol": "MTB", "date": "2025-02-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.951807, "strategy_rank": 79.461576, "rr": 1.307768, "primary_prob": 31.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.961651, "raw_level_count": 20, "gate_level_count": 20, "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": 82.913472, "strategy_rank": 84.898754, "rr": 1.602771, "primary_prob": 25.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 68, "primary_distance_atr": 2.404156, "raw_level_count": 20, "gate_level_count": 20, "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": 85.761227, "strategy_rank": 72.890002, "rr": 1.68431, "primary_prob": 24.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 128, "primary_distance_atr": 2.526464, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.621467, "hold30_r": -1.0 }, { "symbol": "NEM", "date": "2025-02-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.170865, "strategy_rank": 86.256138, "rr": 1.055301, "primary_prob": 37.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 61, "primary_distance_atr": 1.582951, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.014959, "hold30_r": 5.711326 }, { "symbol": "NFLX", "date": "2025-02-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.799562, "strategy_rank": 84.432103, "rr": 1.460781, "primary_prob": 28.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.191172, "raw_level_count": 20, "gate_level_count": 20, "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": 95.728368, "strategy_rank": 94.621635, "rr": 1.162191, "primary_prob": 34.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.743287, "raw_level_count": 20, "gate_level_count": 20, "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": 80.94195, "strategy_rank": 66.24497, "rr": 1.454894, "primary_prob": 28.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 71, "primary_distance_atr": 2.182341, "raw_level_count": 20, "gate_level_count": 20, "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": 81.380066, "strategy_rank": 71.328096, "rr": 1.312268, "primary_prob": 31.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.968403, "raw_level_count": 20, "gate_level_count": 20, "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": 83.570646, "strategy_rank": 68.935657, "rr": 0.752253, "primary_prob": 47.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 1.128379, "raw_level_count": 20, "gate_level_count": 20, "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": 99.233297, "strategy_rank": 99.038008, "rr": 1.734827, "primary_prob": 23.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.60224, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.01506, "hold30_r": -1.0 }, { "symbol": "PNC", "date": "2025-02-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.161008, "strategy_rank": 67.019903, "rr": 1.594759, "primary_prob": 25.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 65, "primary_distance_atr": 2.392138, "raw_level_count": 20, "gate_level_count": 20, "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": 95.180723, "strategy_rank": 82.755187, "rr": 1.28745, "primary_prob": 31.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 98, "primary_distance_atr": 1.931175, "raw_level_count": 20, "gate_level_count": 20, "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": 85.980285, "strategy_rank": 84.035709, "rr": 3.273486, "primary_prob": 8.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 4.910229, "raw_level_count": 20, "gate_level_count": 20, "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": 97.371303, "strategy_rank": 92.565583, "rr": 1.692601, "primary_prob": 23.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.538901, "raw_level_count": 20, "gate_level_count": 20, "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": 86.199343, "strategy_rank": 75.683051, "rr": 1.439929, "primary_prob": 28.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.159893, "raw_level_count": 20, "gate_level_count": 20, "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": 84.994524, "strategy_rank": 76.213724, "rr": 1.482154, "primary_prob": 27.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 90, "primary_distance_atr": 2.22323, "raw_level_count": 20, "gate_level_count": 20, "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": 85.213582, "strategy_rank": 61.61243, "rr": 1.515974, "primary_prob": 41.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.273961, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.072212, "hold30_r": -1.0 }, { "symbol": "STT", "date": "2025-02-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.927711, "strategy_rank": 63.467173, "rr": 0.694466, "primary_prob": 50.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.041699, "raw_level_count": 20, "gate_level_count": 20, "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": 92.442497, "strategy_rank": 90.52218, "rr": 1.563538, "primary_prob": 26.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.345307, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.040308, "hold30_r": -1.0 }, { "symbol": "T", "date": "2025-02-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.742607, "strategy_rank": 73.320915, "rr": 1.028186, "primary_prob": 53.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.542278, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.075556, "hold30_r": -1.0 }, { "symbol": "TKO", "date": "2025-02-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.823658, "strategy_rank": 87.765656, "rr": 1.312601, "primary_prob": 31.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.968901, "raw_level_count": 20, "gate_level_count": 20, "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": 98.576123, "strategy_rank": 96.876786, "rr": 1.788495, "primary_prob": 37.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.682742, "raw_level_count": 20, "gate_level_count": 20, "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": 92.004381, "strategy_rank": 90.542652, "rr": 0.858815, "primary_prob": 58.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.288222, "raw_level_count": 20, "gate_level_count": 20, "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": 97.590361, "strategy_rank": 87.746186, "rr": 1.212745, "primary_prob": 33.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.819118, "raw_level_count": 20, "gate_level_count": 20, "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": 94.304491, "strategy_rank": 95.391551, "rr": 1.732941, "primary_prob": 23.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 2.599412, "raw_level_count": 20, "gate_level_count": 20, "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": 87.732749, "strategy_rank": 69.591768, "rr": 1.144316, "primary_prob": 35.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.716474, "raw_level_count": 20, "gate_level_count": 20, "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": 98.138007, "strategy_rank": 95.68679, "rr": 1.662441, "primary_prob": 24.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.493662, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.027105, "hold30_r": -1.0 }, { "symbol": "VRT", "date": "2025-02-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.175246, "strategy_rank": 85.631942, "rr": 1.626907, "primary_prob": 24.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.440361, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.080664, "hold30_r": -1.06514 }, { "symbol": "VST", "date": "2025-02-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.014239, "strategy_rank": 99.015529, "rr": 1.889659, "primary_prob": 20.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.834489, "raw_level_count": 20, "gate_level_count": 20, "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": 86.418401, "strategy_rank": 72.924724, "rr": 1.14437, "primary_prob": 35.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.716555, "raw_level_count": 20, "gate_level_count": 20, "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": 84.775465, "strategy_rank": 81.098551, "rr": 0.780697, "primary_prob": 46.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.171045, "raw_level_count": 20, "gate_level_count": 20, "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": 93.537788, "strategy_rank": 80.427378, "rr": 0.859629, "primary_prob": 58.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.289443, "raw_level_count": 20, "gate_level_count": 20, "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": 95.50931, "strategy_rank": 72.778, "rr": 1.455881, "primary_prob": 43.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.183821, "raw_level_count": 20, "gate_level_count": 20, "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": 96.276013, "strategy_rank": 95.33214, "rr": 1.244364, "primary_prob": 32.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.866545, "raw_level_count": 20, "gate_level_count": 20, "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": 95.924765, "strategy_rank": 96.741508, "rr": 1.587308, "primary_prob": 25.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.380961, "raw_level_count": 20, "gate_level_count": 20, "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": 98.850575, "strategy_rank": 98.664705, "rr": 1.651438, "primary_prob": 24.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.477157, "raw_level_count": 20, "gate_level_count": 20, "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": 88.61024, "strategy_rank": 65.180134, "rr": 0.910902, "primary_prob": 42.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.366353, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.845103, "hold30_r": -1.0 }, { "symbol": "AFL", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.684431, "strategy_rank": 64.536854, "rr": 1.875235, "primary_prob": 36.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.812853, "raw_level_count": 20, "gate_level_count": 20, "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": 82.758621, "strategy_rank": 63.206789, "rr": 1.56457, "primary_prob": 26.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.346855, "raw_level_count": 20, "gate_level_count": 20, "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": 89.446186, "strategy_rank": 73.538449, "rr": 0.811601, "primary_prob": 45.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.217402, "raw_level_count": 20, "gate_level_count": 20, "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": 99.895507, "strategy_rank": 99.770767, "rr": 1.573487, "primary_prob": 25.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.36023, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.009788, "hold30_r": -1.0 }, { "symbol": "ATO", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.922675, "strategy_rank": 58.095092, "rr": 1.05044, "primary_prob": 37.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.57566, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.976612, "hold30_r": -1.0 }, { "symbol": "AVGO", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.564263, "strategy_rank": 85.645765, "rr": 1.784957, "primary_prob": 22.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.677435, "raw_level_count": 20, "gate_level_count": 20, "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": 98.014629, "strategy_rank": 97.736151, "rr": 1.529045, "primary_prob": 26.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.293567, "raw_level_count": 20, "gate_level_count": 20, "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": 82.967607, "strategy_rank": 71.65693, "rr": 1.545703, "primary_prob": 26.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.318554, "raw_level_count": 20, "gate_level_count": 20, "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": 89.2372, "strategy_rank": 68.865623, "rr": 1.057886, "primary_prob": 37.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.586829, "raw_level_count": 20, "gate_level_count": 20, "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": 93.416928, "strategy_rank": 84.372078, "rr": 1.348947, "primary_prob": 30.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.023421, "raw_level_count": 20, "gate_level_count": 20, "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": 92.998955, "strategy_rank": 66.410403, "rr": 1.66976, "primary_prob": 24.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.504639, "raw_level_count": 20, "gate_level_count": 20, "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": 87.983281, "strategy_rank": 74.044072, "rr": 1.639505, "primary_prob": 24.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.459258, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.05056, "hold30_r": -1.0 }, { "symbol": "CBOE", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.400209, "strategy_rank": 62.318336, "rr": 0.790318, "primary_prob": 46.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.185477, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.731397, "hold30_r": -1.0 }, { "symbol": "CBRE", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.327064, "strategy_rank": 81.878997, "rr": 1.673668, "primary_prob": 24.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.510502, "raw_level_count": 20, "gate_level_count": 20, "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": 91.954023, "strategy_rank": 90.496848, "rr": 1.79586, "primary_prob": 22.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 2.693789, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.02477, "hold30_r": -1.0 }, { "symbol": "CHRW", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.028213, "strategy_rank": 73.620478, "rr": 1.608008, "primary_prob": 40.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 96, "primary_distance_atr": 2.412012, "raw_level_count": 20, "gate_level_count": 20, "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": 83.176594, "strategy_rank": 83.041513, "rr": 1.504887, "primary_prob": 27.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.25733, "raw_level_count": 20, "gate_level_count": 20, "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": 80.77325, "strategy_rank": 69.434095, "rr": 0.682735, "primary_prob": 50.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.024102, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.642161, "hold30_r": -1.0 }, { "symbol": "CVNA", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.477534, "strategy_rank": 98.697749, "rr": 1.207113, "primary_prob": 33.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.81067, "raw_level_count": 20, "gate_level_count": 20, "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": 92.371996, "strategy_rank": 89.728035, "rr": 1.805779, "primary_prob": 22.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.708668, "raw_level_count": 20, "gate_level_count": 20, "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": 86.833856, "strategy_rank": 79.326883, "rr": 1.592428, "primary_prob": 25.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.388642, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.563786, "hold30_r": -1.0 }, { "symbol": "DVA", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.057471, "strategy_rank": 82.828471, "rr": 1.617994, "primary_prob": 25.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.426991, "raw_level_count": 20, "gate_level_count": 20, "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": 84.848485, "strategy_rank": 79.872607, "rr": 1.571286, "primary_prob": 40.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.356928, "raw_level_count": 20, "gate_level_count": 20, "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": 83.908046, "strategy_rank": 83.990575, "rr": 0.781124, "primary_prob": 46.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.171686, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.75168, "hold30_r": -1.0 }, { "symbol": "ETR", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.551724, "strategy_rank": 88.12731, "rr": 1.812758, "primary_prob": 22.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.719137, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.479443, "hold30_r": -1.42975 }, { "symbol": "EVRG", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.102403, "strategy_rank": 60.271682, "rr": 1.561848, "primary_prob": 26.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 70, "primary_distance_atr": 2.342772, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.07505, "hold30_r": -1.0 }, { "symbol": "FFIV", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.909091, "strategy_rank": 80.025542, "rr": 1.958045, "primary_prob": 20.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.937067, "raw_level_count": 20, "gate_level_count": 20, "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": 84.326019, "strategy_rank": 77.103135, "rr": 1.088315, "primary_prob": 36.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.632472, "raw_level_count": 20, "gate_level_count": 20, "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": 90.491118, "strategy_rank": 72.740245, "rr": 1.101396, "primary_prob": 36.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.652094, "raw_level_count": 20, "gate_level_count": 20, "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": 97.805643, "strategy_rank": 73.552399, "rr": 1.446078, "primary_prob": 28.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.169117, "raw_level_count": 20, "gate_level_count": 20, "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": 97.178683, "strategy_rank": 74.487097, "rr": 1.157577, "primary_prob": 34.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.736366, "raw_level_count": 20, "gate_level_count": 20, "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": 93.207941, "strategy_rank": 83.913613, "rr": 1.535552, "primary_prob": 26.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.303328, "raw_level_count": 20, "gate_level_count": 20, "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": 96.342738, "strategy_rank": 88.480499, "rr": 1.648461, "primary_prob": 24.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.472691, "raw_level_count": 20, "gate_level_count": 20, "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": 81.609195, "strategy_rank": 67.147248, "rr": 0.943614, "primary_prob": 40.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.415421, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.887006, "hold30_r": -1.0 }, { "symbol": "GLW", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.580982, "strategy_rank": 81.664128, "rr": 1.748674, "primary_prob": 22.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.623011, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.038821, "hold30_r": -1.0 }, { "symbol": "GRMN", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.834901, "strategy_rank": 92.625117, "rr": 1.353809, "primary_prob": 30.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.030714, "raw_level_count": 20, "gate_level_count": 20, "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": 88.296761, "strategy_rank": 82.598575, "rr": 0.804826, "primary_prob": 45.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.207239, "raw_level_count": 20, "gate_level_count": 20, "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": 95.297806, "strategy_rank": 89.060181, "rr": 1.805301, "primary_prob": 22.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.707952, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.771585, "hold30_r": -1.145126 }, { "symbol": "IBKR", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.38767, "strategy_rank": 93.114137, "rr": 1.564105, "primary_prob": 26.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.346157, "raw_level_count": 20, "gate_level_count": 20, "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": 94.252874, "strategy_rank": 86.268375, "rr": 1.82088, "primary_prob": 21.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.73132, "raw_level_count": 20, "gate_level_count": 20, "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": 87.042842, "strategy_rank": 77.9123, "rr": 1.558377, "primary_prob": 26.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.337565, "raw_level_count": 20, "gate_level_count": 20, "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": 85.475444, "strategy_rank": 75.597639, "rr": 1.594788, "primary_prob": 25.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.392182, "raw_level_count": 20, "gate_level_count": 20, "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": 80.14629, "strategy_rank": 80.857866, "rr": 0.772183, "primary_prob": 46.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.158274, "raw_level_count": 20, "gate_level_count": 20, "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": 92.789969, "strategy_rank": 79.094497, "rr": 0.706918, "primary_prob": 49.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 1.060376, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.66137, "hold30_r": -1.533368 }, { "symbol": "LITE", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.340648, "strategy_rank": 86.639494, "rr": 1.516626, "primary_prob": 26.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.27494, "raw_level_count": 20, "gate_level_count": 20, "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": 81.191223, "strategy_rank": 60.111691, "rr": 1.395044, "primary_prob": 29.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.092566, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.323763, "hold30_r": -1.0 }, { "symbol": "LYV", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.624869, "strategy_rank": 73.904838, "rr": 1.896222, "primary_prob": 20.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.844333, "raw_level_count": 20, "gate_level_count": 20, "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": 94.879833, "strategy_rank": 75.12556, "rr": 1.200838, "primary_prob": 33.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.801258, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.149299, "hold30_r": -1.0 }, { "symbol": "MS", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.251829, "strategy_rank": 82.304168, "rr": 1.625247, "primary_prob": 25.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.437871, "raw_level_count": 20, "gate_level_count": 20, "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": 87.774295, "strategy_rank": 68.46594, "rr": 0.95784, "primary_prob": 40.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.43676, "raw_level_count": 20, "gate_level_count": 20, "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": 99.268548, "strategy_rank": 99.394331, "rr": 1.921502, "primary_prob": 20.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.882253, "raw_level_count": 20, "gate_level_count": 20, "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": 80.355277, "strategy_rank": 74.479703, "rr": 1.297989, "primary_prob": 31.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 1.946983, "raw_level_count": 20, "gate_level_count": 20, "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": 87.565308, "strategy_rank": 63.35607, "rr": 1.609374, "primary_prob": 25.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.414061, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.049883, "hold30_r": -1.0 }, { "symbol": "NEE", "date": "2025-03-07", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 84.117032, "strategy_rank": 72.711267, "rr": 2.31029, "primary_prob": 30.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 96, "primary_distance_atr": 3.465435, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.058424, "hold30_r": -1.0 }, { "symbol": "NEM", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.535005, "strategy_rank": 83.555357, "rr": 1.950455, "primary_prob": 20.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 62, "primary_distance_atr": 2.925683, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.908292, "hold30_r": 5.449434 }, { "symbol": "NFLX", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.53605, "strategy_rank": 86.739127, "rr": 1.180643, "primary_prob": 34.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.770964, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.145964, "hold30_r": -1.231721 }, { "symbol": "NI", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.700104, "strategy_rank": 64.64512, "rr": 1.334796, "primary_prob": 30.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.002194, "raw_level_count": 20, "gate_level_count": 20, "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": 93.625914, "strategy_rank": 93.352916, "rr": 1.574793, "primary_prob": 25.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.36219, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.554895, "hold30_r": 0.564713 }, { "symbol": "ORCL", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.982236, "strategy_rank": 83.690687, "rr": 1.821255, "primary_prob": 21.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.731883, "raw_level_count": 20, "gate_level_count": 20, "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": 99.68652, "strategy_rank": 99.437172, "rr": 1.690476, "primary_prob": 23.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.535713, "raw_level_count": 20, "gate_level_count": 20, "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": 94.043887, "strategy_rank": 83.156423, "rr": 1.394478, "primary_prob": 29.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.091716, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.331108, "hold30_r": -1.0 }, { "symbol": "PODD", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.715778, "strategy_rank": 82.110306, "rr": 1.930163, "primary_prob": 20.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 82, "primary_distance_atr": 2.895244, "raw_level_count": 20, "gate_level_count": 20, "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": 85.893417, "strategy_rank": 61.498961, "rr": 0.815205, "primary_prob": 45.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.222808, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.746771, "hold30_r": -1.0 }, { "symbol": "RCL", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.760711, "strategy_rank": 93.11231, "rr": 1.956461, "primary_prob": 20.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.934691, "raw_level_count": 20, "gate_level_count": 20, "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": 82.549634, "strategy_rank": 74.954359, "rr": 1.431718, "primary_prob": 28.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 90, "primary_distance_atr": 2.147577, "raw_level_count": 20, "gate_level_count": 20, "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": 90.073145, "strategy_rank": 68.576696, "rr": 1.225824, "primary_prob": 33.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.838737, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.166272, "hold30_r": -1.0 }, { "symbol": "SATS", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.223615, "strategy_rank": 97.570267, "rr": 1.824577, "primary_prob": 21.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.736865, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.027265, "hold30_r": -1.0 }, { "symbol": "SO", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.266458, "strategy_rank": 61.871744, "rr": 0.77716, "primary_prob": 61.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.16574, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.065771, "hold30_r": -1.0 }, { "symbol": "SYF", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.864159, "strategy_rank": 89.158813, "rr": 1.792752, "primary_prob": 22.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.689128, "raw_level_count": 20, "gate_level_count": 20, "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": 94.46186, "strategy_rank": 75.457329, "rr": 2.028456, "primary_prob": 34.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 3.042684, "raw_level_count": 20, "gate_level_count": 20, "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": 97.596656, "strategy_rank": 89.420677, "rr": 1.287204, "primary_prob": 31.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.930807, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.256902, "hold30_r": -1.0 }, { "symbol": "TMUS", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.745037, "strategy_rank": 77.176781, "rr": 0.738325, "primary_prob": 63.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.107487, "raw_level_count": 20, "gate_level_count": 20, "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": 99.059561, "strategy_rank": 97.343774, "rr": 1.349925, "primary_prob": 30.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.024888, "raw_level_count": 20, "gate_level_count": 20, "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": 88.819227, "strategy_rank": 88.864406, "rr": 1.553794, "primary_prob": 26.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.330692, "raw_level_count": 20, "gate_level_count": 20, "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": 96.969697, "strategy_rank": 87.857976, "rr": 1.292355, "primary_prob": 31.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.938532, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.259098, "hold30_r": -1.0 }, { "symbol": "TSLA", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.506792, "strategy_rank": 96.230405, "rr": 0.791124, "primary_prob": 46.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 1.186686, "raw_level_count": 20, "gate_level_count": 20, "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": 90.282132, "strategy_rank": 72.344214, "rr": 1.705715, "primary_prob": 23.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.558573, "raw_level_count": 20, "gate_level_count": 20, "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": 98.432602, "strategy_rank": 96.405423, "rr": 1.754376, "primary_prob": 22.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.631564, "raw_level_count": 20, "gate_level_count": 20, "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": 82.131661, "strategy_rank": 87.023901, "rr": 1.882699, "primary_prob": 21.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.824048, "raw_level_count": 20, "gate_level_count": 20, "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": 98.641588, "strategy_rank": 98.768154, "rr": 0.938394, "primary_prob": 41.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.40759, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.925601, "hold30_r": -1.0 }, { "symbol": "VTR", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.655172, "strategy_rank": 73.18526, "rr": 1.026227, "primary_prob": 53.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.53934, "raw_level_count": 20, "gate_level_count": 20, "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": 83.69906, "strategy_rank": 70.857812, "rr": 1.824338, "primary_prob": 21.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.736506, "raw_level_count": 20, "gate_level_count": 20, "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": 94.670846, "strategy_rank": 74.136398, "rr": 1.649742, "primary_prob": 24.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.474614, "raw_level_count": 20, "gate_level_count": 20, "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": 83.38558, "strategy_rank": 80.908928, "rr": 0.686689, "primary_prob": 50.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.030033, "raw_level_count": 20, "gate_level_count": 20, "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": 91.118077, "strategy_rank": 78.95435, "rr": 1.514771, "primary_prob": 26.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.272157, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.475873, "hold30_r": -1.0 }, { "symbol": "WMT", "date": "2025-03-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.133751, "strategy_rank": 74.598517, "rr": 1.459052, "primary_prob": 28.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.188578, "raw_level_count": 20, "gate_level_count": 20, "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": 95.088819, "strategy_rank": 94.62669, "rr": 1.683028, "primary_prob": 24.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.524542, "raw_level_count": 20, "gate_level_count": 20, "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": 92.163009, "strategy_rank": 67.136375, "rr": 1.332352, "primary_prob": 30.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 81, "primary_distance_atr": 1.998527, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.265592, "hold30_r": -1.0 }, { "symbol": "CEG", "date": "2025-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.743697, "strategy_rank": 97.249877, "rr": 1.62417, "primary_prob": 25.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.436255, "raw_level_count": 20, "gate_level_count": 20, "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": 98.844538, "strategy_rank": 98.845988, "rr": 1.799307, "primary_prob": 22.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.698961, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.788359, "hold30_r": 2.040971 }, { "symbol": "AEE", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.970588, "strategy_rank": 64.821253, "rr": 0.764741, "primary_prob": 47.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.147111, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.695821, "hold30_r": -1.0 }, { "symbol": "AEP", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.663866, "strategy_rank": 62.904873, "rr": 0.852287, "primary_prob": 59.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.278431, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.060861, "hold30_r": -1.0 }, { "symbol": "AJG", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.302521, "strategy_rank": 61.461974, "rr": 1.542244, "primary_prob": 26.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.313366, "raw_level_count": 20, "gate_level_count": 20, "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": 82.878151, "strategy_rank": 69.468681, "rr": 1.884897, "primary_prob": 21.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 79, "primary_distance_atr": 2.827346, "raw_level_count": 20, "gate_level_count": 20, "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": 99.894958, "strategy_rank": 99.769567, "rr": 1.786058, "primary_prob": 22.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.679087, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.011579, "hold30_r": -1.0 }, { "symbol": "ATO", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.672269, "strategy_rank": 57.004061, "rr": 0.696508, "primary_prob": 50.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.044761, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.625454, "hold30_r": -1.258577 }, { "symbol": "AVGO", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.861345, "strategy_rank": 92.598757, "rr": 1.853057, "primary_prob": 21.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.779585, "raw_level_count": 20, "gate_level_count": 20, "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": 98.004202, "strategy_rank": 97.661519, "rr": 1.622412, "primary_prob": 25.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.433617, "raw_level_count": 20, "gate_level_count": 20, "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": 91.701681, "strategy_rank": 71.691176, "rr": 1.375281, "primary_prob": 29.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.062921, "raw_level_count": 20, "gate_level_count": 20, "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": 83.298319, "strategy_rank": 71.457359, "rr": 1.860972, "primary_prob": 21.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.791458, "raw_level_count": 20, "gate_level_count": 20, "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": 87.5, "strategy_rank": 80.643305, "rr": 1.336256, "primary_prob": 30.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.004384, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.041055, "hold30_r": -1.0 }, { "symbol": "BSX", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.802521, "strategy_rank": 69.176409, "rr": 1.171984, "primary_prob": 34.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.757976, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.122429, "hold30_r": -1.0 }, { "symbol": "CASY", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.810924, "strategy_rank": 75.827898, "rr": 0.745535, "primary_prob": 48.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.118302, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.706832, "hold30_r": 2.866332 }, { "symbol": "CBRE", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.340336, "strategy_rank": 80.447022, "rr": 1.743635, "primary_prob": 23.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.615453, "raw_level_count": 20, "gate_level_count": 20, "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": 88.760504, "strategy_rank": 88.586328, "rr": 1.55121, "primary_prob": 26.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.326816, "raw_level_count": 20, "gate_level_count": 20, "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": 84.138655, "strategy_rank": 70.664841, "rr": 1.80333, "primary_prob": 22.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 79, "primary_distance_atr": 2.704995, "raw_level_count": 20, "gate_level_count": 20, "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": 91.491597, "strategy_rank": 92.600603, "rr": 1.607883, "primary_prob": 25.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.411824, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.019047, "hold30_r": -1.0 }, { "symbol": "COST", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.44958, "strategy_rank": 66.445668, "rr": 1.366508, "primary_prob": 29.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.049762, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.320838, "hold30_r": 1.885079 }, { "symbol": "CVNA", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.47479, "strategy_rank": 98.879215, "rr": 1.509024, "primary_prob": 27.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.263536, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.494243, "hold30_r": -1.0 }, { "symbol": "D", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.092437, "strategy_rank": 66.93207, "rr": 1.520838, "primary_prob": 26.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 78, "primary_distance_atr": 2.281257, "raw_level_count": 20, "gate_level_count": 20, "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": 91.071429, "strategy_rank": 89.827406, "rr": 1.629043, "primary_prob": 24.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.443564, "raw_level_count": 20, "gate_level_count": 20, "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": 90.651261, "strategy_rank": 82.441238, "rr": 1.88916, "primary_prob": 20.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.83374, "raw_level_count": 20, "gate_level_count": 20, "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": 81.932773, "strategy_rank": 63.942899, "rr": 0.724874, "primary_prob": 48.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.087311, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.66702, "hold30_r": -1.0 }, { "symbol": "EBAY", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.718487, "strategy_rank": 79.659427, "rr": 1.718205, "primary_prob": 23.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.577308, "raw_level_count": 20, "gate_level_count": 20, "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": 90.231092, "strategy_rank": 88.172225, "rr": 1.602281, "primary_prob": 25.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.403422, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.033061, "hold30_r": -1.0 }, { "symbol": "ETR", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.533613, "strategy_rank": 87.782734, "rr": 0.690507, "primary_prob": 65.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.03576, "raw_level_count": 20, "gate_level_count": 20, "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": 85.504202, "strategy_rank": 59.852941, "rr": 1.998815, "primary_prob": 19.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.998222, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.107285, "hold30_r": -1.034594 }, { "symbol": "EXPE", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.60084, "strategy_rank": 87.668287, "rr": 1.619087, "primary_prob": 25.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 66, "primary_distance_atr": 2.42863, "raw_level_count": 20, "gate_level_count": 20, "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": 92.752101, "strategy_rank": 81.934839, "rr": 0.711964, "primary_prob": 49.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.067946, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.669013, "hold30_r": -1.0 }, { "symbol": "FISV", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.281513, "strategy_rank": 72.934716, "rr": 1.478863, "primary_prob": 27.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.218294, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.050326, "hold30_r": -1.0 }, { "symbol": "FOX", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.584034, "strategy_rank": 75.024305, "rr": 0.719411, "primary_prob": 49.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.079117, "raw_level_count": 20, "gate_level_count": 20, "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": 97.37395, "strategy_rank": 75.944191, "rr": 1.239542, "primary_prob": 32.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.859313, "raw_level_count": 20, "gate_level_count": 20, "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": 93.382353, "strategy_rank": 85.89066, "rr": 1.707696, "primary_prob": 23.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.561544, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.034445, "hold30_r": -1.0 }, { "symbol": "GDDY", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.273109, "strategy_rank": 86.649335, "rr": 1.643521, "primary_prob": 24.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.465282, "raw_level_count": 20, "gate_level_count": 20, "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": 90.441176, "strategy_rank": 73.287903, "rr": 1.750765, "primary_prob": 22.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.626148, "raw_level_count": 20, "gate_level_count": 20, "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": 83.508403, "strategy_rank": 68.686008, "rr": 0.90237, "primary_prob": 42.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.353556, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.849287, "hold30_r": -1.0 }, { "symbol": "GLW", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.911765, "strategy_rank": 80.970034, "rr": 0.800909, "primary_prob": 45.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.201364, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.759634, "hold30_r": -1.0 }, { "symbol": "GRMN", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.289916, "strategy_rank": 88.090389, "rr": 1.931822, "primary_prob": 20.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.897733, "raw_level_count": 20, "gate_level_count": 20, "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": 92.121849, "strategy_rank": 85.290733, "rr": 0.744523, "primary_prob": 48.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.116785, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.708426, "hold30_r": -1.0 }, { "symbol": "HWM", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.693277, "strategy_rank": 89.29701, "rr": 1.542022, "primary_prob": 26.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.313033, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.507222, "hold30_r": -1.452415 }, { "symbol": "IBKR", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.794118, "strategy_rank": 95.129523, "rr": 1.802554, "primary_prob": 22.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.703832, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.136386, "hold30_r": -1.113878 }, { "symbol": "IP", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.012605, "strategy_rank": 86.739786, "rr": 0.764934, "primary_prob": 47.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.147401, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.726073, "hold30_r": -1.0 }, { "symbol": "ISRG", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.079832, "strategy_rank": 80.066761, "rr": 1.799896, "primary_prob": 22.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.699845, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.031551, "hold30_r": -1.0 }, { "symbol": "JPM", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.134454, "strategy_rank": 75.074452, "rr": 1.580757, "primary_prob": 25.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.371136, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.536194, "hold30_r": -1.642558 }, { "symbol": "KMI", "date": "2025-03-14", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 89.180672, "strategy_rank": 76.108479, "rr": 2.170945, "primary_prob": 32.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 3.256417, "raw_level_count": 20, "gate_level_count": 20, "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": 83.088235, "strategy_rank": 87.283104, "rr": 1.803845, "primary_prob": 22.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.705768, "raw_level_count": 20, "gate_level_count": 20, "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": 82.668067, "strategy_rank": 61.099865, "rr": 1.122986, "primary_prob": 35.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.684478, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.051795, "hold30_r": -1.0 }, { "symbol": "LYV", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.189076, "strategy_rank": 74.569591, "rr": 1.582098, "primary_prob": 25.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.373147, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.552565, "hold30_r": 1.734705 }, { "symbol": "META", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.722689, "strategy_rank": 73.272828, "rr": 1.377434, "primary_prob": 29.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.066151, "raw_level_count": 20, "gate_level_count": 20, "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": 92.331933, "strategy_rank": 73.732771, "rr": 1.400932, "primary_prob": 29.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.101398, "raw_level_count": 20, "gate_level_count": 20, "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": 88.130252, "strategy_rank": 83.626323, "rr": 1.601547, "primary_prob": 25.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.40232, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.565861, "hold30_r": -1.0 }, { "symbol": "MSI", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.928571, "strategy_rank": 65.088912, "rr": 1.371444, "primary_prob": 29.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.057167, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.312699, "hold30_r": -1.0 }, { "symbol": "MSTR", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.214286, "strategy_rank": 98.655858, "rr": 1.643188, "primary_prob": 24.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.464781, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.01333, "hold30_r": -1.0 }, { "symbol": "MTB", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.247899, "strategy_rank": 75.648843, "rr": 1.677165, "primary_prob": 24.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 2.515747, "raw_level_count": 20, "gate_level_count": 20, "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": 80.357143, "strategy_rank": 58.35251, "rr": 1.524506, "primary_prob": 26.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.286759, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.473138, "hold30_r": -1.0 }, { "symbol": "NEM", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.92437, "strategy_rank": 84.561285, "rr": 0.767514, "primary_prob": 47.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 62, "primary_distance_atr": 1.151271, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.725485, "hold30_r": -1.0 }, { "symbol": "NFLX", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.592437, "strategy_rank": 88.328513, "rr": 1.523476, "primary_prob": 26.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.285213, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.488009, "hold30_r": -1.0 }, { "symbol": "NI", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.542017, "strategy_rank": 65.97188, "rr": 1.319787, "primary_prob": 30.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.979681, "raw_level_count": 20, "gate_level_count": 20, "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": 92.962185, "strategy_rank": 92.876877, "rr": 1.801038, "primary_prob": 22.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.701556, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.022393, "hold30_r": -1.0 }, { "symbol": "PEG", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.512605, "strategy_rank": 67.979326, "rr": 1.309614, "primary_prob": 31.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.964422, "raw_level_count": 20, "gate_level_count": 20, "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": 99.684874, "strategy_rank": 99.371462, "rr": 1.62548, "primary_prob": 24.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.43822, "raw_level_count": 20, "gate_level_count": 20, "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": 95.483193, "strategy_rank": 83.595557, "rr": 1.283183, "primary_prob": 31.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.924774, "raw_level_count": 20, "gate_level_count": 20, "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": 93.172269, "strategy_rank": 82.040672, "rr": 0.798154, "primary_prob": 45.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 107, "primary_distance_atr": 1.197231, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.764705, "hold30_r": -1.0 }, { "symbol": "RCL", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.323529, "strategy_rank": 92.311408, "rr": 1.337422, "primary_prob": 30.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.006134, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.025765, "hold30_r": -1.0 }, { "symbol": "RL", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.659664, "strategy_rank": 83.099003, "rr": 0.792966, "primary_prob": 46.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.18945, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.764014, "hold30_r": -1.0 }, { "symbol": "RTX", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.390756, "strategy_rank": 66.998216, "rr": 0.916292, "primary_prob": 56.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.374438, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.851839, "hold30_r": -1.0 }, { "symbol": "SATS", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.163866, "strategy_rank": 96.163241, "rr": 1.577137, "primary_prob": 25.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.365706, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.023753, "hold30_r": -1.0 }, { "symbol": "SO", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.978992, "strategy_rank": 62.529227, "rr": 1.118261, "primary_prob": 35.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.677392, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.063565, "hold30_r": -1.0 }, { "symbol": "STT", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.147059, "strategy_rank": 65.391644, "rr": 1.927, "primary_prob": 20.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 2.8905, "raw_level_count": 20, "gate_level_count": 20, "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": 84.348739, "strategy_rank": 85.184285, "rr": 1.533728, "primary_prob": 26.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.300593, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.030319, "hold30_r": -1.0 }, { "symbol": "T", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.063025, "strategy_rank": 76.64872, "rr": 0.706714, "primary_prob": 49.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 1.060071, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.658549, "hold30_r": -1.268461 }, { "symbol": "TKO", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.42437, "strategy_rank": 90.141829, "rr": 1.692778, "primary_prob": 23.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.539166, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.663815, "hold30_r": 2.158367 }, { "symbol": "TMUS", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.432773, "strategy_rank": 79.125954, "rr": 1.526314, "primary_prob": 26.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.28947, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.477885, "hold30_r": -1.212689 }, { "symbol": "TPL", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.264706, "strategy_rank": 97.759353, "rr": 1.787337, "primary_prob": 22.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.681005, "raw_level_count": 20, "gate_level_count": 20, "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": 96.113445, "strategy_rank": 94.078575, "rr": 1.813085, "primary_prob": 22.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.719628, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.028265, "hold30_r": -1.0 }, { "symbol": "TRGP", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.953782, "strategy_rank": 88.265137, "rr": 1.354992, "primary_prob": 30.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.032489, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.319988, "hold30_r": -1.482565 }, { "symbol": "TSLA", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.222689, "strategy_rank": 95.359648, "rr": 1.844795, "primary_prob": 21.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 2.767193, "raw_level_count": 20, "gate_level_count": 20, "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": 82.457983, "strategy_rank": 86.590881, "rr": 1.244138, "primary_prob": 32.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 67, "primary_distance_atr": 1.866208, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.227628, "hold30_r": -1.065197 }, { "symbol": "TTWO", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.920168, "strategy_rank": 80.40395, "rr": 1.26252, "primary_prob": 32.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.89378, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.215395, "hold30_r": -1.0 }, { "symbol": "TYL", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.55042, "strategy_rank": 71.211236, "rr": 1.247066, "primary_prob": 32.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 1.870598, "raw_level_count": 20, "gate_level_count": 20, "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": 98.634454, "strategy_rank": 96.784703, "rr": 1.722555, "primary_prob": 23.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.583832, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.017437, "hold30_r": -1.0 }, { "symbol": "VST", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.054622, "strategy_rank": 99.055809, "rr": 1.520119, "primary_prob": 26.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.280178, "raw_level_count": 20, "gate_level_count": 20, "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": 87.710084, "strategy_rank": 71.250615, "rr": 1.429205, "primary_prob": 28.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.143807, "raw_level_count": 20, "gate_level_count": 20, "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": 85.714286, "strategy_rank": 61.004184, "rr": 0.809768, "primary_prob": 45.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.214651, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.742324, "hold30_r": -1.0 }, { "symbol": "WELL", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.852941, "strategy_rank": 73.426348, "rr": 1.608612, "primary_prob": 25.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.412918, "raw_level_count": 20, "gate_level_count": 20, "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": 80.882353, "strategy_rank": 79.180409, "rr": 0.705236, "primary_prob": 49.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.057855, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.666142, "hold30_r": -1.0 }, { "symbol": "WMB", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.021008, "strategy_rank": 77.857802, "rr": 1.203907, "primary_prob": 48.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.80586, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.161369, "hold30_r": -1.0 }, { "symbol": "WMT", "date": "2025-03-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.903361, "strategy_rank": 75.479633, "rr": 1.332042, "primary_prob": 30.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.998062, "raw_level_count": 20, "gate_level_count": 20, "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": 94.642857, "strategy_rank": 94.335774, "rr": 1.814825, "primary_prob": 22.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.722238, "raw_level_count": 20, "gate_level_count": 20, "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": 86.869748, "strategy_rank": 63.633091, "rr": 1.835406, "primary_prob": 36.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 2.753109, "raw_level_count": 20, "gate_level_count": 20, "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": 96.947368, "strategy_rank": 97.39146, "rr": 0.756191, "primary_prob": 47.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.134286, "raw_level_count": 20, "gate_level_count": 20, "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": 99.052632, "strategy_rank": 99.053823, "rr": 0.692009, "primary_prob": 50.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.038013, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.677621, "hold30_r": -1.0 }, { "symbol": "AAPL", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.526316, "strategy_rank": 66.494207, "rr": 1.861288, "primary_prob": 21.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.791932, "raw_level_count": 20, "gate_level_count": 20, "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": 89.789474, "strategy_rank": 65.431248, "rr": 0.892729, "primary_prob": 42.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.339094, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.819442, "hold30_r": -1.0 }, { "symbol": "AEP", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.789474, "strategy_rank": 64.943198, "rr": 1.107103, "primary_prob": 36.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.660654, "raw_level_count": 20, "gate_level_count": 20, "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": 81.894737, "strategy_rank": 61.948957, "rr": 0.859996, "primary_prob": 43.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.289994, "raw_level_count": 20, "gate_level_count": 20, "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": 85.578947, "strategy_rank": 71.068785, "rr": 0.760339, "primary_prob": 47.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 64, "primary_distance_atr": 1.140509, "raw_level_count": 20, "gate_level_count": 20, "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": 99.894737, "strategy_rank": 99.769083, "rr": 1.512029, "primary_prob": 27.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.268044, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.01372, "hold30_r": -1.0 }, { "symbol": "ATO", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.157895, "strategy_rank": 58.650778, "rr": 1.036576, "primary_prob": 38.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.554864, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.963187, "hold30_r": -1.0 }, { "symbol": "AVGO", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.052632, "strategy_rank": 91.330553, "rr": 1.582197, "primary_prob": 25.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.373295, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.025913, "hold30_r": -1.0 }, { "symbol": "AXON", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.684211, "strategy_rank": 96.035551, "rr": 1.752563, "primary_prob": 37.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.628844, "raw_level_count": 20, "gate_level_count": 20, "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": 92.736842, "strategy_rank": 71.613903, "rr": 1.81542, "primary_prob": 21.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.723129, "raw_level_count": 20, "gate_level_count": 20, "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": 82.315789, "strategy_rank": 71.143065, "rr": 1.141407, "primary_prob": 35.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.71211, "raw_level_count": 20, "gate_level_count": 20, "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": 84.736842, "strategy_rank": 79.032771, "rr": 1.555761, "primary_prob": 26.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.333642, "raw_level_count": 20, "gate_level_count": 20, "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": 93.157895, "strategy_rank": 68.984111, "rr": 1.254626, "primary_prob": 32.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.881939, "raw_level_count": 20, "gate_level_count": 20, "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": 82.526316, "strategy_rank": 71.982258, "rr": 1.716998, "primary_prob": 23.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.575498, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.676559, "hold30_r": 3.122052 }, { "symbol": "CBOE", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.526316, "strategy_rank": 68.30427, "rr": 0.707575, "primary_prob": 49.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.061363, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.654696, "hold30_r": -1.0 }, { "symbol": "CBRE", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.263158, "strategy_rank": 81.289242, "rr": 1.848073, "primary_prob": 21.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.772109, "raw_level_count": 20, "gate_level_count": 20, "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": 85.157895, "strategy_rank": 86.182853, "rr": 1.578475, "primary_prob": 25.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 2.367713, "raw_level_count": 20, "gate_level_count": 20, "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": 88.842105, "strategy_rank": 74.076266, "rr": 1.52967, "primary_prob": 26.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 79, "primary_distance_atr": 2.294505, "raw_level_count": 20, "gate_level_count": 20, "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": 90.736842, "strategy_rank": 92.069249, "rr": 1.606021, "primary_prob": 25.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.409032, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.065773, "hold30_r": -1.042525 }, { "symbol": "CMI", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.0, "strategy_rank": 70.150943, "rr": 0.689745, "primary_prob": 50.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.034617, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.644419, "hold30_r": -1.0 }, { "symbol": "COF", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.368421, "strategy_rank": 84.632109, "rr": 1.925029, "primary_prob": 20.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.887543, "raw_level_count": 20, "gate_level_count": 20, "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": 84.526316, "strategy_rank": 65.394836, "rr": 1.334494, "primary_prob": 30.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.001741, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.284716, "hold30_r": -1.0 }, { "symbol": "CVNA", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.473684, "strategy_rank": 98.939755, "rr": 1.827745, "primary_prob": 21.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.741618, "raw_level_count": 20, "gate_level_count": 20, "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": 86.736842, "strategy_rank": 86.973651, "rr": 1.88755, "primary_prob": 20.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.831325, "raw_level_count": 20, "gate_level_count": 20, "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": 90.0, "strategy_rank": 83.157233, "rr": 1.401157, "primary_prob": 29.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.101736, "raw_level_count": 20, "gate_level_count": 20, "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": 87.368421, "strategy_rank": 68.264813, "rr": 1.228397, "primary_prob": 33.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.842596, "raw_level_count": 20, "gate_level_count": 20, "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": 83.684211, "strategy_rank": 79.679576, "rr": 1.610543, "primary_prob": 25.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.415815, "raw_level_count": 20, "gate_level_count": 20, "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": 91.789474, "strategy_rank": 89.378418, "rr": 0.994838, "primary_prob": 54.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.492258, "raw_level_count": 20, "gate_level_count": 20, "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": 97.157895, "strategy_rank": 88.293545, "rr": 1.105026, "primary_prob": 36.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.657539, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.054786, "hold30_r": -1.0 }, { "symbol": "EXPE", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.157895, "strategy_rank": 88.810526, "rr": 1.899161, "primary_prob": 20.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.848741, "raw_level_count": 20, "gate_level_count": 20, "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": 92.0, "strategy_rank": 81.349686, "rr": 1.841822, "primary_prob": 21.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.762733, "raw_level_count": 20, "gate_level_count": 20, "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": 80.315789, "strategy_rank": 77.133002, "rr": 1.945285, "primary_prob": 35.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.917928, "raw_level_count": 20, "gate_level_count": 20, "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": 90.947368, "strategy_rank": 73.065674, "rr": 1.152633, "primary_prob": 34.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.728949, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.152403, "hold30_r": -1.097355 }, { "symbol": "FOX", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.789474, "strategy_rank": 74.175902, "rr": 1.782916, "primary_prob": 22.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.674375, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.725952, "hold30_r": -1.0 }, { "symbol": "FOXA", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.578947, "strategy_rank": 75.192056, "rr": 1.634812, "primary_prob": 24.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.452217, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.577295, "hold30_r": -1.537012 }, { "symbol": "FTNT", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.894737, "strategy_rank": 87.094869, "rr": 0.709733, "primary_prob": 49.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.0646, "raw_level_count": 20, "gate_level_count": 20, "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": 88.0, "strategy_rank": 81.50566, "rr": 2.199113, "primary_prob": 32.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 3.298669, "raw_level_count": 20, "gate_level_count": 20, "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": 93.789474, "strategy_rank": 75.93565, "rr": 1.211521, "primary_prob": 33.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.817282, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.159945, "hold30_r": -1.0 }, { "symbol": "GLW", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.578947, "strategy_rank": 80.803376, "rr": 0.67921, "primary_prob": 50.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.018815, "raw_level_count": 20, "gate_level_count": 20, "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": 93.578947, "strategy_rank": 92.203376, "rr": 1.530371, "primary_prob": 26.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.295557, "raw_level_count": 20, "gate_level_count": 20, "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": 90.210526, "strategy_rank": 83.807746, "rr": 1.372637, "primary_prob": 29.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.058956, "raw_level_count": 20, "gate_level_count": 20, "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": 82.105263, "strategy_rank": 75.869911, "rr": 0.977856, "primary_prob": 39.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 71, "primary_distance_atr": 1.466784, "raw_level_count": 20, "gate_level_count": 20, "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": 96.736842, "strategy_rank": 90.200066, "rr": 0.993365, "primary_prob": 54.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.490047, "raw_level_count": 20, "gate_level_count": 20, "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": 97.368421, "strategy_rank": 94.918901, "rr": 1.637967, "primary_prob": 24.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.456951, "raw_level_count": 20, "gate_level_count": 20, "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": 83.473684, "strategy_rank": 76.356107, "rr": 1.63423, "primary_prob": 24.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.451346, "raw_level_count": 20, "gate_level_count": 20, "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": 92.526316, "strategy_rank": 85.177226, "rr": 1.583673, "primary_prob": 25.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.37551, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.540019, "hold30_r": -1.0 }, { "symbol": "ISRG", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.421053, "strategy_rank": 81.04568, "rr": 1.707492, "primary_prob": 23.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.561237, "raw_level_count": 20, "gate_level_count": 20, "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": 80.736842, "strategy_rank": 70.981198, "rr": 1.674002, "primary_prob": 24.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.511003, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.049787, "hold30_r": -1.0 }, { "symbol": "KMI", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.526316, "strategy_rank": 77.267792, "rr": 1.533518, "primary_prob": 41.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.300278, "raw_level_count": 20, "gate_level_count": 20, "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": 84.105263, "strategy_rank": 61.766766, "rr": 1.145843, "primary_prob": 35.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.718764, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.069231, "hold30_r": -1.0 }, { "symbol": "LYV", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.894737, "strategy_rank": 74.009335, "rr": 1.872424, "primary_prob": 21.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.808636, "raw_level_count": 20, "gate_level_count": 20, "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": 87.157895, "strategy_rank": 70.538828, "rr": 1.526487, "primary_prob": 26.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.28973, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.053065, "hold30_r": -1.0 }, { "symbol": "MS", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.789474, "strategy_rank": 82.15955, "rr": 1.52525, "primary_prob": 26.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.287875, "raw_level_count": 20, "gate_level_count": 20, "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": 98.210526, "strategy_rank": 98.653029, "rr": 1.697979, "primary_prob": 23.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.546969, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.129742, "hold30_r": -1.114295 }, { "symbol": "MTB", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.315789, "strategy_rank": 76.819795, "rr": 1.395312, "primary_prob": 29.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 2.092968, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.149109, "hold30_r": -1.096021 }, { "symbol": "NEM", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.631579, "strategy_rank": 86.224495, "rr": 1.643242, "primary_prob": 39.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.464863, "raw_level_count": 20, "gate_level_count": 20, "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": 92.210526, "strategy_rank": 87.471897, "rr": 1.594326, "primary_prob": 25.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.391489, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.0375, "hold30_r": -1.0 }, { "symbol": "NI", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.368421, "strategy_rank": 66.647203, "rr": 1.588745, "primary_prob": 25.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.383118, "raw_level_count": 20, "gate_level_count": 20, "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": 92.947368, "strategy_rank": 92.830453, "rr": 1.887136, "primary_prob": 20.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.830704, "raw_level_count": 20, "gate_level_count": 20, "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": 80.947368, "strategy_rank": 67.575108, "rr": 1.422179, "primary_prob": 28.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 2.133268, "raw_level_count": 20, "gate_level_count": 20, "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": 82.736842, "strategy_rank": 68.890632, "rr": 1.742136, "primary_prob": 23.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.613204, "raw_level_count": 20, "gate_level_count": 20, "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": 86.210526, "strategy_rank": 67.580073, "rr": 1.44853, "primary_prob": 28.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.172795, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.395967, "hold30_r": -1.0 }, { "symbol": "PLTR", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.684211, "strategy_rank": 99.370142, "rr": 1.908955, "primary_prob": 20.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.863433, "raw_level_count": 20, "gate_level_count": 20, "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": 96.105263, "strategy_rank": 83.783118, "rr": 1.384445, "primary_prob": 29.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.076667, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.315837, "hold30_r": -1.0 }, { "symbol": "PODD", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.842105, "strategy_rank": 83.276266, "rr": 0.676943, "primary_prob": 50.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 82, "primary_distance_atr": 1.015414, "raw_level_count": 20, "gate_level_count": 20, "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": 94.421053, "strategy_rank": 91.818007, "rr": 1.862239, "primary_prob": 21.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.793359, "raw_level_count": 20, "gate_level_count": 20, "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": 88.210526, "strategy_rank": 83.980073, "rr": 1.332941, "primary_prob": 30.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.999412, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.031933, "hold30_r": -1.0 }, { "symbol": "SATS", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.842105, "strategy_rank": 97.145449, "rr": 1.556033, "primary_prob": 26.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.334049, "raw_level_count": 20, "gate_level_count": 20, "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": 86.947368, "strategy_rank": 63.630453, "rr": 1.63351, "primary_prob": 24.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.450265, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.564001, "hold30_r": -1.0 }, { "symbol": "STT", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.473684, "strategy_rank": 66.182522, "rr": 1.728702, "primary_prob": 23.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 58, "primary_distance_atr": 2.593052, "raw_level_count": 20, "gate_level_count": 20, "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": 86.0, "strategy_rank": 86.080503, "rr": 0.780082, "primary_prob": 46.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.170123, "raw_level_count": 20, "gate_level_count": 20, "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": 95.263158, "strategy_rank": 75.898047, "rr": 1.155705, "primary_prob": 34.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.733557, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.100727, "hold30_r": -1.871916 }, { "symbol": "TKO", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.0, "strategy_rank": 90.140881, "rr": 0.687422, "primary_prob": 50.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.031133, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.653424, "hold30_r": -1.0 }, { "symbol": "TMUS", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.473684, "strategy_rank": 78.907051, "rr": 1.726605, "primary_prob": 23.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.589908, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.672323, "hold30_r": -1.345173 }, { "symbol": "TPL", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.263158, "strategy_rank": 97.84899, "rr": 1.618468, "primary_prob": 25.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.427702, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.024399, "hold30_r": -1.0 }, { "symbol": "TPR", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.315789, "strategy_rank": 94.465078, "rr": 0.683847, "primary_prob": 50.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.025771, "raw_level_count": 20, "gate_level_count": 20, "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": 96.526316, "strategy_rank": 88.165905, "rr": 1.705576, "primary_prob": 23.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.558364, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.040521, "hold30_r": -1.0 }, { "symbol": "TSLA", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.052632, "strategy_rank": 96.002251, "rr": 1.356255, "primary_prob": 30.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 2.034383, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.337921, "hold30_r": -1.0 }, { "symbol": "TYL", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.368421, "strategy_rank": 73.800662, "rr": 1.229115, "primary_prob": 33.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 1.843673, "raw_level_count": 20, "gate_level_count": 20, "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": 98.421053, "strategy_rank": 96.599139, "rr": 1.825756, "primary_prob": 21.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.738635, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.099752, "hold30_r": -1.079282 }, { "symbol": "VST", "date": "2025-03-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.631579, "strategy_rank": 98.696193, "rr": 0.67486, "primary_prob": 50.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.01229, "raw_level_count": 20, "gate_level_count": 20, "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": 94.0, "strategy_rank": 76.208805, "rr": 1.519878, "primary_prob": 26.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.279817, "raw_level_count": 20, "gate_level_count": 20, "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": 87.578947, "strategy_rank": 62.405892, "rr": 0.854549, "primary_prob": 43.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.281823, "raw_level_count": 20, "gate_level_count": 20, "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": 94.631579, "strategy_rank": 73.663489, "rr": 0.913757, "primary_prob": 41.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.370635, "raw_level_count": 20, "gate_level_count": 20, "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": 81.157895, "strategy_rank": 78.854551, "rr": 1.658826, "primary_prob": 24.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.488239, "raw_level_count": 20, "gate_level_count": 20, "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": 94.210526, "strategy_rank": 74.815293, "rr": 1.276006, "primary_prob": 31.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.914009, "raw_level_count": 20, "gate_level_count": 20, "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": 82.947368, "strategy_rank": 86.207812, "rr": 0.715074, "primary_prob": 49.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.07261, "raw_level_count": 20, "gate_level_count": 20, "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": 89.473684, "strategy_rank": 65.461768, "rr": 1.574884, "primary_prob": 25.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.362326, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.505731, "hold30_r": -1.0 }, { "symbol": "CEG", "date": "2025-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.635091, "strategy_rank": 92.833632, "rr": 1.351938, "primary_prob": 30.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.027907, "raw_level_count": 20, "gate_level_count": 20, "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": 98.815931, "strategy_rank": 98.881763, "rr": 0.669939, "primary_prob": 51.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.004908, "raw_level_count": 20, "gate_level_count": 20, "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": 85.25296, "strategy_rank": 69.06614, "rr": 1.317757, "primary_prob": 30.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 1.976636, "raw_level_count": 20, "gate_level_count": 20, "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": 80.624327, "strategy_rank": 60.810019, "rr": 1.812959, "primary_prob": 22.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.719439, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.060731, "hold30_r": -1.0 }, { "symbol": "AFL", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.916039, "strategy_rank": 61.456983, "rr": 1.371692, "primary_prob": 29.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.057538, "raw_level_count": 20, "gate_level_count": 20, "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": 86.544672, "strategy_rank": 71.160048, "rr": 1.518133, "primary_prob": 26.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 60, "primary_distance_atr": 2.2772, "raw_level_count": 20, "gate_level_count": 20, "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": 99.892357, "strategy_rank": 99.828187, "rr": 1.772877, "primary_prob": 22.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.659315, "raw_level_count": 20, "gate_level_count": 20, "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": 80.839612, "strategy_rank": 85.55879, "rr": 1.828393, "primary_prob": 21.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.74259, "raw_level_count": 20, "gate_level_count": 20, "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": 95.586652, "strategy_rank": 95.946026, "rr": 1.801127, "primary_prob": 22.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.70169, "raw_level_count": 20, "gate_level_count": 20, "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": 93.4338, "strategy_rank": 72.44546, "rr": 1.251007, "primary_prob": 32.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.876511, "raw_level_count": 20, "gate_level_count": 20, "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": 81.593111, "strategy_rank": 76.02193, "rr": 1.398464, "primary_prob": 29.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.097695, "raw_level_count": 20, "gate_level_count": 20, "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": 92.680301, "strategy_rank": 68.702578, "rr": 1.65326, "primary_prob": 24.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.479889, "raw_level_count": 20, "gate_level_count": 20, "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": 89.451023, "strategy_rank": 81.90832, "rr": 1.301536, "primary_prob": 31.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.952304, "raw_level_count": 20, "gate_level_count": 20, "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": 81.054898, "strategy_rank": 83.201451, "rr": 1.701112, "primary_prob": 23.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.551667, "raw_level_count": 20, "gate_level_count": 20, "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": 90.096878, "strategy_rank": 73.968136, "rr": 1.350459, "primary_prob": 30.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 79, "primary_distance_atr": 2.025688, "raw_level_count": 20, "gate_level_count": 20, "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": 90.312164, "strategy_rank": 91.803724, "rr": 1.859086, "primary_prob": 21.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.788629, "raw_level_count": 20, "gate_level_count": 20, "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": 83.745963, "strategy_rank": 83.316708, "rr": 1.518709, "primary_prob": 26.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.278064, "raw_level_count": 20, "gate_level_count": 20, "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": 86.329386, "strategy_rank": 65.864654, "rr": 0.887968, "primary_prob": 42.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.331952, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.829737, "hold30_r": -1.312569 }, { "symbol": "CPT", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.131324, "strategy_rank": 61.253985, "rr": 1.833755, "primary_prob": 21.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.750632, "raw_level_count": 20, "gate_level_count": 20, "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": 99.461787, "strategy_rank": 98.915855, "rr": 1.303911, "primary_prob": 31.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.955867, "raw_level_count": 20, "gate_level_count": 20, "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": 82.884822, "strategy_rank": 68.083684, "rr": 1.57387, "primary_prob": 25.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 78, "primary_distance_atr": 2.360806, "raw_level_count": 20, "gate_level_count": 20, "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": 86.114101, "strategy_rank": 81.984051, "rr": 1.198717, "primary_prob": 33.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 1.798076, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.359913, "hold30_r": -1.331245 }, { "symbol": "DGX", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.29817, "strategy_rank": 67.732513, "rr": 1.316373, "primary_prob": 31.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.97456, "raw_level_count": 20, "gate_level_count": 20, "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": 81.377826, "strategy_rank": 81.787629, "rr": 1.000343, "primary_prob": 54.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.500514, "raw_level_count": 20, "gate_level_count": 20, "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": 97.201292, "strategy_rank": 88.040904, "rr": 1.013352, "primary_prob": 38.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.520028, "raw_level_count": 20, "gate_level_count": 20, "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": 88.589882, "strategy_rank": 62.012917, "rr": 1.918745, "primary_prob": 20.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.878117, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.079179, "hold30_r": -1.0 }, { "symbol": "EXC", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.409042, "strategy_rank": 58.44067, "rr": 1.332623, "primary_prob": 30.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 1.998935, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.262075, "hold30_r": -1.0 }, { "symbol": "EXPE", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.235737, "strategy_rank": 87.416785, "rr": 1.897169, "primary_prob": 20.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 61, "primary_distance_atr": 2.845753, "raw_level_count": 20, "gate_level_count": 20, "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": 93.218515, "strategy_rank": 82.037526, "rr": 1.443861, "primary_prob": 28.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.165791, "raw_level_count": 20, "gate_level_count": 20, "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": 87.513455, "strategy_rank": 82.063277, "rr": 1.154073, "primary_prob": 34.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.731109, "raw_level_count": 20, "gate_level_count": 20, "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": 90.850377, "strategy_rank": 72.437707, "rr": 1.512926, "primary_prob": 27.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.269389, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.058954, "hold30_r": -1.0 }, { "symbol": "FOX", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.385361, "strategy_rank": 74.046601, "rr": 1.403989, "primary_prob": 29.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.105984, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.342072, "hold30_r": -1.0 }, { "symbol": "FOXA", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.170075, "strategy_rank": 74.506834, "rr": 1.817565, "primary_prob": 21.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.726348, "raw_level_count": 20, "gate_level_count": 20, "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": 94.940797, "strategy_rank": 86.651484, "rr": 1.20784, "primary_prob": 33.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.81176, "raw_level_count": 20, "gate_level_count": 20, "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": 88.805167, "strategy_rank": 81.584839, "rr": 1.532303, "primary_prob": 26.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.298455, "raw_level_count": 20, "gate_level_count": 20, "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": 95.156082, "strategy_rank": 76.544949, "rr": 1.694876, "primary_prob": 23.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.542313, "raw_level_count": 20, "gate_level_count": 20, "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": 92.034446, "strategy_rank": 81.851765, "rr": 1.892975, "primary_prob": 20.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.839463, "raw_level_count": 20, "gate_level_count": 20, "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": 94.294941, "strategy_rank": 92.662407, "rr": 1.294684, "primary_prob": 31.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.942026, "raw_level_count": 20, "gate_level_count": 20, "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": 87.728741, "strategy_rank": 82.08536, "rr": 0.740718, "primary_prob": 48.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.111076, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.701705, "hold30_r": -1.0 }, { "symbol": "HWM", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.739505, "strategy_rank": 91.054309, "rr": 1.192051, "primary_prob": 33.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.788076, "raw_level_count": 20, "gate_level_count": 20, "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": 96.986006, "strategy_rank": 94.771233, "rr": 1.707013, "primary_prob": 23.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.56052, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.097159, "hold30_r": -1.070522 }, { "symbol": "IBM", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.391819, "strategy_rank": 76.791315, "rr": 1.855713, "primary_prob": 21.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.78357, "raw_level_count": 20, "gate_level_count": 20, "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": 84.82239, "strategy_rank": 83.941589, "rr": 1.751061, "primary_prob": 22.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 94, "primary_distance_atr": 2.626592, "raw_level_count": 20, "gate_level_count": 20, "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": 93.86437, "strategy_rank": 87.666474, "rr": 0.736215, "primary_prob": 48.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 1.104322, "raw_level_count": 20, "gate_level_count": 20, "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": 84.607104, "strategy_rank": 79.289282, "rr": 1.840089, "primary_prob": 21.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.760133, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.03781, "hold30_r": -1.0 }, { "symbol": "KMI", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.249731, "strategy_rank": 78.33687, "rr": 1.97743, "primary_prob": 34.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.966145, "raw_level_count": 20, "gate_level_count": 20, "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": 89.020452, "strategy_rank": 64.886664, "rr": 0.857441, "primary_prob": 43.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.286161, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.777034, "hold30_r": -1.0 }, { "symbol": "LYV", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.193757, "strategy_rank": 71.698331, "rr": 1.708942, "primary_prob": 23.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.563413, "raw_level_count": 20, "gate_level_count": 20, "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": 85.037675, "strategy_rank": 61.616405, "rr": 1.023816, "primary_prob": 38.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 1.535723, "raw_level_count": 20, "gate_level_count": 20, "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": 92.895587, "strategy_rank": 75.187682, "rr": 1.488567, "primary_prob": 27.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.23285, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.052095, "hold30_r": -1.0 }, { "symbol": "MS", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.961249, "strategy_rank": 81.152295, "rr": 1.696678, "primary_prob": 23.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.545017, "raw_level_count": 20, "gate_level_count": 20, "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": 85.791173, "strategy_rank": 89.89305, "rr": 0.741675, "primary_prob": 48.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.112512, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.726586, "hold30_r": -1.0 }, { "symbol": "MTB", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.561895, "strategy_rank": 75.285288, "rr": 1.890592, "primary_prob": 20.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 2.835888, "raw_level_count": 20, "gate_level_count": 20, "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": 91.065662, "strategy_rank": 86.897089, "rr": 1.262532, "primary_prob": 32.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.893798, "raw_level_count": 20, "gate_level_count": 20, "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": 94.079656, "strategy_rank": 67.334859, "rr": 1.049641, "primary_prob": 37.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.574462, "raw_level_count": 20, "gate_level_count": 20, "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": 93.649085, "strategy_rank": 93.303556, "rr": 1.625966, "primary_prob": 24.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.438949, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.027681, "hold30_r": -1.0 }, { "symbol": "PGR", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.881593, "strategy_rank": 69.76599, "rr": 0.972375, "primary_prob": 40.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.458562, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.912378, "hold30_r": -1.0 }, { "symbol": "PLTR", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.677072, "strategy_rank": 99.420253, "rr": 0.705411, "primary_prob": 49.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.058117, "raw_level_count": 20, "gate_level_count": 20, "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": 94.725511, "strategy_rank": 83.606893, "rr": 1.39956, "primary_prob": 29.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 82, "primary_distance_atr": 2.099339, "raw_level_count": 20, "gate_level_count": 20, "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": 94.510226, "strategy_rank": 92.234329, "rr": 1.722536, "primary_prob": 23.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.583805, "raw_level_count": 20, "gate_level_count": 20, "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": 83.530678, "strategy_rank": 59.854111, "rr": 1.238109, "primary_prob": 32.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 1.857164, "raw_level_count": 20, "gate_level_count": 20, "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": 88.374596, "strategy_rank": 84.691799, "rr": 1.198057, "primary_prob": 33.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.797086, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.167107, "hold30_r": -1.0 }, { "symbol": "RTX", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.051668, "strategy_rank": 66.105621, "rr": 0.75467, "primary_prob": 47.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.132004, "raw_level_count": 20, "gate_level_count": 20, "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": 99.246502, "strategy_rank": 97.382519, "rr": 1.85665, "primary_prob": 21.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.784976, "raw_level_count": 20, "gate_level_count": 20, "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": 83.315393, "strategy_rank": 70.153572, "rr": 1.785214, "primary_prob": 22.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 56, "primary_distance_atr": 2.677821, "raw_level_count": 20, "gate_level_count": 20, "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": 86.975242, "strategy_rank": 63.680097, "rr": 1.000927, "primary_prob": 39.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.50139, "raw_level_count": 20, "gate_level_count": 20, "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": 85.468245, "strategy_rank": 85.326164, "rr": 1.359022, "primary_prob": 30.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.038532, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.034847, "hold30_r": -1.0 }, { "symbol": "T", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.232508, "strategy_rank": 75.980119, "rr": 0.825448, "primary_prob": 59.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.238172, "raw_level_count": 20, "gate_level_count": 20, "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": 96.770721, "strategy_rank": 89.122141, "rr": 1.571554, "primary_prob": 25.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.357331, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.036602, "hold30_r": -1.0 }, { "symbol": "TMUS", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.017223, "strategy_rank": 79.109162, "rr": 0.780884, "primary_prob": 46.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.171326, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.723302, "hold30_r": -1.0 }, { "symbol": "TPL", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.031216, "strategy_rank": 97.585517, "rr": 1.416281, "primary_prob": 28.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.124421, "raw_level_count": 20, "gate_level_count": 20, "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": 97.52422, "strategy_rank": 94.987211, "rr": 1.427417, "primary_prob": 28.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.141126, "raw_level_count": 20, "gate_level_count": 20, "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": 96.555436, "strategy_rank": 88.456972, "rr": 1.766754, "primary_prob": 22.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.650131, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.043154, "hold30_r": -1.0 }, { "symbol": "TSLA", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.280947, "strategy_rank": 93.350039, "rr": 0.778035, "primary_prob": 46.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 1.167053, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.427927, "hold30_r": -1.409249 }, { "symbol": "TTWO", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.666308, "strategy_rank": 81.544551, "rr": 0.802777, "primary_prob": 45.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.204165, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.04702, "hold30_r": -1.0 }, { "symbol": "TYL", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.496233, "strategy_rank": 73.307813, "rr": 1.679103, "primary_prob": 24.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 2.518655, "raw_level_count": 20, "gate_level_count": 20, "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": 98.600646, "strategy_rank": 96.994729, "rr": 0.742454, "primary_prob": 48.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.113681, "raw_level_count": 20, "gate_level_count": 20, "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": 82.346609, "strategy_rank": 59.66835, "rr": 0.938198, "primary_prob": 41.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.407297, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.867047, "hold30_r": -1.0 }, { "symbol": "VST", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.95479, "strategy_rank": 98.150347, "rr": 1.60879, "primary_prob": 25.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.413186, "raw_level_count": 20, "gate_level_count": 20, "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": 95.801938, "strategy_rank": 75.743028, "rr": 0.685391, "primary_prob": 50.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.028087, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.61745, "hold30_r": -1.0 }, { "symbol": "WFC", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.100108, "strategy_rank": 79.809947, "rr": 1.598423, "primary_prob": 25.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.397635, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.044938, "hold30_r": -1.0 }, { "symbol": "WMB", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.711518, "strategy_rank": 78.796133, "rr": 0.684989, "primary_prob": 50.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.027483, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.631697, "hold30_r": -1.0 }, { "symbol": "WMT", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.371367, "strategy_rank": 75.313012, "rr": 1.684935, "primary_prob": 24.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.527402, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.629633, "hold30_r": -1.575005 }, { "symbol": "XEL", "date": "2025-03-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.465016, "strategy_rank": 67.587248, "rr": 1.319091, "primary_prob": 30.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 1.978637, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.246614, "hold30_r": -1.0 }, { "symbol": "WBD", "date": "2025-03-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.468085, "strategy_rank": 90.111736, "rr": 0.820921, "primary_prob": 45.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 68, "primary_distance_atr": 1.231381, "raw_level_count": 20, "gate_level_count": 20, "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": 98.829787, "strategy_rank": 98.894227, "rr": 1.700012, "primary_prob": 23.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.550019, "raw_level_count": 20, "gate_level_count": 20, "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": 87.553191, "strategy_rank": 75.045196, "rr": 1.79167, "primary_prob": 22.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.687506, "raw_level_count": 20, "gate_level_count": 20, "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": 80.319149, "strategy_rank": 60.71385, "rr": 1.914948, "primary_prob": 20.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.872421, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.861385, "hold30_r": 2.391021 }, { "symbol": "AEE", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.319149, "strategy_rank": 65.707481, "rr": 1.700949, "primary_prob": 23.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.551423, "raw_level_count": 20, "gate_level_count": 20, "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": 84.148936, "strategy_rank": 61.770497, "rr": 0.813876, "primary_prob": 45.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.220813, "raw_level_count": 20, "gate_level_count": 20, "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": 83.510638, "strategy_rank": 65.400122, "rr": 1.318522, "primary_prob": 30.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 1.977783, "raw_level_count": 20, "gate_level_count": 20, "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": 91.382979, "strategy_rank": 68.713308, "rr": 1.292609, "primary_prob": 31.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.938914, "raw_level_count": 20, "gate_level_count": 20, "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": 81.170213, "strategy_rank": 57.265009, "rr": 1.949309, "primary_prob": 20.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.923963, "raw_level_count": 20, "gate_level_count": 20, "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": 86.914894, "strategy_rank": 72.178005, "rr": 0.895918, "primary_prob": 42.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 90, "primary_distance_atr": 1.343876, "raw_level_count": 20, "gate_level_count": 20, "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": 99.893617, "strategy_rank": 99.829991, "rr": 1.726501, "primary_prob": 23.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.589752, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.717742, "hold30_r": 3.01993 }, { "symbol": "ATO", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.085106, "strategy_rank": 58.54174, "rr": 1.783437, "primary_prob": 22.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.675156, "raw_level_count": 20, "gate_level_count": 20, "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": 96.702128, "strategy_rank": 96.767922, "rr": 1.79557, "primary_prob": 22.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.693355, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.77218, "hold30_r": 5.768287 }, { "symbol": "BK", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.234043, "strategy_rank": 75.296314, "rr": 1.306466, "primary_prob": 31.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.9597, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.266995, "hold30_r": 4.58192 }, { "symbol": "BRO", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.531915, "strategy_rank": 66.302277, "rr": 1.325539, "primary_prob": 30.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.988308, "raw_level_count": 20, "gate_level_count": 20, "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": 93.297872, "strategy_rank": 72.792587, "rr": 1.885418, "primary_prob": 20.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.828127, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.845371, "hold30_r": 3.785926 }, { "symbol": "CBOE", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.489362, "strategy_rank": 66.179496, "rr": 1.804358, "primary_prob": 22.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.706536, "raw_level_count": 20, "gate_level_count": 20, "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": 88.617021, "strategy_rank": 81.458666, "rr": 1.514311, "primary_prob": 26.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.271466, "raw_level_count": 20, "gate_level_count": 20, "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": 83.93617, "strategy_rank": 85.761689, "rr": 0.834842, "primary_prob": 44.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 64, "primary_distance_atr": 1.252263, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.816231, "hold30_r": 3.88574 }, { "symbol": "CHRW", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.021277, "strategy_rank": 76.707887, "rr": 1.531658, "primary_prob": 26.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 134, "primary_distance_atr": 2.297488, "raw_level_count": 20, "gate_level_count": 20, "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": 91.808511, "strategy_rank": 87.800989, "rr": 1.565205, "primary_prob": 26.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 83, "primary_distance_atr": 2.347807, "raw_level_count": 20, "gate_level_count": 20, "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": 84.787234, "strategy_rank": 88.013484, "rr": 1.811816, "primary_prob": 22.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.717724, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.795178, "hold30_r": 4.274641 }, { "symbol": "CME", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.744681, "strategy_rank": 57.158219, "rr": 0.675985, "primary_prob": 50.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.013977, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.614559, "hold30_r": 2.834003 }, { "symbol": "CMS", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.808511, "strategy_rank": 57.584429, "rr": 0.796911, "primary_prob": 46.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.195366, "raw_level_count": 20, "gate_level_count": 20, "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": 91.595745, "strategy_rank": 69.69027, "rr": 1.789995, "primary_prob": 22.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.684992, "raw_level_count": 20, "gate_level_count": 20, "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": 82.87234, "strategy_rank": 63.32911, "rr": 0.897985, "primary_prob": 42.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 84, "primary_distance_atr": 1.346978, "raw_level_count": 20, "gate_level_count": 20, "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": 82.021277, "strategy_rank": 61.045467, "rr": 1.900224, "primary_prob": 20.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 2.850336, "raw_level_count": 20, "gate_level_count": 20, "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": 99.468085, "strategy_rank": 99.022564, "rr": 1.872613, "primary_prob": 21.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.808919, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.861673, "hold30_r": 4.800363 }, { "symbol": "DASH", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.531915, "strategy_rank": 78.569793, "rr": 1.711905, "primary_prob": 23.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.567858, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.688558, "hold30_r": 2.791729 }, { "symbol": "DGX", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.12766, "strategy_rank": 66.371527, "rr": 1.6618, "primary_prob": 24.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.4927, "raw_level_count": 20, "gate_level_count": 20, "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": 80.106383, "strategy_rank": 57.889755, "rr": 1.369005, "primary_prob": 29.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.053507, "raw_level_count": 20, "gate_level_count": 20, "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": 86.06383, "strategy_rank": 79.607738, "rr": 1.247422, "primary_prob": 32.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 69, "primary_distance_atr": 1.871134, "raw_level_count": 20, "gate_level_count": 20, "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": 96.276596, "strategy_rank": 86.947757, "rr": 1.792938, "primary_prob": 22.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.689408, "raw_level_count": 20, "gate_level_count": 20, "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": 83.297872, "strategy_rank": 58.308511, "rr": 1.216232, "primary_prob": 33.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 75, "primary_distance_atr": 1.824348, "raw_level_count": 20, "gate_level_count": 20, "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": 90.744681, "strategy_rank": 88.998984, "rr": 1.609841, "primary_prob": 25.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 2.414761, "raw_level_count": 20, "gate_level_count": 20, "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": 90.106383, "strategy_rank": 81.16364, "rr": 1.628725, "primary_prob": 24.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.443087, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.594261, "hold30_r": 3.345505 }, { "symbol": "FICO", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.957447, "strategy_rank": 84.657474, "rr": 1.610788, "primary_prob": 25.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.416182, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.577391, "hold30_r": 5.307234 }, { "symbol": "FISV", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.680851, "strategy_rank": 74.751118, "rr": 1.411546, "primary_prob": 28.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.11732, "raw_level_count": 20, "gate_level_count": 20, "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": 98.191489, "strategy_rank": 80.549329, "rr": 1.784265, "primary_prob": 22.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.676397, "raw_level_count": 20, "gate_level_count": 20, "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": 97.978723, "strategy_rank": 79.795297, "rr": 0.846002, "primary_prob": 44.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.269003, "raw_level_count": 20, "gate_level_count": 20, "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": 93.085106, "strategy_rank": 86.465307, "rr": 1.891324, "primary_prob": 20.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.836986, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.86007, "hold30_r": 3.69694 }, { "symbol": "GDDY", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.191489, "strategy_rank": 80.460157, "rr": 1.239073, "primary_prob": 32.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.858609, "raw_level_count": 20, "gate_level_count": 20, "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": 82.234043, "strategy_rank": 78.678479, "rr": 1.874635, "primary_prob": 21.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.811953, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.843979, "hold30_r": 6.292585 }, { "symbol": "GILD", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.340426, "strategy_rank": 77.11919, "rr": 1.930156, "primary_prob": 20.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.895234, "raw_level_count": 20, "gate_level_count": 20, "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": 93.93617, "strategy_rank": 76.392262, "rr": 1.59502, "primary_prob": 25.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.39253, "raw_level_count": 20, "gate_level_count": 20, "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": 87.978723, "strategy_rank": 81.839883, "rr": 1.728955, "primary_prob": 23.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.593433, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.701847, "hold30_r": 3.14305 }, { "symbol": "GRMN", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.361702, "strategy_rank": 93.409879, "rr": 1.716533, "primary_prob": 23.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.5748, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.687708, "hold30_r": 2.135349 }, { "symbol": "GS", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.446809, "strategy_rank": 80.101301, "rr": 0.944941, "primary_prob": 40.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.417411, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.918601, "hold30_r": 3.957801 }, { "symbol": "HWM", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.553191, "strategy_rank": 92.522903, "rr": 1.644904, "primary_prob": 24.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.467356, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.618653, "hold30_r": 6.299185 }, { "symbol": "IBKR", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.425532, "strategy_rank": 93.93163, "rr": 0.838634, "primary_prob": 44.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.257951, "raw_level_count": 20, "gate_level_count": 20, "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": 84.361702, "strategy_rank": 76.664656, "rr": 1.765805, "primary_prob": 22.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.648707, "raw_level_count": 20, "gate_level_count": 20, "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": 84.574468, "strategy_rank": 82.163911, "rr": 1.785959, "primary_prob": 22.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 94, "primary_distance_atr": 2.678939, "raw_level_count": 20, "gate_level_count": 20, "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": 88.404255, "strategy_rank": 83.666418, "rr": 1.678407, "primary_prob": 24.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.517611, "raw_level_count": 20, "gate_level_count": 20, "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": 86.702128, "strategy_rank": 80.818878, "rr": 1.520504, "primary_prob": 26.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.280757, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.489672, "hold30_r": 3.756941 }, { "symbol": "KMI", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.170213, "strategy_rank": 78.850996, "rr": 0.691419, "primary_prob": 50.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.037129, "raw_level_count": 20, "gate_level_count": 20, "outcome": "ambiguous", "net_r": -1.041733, "hold30_r": -1.0 }, { "symbol": "LNT", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.212766, "strategy_rank": 62.069318, "rr": 1.869804, "primary_prob": 21.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.804706, "raw_level_count": 20, "gate_level_count": 20, "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": 86.276596, "strategy_rank": 63.387248, "rr": 1.031718, "primary_prob": 38.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 83, "primary_distance_atr": 1.547577, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.05259, "hold30_r": -1.0 }, { "symbol": "MMM", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.787234, "strategy_rank": 79.790554, "rr": 1.181337, "primary_prob": 34.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 1.772006, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.146175, "hold30_r": 3.7722 }, { "symbol": "MO", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.659574, "strategy_rank": 68.842594, "rr": 1.634543, "primary_prob": 24.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.451814, "raw_level_count": 20, "gate_level_count": 20, "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": 98.617021, "strategy_rank": 98.872679, "rr": 1.935997, "primary_prob": 20.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.903995, "raw_level_count": 20, "gate_level_count": 20, "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": 89.255319, "strategy_rank": 85.058341, "rr": 1.796219, "primary_prob": 22.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.694329, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.764149, "hold30_r": 6.289344 }, { "symbol": "NI", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.446809, "strategy_rank": 67.00576, "rr": 0.751855, "primary_prob": 47.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.127783, "raw_level_count": 20, "gate_level_count": 20, "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": 89.893617, "strategy_rank": 73.94464, "rr": 1.591177, "primary_prob": 25.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.386766, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.55034, "hold30_r": 2.425165 }, { "symbol": "PLTR", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.680851, "strategy_rank": 99.426277, "rr": 1.879438, "primary_prob": 21.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.819158, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.864416, "hold30_r": 5.310031 }, { "symbol": "PM", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.765957, "strategy_rank": 84.77375, "rr": 1.845159, "primary_prob": 21.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.767738, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.791991, "hold30_r": 3.98002 }, { "symbol": "PNW", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.659574, "strategy_rank": 58.626033, "rr": 0.957992, "primary_prob": 40.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.436989, "raw_level_count": 20, "gate_level_count": 20, "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": 95.0, "strategy_rank": 82.646497, "rr": 0.737211, "primary_prob": 48.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 78, "primary_distance_atr": 1.105817, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.706737, "hold30_r": 5.006151 }, { "symbol": "PPL", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.723404, "strategy_rank": 60.039504, "rr": 1.680758, "primary_prob": 24.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.521137, "raw_level_count": 20, "gate_level_count": 20, "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": 92.87234, "strategy_rank": 91.571148, "rr": 1.801014, "primary_prob": 22.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.70152, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.780669, "hold30_r": 4.350647 }, { "symbol": "REG", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.382979, "strategy_rank": 58.528595, "rr": 1.508762, "primary_prob": 27.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 94, "primary_distance_atr": 2.263143, "raw_level_count": 20, "gate_level_count": 20, "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": 85.425532, "strategy_rank": 85.339274, "rr": 1.768656, "primary_prob": 22.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.652984, "raw_level_count": 20, "gate_level_count": 20, "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": 87.340426, "strategy_rank": 70.310272, "rr": 0.722236, "primary_prob": 48.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 1.083354, "raw_level_count": 20, "gate_level_count": 20, "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": 99.042553, "strategy_rank": 96.973099, "rr": 1.600403, "primary_prob": 25.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 100, "primary_distance_atr": 2.400605, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.580664, "hold30_r": -1.0 }, { "symbol": "SO", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.851064, "strategy_rank": 62.03842, "rr": 1.670101, "primary_prob": 24.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.505151, "raw_level_count": 20, "gate_level_count": 20, "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": 96.06383, "strategy_rank": 76.862515, "rr": 0.67086, "primary_prob": 51.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 1.006289, "raw_level_count": 20, "gate_level_count": 20, "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": 95.212766, "strategy_rank": 88.145751, "rr": 1.775918, "primary_prob": 22.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.663877, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.745616, "hold30_r": 2.649603 }, { "symbol": "TMUS", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.489362, "strategy_rank": 80.376948, "rr": 1.399153, "primary_prob": 29.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.098729, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.353645, "hold30_r": -1.0 }, { "symbol": "TPL", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.255319, "strategy_rank": 97.981908, "rr": 1.817398, "primary_prob": 21.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.726097, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.79938, "hold30_r": 2.84853 }, { "symbol": "TPR", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.12766, "strategy_rank": 95.218661, "rr": 1.754537, "primary_prob": 22.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.631806, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.732612, "hold30_r": 3.384192 }, { "symbol": "TRGP", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.148936, "strategy_rank": 90.331007, "rr": 1.285898, "primary_prob": 31.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.928847, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.261352, "hold30_r": 0.261922 }, { "symbol": "TSLA", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.723404, "strategy_rank": 95.064982, "rr": 0.855947, "primary_prob": 43.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 69, "primary_distance_atr": 1.28392, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.840618, "hold30_r": 3.286119 }, { "symbol": "TTWO", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.829787, "strategy_rank": 80.556647, "rr": 1.616458, "primary_prob": 25.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.424686, "raw_level_count": 20, "gate_level_count": 20, "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": 93.510638, "strategy_rank": 74.502033, "rr": 1.676687, "primary_prob": 24.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 63, "primary_distance_atr": 2.51503, "raw_level_count": 20, "gate_level_count": 20, "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": 98.404255, "strategy_rank": 96.908456, "rr": 1.647486, "primary_prob": 24.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.471229, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.633372, "hold30_r": 2.563585 }, { "symbol": "VRSK", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.638298, "strategy_rank": 63.067828, "rr": 1.791877, "primary_prob": 22.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.687816, "raw_level_count": 20, "gate_level_count": 20, "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": 81.595745, "strategy_rank": 60.6839, "rr": 0.690603, "primary_prob": 50.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.035904, "raw_level_count": 20, "gate_level_count": 20, "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": 94.574468, "strategy_rank": 95.788115, "rr": 1.612786, "primary_prob": 25.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.419179, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.599525, "hold30_r": 4.005801 }, { "symbol": "VTR", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.638298, "strategy_rank": 75.418146, "rr": 1.310313, "primary_prob": 31.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.96547, "raw_level_count": 20, "gate_level_count": 20, "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": 87.765957, "strategy_rank": 62.009419, "rr": 1.188576, "primary_prob": 34.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.782864, "raw_level_count": 20, "gate_level_count": 20, "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": 96.914894, "strategy_rank": 74.592018, "rr": 1.362111, "primary_prob": 30.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.043166, "raw_level_count": 20, "gate_level_count": 20, "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": 89.042553, "strategy_rank": 77.807494, "rr": 0.823378, "primary_prob": 45.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.235066, "raw_level_count": 20, "gate_level_count": 20, "outcome": "ambiguous", "net_r": -1.038599, "hold30_r": -1.0 }, { "symbol": "WMT", "date": "2025-04-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.851064, "strategy_rank": 75.758165, "rr": 1.066246, "primary_prob": 37.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.599369, "raw_level_count": 20, "gate_level_count": 20, "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": 80.957447, "strategy_rank": 59.345372, "rr": 0.719358, "primary_prob": 49.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 1.079037, "raw_level_count": 20, "gate_level_count": 20, "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": 85.0, "strategy_rank": 62.875796, "rr": 1.835866, "primary_prob": 21.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 2.753799, "raw_level_count": 20, "gate_level_count": 20, "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": 98.429319, "strategy_rank": 97.329843, "rr": 1.529811, "primary_prob": 26.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.294717, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.513801, "hold30_r": 4.588524 }, { "symbol": "WBD", "date": "2025-04-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.376963, "strategy_rank": 89.162304, "rr": 1.150368, "primary_prob": 35.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.725552, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.134287, "hold30_r": 1.132976 }, { "symbol": "HOOD", "date": "2025-04-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.848168, "strategy_rank": 98.910995, "rr": 1.633721, "primary_prob": 39.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.450582, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.621965, "hold30_r": 3.287989 }, { "symbol": "ABBV", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.596859, "strategy_rank": 74.848168, "rr": 1.916678, "primary_prob": 20.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.875017, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.888504, "hold30_r": 0.858652 }, { "symbol": "AEE", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.727749, "strategy_rank": 65.528796, "rr": 0.91615, "primary_prob": 41.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.374225, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.047155, "hold30_r": -1.0 }, { "symbol": "AFL", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.08377, "strategy_rank": 64.356021, "rr": 0.709257, "primary_prob": 64.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 1.063886, "raw_level_count": 20, "gate_level_count": 20, "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": 90.26178, "strategy_rank": 66.858639, "rr": 0.718655, "primary_prob": 64.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.077982, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.676151, "hold30_r": -1.0 }, { "symbol": "AON", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.617801, "strategy_rank": 58.460733, "rr": 0.814892, "primary_prob": 45.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.222339, "raw_level_count": 20, "gate_level_count": 20, "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": 81.989529, "strategy_rank": 66.157068, "rr": 1.886866, "primary_prob": 20.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 64, "primary_distance_atr": 2.830299, "raw_level_count": 20, "gate_level_count": 20, "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": 99.895288, "strategy_rank": 99.769634, "rr": 1.541546, "primary_prob": 26.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.312319, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.532113, "hold30_r": 2.471114 }, { "symbol": "ATO", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.968586, "strategy_rank": 60.397906, "rr": 0.720302, "primary_prob": 49.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.080453, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.670072, "hold30_r": 0.830639 }, { "symbol": "AVGO", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.565445, "strategy_rank": 93.727749, "rr": 1.723709, "primary_prob": 23.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.585563, "raw_level_count": 20, "gate_level_count": 20, "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": 81.361257, "strategy_rank": 64.020942, "rr": 1.601621, "primary_prob": 25.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 72, "primary_distance_atr": 2.402431, "raw_level_count": 20, "gate_level_count": 20, "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": 97.801047, "strategy_rank": 97.235602, "rr": 2.030874, "primary_prob": 34.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 3.046311, "raw_level_count": 20, "gate_level_count": 20, "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": 91.937173, "strategy_rank": 75.13089, "rr": 1.601078, "primary_prob": 25.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.401618, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.572195, "hold30_r": 2.335332 }, { "symbol": "BMY", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.455497, "strategy_rank": 71.926702, "rr": 1.925955, "primary_prob": 20.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 59, "primary_distance_atr": 2.888933, "raw_level_count": 20, "gate_level_count": 20, "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": 92.984293, "strategy_rank": 66.34555, "rr": 0.979023, "primary_prob": 39.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.468535, "raw_level_count": 20, "gate_level_count": 20, "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": 90.052356, "strategy_rank": 70.921466, "rr": 1.919418, "primary_prob": 20.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.879127, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.888672, "hold30_r": 2.051484 }, { "symbol": "CBOE", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.759162, "strategy_rank": 64.146597, "rr": 1.56003, "primary_prob": 26.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.340044, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.518129, "hold30_r": 1.57501 }, { "symbol": "CBRE", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.387435, "strategy_rank": 77.874346, "rr": 1.857576, "primary_prob": 21.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.786364, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.832609, "hold30_r": 0.856978 }, { "symbol": "CCL", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.151832, "strategy_rank": 83.853403, "rr": 1.699014, "primary_prob": 23.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 2.548521, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.682952, "hold30_r": 2.713469 }, { "symbol": "CHRW", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.471204, "strategy_rank": 74.041885, "rr": 1.647024, "primary_prob": 24.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 133, "primary_distance_atr": 2.470536, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.613185, "hold30_r": 1.119794 }, { "symbol": "CHTR", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.528796, "strategy_rank": 84.439791, "rr": 1.379128, "primary_prob": 29.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 83, "primary_distance_atr": 2.068692, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.352275, "hold30_r": 3.081772 }, { "symbol": "CIEN", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.13089, "strategy_rank": 88.08377, "rr": 1.692211, "primary_prob": 23.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.538317, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.676526, "hold30_r": 3.144868 }, { "symbol": "CME", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.036649, "strategy_rank": 58.439791, "rr": 0.972642, "primary_prob": 40.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.458963, "raw_level_count": 20, "gate_level_count": 20, "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": 83.874346, "strategy_rank": 58.774869, "rr": 0.933411, "primary_prob": 41.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.400117, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.882521, "hold30_r": -1.0 }, { "symbol": "CVNA", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.47644, "strategy_rank": 99.225131, "rr": 1.948265, "primary_prob": 35.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.922397, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.936448, "hold30_r": 3.057394 }, { "symbol": "DASH", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.712042, "strategy_rank": 82.26178, "rr": 1.644239, "primary_prob": 39.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.466359, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.623181, "hold30_r": 1.423392 }, { "symbol": "DGX", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.806283, "strategy_rank": 64.188482, "rr": 1.353702, "primary_prob": 30.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.030554, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.31115, "hold30_r": 1.257176 }, { "symbol": "DTE", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.664921, "strategy_rank": 59.256545, "rr": 1.287301, "primary_prob": 31.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 1.930952, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.238158, "hold30_r": 1.381712 }, { "symbol": "DUK", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.293194, "strategy_rank": 59.570681, "rr": 1.140858, "primary_prob": 35.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.711287, "raw_level_count": 20, "gate_level_count": 20, "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": 80.52356, "strategy_rank": 58.78534, "rr": 0.873835, "primary_prob": 43.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.310752, "raw_level_count": 20, "gate_level_count": 20, "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": 85.445026, "strategy_rank": 83.685864, "rr": 0.905761, "primary_prob": 57.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.358641, "raw_level_count": 20, "gate_level_count": 20, "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": 96.335079, "strategy_rank": 82.95288, "rr": 0.781058, "primary_prob": 46.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.171587, "raw_level_count": 20, "gate_level_count": 20, "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": 87.329843, "strategy_rank": 61.13089, "rr": 1.840155, "primary_prob": 21.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.760233, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.052769, "hold30_r": -1.0 }, { "symbol": "FFIV", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.539267, "strategy_rank": 79.340314, "rr": 1.993599, "primary_prob": 34.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.990398, "raw_level_count": 20, "gate_level_count": 20, "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": 93.612565, "strategy_rank": 85.413613, "rr": 1.934953, "primary_prob": 35.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.902429, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.90644, "hold30_r": -1.0 }, { "symbol": "FISV", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.319372, "strategy_rank": 74.020942, "rr": 0.860657, "primary_prob": 43.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.290985, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.829516, "hold30_r": -1.129588 }, { "symbol": "FOX", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.963351, "strategy_rank": 80.408377, "rr": 1.859447, "primary_prob": 21.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.78917, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.829673, "hold30_r": 1.793605 }, { "symbol": "FOXA", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.753927, "strategy_rank": 79.759162, "rr": 1.849957, "primary_prob": 21.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.774935, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.819856, "hold30_r": 2.127201 }, { "symbol": "FTNT", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.356021, "strategy_rank": 86.230366, "rr": 1.644974, "primary_prob": 39.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.467461, "raw_level_count": 20, "gate_level_count": 20, "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": 89.73822, "strategy_rank": 79.21466, "rr": 1.715248, "primary_prob": 23.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.572872, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.681558, "hold30_r": 0.867721 }, { "symbol": "GILD", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.382199, "strategy_rank": 75.549738, "rr": 0.926251, "primary_prob": 41.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.389376, "raw_level_count": 20, "gate_level_count": 20, "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": 94.86911, "strategy_rank": 76.806283, "rr": 0.901328, "primary_prob": 42.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.351992, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.085371, "hold30_r": -1.055239 }, { "symbol": "GLW", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.518325, "strategy_rank": 83.47644, "rr": 1.66114, "primary_prob": 24.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 2.49171, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.637509, "hold30_r": 2.479954 }, { "symbol": "GRMN", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.240838, "strategy_rank": 92.575916, "rr": 1.716262, "primary_prob": 23.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.574393, "raw_level_count": 20, "gate_level_count": 20, "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": 80.732984, "strategy_rank": 78.659686, "rr": 1.527033, "primary_prob": 26.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.29055, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.505245, "hold30_r": 2.672492 }, { "symbol": "HWM", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.219895, "strategy_rank": 92.251309, "rr": 1.118926, "primary_prob": 50.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.678388, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.09559, "hold30_r": 4.087052 }, { "symbol": "IBKR", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.680628, "strategy_rank": 90.397906, "rr": 1.915206, "primary_prob": 35.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.872809, "raw_level_count": 20, "gate_level_count": 20, "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": 87.748691, "strategy_rank": 76.753927, "rr": 1.819209, "primary_prob": 21.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.728813, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.787678, "hold30_r": 1.857859 }, { "symbol": "ICE", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.408377, "strategy_rank": 59.47644, "rr": 0.850789, "primary_prob": 44.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 1.276184, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.806509, "hold30_r": 3.213553 }, { "symbol": "INCY", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.780105, "strategy_rank": 78.544503, "rr": 1.803583, "primary_prob": 22.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 94, "primary_distance_atr": 2.705375, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.776754, "hold30_r": 2.000259 }, { "symbol": "IP", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.900524, "strategy_rank": 83.874346, "rr": 1.595794, "primary_prob": 25.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.393691, "raw_level_count": 20, "gate_level_count": 20, "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": 94.031414, "strategy_rank": 78.167539, "rr": 1.825124, "primary_prob": 21.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.737687, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.032737, "hold30_r": 1.0636 }, { "symbol": "LITE", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.502618, "strategy_rank": 88.429319, "rr": 1.581165, "primary_prob": 25.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.371747, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.570595, "hold30_r": 2.793541 }, { "symbol": "LNT", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.958115, "strategy_rank": 63.298429, "rr": 1.746434, "primary_prob": 23.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.61965, "raw_level_count": 20, "gate_level_count": 20, "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": 80.104712, "strategy_rank": 59.308901, "rr": 1.365955, "primary_prob": 29.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 64, "primary_distance_atr": 2.048932, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.326149, "hold30_r": -0.009029 }, { "symbol": "MCK", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.827225, "strategy_rank": 65.675393, "rr": 0.816746, "primary_prob": 60.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.225119, "raw_level_count": 20, "gate_level_count": 20, "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": 95.287958, "strategy_rank": 80.460733, "rr": 1.773254, "primary_prob": 22.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.65988, "raw_level_count": 20, "gate_level_count": 20, "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": 94.450262, "strategy_rank": 68.376963, "rr": 1.261122, "primary_prob": 32.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.891682, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.213527, "hold30_r": 1.247637 }, { "symbol": "MSTR", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.638743, "strategy_rank": 98.95288, "rr": 0.923668, "primary_prob": 41.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.385502, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.911177, "hold30_r": 1.503517 }, { "symbol": "MTB", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.942408, "strategy_rank": 74.188482, "rr": 1.521351, "primary_prob": 26.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 78, "primary_distance_atr": 2.282026, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.494581, "hold30_r": 2.21855 }, { "symbol": "NFLX", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.308901, "strategy_rank": 84.397906, "rr": 1.83478, "primary_prob": 21.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.75217, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.807529, "hold30_r": 4.351955 }, { "symbol": "NI", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.403141, "strategy_rank": 66.513089, "rr": 0.9006, "primary_prob": 42.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.3509, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.85619, "hold30_r": 0.455752 }, { "symbol": "NVDA", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.198953, "strategy_rank": 85.717277, "rr": 1.283017, "primary_prob": 31.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.924525, "raw_level_count": 20, "gate_level_count": 20, "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": 90.890052, "strategy_rank": 71.382199, "rr": 0.846584, "primary_prob": 59.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.269876, "raw_level_count": 20, "gate_level_count": 20, "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": 99.685864, "strategy_rank": 99.434555, "rr": 1.874648, "primary_prob": 36.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.811972, "raw_level_count": 20, "gate_level_count": 20, "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": 97.591623, "strategy_rank": 81.664921, "rr": 1.086013, "primary_prob": 36.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.629019, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.039487, "hold30_r": 3.830514 }, { "symbol": "PODD", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.099476, "strategy_rank": 80.041885, "rr": 1.734524, "primary_prob": 23.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 98, "primary_distance_atr": 2.601786, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.709095, "hold30_r": 3.636764 }, { "symbol": "PPL", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.17801, "strategy_rank": 61.078534, "rr": 1.098266, "primary_prob": 36.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.647399, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.048683, "hold30_r": -1.0 }, { "symbol": "RCL", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.659686, "strategy_rank": 92.743455, "rr": 1.928348, "primary_prob": 20.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.892523, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.910726, "hold30_r": 2.91535 }, { "symbol": "RL", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.570681, "strategy_rank": 82.921466, "rr": 1.886485, "primary_prob": 20.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.829728, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.869821, "hold30_r": 3.717175 }, { "symbol": "RTX", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.921466, "strategy_rank": 67.581152, "rr": 0.951293, "primary_prob": 55.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.426939, "raw_level_count": 20, "gate_level_count": 20, "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": 99.057592, "strategy_rank": 96.073298, "rr": 1.840154, "primary_prob": 21.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 2.760231, "raw_level_count": 20, "gate_level_count": 20, "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": 88.691099, "strategy_rank": 63.089005, "rr": 1.116391, "primary_prob": 35.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.674587, "raw_level_count": 20, "gate_level_count": 20, "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": 95.706806, "strategy_rank": 73.560209, "rr": 1.655944, "primary_prob": 24.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.483915, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.041039, "hold30_r": 0.459559 }, { "symbol": "TKO", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.82199, "strategy_rank": 85.151832, "rr": 1.69497, "primary_prob": 23.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.542456, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.668091, "hold30_r": 1.359328 }, { "symbol": "TMUS", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.125654, "strategy_rank": 77.183246, "rr": 1.082046, "primary_prob": 51.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.623069, "raw_level_count": 20, "gate_level_count": 20, "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": 99.267016, "strategy_rank": 97.853403, "rr": 1.829853, "primary_prob": 21.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.744779, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.016235, "hold30_r": 0.048859 }, { "symbol": "TPR", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.172775, "strategy_rank": 94.565445, "rr": 1.888509, "primary_prob": 20.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.832764, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.869884, "hold30_r": 2.5706 }, { "symbol": "TRGP", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.078534, "strategy_rank": 89.329843, "rr": 0.879364, "primary_prob": 43.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.319045, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.859551, "hold30_r": -0.127193 }, { "symbol": "TSLA", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.774869, "strategy_rank": 94.471204, "rr": 1.927846, "primary_prob": 35.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.891768, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.91431, "hold30_r": 2.966218 }, { "symbol": "TYL", "date": "2025-04-11", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 89.109948, "strategy_rank": 72.020942, "rr": 2.070885, "primary_prob": 33.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 3.106327, "raw_level_count": 20, "gate_level_count": 20, "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": 96.544503, "strategy_rank": 96.293194, "rr": 1.838661, "primary_prob": 21.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.757991, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.825516, "hold30_r": 1.260338 }, { "symbol": "VRSK", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.015707, "strategy_rank": 63.455497, "rr": 0.908566, "primary_prob": 42.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.362849, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.860478, "hold30_r": 2.000107 }, { "symbol": "VRSN", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.314136, "strategy_rank": 59.078534, "rr": 0.869795, "primary_prob": 58.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.304693, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.821785, "hold30_r": 2.178738 }, { "symbol": "VRTX", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.246073, "strategy_rank": 70.743455, "rr": 1.04494, "primary_prob": 37.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.56741, "raw_level_count": 20, "gate_level_count": 20, "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": 98.010471, "strategy_rank": 98.073298, "rr": 1.722263, "primary_prob": 23.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.583394, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.708784, "hold30_r": 3.146162 }, { "symbol": "VTR", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.497382, "strategy_rank": 72.910995, "rr": 0.780043, "primary_prob": 46.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.170065, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.739561, "hold30_r": -0.324546 }, { "symbol": "WELL", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.91623, "strategy_rank": 72.324607, "rr": 1.819383, "primary_prob": 21.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.729075, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.038949, "hold30_r": 1.337701 }, { "symbol": "WMB", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.193717, "strategy_rank": 77.39267, "rr": 1.157659, "primary_prob": 34.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.736489, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.030211, "hold30_r": 0.993825 }, { "symbol": "WMT", "date": "2025-04-11", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 92.146597, "strategy_rank": 74.649215, "rr": 2.122872, "primary_prob": 32.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 3.184309, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.036331, "hold30_r": 0.935686 }, { "symbol": "XEL", "date": "2025-04-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.167539, "strategy_rank": 63.664921, "rr": 0.922851, "primary_prob": 41.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 1.384277, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.875353, "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, "rr": 1.830303, "primary_prob": 36.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.745454, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.812879, "hold30_r": 4.398132 }, { "symbol": "ABBV", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.483633, "strategy_rank": 74.857445, "rr": 1.587812, "primary_prob": 25.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.381718, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.556752, "hold30_r": 1.559748 }, { "symbol": "AEE", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.129884, "strategy_rank": 65.026399, "rr": 1.25052, "primary_prob": 32.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.87578, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.049859, "hold30_r": 0.217046 }, { "symbol": "AFL", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.850053, "strategy_rank": 65.480465, "rr": 1.785239, "primary_prob": 22.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.677859, "raw_level_count": 20, "gate_level_count": 20, "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": 92.81943, "strategy_rank": 69.028511, "rr": 1.665886, "primary_prob": 24.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.498828, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.624822, "hold30_r": 1.661701 }, { "symbol": "ALL", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.731785, "strategy_rank": 67.539599, "rr": 1.810071, "primary_prob": 22.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.715106, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.771474, "hold30_r": 2.509471 }, { "symbol": "AMT", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.266103, "strategy_rank": 70.422386, "rr": 0.694857, "primary_prob": 50.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 1.042286, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.654093, "hold30_r": -1.0 }, { "symbol": "AON", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.520591, "strategy_rank": 58.046463, "rr": 0.869572, "primary_prob": 43.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.304358, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.826341, "hold30_r": -1.0 }, { "symbol": "APD", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.464625, "strategy_rank": 65.258712, "rr": 1.554674, "primary_prob": 26.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 93, "primary_distance_atr": 2.332011, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.518811, "hold30_r": 1.789798 }, { "symbol": "APP", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.894403, "strategy_rank": 99.831045, "rr": 1.711916, "primary_prob": 23.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.567875, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.701866, "hold30_r": 3.75312 }, { "symbol": "AWK", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.675818, "strategy_rank": 63.474129, "rr": 1.605982, "primary_prob": 40.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 72, "primary_distance_atr": 2.408974, "raw_level_count": 20, "gate_level_count": 20, "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": 97.782471, "strategy_rank": 97.243928, "rr": 0.722839, "primary_prob": 48.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.084258, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.697986, "hold30_r": 4.979053 }, { "symbol": "BK", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.55227, "strategy_rank": 74.920803, "rr": 0.861651, "primary_prob": 43.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.292476, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.830704, "hold30_r": 3.193312 }, { "symbol": "BKR", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.73812, "strategy_rank": 81.140444, "rr": 1.674689, "primary_prob": 24.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.512033, "raw_level_count": 20, "gate_level_count": 20, "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": 87.328405, "strategy_rank": 74.466737, "rr": 1.367662, "primary_prob": 29.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.051493, "raw_level_count": 20, "gate_level_count": 20, "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": 81.098205, "strategy_rank": 59.334741, "rr": 1.033818, "primary_prob": 38.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.550727, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.992062, "hold30_r": -0.374379 }, { "symbol": "BRO", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.030623, "strategy_rank": 66.610348, "rr": 1.371052, "primary_prob": 29.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.056577, "raw_level_count": 20, "gate_level_count": 20, "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": 90.707497, "strategy_rank": 71.446674, "rr": 1.591888, "primary_prob": 25.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.387833, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.555447, "hold30_r": 1.853637 }, { "symbol": "CBOE", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.123548, "strategy_rank": 66.378036, "rr": 1.906903, "primary_prob": 20.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.860355, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.85799, "hold30_r": 1.470429 }, { "symbol": "CBRE", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.918691, "strategy_rank": 80.876452, "rr": 1.69258, "primary_prob": 23.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.53887, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.663577, "hold30_r": 1.177076 }, { "symbol": "CCL", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.061246, "strategy_rank": 87.170011, "rr": 1.621054, "primary_prob": 25.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.431581, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.602431, "hold30_r": 3.613384 }, { "symbol": "CHRW", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.397043, "strategy_rank": 75.258712, "rr": 1.676973, "primary_prob": 24.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 134, "primary_distance_atr": 2.51546, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.639837, "hold30_r": 1.460173 }, { "symbol": "CHTR", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.545935, "strategy_rank": 84.952482, "rr": 0.727659, "primary_prob": 48.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 83, "primary_distance_atr": 1.091488, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.69976, "hold30_r": 2.957877 }, { "symbol": "CME", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.272439, "strategy_rank": 60.580781, "rr": 1.170915, "primary_prob": 34.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.756373, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.112397, "hold30_r": 2.470385 }, { "symbol": "CMS", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.421331, "strategy_rank": 58.458289, "rr": 0.863107, "primary_prob": 43.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.294661, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.810249, "hold30_r": -1.0 }, { "symbol": "CVNA", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.260824, "strategy_rank": 99.07075, "rr": 1.933939, "primary_prob": 20.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.900909, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.921246, "hold30_r": 4.674639 }, { "symbol": "DASH", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.334741, "strategy_rank": 85.6283, "rr": 1.716719, "primary_prob": 23.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.575079, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.694083, "hold30_r": 2.758702 }, { "symbol": "DGX", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.05491, "strategy_rank": 62.544879, "rr": 1.751495, "primary_prob": 22.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.627243, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.706367, "hold30_r": 1.635231 }, { "symbol": "DTE", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.427666, "strategy_rank": 60.527983, "rr": 0.955777, "primary_prob": 40.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 1.433665, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.903743, "hold30_r": 0.746269 }, { "symbol": "DUK", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.477297, "strategy_rank": 59.38754, "rr": 0.925, "primary_prob": 41.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.3875, "raw_level_count": 20, "gate_level_count": 20, "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": 82.365364, "strategy_rank": 73.875396, "rr": 0.844175, "primary_prob": 44.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 1.266262, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.808554, "hold30_r": 2.800619 }, { "symbol": "EQT", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.496304, "strategy_rank": 87.296727, "rr": 1.539506, "primary_prob": 26.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.309259, "raw_level_count": 20, "gate_level_count": 20, "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": 96.409715, "strategy_rank": 83.231257, "rr": 1.688974, "primary_prob": 23.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.533461, "raw_level_count": 20, "gate_level_count": 20, "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": 87.539599, "strategy_rank": 61.277719, "rr": 1.751071, "primary_prob": 22.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.626607, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.055701, "hold30_r": -1.0 }, { "symbol": "EXPE", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.042239, "strategy_rank": 82.449842, "rr": 0.997781, "primary_prob": 39.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 58, "primary_distance_atr": 1.496672, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.976156, "hold30_r": 1.618159 }, { "symbol": "FFIV", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.173178, "strategy_rank": 79.524815, "rr": 1.814021, "primary_prob": 22.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.721032, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.783342, "hold30_r": 2.437354 }, { "symbol": "FICO", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.45301, "strategy_rank": 85.121436, "rr": 1.855048, "primary_prob": 21.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.782572, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.825179, "hold30_r": -1.0 }, { "symbol": "FISV", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.341077, "strategy_rank": 75.216473, "rr": 1.662733, "primary_prob": 24.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.4941, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.248116, "hold30_r": -1.213207 }, { "symbol": "FOX", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.043295, "strategy_rank": 80.696938, "rr": 1.647431, "primary_prob": 24.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.471146, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.615132, "hold30_r": 2.487644 }, { "symbol": "FOXA", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.832101, "strategy_rank": 80.042239, "rr": 1.558684, "primary_prob": 26.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.338026, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.526807, "hold30_r": 2.721088 }, { "symbol": "FTNT", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.086589, "strategy_rank": 87.560718, "rr": 0.888282, "primary_prob": 42.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.332423, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.860138, "hold30_r": 1.541987 }, { "symbol": "GDDY", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.595565, "strategy_rank": 78.870116, "rr": 1.782581, "primary_prob": 22.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.673872, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.747388, "hold30_r": 1.759543 }, { "symbol": "GEN", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.942978, "strategy_rank": 69.746568, "rr": 0.864252, "primary_prob": 43.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 103, "primary_distance_atr": 1.296377, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.83155, "hold30_r": 3.664376 }, { "symbol": "GILD", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.776135, "strategy_rank": 74.297782, "rr": 1.54276, "primary_prob": 26.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.31414, "raw_level_count": 20, "gate_level_count": 20, "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": 98.416051, "strategy_rank": 79.662091, "rr": 1.332743, "primary_prob": 30.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.999114, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.032947, "hold30_r": 0.791559 }, { "symbol": "GLW", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.18585, "strategy_rank": 83.189018, "rr": 1.661689, "primary_prob": 24.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.492533, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.633841, "hold30_r": 3.448453 }, { "symbol": "GRMN", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.763464, "strategy_rank": 90.844773, "rr": 1.619293, "primary_prob": 25.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.42894, "raw_level_count": 20, "gate_level_count": 20, "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": 97.993664, "strategy_rank": 92.006336, "rr": 0.751825, "primary_prob": 47.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 1.127737, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.725931, "hold30_r": 5.758842 }, { "symbol": "IBKR", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.608237, "strategy_rank": 91.942978, "rr": 0.874177, "primary_prob": 43.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.311265, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.854839, "hold30_r": 3.426167 }, { "symbol": "ICE", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.576558, "strategy_rank": 59.862724, "rr": 1.71145, "primary_prob": 23.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.567176, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.664547, "hold30_r": 3.677399 }, { "symbol": "IP", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.241816, "strategy_rank": 86.430834, "rr": 1.912674, "primary_prob": 20.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.869011, "raw_level_count": 20, "gate_level_count": 20, "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": 94.720169, "strategy_rank": 78.500528, "rr": 1.792373, "primary_prob": 22.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.688559, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.759451, "hold30_r": 1.767991 }, { "symbol": "LITE", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.384372, "strategy_rank": 91.140444, "rr": 1.626304, "primary_prob": 24.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.439456, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.613641, "hold30_r": 3.487475 }, { "symbol": "LNT", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.694826, "strategy_rank": 62.333685, "rr": 1.42239, "primary_prob": 28.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 58, "primary_distance_atr": 2.133585, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.374301, "hold30_r": 1.07468 }, { "symbol": "MAA", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.998944, "strategy_rank": 61.900739, "rr": 1.394763, "primary_prob": 29.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 64, "primary_distance_atr": 2.092144, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.351874, "hold30_r": -0.332426 }, { "symbol": "MCK", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.00528, "strategy_rank": 67.391763, "rr": 1.06864, "primary_prob": 37.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.60296, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.023462, "hold30_r": 1.072039 }, { "symbol": "MMM", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.142555, "strategy_rank": 80.63358, "rr": 1.778318, "primary_prob": 22.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.667478, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.748894, "hold30_r": 2.571642 }, { "symbol": "MO", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.875396, "strategy_rank": 67.835269, "rr": 0.92906, "primary_prob": 41.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.393591, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.876104, "hold30_r": 1.258902 }, { "symbol": "MSTR", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.472017, "strategy_rank": 99.472017, "rr": 1.962853, "primary_prob": 34.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.94428, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.947174, "hold30_r": 1.718821 }, { "symbol": "NFLX", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.757128, "strategy_rank": 83.231257, "rr": 0.831104, "primary_prob": 59.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.246656, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.800726, "hold30_r": 3.536285 }, { "symbol": "NI", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.974657, "strategy_rank": 65.681098, "rr": 1.72973, "primary_prob": 23.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.594595, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.045931, "hold30_r": 0.795444 }, { "symbol": "PGR", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.216473, "strategy_rank": 68.236536, "rr": 0.718934, "primary_prob": 49.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.078401, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.682379, "hold30_r": 2.118814 }, { "symbol": "PLTR", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.68321, "strategy_rank": 99.429778, "rr": 1.759261, "primary_prob": 22.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.638891, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.743014, "hold30_r": 3.790736 }, { "symbol": "PODD", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.931362, "strategy_rank": 82.988384, "rr": 1.588087, "primary_prob": 25.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 114, "primary_distance_atr": 2.38213, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.562013, "hold30_r": 4.626966 }, { "symbol": "PPL", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.117212, "strategy_rank": 61.647307, "rr": 0.741166, "primary_prob": 48.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.111749, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.68715, "hold30_r": -1.0 }, { "symbol": "RCL", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.664203, "strategy_rank": 91.921859, "rr": 1.786534, "primary_prob": 22.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.679801, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.76552, "hold30_r": 4.283065 }, { "symbol": "RL", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.887012, "strategy_rank": 82.439282, "rr": 0.922605, "primary_prob": 41.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.383907, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.901668, "hold30_r": 3.990468 }, { "symbol": "RTX", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.794087, "strategy_rank": 67.624076, "rr": 0.876235, "primary_prob": 43.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.314353, "raw_level_count": 20, "gate_level_count": 20, "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": 98.204857, "strategy_rank": 95.607181, "rr": 1.796903, "primary_prob": 22.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 100, "primary_distance_atr": 2.695355, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.778135, "hold30_r": -1.0 }, { "symbol": "SO", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.906019, "strategy_rank": 61.752904, "rr": 1.040056, "primary_prob": 38.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.560084, "raw_level_count": 20, "gate_level_count": 20, "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": 97.360084, "strategy_rank": 74.772967, "rr": 0.82711, "primary_prob": 44.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 1.240665, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.784823, "hold30_r": 1.308922 }, { "symbol": "TKO", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.508976, "strategy_rank": 85.543823, "rr": 1.326623, "primary_prob": 30.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.989935, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.297081, "hold30_r": 2.066687 }, { "symbol": "TMUS", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.564942, "strategy_rank": 77.349525, "rr": 1.532897, "primary_prob": 26.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.299345, "raw_level_count": 20, "gate_level_count": 20, "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": 99.04963, "strategy_rank": 97.592397, "rr": 1.507099, "primary_prob": 27.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.260649, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.019497, "hold30_r": -1.0 }, { "symbol": "TPR", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.620908, "strategy_rank": 94.181626, "rr": 1.728633, "primary_prob": 23.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.592949, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.70642, "hold30_r": 2.728264 }, { "symbol": "TRGP", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.198522, "strategy_rank": 90.559662, "rr": 0.900367, "primary_prob": 42.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.350551, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.878482, "hold30_r": 0.025936 }, { "symbol": "TSLA", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.63886, "strategy_rank": 89.408659, "rr": 1.785734, "primary_prob": 22.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 2.6786, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.771726, "hold30_r": 3.594759 }, { "symbol": "TTWO", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.285111, "strategy_rank": 79.134108, "rr": 1.078855, "primary_prob": 36.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.618282, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.043431, "hold30_r": 2.114251 }, { "symbol": "TYL", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.961985, "strategy_rank": 71.013728, "rr": 0.730488, "primary_prob": 48.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 67, "primary_distance_atr": 1.095732, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.690379, "hold30_r": -1.0 }, { "symbol": "UAL", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.912355, "strategy_rank": 90.686378, "rr": 1.681135, "primary_prob": 24.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.521702, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.665866, "hold30_r": 1.84487 }, { "symbol": "VRSK", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.210137, "strategy_rank": 60.686378, "rr": 1.599707, "primary_prob": 25.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.39956, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.550688, "hold30_r": 2.858189 }, { "symbol": "VRSN", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.154171, "strategy_rank": 60.580781, "rr": 1.523956, "primary_prob": 26.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.285934, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.474067, "hold30_r": 3.557568 }, { "symbol": "VRTX", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.253432, "strategy_rank": 69.165787, "rr": 0.68697, "primary_prob": 50.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 1.030455, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.647438, "hold30_r": -1.0 }, { "symbol": "VST", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.571278, "strategy_rank": 97.82471, "rr": 1.656859, "primary_prob": 24.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.485288, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.642493, "hold30_r": 4.685082 }, { "symbol": "VTR", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.353749, "strategy_rank": 72.386484, "rr": 1.229059, "primary_prob": 33.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.843589, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.045004, "hold30_r": -1.0 }, { "symbol": "WELL", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.987328, "strategy_rank": 72.101373, "rr": 1.819425, "primary_prob": 21.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.729137, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.04233, "hold30_r": 1.259724 }, { "symbol": "WMB", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.297782, "strategy_rank": 78.331573, "rr": 0.688291, "primary_prob": 50.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.032437, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.655438, "hold30_r": 1.359178 }, { "symbol": "WMT", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.073918, "strategy_rank": 73.569166, "rr": 1.642866, "primary_prob": 39.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.464299, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.604549, "hold30_r": 1.569432 }, { "symbol": "WTW", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.787751, "strategy_rank": 59.662091, "rr": 1.786154, "primary_prob": 22.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.679231, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.061278, "hold30_r": -1.015188 }, { "symbol": "XEL", "date": "2025-04-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.750792, "strategy_rank": 63.611404, "rr": 1.645448, "primary_prob": 24.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 2.468172, "raw_level_count": 20, "gate_level_count": 20, "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": 98.627244, "strategy_rank": 97.581837, "rr": 1.929993, "primary_prob": 20.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.894989, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.910309, "hold30_r": 4.891499 }, { "symbol": "WBD", "date": "2025-04-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.309398, "strategy_rank": 85.30095, "rr": 1.351351, "primary_prob": 30.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.027027, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.334791, "hold30_r": 1.916367 }, { "symbol": "HOOD", "date": "2025-04-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.838437, "strategy_rank": 98.901795, "rr": 1.785792, "primary_prob": 37.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.678688, "raw_level_count": 20, "gate_level_count": 20, "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": 82.389937, "strategy_rank": 72.138365, "rr": 1.712312, "primary_prob": 23.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.568468, "raw_level_count": 20, "gate_level_count": 20, "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": 81.97065, "strategy_rank": 59.863732, "rr": 1.727309, "primary_prob": 23.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.590963, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.049171, "hold30_r": 0.873097 }, { "symbol": "AEE", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.832285, "strategy_rank": 63.920335, "rr": 0.6924, "primary_prob": 50.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.0386, "raw_level_count": 20, "gate_level_count": 20, "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": 86.373166, "strategy_rank": 65.775681, "rr": 1.187424, "primary_prob": 34.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.781136, "raw_level_count": 20, "gate_level_count": 20, "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": 93.081761, "strategy_rank": 69.245283, "rr": 0.710252, "primary_prob": 49.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.065378, "raw_level_count": 20, "gate_level_count": 20, "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": 88.36478, "strategy_rank": 72.704403, "rr": 0.670966, "primary_prob": 51.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 75, "primary_distance_atr": 1.006448, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.628419, "hold30_r": -1.0 }, { "symbol": "AON", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.897275, "strategy_rank": 64.790356, "rr": 1.925789, "primary_prob": 20.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.888683, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.889333, "hold30_r": 0.437287 }, { "symbol": "APD", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.761006, "strategy_rank": 66.069182, "rr": 1.778933, "primary_prob": 22.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 130, "primary_distance_atr": 2.6684, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.041052, "hold30_r": -1.0 }, { "symbol": "APP", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.685535, "strategy_rank": 99.685535, "rr": 1.806118, "primary_prob": 37.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.709177, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.791913, "hold30_r": 2.458197 }, { "symbol": "AXON", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.322851, "strategy_rank": 97.568134, "rr": 1.628043, "primary_prob": 39.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.442065, "raw_level_count": 20, "gate_level_count": 20, "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": 83.647799, "strategy_rank": 60.974843, "rr": 1.637114, "primary_prob": 24.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.455672, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.587137, "hold30_r": 0.660715 }, { "symbol": "BK", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.251572, "strategy_rank": 73.553459, "rr": 1.768835, "primary_prob": 22.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.653252, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.730962, "hold30_r": 2.661291 }, { "symbol": "BKNG", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.503145, "strategy_rank": 70.125786, "rr": 1.372994, "primary_prob": 44.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.05949, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.335087, "hold30_r": 2.317796 }, { "symbol": "BKR", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.551363, "strategy_rank": 79.444444, "rr": 1.892118, "primary_prob": 20.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.838176, "raw_level_count": 20, "gate_level_count": 20, "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": 85.010482, "strategy_rank": 72.274633, "rr": 1.614136, "primary_prob": 25.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.421203, "raw_level_count": 20, "gate_level_count": 20, "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": 94.025157, "strategy_rank": 67.641509, "rr": 1.817658, "primary_prob": 21.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.726487, "raw_level_count": 20, "gate_level_count": 20, "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": 80.712788, "strategy_rank": 58.134172, "rr": 1.826235, "primary_prob": 21.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.739352, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.049109, "hold30_r": 0.354161 }, { "symbol": "CBOE", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.041929, "strategy_rank": 66.362683, "rr": 1.532819, "primary_prob": 26.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.299228, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.480311, "hold30_r": 1.102409 }, { "symbol": "CBRE", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.719078, "strategy_rank": 81.090147, "rr": 1.528929, "primary_prob": 26.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.293393, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.497596, "hold30_r": 1.483231 }, { "symbol": "CCL", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.027254, "strategy_rank": 83.448637, "rr": 1.529534, "primary_prob": 41.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 2.2943, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.506564, "hold30_r": 3.440507 }, { "symbol": "CHRW", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.291405, "strategy_rank": 75.429769, "rr": 1.879067, "primary_prob": 21.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 134, "primary_distance_atr": 2.818601, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.8385, "hold30_r": 1.614409 }, { "symbol": "CHTR", "date": "2025-04-28", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 92.45283, "strategy_rank": 87.798742, "rr": 2.03155, "primary_prob": 34.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 3.047326, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.001414, "hold30_r": 1.195488 }, { "symbol": "CMS", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.341719, "strategy_rank": 57.002096, "rr": 0.728356, "primary_prob": 48.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.092533, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.054318, "hold30_r": -1.0 }, { "symbol": "CVNA", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.266247, "strategy_rank": 99.077568, "rr": 1.858513, "primary_prob": 36.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.787769, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.841014, "hold30_r": 3.511822 }, { "symbol": "DASH", "date": "2025-04-28", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 92.662474, "strategy_rank": 87.348008, "rr": 3.055881, "primary_prob": 24.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 4.583821, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.027092, "hold30_r": 1.953171 }, { "symbol": "DRI", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.744235, "strategy_rank": 76.656184, "rr": 0.881264, "primary_prob": 43.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.321896, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.83782, "hold30_r": 1.716129 }, { "symbol": "EBAY", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.809224, "strategy_rank": 73.689727, "rr": 0.682657, "primary_prob": 50.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 1.023985, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.645251, "hold30_r": 3.510998 }, { "symbol": "EQT", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.180294, "strategy_rank": 80.796646, "rr": 0.693845, "primary_prob": 50.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.040767, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.66511, "hold30_r": 0.733558 }, { "symbol": "EVRG", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.582809, "strategy_rank": 60.607966, "rr": 0.960578, "primary_prob": 55.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.440867, "raw_level_count": 20, "gate_level_count": 20, "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": 90.880503, "strategy_rank": 80.849057, "rr": 1.652107, "primary_prob": 39.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.478161, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.616628, "hold30_r": 1.913366 }, { "symbol": "FICO", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.60587, "strategy_rank": 84.643606, "rr": 1.804765, "primary_prob": 37.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.707148, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.769953, "hold30_r": -1.0 }, { "symbol": "FISV", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.67086, "strategy_rank": 83.909853, "rr": 1.832049, "primary_prob": 21.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.748073, "raw_level_count": 20, "gate_level_count": 20, "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": 97.274633, "strategy_rank": 80.104822, "rr": 1.687847, "primary_prob": 23.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.53177, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.648826, "hold30_r": 1.865188 }, { "symbol": "FOXA", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.484277, "strategy_rank": 79.874214, "rr": 0.898964, "primary_prob": 42.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.348446, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.860544, "hold30_r": 2.025375 }, { "symbol": "FTNT", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.654088, "strategy_rank": 87.421384, "rr": 1.693071, "primary_prob": 38.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.539606, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.0335, "hold30_r": -1.0 }, { "symbol": "GDDY", "date": "2025-04-28", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 91.090147, "strategy_rank": 80.932914, "rr": 2.20482, "primary_prob": 32.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 3.30723, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.4347, "hold30_r": -1.393018 }, { "symbol": "GEN", "date": "2025-04-28", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 82.599581, "strategy_rank": 69.643606, "rr": 2.618785, "primary_prob": 28.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 3.928178, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.578918, "hold30_r": 3.132201 }, { "symbol": "GILD", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.69392, "strategy_rank": 75.429769, "rr": 0.948839, "primary_prob": 40.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.423258, "raw_level_count": 20, "gate_level_count": 20, "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": 96.436059, "strategy_rank": 77.945493, "rr": 1.214257, "primary_prob": 33.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.821385, "raw_level_count": 20, "gate_level_count": 20, "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": 90.461216, "strategy_rank": 81.87631, "rr": 1.67834, "primary_prob": 39.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.51751, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.645181, "hold30_r": 2.447414 }, { "symbol": "GRMN", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.234801, "strategy_rank": 92.253669, "rr": 1.405894, "primary_prob": 29.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.10884, "raw_level_count": 20, "gate_level_count": 20, "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": 88.784067, "strategy_rank": 89.129979, "rr": 1.818362, "primary_prob": 36.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.727543, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.794385, "hold30_r": 2.52566 }, { "symbol": "IBM", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.591195, "strategy_rank": 75.408805, "rr": 0.844726, "primary_prob": 44.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.267089, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.809429, "hold30_r": 2.99518 }, { "symbol": "ICE", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.953878, "strategy_rank": 62.054507, "rr": 1.931748, "primary_prob": 20.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.897622, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.877989, "hold30_r": 1.981289 }, { "symbol": "IP", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.283019, "strategy_rank": 87.389937, "rr": 1.886803, "primary_prob": 20.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.830204, "raw_level_count": 20, "gate_level_count": 20, "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": 80.083857, "strategy_rank": 75.870021, "rr": 2.044118, "primary_prob": 33.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 3.066177, "raw_level_count": 20, "gate_level_count": 20, "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": 92.872117, "strategy_rank": 76.897275, "rr": 1.723279, "primary_prob": 23.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.584918, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.039676, "hold30_r": 0.227181 }, { "symbol": "LITE", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.800839, "strategy_rank": 88.637317, "rr": 1.902659, "primary_prob": 35.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.853989, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.886192, "hold30_r": 2.998472 }, { "symbol": "LNT", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.381551, "strategy_rank": 60.513627, "rr": 1.810556, "primary_prob": 22.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.715833, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.05464, "hold30_r": -0.017944 }, { "symbol": "LYV", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.155136, "strategy_rank": 78.218029, "rr": 1.63153, "primary_prob": 39.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.447295, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.597536, "hold30_r": 1.331497 }, { "symbol": "MAA", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.429769, "strategy_rank": 62.69392, "rr": 1.614858, "primary_prob": 25.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.422287, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.050537, "hold30_r": -1.0 }, { "symbol": "MMM", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.073375, "strategy_rank": 81.551363, "rr": 1.835291, "primary_prob": 36.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.752936, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.801955, "hold30_r": 0.861611 }, { "symbol": "MO", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.138365, "strategy_rank": 65.786164, "rr": 0.753155, "primary_prob": 47.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.129733, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.693206, "hold30_r": -1.0 }, { "symbol": "MSTR", "date": "2025-04-28", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 99.475891, "strategy_rank": 99.475891, "rr": 2.909547, "primary_prob": 25.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 4.364321, "raw_level_count": 20, "gate_level_count": 20, "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": 91.29979, "strategy_rank": 65.010482, "rr": 0.838294, "primary_prob": 44.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.257442, "raw_level_count": 20, "gate_level_count": 20, "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": 85.220126, "strategy_rank": 61.603774, "rr": 1.119072, "primary_prob": 35.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.678609, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.072208, "hold30_r": -1.0 }, { "symbol": "PGR", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.421384, "strategy_rank": 69.654088, "rr": 1.508761, "primary_prob": 27.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.263142, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.464356, "hold30_r": -0.336854 }, { "symbol": "PLTR", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.895178, "strategy_rank": 99.580713, "rr": 0.710909, "primary_prob": 64.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.066364, "raw_level_count": 20, "gate_level_count": 20, "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": 94.444444, "strategy_rank": 82.809224, "rr": 1.70592, "primary_prob": 38.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 98, "primary_distance_atr": 2.55888, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.675513, "hold30_r": 2.297032 }, { "symbol": "RCL", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.928721, "strategy_rank": 90.765199, "rr": 1.800026, "primary_prob": 37.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.70004, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.774087, "hold30_r": 3.201185 }, { "symbol": "RTX", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.945493, "strategy_rank": 74.140461, "rr": 0.950447, "primary_prob": 40.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.425671, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.912785, "hold30_r": 2.070225 }, { "symbol": "SATS", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.06499, "strategy_rank": 94.549266, "rr": 1.751355, "primary_prob": 22.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 89, "primary_distance_atr": 2.627033, "raw_level_count": 20, "gate_level_count": 20, "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": 83.018868, "strategy_rank": 58.805031, "rr": 0.978242, "primary_prob": 39.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.467363, "raw_level_count": 20, "gate_level_count": 20, "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": 98.113208, "strategy_rank": 74.27673, "rr": 0.701837, "primary_prob": 49.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 1.052755, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.659131, "hold30_r": 0.908628 }, { "symbol": "TDY", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.308176, "strategy_rank": 70.408805, "rr": 1.533554, "primary_prob": 26.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.300331, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.492712, "hold30_r": 1.654726 }, { "symbol": "TKO", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.863732, "strategy_rank": 85.398323, "rr": 1.719328, "primary_prob": 38.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.578992, "raw_level_count": 20, "gate_level_count": 20, "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": 96.855346, "strategy_rank": 81.63522, "rr": 1.895147, "primary_prob": 20.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.842721, "raw_level_count": 20, "gate_level_count": 20, "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": 98.84696, "strategy_rank": 97.431866, "rr": 1.522817, "primary_prob": 41.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.284226, "raw_level_count": 20, "gate_level_count": 20, "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": 97.903564, "strategy_rank": 94.75891, "rr": 2.600039, "primary_prob": 28.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 3.900058, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.573326, "hold30_r": 2.053804 }, { "symbol": "TRGP", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.91195, "strategy_rank": 89.748428, "rr": 1.29031, "primary_prob": 31.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 1.935466, "raw_level_count": 20, "gate_level_count": 20, "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": 93.815514, "strategy_rank": 95.136268, "rr": 1.82593, "primary_prob": 36.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 2.738894, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.807816, "hold30_r": 1.273863 }, { "symbol": "TYL", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.098532, "strategy_rank": 72.997904, "rr": 1.803556, "primary_prob": 22.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 69, "primary_distance_atr": 2.705334, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.768735, "hold30_r": 2.162799 }, { "symbol": "UAL", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.438155, "strategy_rank": 86.834382, "rr": 0.886042, "primary_prob": 42.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.329063, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.867464, "hold30_r": 1.937647 }, { "symbol": "VRSK", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.622642, "strategy_rank": 64.811321, "rr": 1.311783, "primary_prob": 31.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.967675, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.259597, "hold30_r": 2.159556 }, { "symbol": "VST", "date": "2025-04-28", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 96.226415, "strategy_rank": 96.761006, "rr": 2.84257, "primary_prob": 26.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 4.263855, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.823248, "hold30_r": 2.610974 }, { "symbol": "VTR", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.492662, "strategy_rank": 71.781971, "rr": 0.761106, "primary_prob": 47.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.141658, "raw_level_count": 20, "gate_level_count": 20, "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": 95.702306, "strategy_rank": 71.551363, "rr": 1.151197, "primary_prob": 34.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.726796, "raw_level_count": 20, "gate_level_count": 20, "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": 91.509434, "strategy_rank": 73.993711, "rr": 1.918084, "primary_prob": 35.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.877126, "raw_level_count": 20, "gate_level_count": 20, "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": 83.962264, "strategy_rank": 64.685535, "rr": 0.737277, "primary_prob": 63.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.105916, "raw_level_count": 20, "gate_level_count": 20, "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": 87.21174, "strategy_rank": 64.444444, "rr": 0.922952, "primary_prob": 41.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.384428, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.881914, "hold30_r": -0.428439 }, { "symbol": "XEL", "date": "2025-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.163522, "strategy_rank": 62.515723, "rr": 1.951854, "primary_prob": 20.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 2.927781, "raw_level_count": 20, "gate_level_count": 20, "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": 98.637317, "strategy_rank": 97.536688, "rr": 1.582275, "primary_prob": 40.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.373412, "raw_level_count": 20, "gate_level_count": 20, "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": 83.228512, "strategy_rank": 86.561845, "rr": 1.804641, "primary_prob": 22.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 69, "primary_distance_atr": 2.706961, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.783823, "hold30_r": 2.065159 }, { "symbol": "KVUE", "date": "2025-05-01", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 87.631027, "strategy_rank": 65.964361, "rr": 2.399402, "primary_prob": 30.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 3.599104, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.044749, "hold30_r": -1.0 }, { "symbol": "HOOD", "date": "2025-05-02", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 99.056604, "strategy_rank": 99.056604, "rr": 2.71337, "primary_prob": 27.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 4.070056, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.695683, "hold30_r": 5.125405 }, { "symbol": "ABBV", "date": "2025-05-05", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 84.012876, "strategy_rank": 72.263948, "rr": 2.083795, "primary_prob": 33.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 3.125692, "raw_level_count": 20, "gate_level_count": 20, "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": 81.437768, "strategy_rank": 59.034335, "rr": 1.170369, "primary_prob": 49.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.755553, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.051469, "hold30_r": -0.062104 }, { "symbol": "AFL", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.587983, "strategy_rank": 66.695279, "rr": 1.818923, "primary_prob": 21.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.728384, "raw_level_count": 20, "gate_level_count": 20, "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": 93.025751, "strategy_rank": 69.849785, "rr": 0.685032, "primary_prob": 65.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.027548, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.641151, "hold30_r": -1.0 }, { "symbol": "AMT", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.270386, "strategy_rank": 73.240343, "rr": 1.760432, "primary_prob": 37.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.640649, "raw_level_count": 20, "gate_level_count": 20, "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": 90.772532, "strategy_rank": 66.083691, "rr": 0.898226, "primary_prob": 42.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.347339, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.855016, "hold30_r": -0.284428 }, { "symbol": "APP", "date": "2025-05-05", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 99.892704, "strategy_rank": 99.828326, "rr": 2.13066, "primary_prob": 32.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 3.19599, "raw_level_count": 20, "gate_level_count": 20, "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": 81.652361, "strategy_rank": 62.693133, "rr": 1.699807, "primary_prob": 23.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 72, "primary_distance_atr": 2.54971, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.05554, "hold30_r": -1.0 }, { "symbol": "AXON", "date": "2025-05-05", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 98.497854, "strategy_rank": 97.693133, "rr": 2.204538, "primary_prob": 32.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 3.306807, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.169748, "hold30_r": 4.37086 }, { "symbol": "BK", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.055794, "strategy_rank": 72.381974, "rr": 1.773003, "primary_prob": 37.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.659504, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.730192, "hold30_r": 1.976949 }, { "symbol": "BMY", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.592275, "strategy_rank": 75.55794, "rr": 1.168094, "primary_prob": 34.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 1.75214, "raw_level_count": 20, "gate_level_count": 20, "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": 85.83691, "strategy_rank": 62.950644, "rr": 1.037306, "primary_prob": 38.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.555959, "raw_level_count": 20, "gate_level_count": 20, "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": 94.849785, "strategy_rank": 69.967811, "rr": 1.906444, "primary_prob": 20.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.859666, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.043117, "hold30_r": -1.0 }, { "symbol": "CBRE", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.343348, "strategy_rank": 77.918455, "rr": 1.675005, "primary_prob": 39.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.512507, "raw_level_count": 20, "gate_level_count": 20, "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": 87.446352, "strategy_rank": 70.997854, "rr": 1.713203, "primary_prob": 23.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 134, "primary_distance_atr": 2.569805, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.671515, "hold30_r": 0.845906 }, { "symbol": "CHTR", "date": "2025-05-05", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 92.596567, "strategy_rank": 88.05794, "rr": 2.782606, "primary_prob": 26.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 4.173909, "raw_level_count": 20, "gate_level_count": 20, "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": 85.193133, "strategy_rank": 64.045064, "rr": 1.158699, "primary_prob": 49.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.738049, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.10776, "hold30_r": -0.932824 }, { "symbol": "CVNA", "date": "2025-05-05", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 99.141631, "strategy_rank": 99.012876, "rr": 2.121305, "primary_prob": 32.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 3.181957, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.100117, "hold30_r": 1.406108 }, { "symbol": "CVS", "date": "2025-05-05", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 80.472103, "strategy_rank": 80.214592, "rr": 2.460807, "primary_prob": 29.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 3.69121, "raw_level_count": 20, "gate_level_count": 20, "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": 87.875536, "strategy_rank": 84.270386, "rr": 1.917299, "primary_prob": 35.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.875948, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.031677, "hold30_r": -1.0 }, { "symbol": "DRI", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.802575, "strategy_rank": 77.564378, "rr": 0.700911, "primary_prob": 64.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.051367, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.652085, "hold30_r": 2.661993 }, { "symbol": "DUK", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.583691, "strategy_rank": 58.701717, "rr": 0.968185, "primary_prob": 40.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.452278, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.067485, "hold30_r": -1.0 }, { "symbol": "EBAY", "date": "2025-05-05", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 84.656652, "strategy_rank": 75.579399, "rr": 2.034162, "primary_prob": 34.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 3.051243, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.995945, "hold30_r": 1.926892 }, { "symbol": "ED", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.150215, "strategy_rank": 57.424893, "rr": 1.147636, "primary_prob": 35.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.721454, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.107618, "hold30_r": -1.048574 }, { "symbol": "ETR", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.424893, "strategy_rank": 84.034335, "rr": 0.82439, "primary_prob": 60.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.236585, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.048419, "hold30_r": -1.0 }, { "symbol": "EVRG", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.124464, "strategy_rank": 60.987124, "rr": 0.84258, "primary_prob": 59.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.26387, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.068878, "hold30_r": -1.0 }, { "symbol": "EXC", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.334764, "strategy_rank": 59.903433, "rr": 1.852594, "primary_prob": 21.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 2.778891, "raw_level_count": 20, "gate_level_count": 20, "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": 80.686695, "strategy_rank": 68.809013, "rr": 0.743013, "primary_prob": 63.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.11452, "raw_level_count": 20, "gate_level_count": 20, "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": 92.811159, "strategy_rank": 79.034335, "rr": 1.659109, "primary_prob": 39.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.488663, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.61982, "hold30_r": 1.573367 }, { "symbol": "FICO", "date": "2025-05-05", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 95.171674, "strategy_rank": 85.997854, "rr": 2.3875, "primary_prob": 30.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 3.58125, "raw_level_count": 20, "gate_level_count": 20, "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": 91.95279, "strategy_rank": 84.871245, "rr": 1.548126, "primary_prob": 26.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.322189, "raw_level_count": 20, "gate_level_count": 20, "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": 97.2103, "strategy_rank": 79.828326, "rr": 1.817679, "primary_prob": 21.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.726518, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.776778, "hold30_r": 1.700475 }, { "symbol": "FOXA", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.995708, "strategy_rank": 79.388412, "rr": 1.691547, "primary_prob": 23.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.53732, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.650931, "hold30_r": 1.987096 }, { "symbol": "FTNT", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.738197, "strategy_rank": 85.493562, "rr": 0.748747, "primary_prob": 62.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.12312, "raw_level_count": 20, "gate_level_count": 20, "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": 92.167382, "strategy_rank": 83.701717, "rr": 2.176304, "primary_prob": 32.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 3.264455, "raw_level_count": 20, "gate_level_count": 20, "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": 83.261803, "strategy_rank": 69.935622, "rr": 2.756485, "primary_prob": 26.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 4.134728, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.710697, "hold30_r": 3.55366 }, { "symbol": "GILD", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.175966, "strategy_rank": 76.062232, "rr": 1.712865, "primary_prob": 23.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.569297, "raw_level_count": 20, "gate_level_count": 20, "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": 96.030043, "strategy_rank": 77.746781, "rr": 0.735856, "primary_prob": 48.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.103785, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.034656, "hold30_r": -0.29667 }, { "symbol": "IBKR", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.515021, "strategy_rank": 86.899142, "rr": 1.979107, "primary_prob": 34.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.96866, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.950336, "hold30_r": 2.291226 }, { "symbol": "IBM", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.454936, "strategy_rank": 80.482833, "rr": 1.131209, "primary_prob": 50.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.696814, "raw_level_count": 20, "gate_level_count": 20, "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": 90.55794, "strategy_rank": 84.892704, "rr": 1.824376, "primary_prob": 21.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.736564, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.796499, "hold30_r": 0.522654 }, { "symbol": "ISRG", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.974249, "strategy_rank": 77.113734, "rr": 1.725763, "primary_prob": 38.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.588645, "raw_level_count": 20, "gate_level_count": 20, "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": 94.206009, "strategy_rank": 78.079399, "rr": 1.956972, "primary_prob": 35.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.935458, "raw_level_count": 20, "gate_level_count": 20, "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": 86.266094, "strategy_rank": 61.545064, "rr": 1.873828, "primary_prob": 21.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.810742, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.057924, "hold30_r": -0.427381 }, { "symbol": "LYV", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.733906, "strategy_rank": 78.787554, "rr": 1.943674, "primary_prob": 35.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.915511, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.036199, "hold30_r": 1.259216 }, { "symbol": "MAA", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.901288, "strategy_rank": 59.753219, "rr": 1.645458, "primary_prob": 39.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.468187, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.048771, "hold30_r": -1.0 }, { "symbol": "MMM", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.094421, "strategy_rank": 78.315451, "rr": 1.693847, "primary_prob": 38.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.54077, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.655122, "hold30_r": 0.193898 }, { "symbol": "MSI", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.188841, "strategy_rank": 65.901288, "rr": 1.756151, "primary_prob": 22.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.634227, "raw_level_count": 20, "gate_level_count": 20, "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": 99.570815, "strategy_rank": 99.538627, "rr": 1.81703, "primary_prob": 36.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.725546, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.022029, "hold30_r": -0.323424 }, { "symbol": "NI", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.416309, "strategy_rank": 64.98927, "rr": 1.231314, "primary_prob": 47.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.84697, "raw_level_count": 20, "gate_level_count": 20, "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": 92.381974, "strategy_rank": 66.630901, "rr": 0.880563, "primary_prob": 43.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.320844, "raw_level_count": 20, "gate_level_count": 20, "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": 82.403433, "strategy_rank": 63.412017, "rr": 0.805973, "primary_prob": 60.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.20896, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.755709, "hold30_r": 0.516261 }, { "symbol": "PODD", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.635193, "strategy_rank": 83.497854, "rr": 1.903346, "primary_prob": 35.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 98, "primary_distance_atr": 2.85502, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.870343, "hold30_r": 2.907644 }, { "symbol": "RCL", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.978541, "strategy_rank": 85.976395, "rr": 1.833926, "primary_prob": 36.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.750888, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.805847, "hold30_r": 2.063425 }, { "symbol": "RTX", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.725322, "strategy_rank": 70.364807, "rr": 1.020586, "primary_prob": 53.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.53088, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.976021, "hold30_r": 3.446663 }, { "symbol": "SATS", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.386266, "strategy_rank": 93.454936, "rr": 1.886674, "primary_prob": 35.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 2.830012, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.026223, "hold30_r": -1.0 }, { "symbol": "SBAC", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.939914, "strategy_rank": 66.909871, "rr": 1.863751, "primary_prob": 36.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.795626, "raw_level_count": 20, "gate_level_count": 20, "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": 83.798283, "strategy_rank": 59.302575, "rr": 0.931026, "primary_prob": 41.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.396539, "raw_level_count": 20, "gate_level_count": 20, "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": 97.961373, "strategy_rank": 73.369099, "rr": 1.300505, "primary_prob": 46.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.950758, "raw_level_count": 20, "gate_level_count": 20, "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": 95.815451, "strategy_rank": 84.517167, "rr": 1.090945, "primary_prob": 51.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.636417, "raw_level_count": 20, "gate_level_count": 20, "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": 97.639485, "strategy_rank": 80.997854, "rr": 1.270839, "primary_prob": 32.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.906259, "raw_level_count": 20, "gate_level_count": 20, "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": 98.927039, "strategy_rank": 97.381974, "rr": 1.940551, "primary_prob": 35.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.910826, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.026562, "hold30_r": -1.0 }, { "symbol": "TPR", "date": "2025-05-05", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 96.566524, "strategy_rank": 92.607296, "rr": 2.074077, "primary_prob": 33.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 3.111115, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.041914, "hold30_r": 2.077916 }, { "symbol": "TRGP", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.600858, "strategy_rank": 90.225322, "rr": 1.57151, "primary_prob": 25.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.357264, "raw_level_count": 20, "gate_level_count": 20, "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": 93.991416, "strategy_rank": 95.085837, "rr": 1.535587, "primary_prob": 41.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.30338, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.515989, "hold30_r": 1.261833 }, { "symbol": "TTWO", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.240343, "strategy_rank": 82.843348, "rr": 0.718032, "primary_prob": 64.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.077049, "raw_level_count": 20, "gate_level_count": 20, "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": 87.660944, "strategy_rank": 62.585837, "rr": 0.779201, "primary_prob": 61.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.168801, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.722905, "hold30_r": 1.191806 }, { "symbol": "VST", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.420601, "strategy_rank": 95.515021, "rr": 1.522944, "primary_prob": 41.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.284415, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.500006, "hold30_r": 3.09245 }, { "symbol": "VTR", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.351931, "strategy_rank": 73.948498, "rr": 0.715171, "primary_prob": 49.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.072756, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.046763, "hold30_r": -1.0 }, { "symbol": "WELL", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.781116, "strategy_rank": 71.062232, "rr": 0.891069, "primary_prob": 57.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.336603, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.053065, "hold30_r": -1.0 }, { "symbol": "WMT", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.669528, "strategy_rank": 75.160944, "rr": 1.121412, "primary_prob": 50.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.682118, "raw_level_count": 20, "gate_level_count": 20, "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": 90.128755, "strategy_rank": 68.465665, "rr": 0.956432, "primary_prob": 55.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.434647, "raw_level_count": 20, "gate_level_count": 20, "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": 86.051502, "strategy_rank": 63.487124, "rr": 1.801159, "primary_prob": 22.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.701738, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.048167, "hold30_r": -1.0 }, { "symbol": "XEL", "date": "2025-05-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.914163, "strategy_rank": 64.645923, "rr": 1.692521, "primary_prob": 38.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 2.538782, "raw_level_count": 20, "gate_level_count": 20, "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": 98.712446, "strategy_rank": 97.714592, "rr": 0.732961, "primary_prob": 63.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.099441, "raw_level_count": 20, "gate_level_count": 20, "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": 99.356223, "strategy_rank": 99.259657, "rr": 1.683035, "primary_prob": 39.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.524553, "raw_level_count": 20, "gate_level_count": 20, "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": 80.753138, "strategy_rank": 58.3159, "rr": 1.408168, "primary_prob": 29.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.112253, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.352189, "hold30_r": 1.147232 }, { "symbol": "ADP", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.543933, "strategy_rank": 57.730126, "rr": 1.049308, "primary_prob": 52.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.573963, "raw_level_count": 20, "gate_level_count": 20, "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": 81.380753, "strategy_rank": 70.774059, "rr": 1.692641, "primary_prob": 38.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.538961, "raw_level_count": 20, "gate_level_count": 20, "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": 89.330544, "strategy_rank": 63.943515, "rr": 1.915611, "primary_prob": 20.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.873417, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.061965, "hold30_r": -0.103903 }, { "symbol": "AFL", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.368201, "strategy_rank": 63.817992, "rr": 1.294475, "primary_prob": 31.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 1.941713, "raw_level_count": 20, "gate_level_count": 20, "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": 90.690377, "strategy_rank": 69.006276, "rr": 1.025643, "primary_prob": 38.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.538464, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.977225, "hold30_r": -1.0 }, { "symbol": "AON", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.598326, "strategy_rank": 64.780335, "rr": 1.827517, "primary_prob": 21.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.741275, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.77817, "hold30_r": 0.062107 }, { "symbol": "APP", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.895397, "strategy_rank": 99.832636, "rr": 1.560227, "primary_prob": 41.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.34034, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.542473, "hold30_r": -0.232193 }, { "symbol": "ATO", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.786611, "strategy_rank": 59.15272, "rr": 1.907088, "primary_prob": 20.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.860632, "raw_level_count": 20, "gate_level_count": 20, "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": 94.142259, "strategy_rank": 94.801255, "rr": 1.902753, "primary_prob": 35.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.854129, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.869078, "hold30_r": 3.272734 }, { "symbol": "AZO", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.845188, "strategy_rank": 59.937238, "rr": 1.487427, "primary_prob": 27.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.231141, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.430262, "hold30_r": -1.0 }, { "symbol": "BRK-B", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.564854, "strategy_rank": 62.531381, "rr": 1.095223, "primary_prob": 36.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.642834, "raw_level_count": 20, "gate_level_count": 20, "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": 92.154812, "strategy_rank": 68.023013, "rr": 1.290898, "primary_prob": 31.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.936346, "raw_level_count": 20, "gate_level_count": 20, "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": 91.527197, "strategy_rank": 74.738494, "rr": 0.710286, "primary_prob": 49.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.06543, "raw_level_count": 20, "gate_level_count": 20, "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": 91.736402, "strategy_rank": 79.654812, "rr": 2.07875, "primary_prob": 33.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 3.118125, "raw_level_count": 20, "gate_level_count": 20, "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": 88.912134, "strategy_rank": 89.069038, "rr": 1.737742, "primary_prob": 38.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.606613, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.708533, "hold30_r": 2.210783 }, { "symbol": "CHTR", "date": "2025-05-12", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 87.029289, "strategy_rank": 81.725941, "rr": 2.816722, "primary_prob": 26.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 4.225083, "raw_level_count": 20, "gate_level_count": 20, "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": 86.820084, "strategy_rank": 89.267782, "rr": 1.626992, "primary_prob": 39.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.440487, "raw_level_count": 20, "gate_level_count": 20, "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": 83.158996, "strategy_rank": 59.246862, "rr": 0.74625, "primary_prob": 47.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.119375, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.688704, "hold30_r": 0.272335 }, { "symbol": "CNP", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.577406, "strategy_rank": 58.817992, "rr": 1.134387, "primary_prob": 35.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.701581, "raw_level_count": 20, "gate_level_count": 20, "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": 80.125523, "strategy_rank": 85.742678, "rr": 1.637613, "primary_prob": 39.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.45642, "raw_level_count": 20, "gate_level_count": 20, "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": 85.355649, "strategy_rank": 61.757322, "rr": 1.327265, "primary_prob": 30.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.990897, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.281421, "hold30_r": 1.147821 }, { "symbol": "COST", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.146444, "strategy_rank": 64.874477, "rr": 1.251924, "primary_prob": 47.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.877886, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.195272, "hold30_r": -1.0 }, { "symbol": "CVNA", "date": "2025-05-12", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 98.953975, "strategy_rank": 98.797071, "rr": 2.069082, "primary_prob": 33.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 3.103623, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.04621, "hold30_r": 1.478573 }, { "symbol": "CVS", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.539749, "strategy_rank": 85.083682, "rr": 1.234843, "primary_prob": 32.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 81, "primary_distance_atr": 1.852265, "raw_level_count": 20, "gate_level_count": 20, "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": 97.698745, "strategy_rank": 92.709205, "rr": 1.189777, "primary_prob": 34.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.784666, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.1622, "hold30_r": 2.91275 }, { "symbol": "EBAY", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.610879, "strategy_rank": 74.497908, "rr": 1.865706, "primary_prob": 36.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.798559, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.825201, "hold30_r": 1.569592 }, { "symbol": "ETR", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.979079, "strategy_rank": 71.694561, "rr": 1.947651, "primary_prob": 20.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.921476, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.052817, "hold30_r": 0.016247 }, { "symbol": "EVRG", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.962343, "strategy_rank": 56.67364, "rr": 1.511411, "primary_prob": 27.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 90, "primary_distance_atr": 2.267117, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.449461, "hold30_r": 1.346131 }, { "symbol": "EXC", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.799163, "strategy_rank": 58.859833, "rr": 1.790984, "primary_prob": 22.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 59, "primary_distance_atr": 2.686477, "raw_level_count": 20, "gate_level_count": 20, "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": 92.364017, "strategy_rank": 91.23431, "rr": 1.556771, "primary_prob": 41.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 61, "primary_distance_atr": 2.335157, "raw_level_count": 20, "gate_level_count": 20, "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": 95.188285, "strategy_rank": 81.317992, "rr": 2.182334, "primary_prob": 32.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 3.273501, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.043699, "hold30_r": 1.095796 }, { "symbol": "FICO", "date": "2025-05-12", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 96.025105, "strategy_rank": 86.893305, "rr": 2.177095, "primary_prob": 32.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 3.265642, "raw_level_count": 20, "gate_level_count": 20, "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": 90.271967, "strategy_rank": 84.246862, "rr": 1.724495, "primary_prob": 23.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.586742, "raw_level_count": 20, "gate_level_count": 20, "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": 96.23431, "strategy_rank": 79.790795, "rr": 1.819237, "primary_prob": 36.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.728855, "raw_level_count": 20, "gate_level_count": 20, "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": 95.39749, "strategy_rank": 78.73431, "rr": 1.66785, "primary_prob": 39.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.501776, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.624306, "hold30_r": 1.482774 }, { "symbol": "FTNT", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.117155, "strategy_rank": 91.746862, "rr": 1.698951, "primary_prob": 23.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.548427, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.031593, "hold30_r": 0.255428 }, { "symbol": "GDDY", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.389121, "strategy_rank": 80.512552, "rr": 1.989107, "primary_prob": 34.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.98366, "raw_level_count": 20, "gate_level_count": 20, "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": 82.426778, "strategy_rank": 69.717573, "rr": 1.693574, "primary_prob": 38.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.540361, "raw_level_count": 20, "gate_level_count": 20, "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": 97.280335, "strategy_rank": 79.17364, "rr": 1.94618, "primary_prob": 20.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.91927, "raw_level_count": 20, "gate_level_count": 20, "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": 90.481172, "strategy_rank": 72.782427, "rr": 1.776108, "primary_prob": 22.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.664161, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.040191, "hold30_r": 0.116524 }, { "symbol": "GLW", "date": "2025-05-12", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 83.995816, "strategy_rank": 76.809623, "rr": 2.081473, "primary_prob": 33.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 3.122209, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.038977, "hold30_r": 1.999502 }, { "symbol": "IBKR", "date": "2025-05-12", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 93.410042, "strategy_rank": 92.154812, "rr": 2.218736, "primary_prob": 31.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 3.328104, "raw_level_count": 20, "gate_level_count": 20, "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": 91.317992, "strategy_rank": 79.236402, "rr": 0.817683, "primary_prob": 60.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.226524, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.771393, "hold30_r": 3.409329 }, { "symbol": "IP", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.171548, "strategy_rank": 76.746862, "rr": 1.784897, "primary_prob": 37.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.677346, "raw_level_count": 20, "gate_level_count": 20, "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": 87.970711, "strategy_rank": 82.196653, "rr": 1.62387, "primary_prob": 40.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.435805, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.041752, "hold30_r": -1.0 }, { "symbol": "KMI", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.945607, "strategy_rank": 75.753138, "rr": 1.721495, "primary_prob": 38.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.582243, "raw_level_count": 20, "gate_level_count": 20, "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": 84.414226, "strategy_rank": 65.177824, "rr": 0.712708, "primary_prob": 49.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.069063, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.052847, "hold30_r": -1.0 }, { "symbol": "LITE", "date": "2025-05-12", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 94.560669, "strategy_rank": 95.627615, "rr": 3.054193, "primary_prob": 24.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 4.581289, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 3.032945, "hold30_r": 2.968097 }, { "symbol": "LYV", "date": "2025-05-12", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 91.108787, "strategy_rank": 80.0, "rr": 2.131057, "primary_prob": 32.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 3.196585, "raw_level_count": 20, "gate_level_count": 20, "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": 87.447699, "strategy_rank": 67.677824, "rr": 0.894006, "primary_prob": 42.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.341009, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.849163, "hold30_r": 1.007388 }, { "symbol": "MMM", "date": "2025-05-12", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 92.782427, "strategy_rank": 80.135983, "rr": 2.991348, "primary_prob": 25.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 4.487022, "raw_level_count": 20, "gate_level_count": 20, "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": 87.656904, "strategy_rank": 62.144351, "rr": 1.93268, "primary_prob": 20.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.89902, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.874057, "hold30_r": 1.024216 }, { "symbol": "MSTR", "date": "2025-05-12", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 99.58159, "strategy_rank": 99.550209, "rr": 2.148607, "primary_prob": 32.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 3.22291, "raw_level_count": 20, "gate_level_count": 20, "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": 85.878661, "strategy_rank": 80.230126, "rr": 0.971592, "primary_prob": 40.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 1.457387, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.936893, "hold30_r": 2.487231 }, { "symbol": "NI", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.853556, "strategy_rank": 65.031381, "rr": 1.79496, "primary_prob": 22.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.69244, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.051709, "hold30_r": 0.951321 }, { "symbol": "NVDA", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.121339, "strategy_rank": 90.251046, "rr": 1.589846, "primary_prob": 40.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.384769, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.559242, "hold30_r": 3.895151 }, { "symbol": "ORLY", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.899582, "strategy_rank": 64.853556, "rr": 1.84735, "primary_prob": 21.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.771025, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.051621, "hold30_r": -0.424831 }, { "symbol": "PGR", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.238494, "strategy_rank": 69.351464, "rr": 0.733179, "primary_prob": 48.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.099769, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.679453, "hold30_r": -1.0 }, { "symbol": "PM", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.861925, "strategy_rank": 76.150628, "rr": 1.589812, "primary_prob": 25.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.384718, "raw_level_count": 20, "gate_level_count": 20, "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": 94.769874, "strategy_rank": 91.223849, "rr": 0.716595, "primary_prob": 64.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.074893, "raw_level_count": 20, "gate_level_count": 20, "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": 81.589958, "strategy_rank": 57.771967, "rr": 1.626858, "primary_prob": 24.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.440287, "raw_level_count": 20, "gate_level_count": 20, "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": 93.200837, "strategy_rank": 91.569038, "rr": 1.948222, "primary_prob": 35.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.922333, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.9154, "hold30_r": 2.85692 }, { "symbol": "RL", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.112971, "strategy_rank": 83.430962, "rr": 1.206334, "primary_prob": 48.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.809501, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.173845, "hold30_r": 0.636254 }, { "symbol": "RSG", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.401674, "strategy_rank": 60.732218, "rr": 1.114242, "primary_prob": 35.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.671363, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.050444, "hold30_r": 0.319706 }, { "symbol": "RTX", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.635983, "strategy_rank": 70.523013, "rr": 0.757674, "primary_prob": 47.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.136511, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.707199, "hold30_r": 2.091549 }, { "symbol": "SATS", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.90795, "strategy_rank": 95.899582, "rr": 1.586232, "primary_prob": 25.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 86, "primary_distance_atr": 2.379348, "raw_level_count": 20, "gate_level_count": 20, "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": 80.334728, "strategy_rank": 76.788703, "rr": 2.531213, "primary_prob": 28.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 126, "primary_distance_atr": 3.79682, "raw_level_count": 20, "gate_level_count": 20, "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": 97.07113, "strategy_rank": 74.288703, "rr": 1.754529, "primary_prob": 22.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.631793, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.048805, "hold30_r": 0.822153 }, { "symbol": "TKO", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.606695, "strategy_rank": 85.0, "rr": 1.822536, "primary_prob": 36.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.733804, "raw_level_count": 20, "gate_level_count": 20, "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": 97.48954, "strategy_rank": 81.924686, "rr": 1.323218, "primary_prob": 30.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.984827, "raw_level_count": 20, "gate_level_count": 20, "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": 99.16318, "strategy_rank": 97.405858, "rr": 1.809858, "primary_prob": 37.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.714787, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.027962, "hold30_r": -1.0 }, { "symbol": "TPR", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.535565, "strategy_rank": 94.048117, "rr": 1.310254, "primary_prob": 46.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.965381, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.130092, "hold30_r": -1.097115 }, { "symbol": "TRGP", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.351464, "strategy_rank": 89.048117, "rr": 1.831072, "primary_prob": 36.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.746608, "raw_level_count": 20, "gate_level_count": 20, "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": 98.32636, "strategy_rank": 97.981172, "rr": 1.642274, "primary_prob": 39.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.463411, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.61876, "hold30_r": -1.0 }, { "symbol": "TTWO", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.619247, "strategy_rank": 83.357741, "rr": 0.68441, "primary_prob": 65.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.026615, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.645939, "hold30_r": 1.308457 }, { "symbol": "UAL", "date": "2025-05-12", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 86.192469, "strategy_rank": 88.577406, "rr": 2.649603, "primary_prob": 27.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 3.974404, "raw_level_count": 20, "gate_level_count": 20, "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": 82.322176, "strategy_rank": 82.10251, "rr": 1.803492, "primary_prob": 22.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.705238, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.856765, "hold30_r": -1.824633 }, { "symbol": "VST", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.8159, "strategy_rank": 96.66318, "rr": 1.71222, "primary_prob": 38.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.56833, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.689131, "hold30_r": 3.179119 }, { "symbol": "VTR", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.573222, "strategy_rank": 71.799163, "rr": 0.673888, "primary_prob": 50.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.010833, "raw_level_count": 20, "gate_level_count": 20, "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": 84.205021, "strategy_rank": 59.131799, "rr": 1.059421, "primary_prob": 37.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 1.589131, "raw_level_count": 20, "gate_level_count": 20, "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": 93.933054, "strategy_rank": 69.612971, "rr": 1.869111, "primary_prob": 21.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.803667, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.052503, "hold30_r": 1.406051 }, { "symbol": "WMB", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.991632, "strategy_rank": 77.458159, "rr": 1.214081, "primary_prob": 33.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.821122, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.17535, "hold30_r": 1.206759 }, { "symbol": "WMT", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.443515, "strategy_rank": 77.646444, "rr": 1.064398, "primary_prob": 37.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.596597, "raw_level_count": 20, "gate_level_count": 20, "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": 88.179916, "strategy_rank": 66.809623, "rr": 1.193727, "primary_prob": 48.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.79059, "raw_level_count": 20, "gate_level_count": 20, "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": 84.728033, "strategy_rank": 62.259414, "rr": 0.805181, "primary_prob": 45.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.207772, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.752149, "hold30_r": -1.0 }, { "symbol": "XEL", "date": "2025-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.937238, "strategy_rank": 61.119247, "rr": 1.758586, "primary_prob": 22.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 2.637879, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.705347, "hold30_r": -1.0 }, { "symbol": "HOOD", "date": "2025-05-16", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.372385, "strategy_rank": 99.278243, "rr": 1.798739, "primary_prob": 37.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.698108, "raw_level_count": 20, "gate_level_count": 20, "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, "rr": 0.685813, "primary_prob": 65.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.028719, "raw_level_count": 20, "gate_level_count": 20, "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": 81.148429, "strategy_rank": 69.707476, "rr": 1.705613, "primary_prob": 38.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.55842, "raw_level_count": 20, "gate_level_count": 20, "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": 88.732394, "strategy_rank": 62.957746, "rr": 0.807291, "primary_prob": 60.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.210936, "raw_level_count": 20, "gate_level_count": 20, "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": 83.856988, "strategy_rank": 63.96533, "rr": 1.229531, "primary_prob": 33.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 1.844296, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.06153, "hold30_r": -1.0 }, { "symbol": "AMT", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.28169, "strategy_rank": 66.533044, "rr": 1.208008, "primary_prob": 33.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 1.812011, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.050504, "hold30_r": 0.90382 }, { "symbol": "AON", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.565547, "strategy_rank": 63.163597, "rr": 1.906023, "primary_prob": 35.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.859035, "raw_level_count": 20, "gate_level_count": 20, "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": 99.783315, "strategy_rank": 99.685807, "rr": 1.779157, "primary_prob": 37.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.668735, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.020536, "hold30_r": -1.0 }, { "symbol": "ATO", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.249187, "strategy_rank": 63.499458, "rr": 1.058969, "primary_prob": 52.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.588454, "raw_level_count": 20, "gate_level_count": 20, "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": 91.874323, "strategy_rank": 93.239437, "rr": 1.243058, "primary_prob": 47.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.864587, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.207201, "hold30_r": 3.052705 }, { "symbol": "BKR", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.55688, "strategy_rank": 78.916576, "rr": 1.744687, "primary_prob": 23.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.61703, "raw_level_count": 20, "gate_level_count": 20, "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": 84.615385, "strategy_rank": 61.473456, "rr": 1.404834, "primary_prob": 29.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.107251, "raw_level_count": 20, "gate_level_count": 20, "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": 89.274106, "strategy_rank": 65.807151, "rr": 1.137581, "primary_prob": 35.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.706372, "raw_level_count": 20, "gate_level_count": 20, "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": 84.182015, "strategy_rank": 63.542795, "rr": 0.892536, "primary_prob": 57.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.338804, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.844301, "hold30_r": 0.74584 }, { "symbol": "CBRE", "date": "2025-05-19", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 88.190683, "strategy_rank": 76.52221, "rr": 2.018194, "primary_prob": 34.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 3.027291, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.04777, "hold30_r": -1.0 }, { "symbol": "CCL", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.057421, "strategy_rank": 89.089924, "rr": 1.88525, "primary_prob": 35.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.827874, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.035223, "hold30_r": -1.0 }, { "symbol": "CHTR", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.51571, "strategy_rank": 82.437703, "rr": 1.918738, "primary_prob": 35.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 2.878108, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.041697, "hold30_r": -1.0 }, { "symbol": "CIEN", "date": "2025-05-19", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 91.224269, "strategy_rank": 92.394366, "rr": 2.748682, "primary_prob": 27.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 4.123022, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.035445, "hold30_r": -1.0 }, { "symbol": "COHR", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.931744, "strategy_rank": 86.16468, "rr": 1.641078, "primary_prob": 39.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.461616, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.615559, "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, "rr": 1.098262, "primary_prob": 51.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.647393, "raw_level_count": 20, "gate_level_count": 20, "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": 65.059588, "rr": 0.750558, "primary_prob": 62.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.125837, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.69245, "hold30_r": -1.0 }, { "symbol": "CVNA", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.808234, "strategy_rank": 98.808234, "rr": 1.841994, "primary_prob": 36.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.762991, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.816237, "hold30_r": 1.611916 }, { "symbol": "CVS", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.265439, "strategy_rank": 81.820152, "rr": 1.831899, "primary_prob": 21.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 81, "primary_distance_atr": 2.747849, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.794582, "hold30_r": 1.135334 }, { "symbol": "DASH", "date": "2025-05-19", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 97.616468, "strategy_rank": 92.546046, "rr": 2.354426, "primary_prob": 30.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 3.531639, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.320527, "hold30_r": 3.07001 }, { "symbol": "EBAY", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.215601, "strategy_rank": 74.767064, "rr": 1.760765, "primary_prob": 37.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.641148, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.71322, "hold30_r": 1.099514 }, { "symbol": "ETR", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.774648, "strategy_rank": 71.982665, "rr": 1.502809, "primary_prob": 42.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.254213, "raw_level_count": 20, "gate_level_count": 20, "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": 83.098592, "strategy_rank": 58.169014, "rr": 0.694879, "primary_prob": 50.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 90, "primary_distance_atr": 1.042319, "raw_level_count": 20, "gate_level_count": 20, "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": 83.315276, "strategy_rank": 59.978332, "rr": 1.284303, "primary_prob": 31.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 59, "primary_distance_atr": 1.926455, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.056752, "hold30_r": -1.0 }, { "symbol": "EXPE", "date": "2025-05-19", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 93.499458, "strategy_rank": 92.004334, "rr": 2.673372, "primary_prob": 27.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 4.010058, "raw_level_count": 20, "gate_level_count": 20, "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": 96.208017, "strategy_rank": 82.069339, "rr": 2.060502, "primary_prob": 33.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 3.090753, "raw_level_count": 20, "gate_level_count": 20, "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": 93.932828, "strategy_rank": 83.304442, "rr": 1.58613, "primary_prob": 40.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.379195, "raw_level_count": 20, "gate_level_count": 20, "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": 91.440953, "strategy_rank": 88.710726, "rr": 1.658352, "primary_prob": 24.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.487527, "raw_level_count": 20, "gate_level_count": 20, "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": 95.557963, "strategy_rank": 79.534128, "rr": 1.245134, "primary_prob": 47.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.867701, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.049482, "hold30_r": -1.0 }, { "symbol": "FOXA", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.341278, "strategy_rank": 79.089924, "rr": 0.958863, "primary_prob": 55.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.438294, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.049507, "hold30_r": -1.0 }, { "symbol": "FTNT", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.266522, "strategy_rank": 89.978332, "rr": 0.819866, "primary_prob": 60.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.2298, "raw_level_count": 20, "gate_level_count": 20, "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": 79.035753, "rr": 2.006004, "primary_prob": 34.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 3.009005, "raw_level_count": 20, "gate_level_count": 20, "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": 97.183099, "strategy_rank": 78.039003, "rr": 1.652334, "primary_prob": 39.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.478502, "raw_level_count": 20, "gate_level_count": 20, "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": 92.632719, "strategy_rank": 73.813651, "rr": 1.808345, "primary_prob": 37.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.712517, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.048149, "hold30_r": -0.378228 }, { "symbol": "GLW", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.340195, "strategy_rank": 75.547129, "rr": 1.747245, "primary_prob": 38.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.620868, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.69837, "hold30_r": 2.330541 }, { "symbol": "IBKR", "date": "2025-05-19", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 92.307692, "strategy_rank": 91.235103, "rr": 2.295831, "primary_prob": 31.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 3.443747, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.039941, "hold30_r": -1.0 }, { "symbol": "IP", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.581798, "strategy_rank": 77.258938, "rr": 1.657927, "primary_prob": 39.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 2.48689, "raw_level_count": 20, "gate_level_count": 20, "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": 84.3987, "strategy_rank": 79.620802, "rr": 1.873502, "primary_prob": 36.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.810253, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.174532, "hold30_r": -1.126123 }, { "symbol": "KMI", "date": "2025-05-19", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 92.957746, "strategy_rank": 76.283857, "rr": 2.104627, "primary_prob": 33.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 3.15694, "raw_level_count": 20, "gate_level_count": 20, "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": 89.707476, "strategy_rank": 69.00325, "rr": 0.765565, "primary_prob": 47.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.148347, "raw_level_count": 20, "gate_level_count": 20, "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": 91.657638, "strategy_rank": 93.445287, "rr": 1.771667, "primary_prob": 37.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 77, "primary_distance_atr": 2.6575, "raw_level_count": 20, "gate_level_count": 20, "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": 90.682557, "strategy_rank": 78.754063, "rr": 1.103945, "primary_prob": 51.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.655918, "raw_level_count": 20, "gate_level_count": 20, "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": 89.490791, "strategy_rank": 78.049837, "rr": 1.703931, "primary_prob": 38.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.555896, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.048801, "hold30_r": -1.0 }, { "symbol": "MO", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.24052, "strategy_rank": 61.018418, "rr": 0.685824, "primary_prob": 65.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.028736, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.619779, "hold30_r": -0.166583 }, { "symbol": "MSTR", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.566631, "strategy_rank": 99.599133, "rr": 1.972748, "primary_prob": 34.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.959122, "raw_level_count": 20, "gate_level_count": 20, "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": 89.92416, "strategy_rank": 82.578548, "rr": 1.013526, "primary_prob": 38.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 1.520289, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.975202, "hold30_r": 3.435107 }, { "symbol": "NI", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.899242, "strategy_rank": 65.222102, "rr": 0.731436, "primary_prob": 63.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.097155, "raw_level_count": 20, "gate_level_count": 20, "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": 82.773564, "strategy_rank": 86.023835, "rr": 2.440243, "primary_prob": 29.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 3.660365, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.404906, "hold30_r": 2.825566 }, { "symbol": "ORLY", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.091008, "strategy_rank": 65.698808, "rr": 0.873203, "primary_prob": 58.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.309804, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.058543, "hold30_r": -1.0 }, { "symbol": "PPL", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.798483, "strategy_rank": 57.843987, "rr": 1.230676, "primary_prob": 33.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.846014, "raw_level_count": 20, "gate_level_count": 20, "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": 94.47454, "strategy_rank": 92.426869, "rr": 1.314894, "primary_prob": 46.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.972341, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.039529, "hold30_r": -1.0 }, { "symbol": "REG", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.065005, "strategy_rank": 58.353196, "rr": 1.769858, "primary_prob": 37.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.654787, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.064565, "hold30_r": -1.0 }, { "symbol": "SATS", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.716143, "strategy_rank": 92.968581, "rr": 1.648261, "primary_prob": 24.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 89, "primary_distance_atr": 2.472392, "raw_level_count": 20, "gate_level_count": 20, "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": 97.399783, "strategy_rank": 74.615385, "rr": 0.893748, "primary_prob": 57.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.340621, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.840008, "hold30_r": 0.278097 }, { "symbol": "TKO", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.257855, "strategy_rank": 83.75948, "rr": 1.585208, "primary_prob": 40.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.377813, "raw_level_count": 20, "gate_level_count": 20, "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": 97.941495, "strategy_rank": 81.982665, "rr": 1.06489, "primary_prob": 37.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.597335, "raw_level_count": 20, "gate_level_count": 20, "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": 99.133261, "strategy_rank": 97.215601, "rr": 1.862213, "primary_prob": 36.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.79332, "raw_level_count": 20, "gate_level_count": 20, "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": 96.966414, "strategy_rank": 92.968581, "rr": 1.589106, "primary_prob": 40.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.383658, "raw_level_count": 20, "gate_level_count": 20, "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": 96.533044, "strategy_rank": 90.422535, "rr": 1.378411, "primary_prob": 29.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.067616, "raw_level_count": 20, "gate_level_count": 20, "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": 98.483207, "strategy_rank": 98.060672, "rr": 1.565207, "primary_prob": 41.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.347811, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.026706, "hold30_r": -1.0 }, { "symbol": "UAL", "date": "2025-05-19", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 90.465872, "strategy_rank": 91.668472, "rr": 2.803624, "primary_prob": 26.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 4.205435, "raw_level_count": 20, "gate_level_count": 20, "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": 95.991333, "strategy_rank": 96.771398, "rr": 1.657918, "primary_prob": 39.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.486877, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.631308, "hold30_r": 2.511766 }, { "symbol": "VTR", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.174431, "strategy_rank": 72.145179, "rr": 1.413426, "primary_prob": 28.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.120139, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.058443, "hold30_r": -1.0 }, { "symbol": "WELL", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.907909, "strategy_rank": 70.140845, "rr": 1.037826, "primary_prob": 53.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.556739, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.979365, "hold30_r": 0.011642 }, { "symbol": "WMB", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.124594, "strategy_rank": 78.613218, "rr": 0.870869, "primary_prob": 58.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.306304, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.823917, "hold30_r": 0.240616 }, { "symbol": "WMT", "date": "2025-05-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.749729, "strategy_rank": 77.80065, "rr": 1.509694, "primary_prob": 42.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.264541, "raw_level_count": 20, "gate_level_count": 20, "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": 62.361863, "rr": 1.745413, "primary_prob": 23.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.618119, "raw_level_count": 20, "gate_level_count": 20, "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, "rr": 1.85081, "primary_prob": 36.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.776215, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.057136, "hold30_r": -1.0 }, { "symbol": "HOOD", "date": "2025-05-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.349946, "strategy_rank": 99.252438, "rr": 1.637018, "primary_prob": 39.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.455526, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.611631, "hold30_r": 6.303564 }, { "symbol": "ABT", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.604777, "strategy_rank": 60.770901, "rr": 1.390385, "primary_prob": 29.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.085578, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.325422, "hold30_r": 0.161261 }, { "symbol": "ADSK", "date": "2025-05-27", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 81.216069, "strategy_rank": 69.685125, "rr": 2.143189, "primary_prob": 32.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 3.214783, "raw_level_count": 20, "gate_level_count": 20, "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": 90.445168, "strategy_rank": 64.12595, "rr": 1.67597, "primary_prob": 24.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.513955, "raw_level_count": 20, "gate_level_count": 20, "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": 82.301846, "strategy_rank": 62.920738, "rr": 1.309829, "primary_prob": 31.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 61, "primary_distance_atr": 1.964743, "raw_level_count": 20, "gate_level_count": 20, "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": 99.674267, "strategy_rank": 99.609121, "rr": 1.606741, "primary_prob": 40.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.410112, "raw_level_count": 20, "gate_level_count": 20, "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": 90.879479, "strategy_rank": 63.941368, "rr": 1.951234, "primary_prob": 20.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.926851, "raw_level_count": 20, "gate_level_count": 20, "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": 95.656895, "strategy_rank": 95.982628, "rr": 0.921006, "primary_prob": 56.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.381509, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.88144, "hold30_r": 3.337069 }, { "symbol": "AZO", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.273616, "strategy_rank": 63.680782, "rr": 1.231411, "primary_prob": 32.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.847117, "raw_level_count": 20, "gate_level_count": 20, "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": 85.667752, "strategy_rank": 62.28013, "rr": 1.899132, "primary_prob": 20.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.848698, "raw_level_count": 20, "gate_level_count": 20, "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": 84.690554, "strategy_rank": 62.67101, "rr": 1.224881, "primary_prob": 33.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.837321, "raw_level_count": 20, "gate_level_count": 20, "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": 89.359392, "strategy_rank": 73.4962, "rr": 1.185195, "primary_prob": 34.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.777793, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.131801, "hold30_r": 4.540017 }, { "symbol": "CBRE", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.576547, "strategy_rank": 78.664495, "rr": 1.660636, "primary_prob": 24.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.490954, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.616356, "hold30_r": 3.091135 }, { "symbol": "CCL", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.867535, "strategy_rank": 84.440825, "rr": 1.697979, "primary_prob": 38.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.546969, "raw_level_count": 20, "gate_level_count": 20, "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": 92.942454, "strategy_rank": 85.515744, "rr": 2.594641, "primary_prob": 28.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 3.891961, "raw_level_count": 20, "gate_level_count": 20, "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": 92.290988, "strategy_rank": 93.170467, "rr": 1.88032, "primary_prob": 36.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.82048, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.323868, "hold30_r": -1.285377 }, { "symbol": "COF", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.947883, "strategy_rank": 85.34202, "rr": 1.582748, "primary_prob": 25.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.374122, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.543404, "hold30_r": 2.938811 }, { "symbol": "COHR", "date": "2025-05-27", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 85.884908, "strategy_rank": 89.695983, "rr": 2.896921, "primary_prob": 25.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 4.345382, "raw_level_count": 20, "gate_level_count": 20, "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": 89.793702, "strategy_rank": 64.41911, "rr": 1.212379, "primary_prob": 33.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.818569, "raw_level_count": 20, "gate_level_count": 20, "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": 80.998914, "strategy_rank": 61.161781, "rr": 1.435699, "primary_prob": 28.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.153549, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.368159, "hold30_r": -1.0 }, { "symbol": "CVNA", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.914224, "strategy_rank": 99.011944, "rr": 1.643299, "primary_prob": 39.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.464948, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.614695, "hold30_r": -1.0 }, { "symbol": "DASH", "date": "2025-05-27", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 97.71987, "strategy_rank": 92.931596, "rr": 2.166633, "primary_prob": 32.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 3.249949, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.131643, "hold30_r": 2.847653 }, { "symbol": "EBAY", "date": "2025-05-27", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 87.513572, "strategy_rank": 75.005429, "rr": 2.010702, "primary_prob": 34.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 3.016053, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.956299, "hold30_r": 1.794901 }, { "symbol": "ETR", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.091205, "strategy_rank": 72.899023, "rr": 1.573394, "primary_prob": 25.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.360091, "raw_level_count": 20, "gate_level_count": 20, "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": 83.387622, "strategy_rank": 58.371336, "rr": 1.229733, "primary_prob": 33.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 90, "primary_distance_atr": 1.844599, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.159178, "hold30_r": 1.696495 }, { "symbol": "EXC", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.821933, "strategy_rank": 60.336591, "rr": 1.77457, "primary_prob": 22.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 59, "primary_distance_atr": 2.661854, "raw_level_count": 20, "gate_level_count": 20, "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": 93.702497, "strategy_rank": 92.301846, "rr": 1.57238, "primary_prob": 25.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 67, "primary_distance_atr": 2.35857, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.538936, "hold30_r": 1.822291 }, { "symbol": "FFIV", "date": "2025-05-27", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 96.525516, "strategy_rank": 82.225841, "rr": 2.200268, "primary_prob": 32.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 3.300402, "raw_level_count": 20, "gate_level_count": 20, "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": 92.725299, "strategy_rank": 89.956569, "rr": 0.778654, "primary_prob": 46.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.167981, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.760015, "hold30_r": 0.500542 }, { "symbol": "FIX", "date": "2025-05-27", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 86.970684, "strategy_rank": 89.511401, "rr": 2.155536, "primary_prob": 32.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 3.233304, "raw_level_count": 20, "gate_level_count": 20, "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": 95.439739, "strategy_rank": 79.381107, "rr": 1.676012, "primary_prob": 39.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.514019, "raw_level_count": 20, "gate_level_count": 20, "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": 95.222584, "strategy_rank": 79.001086, "rr": 1.085896, "primary_prob": 51.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.628844, "raw_level_count": 20, "gate_level_count": 20, "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": 97.937025, "strategy_rank": 89.598263, "rr": 1.684181, "primary_prob": 24.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.526271, "raw_level_count": 20, "gate_level_count": 20, "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": 88.490771, "strategy_rank": 79.989142, "rr": 1.287078, "primary_prob": 31.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.930618, "raw_level_count": 20, "gate_level_count": 20, "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": 96.742671, "strategy_rank": 77.361564, "rr": 1.917329, "primary_prob": 35.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.875993, "raw_level_count": 20, "gate_level_count": 20, "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": 93.159609, "strategy_rank": 74.332248, "rr": 0.978378, "primary_prob": 39.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.467567, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.054505, "hold30_r": -1.0 }, { "symbol": "GLW", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.238871, "strategy_rank": 74.277959, "rr": 1.674336, "primary_prob": 39.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.511504, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.621346, "hold30_r": 1.241939 }, { "symbol": "GRMN", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.364821, "strategy_rank": 81.140065, "rr": 1.373748, "primary_prob": 29.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.060622, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.323411, "hold30_r": 1.505131 }, { "symbol": "IBKR", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.313789, "strategy_rank": 90.694897, "rr": 1.984527, "primary_prob": 34.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.97679, "raw_level_count": 20, "gate_level_count": 20, "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": 85.450597, "strategy_rank": 80.336591, "rr": 1.560081, "primary_prob": 41.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.340122, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.05184, "hold30_r": -1.0 }, { "symbol": "JPM", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.65038, "strategy_rank": 67.969598, "rr": 1.202962, "primary_prob": 48.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.804443, "raw_level_count": 20, "gate_level_count": 20, "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": 91.965255, "strategy_rank": 75.613464, "rr": 2.146558, "primary_prob": 32.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 3.219837, "raw_level_count": 20, "gate_level_count": 20, "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": 88.925081, "strategy_rank": 68.729642, "rr": 1.279284, "primary_prob": 31.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.918926, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.05649, "hold30_r": -1.0 }, { "symbol": "LITE", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.679696, "strategy_rank": 95.656895, "rr": 1.901772, "primary_prob": 35.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 77, "primary_distance_atr": 2.852658, "raw_level_count": 20, "gate_level_count": 20, "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": 86.753529, "strategy_rank": 75.646037, "rr": 1.27842, "primary_prob": 31.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.91763, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.223513, "hold30_r": -1.17613 }, { "symbol": "MMM", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.096634, "strategy_rank": 79.435396, "rr": 1.643381, "primary_prob": 39.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.465072, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.051608, "hold30_r": -1.0 }, { "symbol": "MO", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.210641, "strategy_rank": 60.966341, "rr": 0.700426, "primary_prob": 49.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.050639, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.623457, "hold30_r": -1.0 }, { "symbol": "MSTR", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.457112, "strategy_rank": 99.522258, "rr": 1.561041, "primary_prob": 26.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.341562, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.022516, "hold30_r": 1.498474 }, { "symbol": "NEM", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.730727, "strategy_rank": 80.857763, "rr": 1.587448, "primary_prob": 25.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.381172, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.542956, "hold30_r": 2.983878 }, { "symbol": "NI", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.530945, "strategy_rank": 66.058632, "rr": 1.306894, "primary_prob": 31.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.960341, "raw_level_count": 20, "gate_level_count": 20, "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": 84.039088, "strategy_rank": 84.397394, "rr": 1.581703, "primary_prob": 40.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.372555, "raw_level_count": 20, "gate_level_count": 20, "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": 82.736156, "strategy_rank": 85.765472, "rr": 2.610589, "primary_prob": 28.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 3.915884, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.572945, "hold30_r": 3.972802 }, { "symbol": "ORLY", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.7481, "strategy_rank": 65.624321, "rr": 1.672233, "primary_prob": 24.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.508349, "raw_level_count": 20, "gate_level_count": 20, "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": 87.296417, "strategy_rank": 68.990228, "rr": 1.014999, "primary_prob": 38.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.522499, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.95315, "hold30_r": -1.0 }, { "symbol": "PLTR", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.891422, "strategy_rank": 99.435396, "rr": 0.702531, "primary_prob": 64.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.053797, "raw_level_count": 20, "gate_level_count": 20, "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": 81.433225, "strategy_rank": 57.100977, "rr": 0.836594, "primary_prob": 44.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 1.25489, "raw_level_count": 20, "gate_level_count": 20, "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": 82.519001, "strategy_rank": 58.317047, "rr": 1.531768, "primary_prob": 26.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.297652, "raw_level_count": 20, "gate_level_count": 20, "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": 94.462541, "strategy_rank": 92.638436, "rr": 1.131691, "primary_prob": 50.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.697536, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.094109, "hold30_r": 6.310619 }, { "symbol": "SATS", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.662324, "strategy_rank": 90.792617, "rr": 1.669745, "primary_prob": 24.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 86, "primary_distance_atr": 2.504618, "raw_level_count": 20, "gate_level_count": 20, "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": 97.176982, "strategy_rank": 74.701412, "rr": 1.720075, "primary_prob": 23.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.580112, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.659751, "hold30_r": 0.253276 }, { "symbol": "TJX", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.061889, "strategy_rank": 59.055375, "rr": 1.443983, "primary_prob": 28.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.165974, "raw_level_count": 20, "gate_level_count": 20, "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": 95.005429, "strategy_rank": 83.865364, "rr": 1.534488, "primary_prob": 26.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.301732, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.486752, "hold30_r": 2.093235 }, { "symbol": "TMUS", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.485342, "strategy_rank": 78.599349, "rr": 1.292317, "primary_prob": 31.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.938475, "raw_level_count": 20, "gate_level_count": 20, "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": 99.131379, "strategy_rank": 97.567861, "rr": 1.418926, "primary_prob": 28.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 2.128388, "raw_level_count": 20, "gate_level_count": 20, "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": 98.15418, "strategy_rank": 92.909881, "rr": 1.990583, "primary_prob": 34.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.985875, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.951911, "hold30_r": 4.001004 }, { "symbol": "TRGP", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.30836, "strategy_rank": 90.119435, "rr": 0.92936, "primary_prob": 41.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.39404, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.890047, "hold30_r": 1.129758 }, { "symbol": "TSLA", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.588491, "strategy_rank": 98.230185, "rr": 1.537501, "primary_prob": 41.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.306251, "raw_level_count": 20, "gate_level_count": 20, "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": 95.87405, "strategy_rank": 84.538545, "rr": 1.010462, "primary_prob": 38.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.515692, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.967887, "hold30_r": 0.852361 }, { "symbol": "UAL", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.119435, "strategy_rank": 91.813246, "rr": 1.652968, "primary_prob": 39.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.479452, "raw_level_count": 20, "gate_level_count": 20, "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": 96.959826, "strategy_rank": 73.246471, "rr": 1.765081, "primary_prob": 22.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.647622, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.705783, "hold30_r": 1.730159 }, { "symbol": "VST", "date": "2025-05-27", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 97.394137, "strategy_rank": 97.81759, "rr": 2.098277, "primary_prob": 33.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 3.147416, "raw_level_count": 20, "gate_level_count": 20, "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": 92.508143, "strategy_rank": 72.18241, "rr": 1.782769, "primary_prob": 22.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.674153, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.06429, "hold30_r": -1.0 }, { "symbol": "WELL", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.02823, "strategy_rank": 70.054289, "rr": 0.709942, "primary_prob": 49.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.064912, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.648592, "hold30_r": 0.050296 }, { "symbol": "WMT", "date": "2025-05-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.245385, "strategy_rank": 75.939197, "rr": 1.848489, "primary_prob": 21.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.772734, "raw_level_count": 20, "gate_level_count": 20, "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": 85.233442, "strategy_rank": 61.84582, "rr": 1.678194, "primary_prob": 24.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 2.517291, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.058629, "hold30_r": -1.0 }, { "symbol": "KVUE", "date": "2025-05-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.907709, "strategy_rank": 65.396308, "rr": 0.768132, "primary_prob": 47.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.152198, "raw_level_count": 20, "gate_level_count": 20, "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": 99.131379, "strategy_rank": 99.163952, "rr": 2.309116, "primary_prob": 30.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 3.463674, "raw_level_count": 20, "gate_level_count": 20, "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": 84.473398, "strategy_rank": 68.512486, "rr": 1.600438, "primary_prob": 25.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.400657, "raw_level_count": 20, "gate_level_count": 20, "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": 86.319218, "strategy_rank": 62.76873, "rr": 1.305086, "primary_prob": 31.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.957629, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.234157, "hold30_r": -1.899078 }, { "symbol": "ADSK", "date": "2025-06-03", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 87.187839, "strategy_rank": 71.096634, "rr": 2.410998, "primary_prob": 29.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 3.616496, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.064996, "hold30_r": -1.0 }, { "symbol": "AEE", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.530945, "strategy_rank": 64.918567, "rr": 1.527623, "primary_prob": 26.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.291435, "raw_level_count": 20, "gate_level_count": 20, "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": 82.410423, "strategy_rank": 59.022801, "rr": 1.642218, "primary_prob": 24.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.463327, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.073944, "hold30_r": 1.114587 }, { "symbol": "AON", "date": "2025-06-03", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 83.93051, "strategy_rank": 61.520087, "rr": 2.105846, "primary_prob": 33.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 3.158769, "raw_level_count": 20, "gate_level_count": 20, "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": 99.782845, "strategy_rank": 99.750271, "rr": 1.919274, "primary_prob": 35.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.878911, "raw_level_count": 20, "gate_level_count": 20, "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": 93.59392, "strategy_rank": 65.87405, "rr": 1.610484, "primary_prob": 25.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.415725, "raw_level_count": 20, "gate_level_count": 20, "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": 89.033659, "strategy_rank": 64.212812, "rr": 0.86657, "primary_prob": 43.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.299855, "raw_level_count": 20, "gate_level_count": 20, "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": 85.124864, "strategy_rank": 70.499457, "rr": 1.45605, "primary_prob": 28.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 56, "primary_distance_atr": 2.184075, "raw_level_count": 20, "gate_level_count": 20, "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": 84.256243, "strategy_rank": 61.389794, "rr": 1.866992, "primary_prob": 21.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.800488, "raw_level_count": 20, "gate_level_count": 20, "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": 82.193268, "strategy_rank": 60.92291, "rr": 1.121039, "primary_prob": 35.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.681559, "raw_level_count": 20, "gate_level_count": 20, "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": 87.839305, "strategy_rank": 68.946797, "rr": 0.751194, "primary_prob": 47.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.126791, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.682816, "hold30_r": -1.0 }, { "symbol": "CASY", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.553746, "strategy_rank": 74.234528, "rr": 1.800365, "primary_prob": 22.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.700548, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.745302, "hold30_r": 4.831927 }, { "symbol": "CBOE", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.793702, "strategy_rank": 67.383279, "rr": 0.68227, "primary_prob": 50.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.023406, "raw_level_count": 20, "gate_level_count": 20, "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": 92.290988, "strategy_rank": 80.206298, "rr": 1.672282, "primary_prob": 24.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.508423, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.621717, "hold30_r": 2.798604 }, { "symbol": "CCL", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.456026, "strategy_rank": 83.387622, "rr": 1.653448, "primary_prob": 39.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.480172, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.429536, "hold30_r": -1.38924 }, { "symbol": "CHTR", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.313789, "strategy_rank": 84.375679, "rr": 2.106097, "primary_prob": 18.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 3.159146, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.044634, "hold30_r": -1.0 }, { "symbol": "CIEN", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.656895, "strategy_rank": 95.363735, "rr": 1.785979, "primary_prob": 37.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.678968, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.646023, "hold30_r": -1.604345 }, { "symbol": "CME", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.073833, "strategy_rank": 65.461455, "rr": 0.669157, "primary_prob": 51.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.003736, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.070306, "hold30_r": -1.0 }, { "symbol": "CNP", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.753529, "strategy_rank": 60.72747, "rr": 0.745253, "primary_prob": 48.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.11788, "raw_level_count": 20, "gate_level_count": 20, "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": 86.102063, "strategy_rank": 83.919653, "rr": 1.355078, "primary_prob": 45.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.032617, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.310417, "hold30_r": 2.553434 }, { "symbol": "COR", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.382193, "strategy_rank": 63.431053, "rr": 1.451241, "primary_prob": 28.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.176862, "raw_level_count": 20, "gate_level_count": 20, "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": 99.348534, "strategy_rank": 99.250814, "rr": 1.354954, "primary_prob": 45.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.032431, "raw_level_count": 20, "gate_level_count": 20, "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": 81.976113, "strategy_rank": 78.914224, "rr": 1.884343, "primary_prob": 21.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 81, "primary_distance_atr": 2.826514, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.839579, "hold30_r": -0.102071 }, { "symbol": "DASH", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.262758, "strategy_rank": 93.344191, "rr": 1.53779, "primary_prob": 41.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.306684, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.498111, "hold30_r": 1.979297 }, { "symbol": "DE", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.953312, "strategy_rank": 70.673181, "rr": 0.838975, "primary_prob": 59.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.258462, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.7791, "hold30_r": -1.0 }, { "symbol": "EBAY", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.713355, "strategy_rank": 71.954397, "rr": 1.624726, "primary_prob": 40.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.437088, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.060074, "hold30_r": -1.0 }, { "symbol": "ED", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.021716, "strategy_rank": 59.207383, "rr": 1.896438, "primary_prob": 20.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.844657, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.262697, "hold30_r": -1.199207 }, { "symbol": "ETR", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.634093, "strategy_rank": 73.279045, "rr": 1.543423, "primary_prob": 26.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.315134, "raw_level_count": 20, "gate_level_count": 20, "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": 85.884908, "strategy_rank": 60.184582, "rr": 1.440116, "primary_prob": 28.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 90, "primary_distance_atr": 2.160174, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.36493, "hold30_r": 1.042201 }, { "symbol": "EXC", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.667752, "strategy_rank": 61.661238, "rr": 1.293593, "primary_prob": 31.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 1.940389, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.066301, "hold30_r": -1.0 }, { "symbol": "EXPE", "date": "2025-06-03", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 92.725299, "strategy_rank": 91.55266, "rr": 2.794189, "primary_prob": 26.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 4.191283, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.037074, "hold30_r": 1.479698 }, { "symbol": "FFIV", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.416938, "strategy_rank": 82.18241, "rr": 1.818781, "primary_prob": 36.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.728172, "raw_level_count": 20, "gate_level_count": 20, "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": 95.87405, "strategy_rank": 92.616721, "rr": 1.350484, "primary_prob": 30.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.025726, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.326607, "hold30_r": -1.0 }, { "symbol": "FIX", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.690554, "strategy_rank": 87.752443, "rr": 1.750728, "primary_prob": 37.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.626092, "raw_level_count": 20, "gate_level_count": 20, "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": 92.508143, "strategy_rank": 77.62215, "rr": 1.965565, "primary_prob": 34.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.948347, "raw_level_count": 20, "gate_level_count": 20, "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": 91.639522, "strategy_rank": 76.525516, "rr": 1.392445, "primary_prob": 44.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.088667, "raw_level_count": 20, "gate_level_count": 20, "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": 98.479913, "strategy_rank": 89.587405, "rr": 1.463012, "primary_prob": 27.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.194517, "raw_level_count": 20, "gate_level_count": 20, "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": 81.65038, "strategy_rank": 75.070575, "rr": 1.25216, "primary_prob": 32.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.878239, "raw_level_count": 20, "gate_level_count": 20, "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": 97.285559, "strategy_rank": 78.327904, "rr": 1.936353, "primary_prob": 35.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.90453, "raw_level_count": 20, "gate_level_count": 20, "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": 93.159609, "strategy_rank": 74.788274, "rr": 0.919399, "primary_prob": 41.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.379098, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.058663, "hold30_r": -1.0 }, { "symbol": "IBKR", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.05646, "strategy_rank": 88.34962, "rr": 1.605808, "primary_prob": 40.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.408712, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.045192, "hold30_r": -1.0 }, { "symbol": "ISRG", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.673181, "strategy_rank": 76.862106, "rr": 1.672251, "primary_prob": 39.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.508377, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.140538, "hold30_r": -1.081863 }, { "symbol": "KMI", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.228013, "strategy_rank": 74.495114, "rr": 1.906103, "primary_prob": 35.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.859155, "raw_level_count": 20, "gate_level_count": 20, "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": 93.811075, "strategy_rank": 72.37785, "rr": 1.620538, "primary_prob": 25.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.430806, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.056881, "hold30_r": -1.0 }, { "symbol": "LH", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.627579, "strategy_rank": 62.073833, "rr": 1.68287, "primary_prob": 24.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.524305, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.620182, "hold30_r": -0.409144 }, { "symbol": "LITE", "date": "2025-06-03", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 94.02823, "strategy_rank": 95.168295, "rr": 2.651965, "primary_prob": 27.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 3.977947, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.62395, "hold30_r": 4.507942 }, { "symbol": "LYV", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.359392, "strategy_rank": 78.089034, "rr": 1.582364, "primary_prob": 25.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.373545, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.53647, "hold30_r": 2.364519 }, { "symbol": "MAA", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.4962, "strategy_rank": 62.193268, "rr": 1.298942, "primary_prob": 31.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 98, "primary_distance_atr": 1.948413, "raw_level_count": 20, "gate_level_count": 20, "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": 81.433225, "strategy_rank": 57.785016, "rr": 0.781905, "primary_prob": 46.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.172857, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.255676, "hold30_r": -1.17118 }, { "symbol": "MMM", "date": "2025-06-03", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 91.856678, "strategy_rank": 79.967427, "rr": 2.053951, "primary_prob": 33.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 3.080926, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.055926, "hold30_r": -1.0 }, { "symbol": "MSTR", "date": "2025-06-03", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 99.565689, "strategy_rank": 99.533116, "rr": 2.142162, "primary_prob": 32.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 3.213243, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.115759, "hold30_r": 2.177754 }, { "symbol": "NEM", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.107492, "strategy_rank": 76.775244, "rr": 1.729725, "primary_prob": 38.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 2.594588, "raw_level_count": 20, "gate_level_count": 20, "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": 90.770901, "strategy_rank": 65.624321, "rr": 1.273691, "primary_prob": 31.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.910536, "raw_level_count": 20, "gate_level_count": 20, "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": 94.353963, "strategy_rank": 91.487514, "rr": 1.034309, "primary_prob": 38.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.551464, "raw_level_count": 20, "gate_level_count": 20, "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": 94.571118, "strategy_rank": 67.470141, "rr": 1.577031, "primary_prob": 25.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.365547, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.068168, "hold30_r": -1.0 }, { "symbol": "PPL", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.279045, "strategy_rank": 58.816504, "rr": 1.192774, "primary_prob": 33.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.789161, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.073979, "hold30_r": -1.0 }, { "symbol": "SATS", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.816504, "strategy_rank": 89.956569, "rr": 1.89053, "primary_prob": 20.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 2.835795, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.876267, "hold30_r": 5.643505 }, { "symbol": "SBAC", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.907709, "strategy_rank": 68.718784, "rr": 1.415822, "primary_prob": 28.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 60, "primary_distance_atr": 2.123732, "raw_level_count": 20, "gate_level_count": 20, "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": 96.851249, "strategy_rank": 74.571118, "rr": 1.23822, "primary_prob": 32.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.85733, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.16842, "hold30_r": -1.0 }, { "symbol": "TKO", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.091205, "strategy_rank": 84.560261, "rr": 0.988289, "primary_prob": 39.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.482433, "raw_level_count": 20, "gate_level_count": 20, "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": 94.788274, "strategy_rank": 79.609121, "rr": 1.365651, "primary_prob": 29.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.048477, "raw_level_count": 20, "gate_level_count": 20, "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": 98.697068, "strategy_rank": 96.742671, "rr": 1.880464, "primary_prob": 21.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 2.820695, "raw_level_count": 20, "gate_level_count": 20, "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": 97.71987, "strategy_rank": 92.18241, "rr": 1.949663, "primary_prob": 35.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.924494, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.907541, "hold30_r": 6.278099 }, { "symbol": "TRGP", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.404995, "strategy_rank": 83.724213, "rr": 1.741375, "primary_prob": 38.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.612062, "raw_level_count": 20, "gate_level_count": 20, "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": 97.068404, "strategy_rank": 97.068404, "rr": 1.606821, "primary_prob": 40.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.410231, "raw_level_count": 20, "gate_level_count": 20, "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": 88.599349, "strategy_rank": 79.446254, "rr": 0.777002, "primary_prob": 46.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.165503, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.728516, "hold30_r": 0.450757 }, { "symbol": "UAL", "date": "2025-06-03", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 90.988056, "strategy_rank": 92.290988, "rr": 2.877458, "primary_prob": 26.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 4.316188, "raw_level_count": 20, "gate_level_count": 20, "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": 85.450597, "strategy_rank": 84.440825, "rr": 1.293402, "primary_prob": 31.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.940104, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.254881, "hold30_r": 1.86002 }, { "symbol": "VRSN", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.502714, "strategy_rank": 72.616721, "rr": 1.146565, "primary_prob": 35.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.719847, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.08235, "hold30_r": 0.593803 }, { "symbol": "VST", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.942454, "strategy_rank": 94.571118, "rr": 1.810369, "primary_prob": 37.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.715553, "raw_level_count": 20, "gate_level_count": 20, "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": 89.576547, "strategy_rank": 70.032573, "rr": 1.904015, "primary_prob": 20.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.856023, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.066788, "hold30_r": 1.119295 }, { "symbol": "WELL", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.005429, "strategy_rank": 70.608035, "rr": 0.780538, "primary_prob": 46.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.170807, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.717993, "hold30_r": 1.1157 }, { "symbol": "WMT", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.331162, "strategy_rank": 76.243214, "rr": 1.187461, "primary_prob": 34.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.781191, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.064791, "hold30_r": -1.0 }, { "symbol": "WTW", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.238871, "strategy_rank": 59.163952, "rr": 1.160017, "primary_prob": 34.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.740025, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.067227, "hold30_r": -1.0 }, { "symbol": "XEL", "date": "2025-06-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.536374, "strategy_rank": 62.725299, "rr": 1.355463, "primary_prob": 30.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 2.033194, "raw_level_count": 20, "gate_level_count": 20, "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": 80.890337, "strategy_rank": 64.147666, "rr": 1.900955, "primary_prob": 20.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 81, "primary_distance_atr": 2.851432, "raw_level_count": 20, "gate_level_count": 20, "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": 92.713833, "strategy_rank": 94.07603, "rr": 1.519487, "primary_prob": 41.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.279231, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.488197, "hold30_r": 1.255123 }, { "symbol": "HOOD", "date": "2025-06-09", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.155227, "strategy_rank": 99.186906, "rr": 1.725608, "primary_prob": 38.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.588412, "raw_level_count": 20, "gate_level_count": 20, "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": 83.421331, "strategy_rank": 60.802534, "rr": 1.233791, "primary_prob": 32.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.850687, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.160249, "hold30_r": -1.0 }, { "symbol": "ADSK", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.843717, "strategy_rank": 68.827878, "rr": 1.830996, "primary_prob": 21.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.746495, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.759037, "hold30_r": -1.0 }, { "symbol": "AEE", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.384372, "strategy_rank": 62.661035, "rr": 0.846071, "primary_prob": 44.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 55, "primary_distance_atr": 1.269107, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.764033, "hold30_r": 1.887116 }, { "symbol": "AJG", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.328405, "strategy_rank": 67.877508, "rr": 1.69994, "primary_prob": 23.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.54991, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.051775, "hold30_r": -0.439691 }, { "symbol": "APP", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.788807, "strategy_rank": 99.757128, "rr": 1.558826, "primary_prob": 41.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.338239, "raw_level_count": 20, "gate_level_count": 20, "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": 90.285111, "strategy_rank": 63.516367, "rr": 1.115874, "primary_prob": 35.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.673811, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.0358, "hold30_r": 1.237912 }, { "symbol": "AVGO", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.987328, "strategy_rank": 96.145723, "rr": 1.268403, "primary_prob": 47.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.902604, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.227581, "hold30_r": 3.677885 }, { "symbol": "AXON", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.944034, "strategy_rank": 96.599789, "rr": 0.75802, "primary_prob": 62.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.137029, "raw_level_count": 20, "gate_level_count": 20, "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": 86.483633, "strategy_rank": 62.787751, "rr": 1.283303, "primary_prob": 31.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.924955, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.067423, "hold30_r": -1.0 }, { "symbol": "BSX", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.061246, "strategy_rank": 68.194298, "rr": 1.935839, "primary_prob": 20.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.903759, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.872006, "hold30_r": 2.207229 }, { "symbol": "CBOE", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.813094, "strategy_rank": 68.257656, "rr": 1.612422, "primary_prob": 25.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.418633, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.551035, "hold30_r": 3.444183 }, { "symbol": "CBRE", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.925026, "strategy_rank": 81.077086, "rr": 1.829022, "primary_prob": 36.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.743534, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.772945, "hold30_r": 2.477813 }, { "symbol": "CHTR", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.558606, "strategy_rank": 85.987328, "rr": 1.341616, "primary_prob": 45.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.012425, "raw_level_count": 20, "gate_level_count": 20, "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": 96.409715, "strategy_rank": 96.187962, "rr": 1.732313, "primary_prob": 23.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.59847, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.702749, "hold30_r": 3.009897 }, { "symbol": "CINF", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.259768, "strategy_rank": 67.275607, "rr": 1.224848, "primary_prob": 33.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.837272, "raw_level_count": 20, "gate_level_count": 20, "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": 92.080253, "strategy_rank": 65.691658, "rr": 1.876015, "primary_prob": 21.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.814023, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.811063, "hold30_r": 1.35225 }, { "symbol": "CNP", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.781415, "strategy_rank": 56.54699, "rr": 1.266439, "primary_prob": 32.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.899659, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.187963, "hold30_r": 1.721059 }, { "symbol": "COF", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.961985, "strategy_rank": 85.364308, "rr": 0.806373, "primary_prob": 45.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.209559, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.04986, "hold30_r": -1.0 }, { "symbol": "CVNA", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.36642, "strategy_rank": 99.271383, "rr": 1.461434, "primary_prob": 42.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.192151, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.034096, "hold30_r": -1.0 }, { "symbol": "DASH", "date": "2025-06-10", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 96.620908, "strategy_rank": 92.18585, "rr": 2.53042, "primary_prob": 28.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 3.795629, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.488718, "hold30_r": 2.785659 }, { "symbol": "DE", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.63886, "strategy_rank": 72.49208, "rr": 0.696487, "primary_prob": 65.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.044731, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.635131, "hold30_r": -1.0 }, { "symbol": "EQT", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.545935, "strategy_rank": 84.635692, "rr": 1.101223, "primary_prob": 36.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.651834, "raw_level_count": 20, "gate_level_count": 20, "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": 94.931362, "strategy_rank": 71.995776, "rr": 1.90282, "primary_prob": 20.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.85423, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.840913, "hold30_r": 2.23653 }, { "symbol": "EVRG", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.992608, "strategy_rank": 56.821542, "rr": 1.804207, "primary_prob": 37.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.70631, "raw_level_count": 20, "gate_level_count": 20, "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": 82.048574, "strategy_rank": 59.303062, "rr": 1.831654, "primary_prob": 21.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 2.747481, "raw_level_count": 20, "gate_level_count": 20, "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": 81.414995, "strategy_rank": 68.204857, "rr": 1.390944, "primary_prob": 29.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.086416, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.335751, "hold30_r": -1.0 }, { "symbol": "EXPE", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.632524, "strategy_rank": 85.026399, "rr": 1.618929, "primary_prob": 40.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 61, "primary_distance_atr": 2.428393, "raw_level_count": 20, "gate_level_count": 20, "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": 96.832101, "strategy_rank": 82.291447, "rr": 1.748984, "primary_prob": 37.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.623475, "raw_level_count": 20, "gate_level_count": 20, "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": 95.142555, "strategy_rank": 92.069694, "rr": 1.263227, "primary_prob": 32.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 1.89484, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.233859, "hold30_r": -1.0 }, { "symbol": "FIX", "date": "2025-06-10", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 94.086589, "strategy_rank": 94.244984, "rr": 2.108728, "primary_prob": 33.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 3.163092, "raw_level_count": 20, "gate_level_count": 20, "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": 91.657867, "strategy_rank": 77.085533, "rr": 1.394264, "primary_prob": 29.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.091396, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.338172, "hold30_r": 0.769295 }, { "symbol": "FOXA", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.50264, "strategy_rank": 77.360084, "rr": 1.663793, "primary_prob": 24.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.495689, "raw_level_count": 20, "gate_level_count": 20, "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": 97.254488, "strategy_rank": 88.637804, "rr": 1.913415, "primary_prob": 20.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.870122, "raw_level_count": 20, "gate_level_count": 20, "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": 85.427666, "strategy_rank": 77.412883, "rr": 1.962499, "primary_prob": 19.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.943748, "raw_level_count": 20, "gate_level_count": 20, "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": 85.110876, "strategy_rank": 77.317846, "rr": 1.264977, "primary_prob": 47.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.897465, "raw_level_count": 20, "gate_level_count": 20, "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": 95.564942, "strategy_rank": 77.317846, "rr": 1.837484, "primary_prob": 36.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.756226, "raw_level_count": 20, "gate_level_count": 20, "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": 93.875396, "strategy_rank": 75.343189, "rr": 1.667226, "primary_prob": 24.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.500839, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.606177, "hold30_r": 2.905292 }, { "symbol": "HIG", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.626188, "strategy_rank": 61.57339, "rr": 1.510071, "primary_prob": 27.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.265106, "raw_level_count": 20, "gate_level_count": 20, "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": 98.416051, "strategy_rank": 90.021119, "rr": 0.808001, "primary_prob": 60.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.212001, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.752208, "hold30_r": 3.007668 }, { "symbol": "IBKR", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.403379, "strategy_rank": 92.756072, "rr": 1.7965, "primary_prob": 22.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.69475, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.754774, "hold30_r": 5.470085 }, { "symbol": "ICE", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.899683, "strategy_rank": 60.601901, "rr": 0.71923, "primary_prob": 49.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.078845, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.636519, "hold30_r": 1.896617 }, { "symbol": "ISRG", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.147835, "strategy_rank": 76.789863, "rr": 1.44098, "primary_prob": 28.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.16147, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.235979, "hold30_r": -1.188146 }, { "symbol": "JPM", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.203801, "strategy_rank": 67.708553, "rr": 1.022543, "primary_prob": 53.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.533815, "raw_level_count": 20, "gate_level_count": 20, "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": 88.595565, "strategy_rank": 73.294615, "rr": 1.354459, "primary_prob": 30.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.031688, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.293573, "hold30_r": -1.0 }, { "symbol": "KR", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.446674, "strategy_rank": 70.95037, "rr": 1.782771, "primary_prob": 22.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.674156, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.71892, "hold30_r": 3.391154 }, { "symbol": "LITE", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.720169, "strategy_rank": 95.607181, "rr": 1.840276, "primary_prob": 36.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 2.760413, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.811246, "hold30_r": 3.699571 }, { "symbol": "LYV", "date": "2025-06-10", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 92.291447, "strategy_rank": 80.348469, "rr": 2.026039, "primary_prob": 34.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 3.039058, "raw_level_count": 20, "gate_level_count": 20, "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": 91.86906, "strategy_rank": 79.609293, "rr": 1.649754, "primary_prob": 24.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.474631, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.590352, "hold30_r": 0.868141 }, { "symbol": "MO", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.477297, "strategy_rank": 59.98944, "rr": 1.633988, "primary_prob": 24.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.450983, "raw_level_count": 20, "gate_level_count": 20, "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": 99.577614, "strategy_rank": 99.545935, "rr": 1.198146, "primary_prob": 33.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.797218, "raw_level_count": 20, "gate_level_count": 20, "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": 84.160507, "strategy_rank": 78.965153, "rr": 1.665623, "primary_prob": 24.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.498435, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.620858, "hold30_r": 3.811349 }, { "symbol": "NFLX", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.571278, "strategy_rank": 86.673706, "rr": 0.769808, "primary_prob": 62.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.154712, "raw_level_count": 20, "gate_level_count": 20, "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": 89.334741, "strategy_rank": 64.68849, "rr": 1.299682, "primary_prob": 31.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.949523, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.225668, "hold30_r": 2.159282 }, { "symbol": "NOW", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.073918, "strategy_rank": 88.236536, "rr": 1.124946, "primary_prob": 35.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.687419, "raw_level_count": 20, "gate_level_count": 20, "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": 95.353749, "strategy_rank": 95.32207, "rr": 1.359357, "primary_prob": 30.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.039035, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.320294, "hold30_r": 1.220385 }, { "symbol": "ORLY", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.496304, "strategy_rank": 65.089757, "rr": 1.401879, "primary_prob": 29.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.102818, "raw_level_count": 20, "gate_level_count": 20, "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": 87.117212, "strategy_rank": 69.820486, "rr": 1.243795, "primary_prob": 32.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 1.865692, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.054014, "hold30_r": -1.0 }, { "symbol": "PODD", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.043295, "strategy_rank": 91.594509, "rr": 1.663506, "primary_prob": 24.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 55, "primary_distance_atr": 2.49526, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.046392, "hold30_r": -1.0 }, { "symbol": "PPL", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.359029, "strategy_rank": 56.916579, "rr": 1.405441, "primary_prob": 29.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.108162, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.324257, "hold30_r": 3.442879 }, { "symbol": "RL", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.539599, "strategy_rank": 86.87434, "rr": 1.344951, "primary_prob": 30.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.017427, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.300379, "hold30_r": 2.276167 }, { "symbol": "RSG", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.850053, "strategy_rank": 60.348469, "rr": 1.140701, "primary_prob": 35.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.711052, "raw_level_count": 20, "gate_level_count": 20, "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": 87.750792, "strategy_rank": 90.253432, "rr": 1.5192, "primary_prob": 26.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 2.2788, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.50542, "hold30_r": 5.391612 }, { "symbol": "SBAC", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.837381, "strategy_rank": 66.821542, "rr": 2.032659, "primary_prob": 19.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 60, "primary_distance_atr": 3.048989, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.969448, "hold30_r": 1.25214 }, { "symbol": "SOLV", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.470961, "strategy_rank": 75.755016, "rr": 1.874184, "primary_prob": 21.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.811276, "raw_level_count": 20, "gate_level_count": 20, "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": 82.682154, "strategy_rank": 82.998944, "rr": 1.76175, "primary_prob": 22.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.642625, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.715486, "hold30_r": 4.206879 }, { "symbol": "T", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.198522, "strategy_rank": 73.611404, "rr": 0.669182, "primary_prob": 66.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.003774, "raw_level_count": 20, "gate_level_count": 20, "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": 93.347413, "strategy_rank": 82.101373, "rr": 1.816956, "primary_prob": 21.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.725434, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.763469, "hold30_r": 0.552414 }, { "symbol": "TMUS", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.123548, "strategy_rank": 76.103485, "rr": 1.177176, "primary_prob": 34.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.765763, "raw_level_count": 20, "gate_level_count": 20, "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": 98.627244, "strategy_rank": 96.124604, "rr": 1.547221, "primary_prob": 26.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.320832, "raw_level_count": 20, "gate_level_count": 20, "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": 97.993664, "strategy_rank": 92.133052, "rr": 1.834722, "primary_prob": 21.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.752084, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.786459, "hold30_r": 8.612671 }, { "symbol": "TRGP", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.906019, "strategy_rank": 83.262936, "rr": 1.694887, "primary_prob": 23.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.542331, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.043229, "hold30_r": 0.066756 }, { "symbol": "TRV", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.210137, "strategy_rank": 64.646251, "rr": 1.454362, "primary_prob": 28.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.181543, "raw_level_count": 20, "gate_level_count": 20, "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": 98.204857, "strategy_rank": 97.983105, "rr": 1.897651, "primary_prob": 20.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.846476, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.022061, "hold30_r": -1.0 }, { "symbol": "UAL", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.13622, "strategy_rank": 93.643083, "rr": 1.851774, "primary_prob": 36.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.777662, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.033138, "hold30_r": -1.0 }, { "symbol": "VRSN", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.776135, "strategy_rank": 71.066526, "rr": 0.817159, "primary_prob": 45.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.225739, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.753213, "hold30_r": 0.939145 }, { "symbol": "VST", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.782471, "strategy_rank": 98.004224, "rr": 1.206596, "primary_prob": 33.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.809895, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.174224, "hold30_r": 3.105508 }, { "symbol": "VTR", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.694826, "strategy_rank": 68.035903, "rr": 1.908131, "primary_prob": 20.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.862196, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.837045, "hold30_r": 2.050248 }, { "symbol": "WEC", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.173178, "strategy_rank": 61.911299, "rr": 1.041497, "primary_prob": 37.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 1.562245, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.080879, "hold30_r": -1.0 }, { "symbol": "WELL", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.23548, "strategy_rank": 68.078141, "rr": 1.057294, "primary_prob": 37.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.585941, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.994712, "hold30_r": 2.177294 }, { "symbol": "WMB", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.912355, "strategy_rank": 74.181626, "rr": 0.876874, "primary_prob": 43.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.315311, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.817842, "hold30_r": -1.0 }, { "symbol": "WMT", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.024287, "strategy_rank": 73.727561, "rr": 1.079488, "primary_prob": 36.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.619232, "raw_level_count": 20, "gate_level_count": 20, "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": 89.862724, "strategy_rank": 68.321014, "rr": 1.603229, "primary_prob": 25.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.404843, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.066616, "hold30_r": -1.0 }, { "symbol": "XEL", "date": "2025-06-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.68849, "strategy_rank": 61.594509, "rr": 1.711987, "primary_prob": 23.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 2.56798, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.071598, "hold30_r": -1.0 }, { "symbol": "KVUE", "date": "2025-06-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.998944, "strategy_rank": 66.494192, "rr": 1.780096, "primary_prob": 22.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 82, "primary_distance_atr": 2.670144, "raw_level_count": 20, "gate_level_count": 20, "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": 89.186296, "strategy_rank": 91.531049, "rr": 1.997784, "primary_prob": 34.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.996676, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.963829, "hold30_r": 2.053758 }, { "symbol": "HOOD", "date": "2025-06-16", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.036403, "strategy_rank": 98.972163, "rr": 1.161487, "primary_prob": 49.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.74223, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.133165, "hold30_r": 5.415179 }, { "symbol": "ABT", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.796574, "strategy_rank": 61.734475, "rr": 1.80179, "primary_prob": 22.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.702685, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.726728, "hold30_r": -1.625739 }, { "symbol": "AEE", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.006424, "strategy_rank": 64.668094, "rr": 1.388438, "primary_prob": 29.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 2.082657, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.307366, "hold30_r": 2.899111 }, { "symbol": "AJG", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.261242, "strategy_rank": 65.471092, "rr": 1.730795, "primary_prob": 23.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.596193, "raw_level_count": 20, "gate_level_count": 20, "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": 81.905782, "strategy_rank": 67.837259, "rr": 1.876091, "primary_prob": 21.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.814137, "raw_level_count": 20, "gate_level_count": 20, "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": 99.785867, "strategy_rank": 99.689507, "rr": 1.631721, "primary_prob": 24.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.447581, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.024205, "hold30_r": -1.0 }, { "symbol": "ATO", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.5803, "strategy_rank": 61.691649, "rr": 1.38718, "primary_prob": 29.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.080769, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.30171, "hold30_r": 1.015755 }, { "symbol": "AVGO", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.546039, "strategy_rank": 88.75803, "rr": 0.881107, "primary_prob": 58.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.32166, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.839103, "hold30_r": 3.733461 }, { "symbol": "AZO", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.044968, "strategy_rank": 62.955032, "rr": 1.187944, "primary_prob": 34.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.781916, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.067682, "hold30_r": -1.0 }, { "symbol": "BKNG", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.618844, "strategy_rank": 72.312634, "rr": 1.510101, "primary_prob": 27.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.265151, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.442881, "hold30_r": 1.287081 }, { "symbol": "BSX", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.224839, "strategy_rank": 67.591006, "rr": 1.194859, "primary_prob": 33.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.792289, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.127986, "hold30_r": 1.048497 }, { "symbol": "CBOE", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.042827, "strategy_rank": 67.687366, "rr": 1.130088, "primary_prob": 35.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.695132, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.060346, "hold30_r": 2.41797 }, { "symbol": "CBRE", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.43469, "strategy_rank": 80.09636, "rr": 1.115669, "primary_prob": 35.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.673503, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.057803, "hold30_r": 5.136451 }, { "symbol": "CCL", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.616702, "strategy_rank": 87.837259, "rr": 1.240341, "primary_prob": 32.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 1.860512, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.201405, "hold30_r": 5.427329 }, { "symbol": "CHTR", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.539615, "strategy_rank": 85.0, "rr": 1.582271, "primary_prob": 25.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 71, "primary_distance_atr": 2.373406, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.534176, "hold30_r": -2.871882 }, { "symbol": "CIEN", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.466809, "strategy_rank": 95.599572, "rr": 1.692337, "primary_prob": 23.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.538506, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.659098, "hold30_r": 4.387424 }, { "symbol": "CINF", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.441113, "strategy_rank": 67.087794, "rr": 1.709859, "primary_prob": 23.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.564789, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.642172, "hold30_r": 0.521853 }, { "symbol": "CME", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.147752, "strategy_rank": 66.102784, "rr": 1.505734, "primary_prob": 27.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.258601, "raw_level_count": 20, "gate_level_count": 20, "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": 87.901499, "strategy_rank": 85.428266, "rr": 1.703768, "primary_prob": 23.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.555652, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.655114, "hold30_r": 2.644437 }, { "symbol": "COR", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.691649, "strategy_rank": 58.950749, "rr": 1.409764, "primary_prob": 29.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.114646, "raw_level_count": 20, "gate_level_count": 20, "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": 81.049251, "strategy_rank": 79.186296, "rr": 1.322283, "primary_prob": 30.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.983424, "raw_level_count": 20, "gate_level_count": 20, "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": 99.357602, "strategy_rank": 99.261242, "rr": 1.69328, "primary_prob": 23.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.539919, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.665766, "hold30_r": 4.499035 }, { "symbol": "DASH", "date": "2025-06-17", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 97.109208, "strategy_rank": 92.38758, "rr": 2.272546, "primary_prob": 31.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 3.408819, "raw_level_count": 20, "gate_level_count": 20, "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": 85.760171, "strategy_rank": 73.104925, "rr": 1.184106, "primary_prob": 49.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.776159, "raw_level_count": 20, "gate_level_count": 20, "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": 94.96788, "strategy_rank": 72.066381, "rr": 1.620365, "primary_prob": 25.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.430547, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.555438, "hold30_r": 3.788334 }, { "symbol": "EXC", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.477516, "strategy_rank": 58.929336, "rr": 1.309426, "primary_prob": 31.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 93, "primary_distance_atr": 1.964138, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.236515, "hold30_r": 2.192982 }, { "symbol": "EXPE", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.406852, "strategy_rank": 82.912206, "rr": 1.529751, "primary_prob": 26.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 2.294627, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.487564, "hold30_r": 2.373837 }, { "symbol": "FFIV", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.824411, "strategy_rank": 81.916488, "rr": 1.277549, "primary_prob": 31.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.916323, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.207079, "hold30_r": 3.031579 }, { "symbol": "FICO", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.897216, "strategy_rank": 91.006424, "rr": 1.506431, "primary_prob": 27.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.259646, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.473305, "hold30_r": -1.0 }, { "symbol": "FIX", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.755889, "strategy_rank": 92.591006, "rr": 1.945758, "primary_prob": 35.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.918637, "raw_level_count": 20, "gate_level_count": 20, "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": 95.610278, "strategy_rank": 80.385439, "rr": 1.744311, "primary_prob": 23.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.616467, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.689883, "hold30_r": 0.827987 }, { "symbol": "FOXA", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.680942, "strategy_rank": 80.620985, "rr": 1.194766, "primary_prob": 33.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.792149, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.139907, "hold30_r": 0.8521 }, { "symbol": "FTNT", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.32334, "strategy_rank": 88.618844, "rr": 1.595866, "primary_prob": 25.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.393799, "raw_level_count": 20, "gate_level_count": 20, "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": 86.830835, "strategy_rank": 78.736617, "rr": 0.720288, "primary_prob": 49.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 1.080431, "raw_level_count": 20, "gate_level_count": 20, "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": 90.471092, "strategy_rank": 81.349036, "rr": 0.820806, "primary_prob": 45.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.23121, "raw_level_count": 20, "gate_level_count": 20, "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": 96.895075, "strategy_rank": 78.747323, "rr": 1.652569, "primary_prob": 24.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.478854, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.603337, "hold30_r": 0.977811 }, { "symbol": "GL", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.361884, "strategy_rank": 74.989293, "rr": 0.703374, "primary_prob": 49.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 124, "primary_distance_atr": 1.055061, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.636147, "hold30_r": 5.928303 }, { "symbol": "GS", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.620985, "strategy_rank": 75.770878, "rr": 1.833364, "primary_prob": 21.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.750046, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.772597, "hold30_r": 4.813083 }, { "symbol": "HIG", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.835118, "strategy_rank": 60.278373, "rr": 1.464576, "primary_prob": 27.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.196864, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.07742, "hold30_r": -1.0 }, { "symbol": "IBKR", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.252677, "strategy_rank": 94.100642, "rr": 1.565435, "primary_prob": 26.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.348152, "raw_level_count": 20, "gate_level_count": 20, "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": 84.047109, "strategy_rank": 70.074946, "rr": 0.906027, "primary_prob": 42.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.359041, "raw_level_count": 20, "gate_level_count": 20, "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": 88.972163, "strategy_rank": 73.650964, "rr": 1.34936, "primary_prob": 30.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.02404, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.28365, "hold30_r": -1.0 }, { "symbol": "KR", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.970021, "strategy_rank": 68.972163, "rr": 1.69284, "primary_prob": 23.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.539259, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.621587, "hold30_r": 2.24185 }, { "symbol": "LITE", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.396146, "strategy_rank": 96.006424, "rr": 1.666804, "primary_prob": 39.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.500207, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.63708, "hold30_r": 4.085339 }, { "symbol": "LYV", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.753747, "strategy_rank": 82.61242, "rr": 1.738434, "primary_prob": 23.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.607651, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.051534, "hold30_r": 0.373438 }, { "symbol": "MMM", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.826552, "strategy_rank": 80.813704, "rr": 1.040734, "primary_prob": 38.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 88, "primary_distance_atr": 1.561101, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.981699, "hold30_r": 1.455006 }, { "symbol": "MO", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.188437, "strategy_rank": 61.167024, "rr": 1.179858, "primary_prob": 34.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.769786, "raw_level_count": 20, "gate_level_count": 20, "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": 81.263383, "strategy_rank": 77.184154, "rr": 1.618976, "primary_prob": 25.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.428465, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.554115, "hold30_r": 3.083788 }, { "symbol": "MSTR", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.571734, "strategy_rank": 99.475375, "rr": 1.933131, "primary_prob": 20.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.899697, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.903302, "hold30_r": 1.060611 }, { "symbol": "NI", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.115632, "strategy_rank": 63.929336, "rr": 1.667549, "primary_prob": 24.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.501324, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.590507, "hold30_r": 3.108757 }, { "symbol": "NOW", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.614561, "strategy_rank": 87.880086, "rr": 1.312142, "primary_prob": 31.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.968213, "raw_level_count": 20, "gate_level_count": 20, "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": 98.715203, "strategy_rank": 97.526767, "rr": 0.987261, "primary_prob": 39.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.480892, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.944042, "hold30_r": -1.0 }, { "symbol": "ORLY", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.828694, "strategy_rank": 64.8394, "rr": 1.316615, "primary_prob": 31.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.974922, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.256142, "hold30_r": 3.241568 }, { "symbol": "PGR", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.685225, "strategy_rank": 71.959315, "rr": 1.37988, "primary_prob": 29.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 2.06982, "raw_level_count": 20, "gate_level_count": 20, "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": 95.182013, "strategy_rank": 90.139186, "rr": 1.334137, "primary_prob": 30.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 55, "primary_distance_atr": 2.001206, "raw_level_count": 20, "gate_level_count": 20, "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": 94.218415, "strategy_rank": 92.35546, "rr": 1.01328, "primary_prob": 38.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.51992, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.966226, "hold30_r": 4.97673 }, { "symbol": "RL", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.400428, "strategy_rank": 88.244111, "rr": 1.597204, "primary_prob": 25.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.395805, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.551916, "hold30_r": 2.842506 }, { "symbol": "RSG", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.404711, "strategy_rank": 58.640257, "rr": 1.002559, "primary_prob": 39.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.503839, "raw_level_count": 20, "gate_level_count": 20, "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": 88.75803, "strategy_rank": 92.034261, "rr": 1.779774, "primary_prob": 37.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.669661, "raw_level_count": 20, "gate_level_count": 20, "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": 86.40257, "strategy_rank": 79.111349, "rr": 1.623242, "primary_prob": 25.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.434864, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.570029, "hold30_r": -0.511949 }, { "symbol": "STT", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.869379, "strategy_rank": 71.884368, "rr": 1.81109, "primary_prob": 22.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.716636, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.740824, "hold30_r": 5.581666 }, { "symbol": "SYF", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.974304, "strategy_rank": 85.396146, "rr": 1.13273, "primary_prob": 35.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.699095, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.085485, "hold30_r": 3.679755 }, { "symbol": "T", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.038544, "strategy_rank": 73.490364, "rr": 1.782341, "primary_prob": 22.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.673511, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.706639, "hold30_r": -1.0 }, { "symbol": "TKO", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.576017, "strategy_rank": 82.494647, "rr": 1.362631, "primary_prob": 45.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.043946, "raw_level_count": 20, "gate_level_count": 20, "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": 90.256959, "strategy_rank": 76.702355, "rr": 0.857805, "primary_prob": 43.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.286707, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.80307, "hold30_r": 2.098628 }, { "symbol": "TPL", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.751606, "strategy_rank": 95.310493, "rr": 1.901011, "primary_prob": 20.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.851517, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.030316, "hold30_r": -1.0 }, { "symbol": "TPR", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.286938, "strategy_rank": 93.147752, "rr": 1.746025, "primary_prob": 38.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.619038, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.701347, "hold30_r": 6.821065 }, { "symbol": "TRGP", "date": "2025-06-17", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 84.582441, "strategy_rank": 81.852248, "rr": 2.267724, "primary_prob": 31.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 3.401586, "raw_level_count": 20, "gate_level_count": 20, "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": 83.832976, "strategy_rank": 64.496788, "rr": 1.358407, "primary_prob": 30.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.037611, "raw_level_count": 20, "gate_level_count": 20, "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": 98.501071, "strategy_rank": 98.115632, "rr": 1.733726, "primary_prob": 23.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 2.600589, "raw_level_count": 20, "gate_level_count": 20, "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": 92.184154, "strategy_rank": 93.083512, "rr": 1.792063, "primary_prob": 22.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.688095, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.766384, "hold30_r": 2.551501 }, { "symbol": "V", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.119914, "strategy_rank": 63.008565, "rr": 1.16722, "primary_prob": 34.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.750831, "raw_level_count": 20, "gate_level_count": 20, "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": 98.072805, "strategy_rank": 98.072805, "rr": 1.776006, "primary_prob": 37.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.664009, "raw_level_count": 20, "gate_level_count": 20, "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": 85.010707, "strategy_rank": 66.862955, "rr": 1.322556, "primary_prob": 30.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 1.983833, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.250212, "hold30_r": 2.547477 }, { "symbol": "WEC", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.543897, "strategy_rank": 62.301927, "rr": 1.659825, "primary_prob": 24.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 2.489738, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.577729, "hold30_r": 1.963684 }, { "symbol": "WELL", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.398287, "strategy_rank": 68.950749, "rr": 0.893303, "primary_prob": 42.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.339954, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.827586, "hold30_r": 2.855937 }, { "symbol": "WMB", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.329764, "strategy_rank": 73.811563, "rr": 1.116378, "primary_prob": 35.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.674567, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.057318, "hold30_r": -1.0 }, { "symbol": "WMT", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.61242, "strategy_rank": 74.721627, "rr": 1.025226, "primary_prob": 38.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 1.537839, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.955554, "hold30_r": 1.378648 }, { "symbol": "WRB", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.220557, "strategy_rank": 69.186296, "rr": 1.182409, "primary_prob": 34.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.773613, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.072854, "hold30_r": -1.0 }, { "symbol": "XEL", "date": "2025-06-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.259101, "strategy_rank": 63.586724, "rr": 1.81737, "primary_prob": 21.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 199, "primary_distance_atr": 2.726055, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.749593, "hold30_r": 4.021164 }, { "symbol": "KVUE", "date": "2025-06-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.582418, "strategy_rank": 69.483516, "rr": 0.755764, "primary_prob": 47.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 1.133647, "raw_level_count": 20, "gate_level_count": 20, "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": 92.637363, "strategy_rank": 93.989011, "rr": 1.428567, "primary_prob": 43.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.142851, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.03883, "hold30_r": -1.0 }, { "symbol": "ADP", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.527473, "strategy_rank": 59.582418, "rr": 1.812758, "primary_prob": 22.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.719138, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.738358, "hold30_r": 0.66119 }, { "symbol": "AEE", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.21978, "strategy_rank": 63.912088, "rr": 1.123949, "primary_prob": 35.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 1.685923, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.038871, "hold30_r": 3.229558 }, { "symbol": "AJG", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.736264, "strategy_rank": 64.78022, "rr": 1.647226, "primary_prob": 24.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.470839, "raw_level_count": 20, "gate_level_count": 20, "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": 82.307692, "strategy_rank": 68.32967, "rr": 1.243456, "primary_prob": 32.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 1.865185, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.185293, "hold30_r": 2.141448 }, { "symbol": "APP", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.89011, "strategy_rank": 99.758242, "rr": 1.487773, "primary_prob": 27.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.23166, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.465092, "hold30_r": 3.298405 }, { "symbol": "ATO", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.901099, "strategy_rank": 62.395604, "rr": 1.273707, "primary_prob": 31.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.910561, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.18751, "hold30_r": 2.819048 }, { "symbol": "AZO", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.615385, "strategy_rank": 61.736264, "rr": 1.022193, "primary_prob": 38.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 1.533289, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.961683, "hold30_r": 4.948827 }, { "symbol": "CBRE", "date": "2025-06-25", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 86.483516, "strategy_rank": 76.197802, "rr": 2.18858, "primary_prob": 32.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 3.28287, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.131951, "hold30_r": 4.007789 }, { "symbol": "CCL", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.120879, "strategy_rank": 89.615385, "rr": 1.984346, "primary_prob": 34.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.976519, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.946539, "hold30_r": 2.618889 }, { "symbol": "CHTR", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.417582, "strategy_rank": 83.648352, "rr": 1.936772, "primary_prob": 20.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.905158, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.053588, "hold30_r": -1.0 }, { "symbol": "CIEN", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.593407, "strategy_rank": 95.769231, "rr": 1.8752, "primary_prob": 36.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.812799, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.837058, "hold30_r": 3.781467 }, { "symbol": "CINF", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.659341, "strategy_rank": 65.56044, "rr": 1.298726, "primary_prob": 31.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 1.948089, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.227418, "hold30_r": 1.922624 }, { "symbol": "CME", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.626374, "strategy_rank": 66.428571, "rr": 1.859538, "primary_prob": 21.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.789306, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.069293, "hold30_r": 1.005025 }, { "symbol": "COR", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.747253, "strategy_rank": 59.67033, "rr": 1.515611, "primary_prob": 26.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.273417, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.073353, "hold30_r": -1.0 }, { "symbol": "CVNA", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.230769, "strategy_rank": 99.164835, "rr": 1.56613, "primary_prob": 41.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.349195, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.536252, "hold30_r": 1.987084 }, { "symbol": "DASH", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.582418, "strategy_rank": 92.505495, "rr": 1.952354, "primary_prob": 35.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.928531, "raw_level_count": 20, "gate_level_count": 20, "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": 88.241758, "strategy_rank": 74.56044, "rr": 1.254284, "primary_prob": 32.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.881426, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.193142, "hold30_r": -0.006033 }, { "symbol": "DRI", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.362637, "strategy_rank": 69.989011, "rr": 1.015515, "primary_prob": 38.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.523273, "raw_level_count": 20, "gate_level_count": 20, "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": 87.802198, "strategy_rank": 75.604396, "rr": 1.406567, "primary_prob": 29.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.109851, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.342551, "hold30_r": 7.946223 }, { "symbol": "ETR", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.714286, "strategy_rank": 72.637363, "rr": 1.566785, "primary_prob": 26.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.350178, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.497952, "hold30_r": 3.897918 }, { "symbol": "EVRG", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.978022, "strategy_rank": 57.516484, "rr": 1.876932, "primary_prob": 36.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.815398, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.790727, "hold30_r": 2.958187 }, { "symbol": "EXC", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.835165, "strategy_rank": 61.263736, "rr": 1.503451, "primary_prob": 27.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 93, "primary_distance_atr": 2.255177, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.425082, "hold30_r": 3.01135 }, { "symbol": "FFIV", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.153846, "strategy_rank": 82.142857, "rr": 1.695886, "primary_prob": 38.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.543829, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.071627, "hold30_r": -1.0 }, { "symbol": "FIX", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.505495, "strategy_rank": 94.604396, "rr": 1.498263, "primary_prob": 42.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.247394, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.452662, "hold30_r": 8.392007 }, { "symbol": "FOX", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.725275, "strategy_rank": 79.494505, "rr": 1.706459, "primary_prob": 23.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.559688, "raw_level_count": 20, "gate_level_count": 20, "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": 95.494505, "strategy_rank": 79.703297, "rr": 1.043902, "primary_prob": 37.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.565853, "raw_level_count": 20, "gate_level_count": 20, "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": 97.362637, "strategy_rank": 88.692308, "rr": 1.344604, "primary_prob": 30.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.016907, "raw_level_count": 20, "gate_level_count": 20, "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": 86.813187, "strategy_rank": 78.67033, "rr": 0.871253, "primary_prob": 43.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 1.30688, "raw_level_count": 20, "gate_level_count": 20, "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": 94.945055, "strategy_rank": 77.901099, "rr": 0.680222, "primary_prob": 50.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.020334, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.632831, "hold30_r": 0.973056 }, { "symbol": "GL", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.538462, "strategy_rank": 73.967033, "rr": 1.578793, "primary_prob": 25.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.36819, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.073318, "hold30_r": -1.0 }, { "symbol": "GRMN", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.10989, "strategy_rank": 78.065934, "rr": 0.780663, "primary_prob": 46.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.170995, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.712769, "hold30_r": 4.239634 }, { "symbol": "IBKR", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.813187, "strategy_rank": 94.604396, "rr": 1.426423, "primary_prob": 28.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.139634, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.382753, "hold30_r": 5.00961 }, { "symbol": "KMI", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.098901, "strategy_rank": 75.076923, "rr": 1.276046, "primary_prob": 31.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.914069, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.211044, "hold30_r": -1.0 }, { "symbol": "LITE", "date": "2025-06-25", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 96.373626, "strategy_rank": 96.736264, "rr": 2.14951, "primary_prob": 32.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 3.224264, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.11554, "hold30_r": 3.583195 }, { "symbol": "LYV", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.846154, "strategy_rank": 81.846154, "rr": 1.684613, "primary_prob": 24.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.52692, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.053407, "hold30_r": 0.37994 }, { "symbol": "MMM", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.978022, "strategy_rank": 80.472527, "rr": 1.154205, "primary_prob": 34.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.731308, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.090661, "hold30_r": 0.858009 }, { "symbol": "MNST", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.824176, "strategy_rank": 63.142857, "rr": 0.996303, "primary_prob": 39.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.494454, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.915613, "hold30_r": -1.0 }, { "symbol": "MO", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.461538, "strategy_rank": 62.747253, "rr": 1.2883, "primary_prob": 31.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.93245, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.086038, "hold30_r": -1.0 }, { "symbol": "MOS", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.076923, "strategy_rank": 77.505495, "rr": 1.800481, "primary_prob": 22.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.700722, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.750255, "hold30_r": -2.492212 }, { "symbol": "MSTR", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.56044, "strategy_rank": 99.461538, "rr": 1.525476, "primary_prob": 41.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.288214, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.491729, "hold30_r": 0.579133 }, { "symbol": "NEM", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.604396, "strategy_rank": 80.032967, "rr": 1.732178, "primary_prob": 38.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.598266, "raw_level_count": 20, "gate_level_count": 20, "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": 89.450549, "strategy_rank": 64.89011, "rr": 1.21907, "primary_prob": 33.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.828605, "raw_level_count": 20, "gate_level_count": 20, "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": 86.923077, "strategy_rank": 85.868132, "rr": 1.304002, "primary_prob": 31.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.956004, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.241968, "hold30_r": -1.0 }, { "symbol": "NRG", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.461538, "strategy_rank": 97.43956, "rr": 0.866882, "primary_prob": 43.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.300323, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.820312, "hold30_r": -1.0 }, { "symbol": "ORLY", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.516484, "strategy_rank": 60.67033, "rr": 1.690643, "primary_prob": 23.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.535964, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.629107, "hold30_r": 5.474702 }, { "symbol": "PGR", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.021978, "strategy_rank": 69.659341, "rr": 0.914365, "primary_prob": 41.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.371547, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.853988, "hold30_r": -1.0 }, { "symbol": "PM", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.802198, "strategy_rank": 76.274725, "rr": 0.978573, "primary_prob": 39.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.46786, "raw_level_count": 20, "gate_level_count": 20, "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": 95.934066, "strategy_rank": 90.857143, "rr": 1.189629, "primary_prob": 34.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 55, "primary_distance_atr": 1.784444, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.05233, "hold30_r": -1.0 }, { "symbol": "PPL", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.318681, "strategy_rank": 57.615385, "rr": 1.712963, "primary_prob": 23.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.569444, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.630247, "hold30_r": 3.54321 }, { "symbol": "RL", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.296703, "strategy_rank": 91.054945, "rr": 0.805762, "primary_prob": 45.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.208643, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.758042, "hold30_r": 0.735233 }, { "symbol": "RSG", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.153846, "strategy_rank": 60.703297, "rr": 1.799732, "primary_prob": 22.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.699598, "raw_level_count": 20, "gate_level_count": 20, "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": 81.098901, "strategy_rank": 70.21978, "rr": 1.242297, "primary_prob": 32.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.863446, "raw_level_count": 20, "gate_level_count": 20, "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": 83.296703, "strategy_rank": 88.208791, "rr": 1.500323, "primary_prob": 42.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.250484, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.481045, "hold30_r": 1.064475 }, { "symbol": "SOLV", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.681319, "strategy_rank": 81.098901, "rr": 1.621831, "primary_prob": 40.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.432746, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.058064, "hold30_r": -1.0 }, { "symbol": "SYF", "date": "2025-06-25", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 80.21978, "strategy_rank": 81.241758, "rr": 2.006152, "primary_prob": 34.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 3.009228, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.952892, "hold30_r": 1.443658 }, { "symbol": "T", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.285714, "strategy_rank": 71.538462, "rr": 1.480207, "primary_prob": 27.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.22031, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.400115, "hold30_r": -1.0 }, { "symbol": "TMUS", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.769231, "strategy_rank": 77.054945, "rr": 0.865496, "primary_prob": 43.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.298245, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.801233, "hold30_r": 1.674077 }, { "symbol": "TPL", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.142857, "strategy_rank": 94.901099, "rr": 1.704868, "primary_prob": 23.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.557302, "raw_level_count": 20, "gate_level_count": 20, "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": 98.021978, "strategy_rank": 92.945055, "rr": 1.0673, "primary_prob": 52.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.60095, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.019424, "hold30_r": 6.462371 }, { "symbol": "TRGP", "date": "2025-06-25", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 81.758242, "strategy_rank": 79.681319, "rr": 2.102316, "primary_prob": 33.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 3.153474, "raw_level_count": 20, "gate_level_count": 20, "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": 85.054945, "strategy_rank": 64.978022, "rr": 1.787216, "primary_prob": 22.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.680824, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.068002, "hold30_r": -1.0 }, { "symbol": "TSLA", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.241758, "strategy_rank": 97.978022, "rr": 1.254685, "primary_prob": 32.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 1.882028, "raw_level_count": 20, "gate_level_count": 20, "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": 95.274725, "strategy_rank": 95.340659, "rr": 1.297809, "primary_prob": 31.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.946713, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.270234, "hold30_r": 2.021509 }, { "symbol": "V", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.879121, "strategy_rank": 63.505495, "rr": 1.251029, "primary_prob": 32.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.876544, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.056901, "hold30_r": -1.0 }, { "symbol": "VRT", "date": "2025-06-25", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 80.43956, "strategy_rank": 85.945055, "rr": 2.179303, "primary_prob": 32.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 3.268954, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.033791, "hold30_r": -1.0 }, { "symbol": "VST", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.791209, "strategy_rank": 98.56044, "rr": 0.933118, "primary_prob": 56.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.399677, "raw_level_count": 20, "gate_level_count": 20, "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": 83.956044, "strategy_rank": 65.725275, "rr": 1.943941, "primary_prob": 20.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.915911, "raw_level_count": 20, "gate_level_count": 20, "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": 90.549451, "strategy_rank": 63.681319, "rr": 0.762281, "primary_prob": 47.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 86, "primary_distance_atr": 1.143422, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.677599, "hold30_r": 3.222819 }, { "symbol": "WMT", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.318681, "strategy_rank": 74.208791, "rr": 1.169587, "primary_prob": 34.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.75438, "raw_level_count": 20, "gate_level_count": 20, "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": 89.78022, "strategy_rank": 68.087912, "rr": 1.784663, "primary_prob": 22.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.676995, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.074154, "hold30_r": -1.0 }, { "symbol": "XEL", "date": "2025-06-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.142857, "strategy_rank": 63.571429, "rr": 1.853235, "primary_prob": 21.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 112, "primary_distance_atr": 2.779853, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.779722, "hold30_r": 3.226863 }, { "symbol": "WBD", "date": "2025-06-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.384615, "strategy_rank": 87.362637, "rr": 1.624934, "primary_prob": 40.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 2.437401, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.59539, "hold30_r": -0.317965 }, { "symbol": "KVUE", "date": "2025-06-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.748646, "strategy_rank": 66.457205, "rr": 0.759621, "primary_prob": 47.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 78, "primary_distance_atr": 1.139431, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.700396, "hold30_r": 1.372383 }, { "symbol": "CEG", "date": "2025-07-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.533044, "strategy_rank": 96.760563, "rr": 1.24869, "primary_prob": 32.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.873034, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.211796, "hold30_r": 1.180784 }, { "symbol": "ABT", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.098592, "strategy_rank": 61.419285, "rr": 1.17501, "primary_prob": 34.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.762516, "raw_level_count": 20, "gate_level_count": 20, "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": 85.157096, "strategy_rank": 61.592633, "rr": 1.686956, "primary_prob": 23.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.530434, "raw_level_count": 20, "gate_level_count": 20, "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": 88.299025, "strategy_rank": 62.621885, "rr": 0.979403, "primary_prob": 39.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 1.469105, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.891709, "hold30_r": 2.732429 }, { "symbol": "AJG", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.673889, "strategy_rank": 66.847237, "rr": 1.812196, "primary_prob": 22.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.718295, "raw_level_count": 20, "gate_level_count": 20, "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": 84.940412, "strategy_rank": 70.769231, "rr": 1.447418, "primary_prob": 28.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.171127, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.391308, "hold30_r": 2.018848 }, { "symbol": "AON", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.690141, "strategy_rank": 61.245937, "rr": 1.777199, "primary_prob": 22.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.665798, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.710447, "hold30_r": 1.405088 }, { "symbol": "APP", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.891658, "strategy_rank": 99.761647, "rr": 1.546972, "primary_prob": 26.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.320458, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.524969, "hold30_r": 3.187108 }, { "symbol": "ATO", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.24052, "strategy_rank": 60.56338, "rr": 1.589515, "primary_prob": 25.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.384273, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.505511, "hold30_r": 4.053005 }, { "symbol": "AXON", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.024919, "strategy_rank": 96.587216, "rr": 1.009455, "primary_prob": 38.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.514182, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.967154, "hold30_r": -1.0 }, { "symbol": "AZO", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.906826, "strategy_rank": 60.162514, "rr": 1.415624, "primary_prob": 28.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.123435, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.3541, "hold30_r": 2.563714 }, { "symbol": "BSX", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.531961, "strategy_rank": 66.630553, "rr": 0.700265, "primary_prob": 49.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.050398, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.630698, "hold30_r": 0.174538 }, { "symbol": "CAH", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.124594, "strategy_rank": 68.829902, "rr": 0.728576, "primary_prob": 48.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.092864, "raw_level_count": 20, "gate_level_count": 20, "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": 86.890574, "strategy_rank": 76.197183, "rr": 0.692101, "primary_prob": 65.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.038151, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.062385, "hold30_r": -1.0 }, { "symbol": "CF", "date": "2025-07-02", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 81.040087, "strategy_rank": 74.96208, "rr": 2.203327, "primary_prob": 32.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 73, "primary_distance_atr": 3.304991, "raw_level_count": 20, "gate_level_count": 20, "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": 85.373781, "strategy_rank": 78.840737, "rr": 1.057887, "primary_prob": 52.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 1.58683, "raw_level_count": 20, "gate_level_count": 20, "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": 96.749729, "strategy_rank": 95.872156, "rr": 1.172104, "primary_prob": 34.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.758156, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.131266, "hold30_r": 3.05563 }, { "symbol": "CME", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.366197, "strategy_rank": 66.8039, "rr": 1.573044, "primary_prob": 25.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.359566, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.499902, "hold30_r": -0.148502 }, { "symbol": "COR", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.023835, "strategy_rank": 62.134345, "rr": 1.499875, "primary_prob": 27.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.249813, "raw_level_count": 20, "gate_level_count": 20, "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": 98.808234, "strategy_rank": 98.873239, "rr": 1.155717, "primary_prob": 49.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.733575, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.122805, "hold30_r": -0.038336 }, { "symbol": "DASH", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.941495, "strategy_rank": 92.741062, "rr": 1.266721, "primary_prob": 47.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.900082, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.220372, "hold30_r": 0.838477 }, { "symbol": "DRI", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.682557, "strategy_rank": 71.830986, "rr": 0.84368, "primary_prob": 44.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.265521, "raw_level_count": 20, "gate_level_count": 20, "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": 88.51571, "strategy_rank": 75.742145, "rr": 1.828525, "primary_prob": 21.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.742788, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.763747, "hold30_r": 9.702099 }, { "symbol": "EQT", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.824485, "strategy_rank": 87.51896, "rr": 1.489506, "primary_prob": 27.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.234259, "raw_level_count": 20, "gate_level_count": 20, "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": 95.341278, "strategy_rank": 72.19935, "rr": 1.61381, "primary_prob": 25.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.420715, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.542911, "hold30_r": 3.910286 }, { "symbol": "EVRG", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.065005, "strategy_rank": 56.175515, "rr": 1.364385, "primary_prob": 44.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.046577, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.086368, "hold30_r": -1.0 }, { "symbol": "EXC", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.290358, "strategy_rank": 60.725894, "rr": 0.909724, "primary_prob": 42.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 94, "primary_distance_atr": 1.364586, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.831051, "hold30_r": 1.585556 }, { "symbol": "EXE", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.899242, "strategy_rank": 76.078007, "rr": 1.664949, "primary_prob": 24.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.497424, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.049864, "hold30_r": -1.0 }, { "symbol": "EXPE", "date": "2025-07-02", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 80.71506, "strategy_rank": 82.990249, "rr": 2.249806, "primary_prob": 31.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 61, "primary_distance_atr": 3.374709, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.202485, "hold30_r": 5.007195 }, { "symbol": "FFIV", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.557963, "strategy_rank": 81.874323, "rr": 1.355949, "primary_prob": 30.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.033923, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.290293, "hold30_r": 2.481043 }, { "symbol": "FOX", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.149512, "strategy_rank": 79.100758, "rr": 1.218858, "primary_prob": 33.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.828287, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.158223, "hold30_r": -1.0 }, { "symbol": "FOXA", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.907909, "strategy_rank": 79.144095, "rr": 1.502101, "primary_prob": 27.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.253152, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.443823, "hold30_r": -1.0 }, { "symbol": "FTNT", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.966414, "strategy_rank": 88.353196, "rr": 1.739203, "primary_prob": 23.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.608804, "raw_level_count": 20, "gate_level_count": 20, "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": 81.473456, "strategy_rank": 74.745395, "rr": 1.282648, "primary_prob": 31.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.923972, "raw_level_count": 20, "gate_level_count": 20, "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": 92.416035, "strategy_rank": 82.795233, "rr": 1.195627, "primary_prob": 33.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.793441, "raw_level_count": 20, "gate_level_count": 20, "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": 95.774648, "strategy_rank": 78.613218, "rr": 1.638178, "primary_prob": 39.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.457266, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.585076, "hold30_r": 1.788159 }, { "symbol": "GL", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.332611, "strategy_rank": 73.976165, "rr": 1.873466, "primary_prob": 21.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.810199, "raw_level_count": 20, "gate_level_count": 20, "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": 98.591549, "strategy_rank": 90.270856, "rr": 1.103736, "primary_prob": 36.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.655604, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.052343, "hold30_r": 0.005842 }, { "symbol": "KMI", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.249187, "strategy_rank": 75.005417, "rr": 1.834227, "primary_prob": 21.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.75134, "raw_level_count": 20, "gate_level_count": 20, "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": 91.115926, "strategy_rank": 73.40195, "rr": 1.261249, "primary_prob": 32.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.891873, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.201373, "hold30_r": -0.426285 }, { "symbol": "LITE", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.632719, "strategy_rank": 94.095341, "rr": 1.568618, "primary_prob": 40.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.352926, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.534808, "hold30_r": 4.331796 }, { "symbol": "LYV", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.815818, "strategy_rank": 78.959913, "rr": 1.240344, "primary_prob": 47.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.860517, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.05869, "hold30_r": -1.0 }, { "symbol": "MCK", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.231853, "strategy_rank": 59.349946, "rr": 0.832023, "primary_prob": 44.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.248035, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.765893, "hold30_r": -1.028821 }, { "symbol": "MMM", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.732394, "strategy_rank": 78.136511, "rr": 1.107508, "primary_prob": 51.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.661262, "raw_level_count": 20, "gate_level_count": 20, "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": 88.08234, "strategy_rank": 62.600217, "rr": 1.133082, "primary_prob": 35.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.699624, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.087349, "hold30_r": -1.0 }, { "symbol": "MOS", "date": "2025-07-02", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 80.498375, "strategy_rank": 75.752979, "rr": 2.12156, "primary_prob": 32.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 3.18234, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.052618, "hold30_r": -1.0 }, { "symbol": "MSTR", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.458288, "strategy_rank": 99.393283, "rr": 1.808636, "primary_prob": 37.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.712955, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.77833, "hold30_r": -1.0 }, { "symbol": "NEM", "date": "2025-07-02", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 87.540628, "strategy_rank": 81.625135, "rr": 2.10406, "primary_prob": 33.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 3.156091, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.051019, "hold30_r": -1.0 }, { "symbol": "NI", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.865655, "strategy_rank": 63.878657, "rr": 1.521484, "primary_prob": 26.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.282226, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.445119, "hold30_r": 3.042193 }, { "symbol": "NRG", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.15818, "strategy_rank": 97.215601, "rr": 1.304656, "primary_prob": 31.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.956984, "raw_level_count": 20, "gate_level_count": 20, "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": 84.073673, "strategy_rank": 60.931744, "rr": 1.227449, "primary_prob": 33.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.841173, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.16193, "hold30_r": 4.467184 }, { "symbol": "PAYX", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.881907, "strategy_rank": 67.020585, "rr": 0.99434, "primary_prob": 39.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 1.49151, "raw_level_count": 20, "gate_level_count": 20, "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": 89.382449, "strategy_rank": 71.083424, "rr": 1.155092, "primary_prob": 34.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.732638, "raw_level_count": 20, "gate_level_count": 20, "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": 99.674973, "strategy_rank": 99.28494, "rr": 1.254984, "primary_prob": 32.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.882477, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.22853, "hold30_r": 4.895556 }, { "symbol": "PM", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.72481, "strategy_rank": 76.370531, "rr": 1.678924, "primary_prob": 24.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.518386, "raw_level_count": 20, "gate_level_count": 20, "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": 96.31636, "strategy_rank": 91.115926, "rr": 1.535059, "primary_prob": 26.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 55, "primary_distance_atr": 2.302588, "raw_level_count": 20, "gate_level_count": 20, "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": 81.256771, "strategy_rank": 57.757313, "rr": 1.65378, "primary_prob": 24.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.48067, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.571453, "hold30_r": 4.344624 }, { "symbol": "RL", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.174431, "strategy_rank": 90.801733, "rr": 0.852698, "primary_prob": 44.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.279047, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.804095, "hold30_r": 1.40486 }, { "symbol": "RMD", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.28169, "strategy_rank": 68.51571, "rr": 1.206521, "primary_prob": 33.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.809781, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.123222, "hold30_r": 4.69424 }, { "symbol": "RSG", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.507042, "strategy_rank": 59.837486, "rr": 1.534858, "primary_prob": 26.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.302288, "raw_level_count": 20, "gate_level_count": 20, "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": 87.323944, "strategy_rank": 80.140845, "rr": 1.864224, "primary_prob": 36.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.796337, "raw_level_count": 20, "gate_level_count": 20, "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": 93.607801, "strategy_rank": 71.505959, "rr": 0.862208, "primary_prob": 43.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.293312, "raw_level_count": 20, "gate_level_count": 20, "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": 89.599133, "strategy_rank": 76.273023, "rr": 1.18931, "primary_prob": 34.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.783965, "raw_level_count": 20, "gate_level_count": 20, "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": 93.391116, "strategy_rank": 92.286024, "rr": 1.286115, "primary_prob": 31.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.929173, "raw_level_count": 20, "gate_level_count": 20, "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": 97.508126, "strategy_rank": 92.372698, "rr": 0.774444, "primary_prob": 61.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.161665, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.725709, "hold30_r": 2.595097 }, { "symbol": "TRV", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.107259, "strategy_rank": 66.825569, "rr": 1.306517, "primary_prob": 31.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.959775, "raw_level_count": 20, "gate_level_count": 20, "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": 97.291441, "strategy_rank": 97.226436, "rr": 1.813912, "primary_prob": 22.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 2.720868, "raw_level_count": 20, "gate_level_count": 20, "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": 96.099675, "strategy_rank": 95.904659, "rr": 1.500978, "primary_prob": 42.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.251467, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.467274, "hold30_r": 3.771426 }, { "symbol": "V", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.457205, "strategy_rank": 67.44312, "rr": 1.453132, "primary_prob": 28.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.179697, "raw_level_count": 20, "gate_level_count": 20, "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": 83.315276, "strategy_rank": 87.930661, "rr": 1.79449, "primary_prob": 37.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.691734, "raw_level_count": 20, "gate_level_count": 20, "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": 98.374865, "strategy_rank": 98.244854, "rr": 0.798093, "primary_prob": 60.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.19714, "raw_level_count": 20, "gate_level_count": 20, "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": 89.165764, "strategy_rank": 62.741062, "rr": 1.872943, "primary_prob": 21.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 2.809415, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.787705, "hold30_r": 1.799248 }, { "symbol": "WELL", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.849404, "strategy_rank": 69.349946, "rr": 1.104076, "primary_prob": 36.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.656114, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.041152, "hold30_r": 2.33182 }, { "symbol": "WMB", "date": "2025-07-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.032503, "strategy_rank": 76.348862, "rr": 1.422772, "primary_prob": 28.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.134158, "raw_level_count": 20, "gate_level_count": 20, "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": 91.549296, "strategy_rank": 73.867822, "rr": 1.062377, "primary_prob": 37.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.593565, "raw_level_count": 20, "gate_level_count": 20, "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": 91.874323, "strategy_rank": 69.902492, "rr": 1.029021, "primary_prob": 38.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 1.543532, "raw_level_count": 20, "gate_level_count": 20, "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": 85.590466, "strategy_rank": 62.546046, "rr": 1.671542, "primary_prob": 24.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 112, "primary_distance_atr": 2.507313, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.599936, "hold30_r": 2.559618 }, { "symbol": "WBD", "date": "2025-07-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.949079, "strategy_rank": 89.891658, "rr": 1.649198, "primary_prob": 39.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 2.473797, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.617198, "hold30_r": 0.898396 }, { "symbol": "CEG", "date": "2025-07-09", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.474614, "strategy_rank": 96.103753, "rr": 1.686015, "primary_prob": 38.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.529022, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.646622, "hold30_r": -0.180126 }, { "symbol": "ABT", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.099338, "strategy_rank": 62.649007, "rr": 1.390986, "primary_prob": 29.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.086479, "raw_level_count": 20, "gate_level_count": 20, "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": 86.203091, "strategy_rank": 62.09713, "rr": 1.798273, "primary_prob": 22.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.697409, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.079793, "hold30_r": -1.0 }, { "symbol": "APP", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.889625, "strategy_rank": 99.790287, "rr": 1.260165, "primary_prob": 32.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.890247, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.236528, "hold30_r": 2.472055 }, { "symbol": "ATO", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.975717, "strategy_rank": 61.081678, "rr": 0.827738, "primary_prob": 44.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.241607, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.738809, "hold30_r": 3.577447 }, { "symbol": "AXON", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.006623, "strategy_rank": 96.688742, "rr": 1.828742, "primary_prob": 21.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.743113, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.794602, "hold30_r": 0.710751 }, { "symbol": "AZO", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.657837, "strategy_rank": 62.14128, "rr": 1.117353, "primary_prob": 35.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.67603, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.051464, "hold30_r": 3.527392 }, { "symbol": "BMY", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.236203, "strategy_rank": 67.891832, "rr": 1.521332, "primary_prob": 26.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 58, "primary_distance_atr": 2.281998, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.061425, "hold30_r": -1.0 }, { "symbol": "CBRE", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.169978, "strategy_rank": 78.918322, "rr": 1.012618, "primary_prob": 53.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.518927, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.064093, "hold30_r": -1.0 }, { "symbol": "CF", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.417219, "strategy_rank": 79.337748, "rr": 1.709908, "primary_prob": 38.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 73, "primary_distance_atr": 2.564862, "raw_level_count": 20, "gate_level_count": 20, "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": 89.293598, "strategy_rank": 81.346578, "rr": 1.785602, "primary_prob": 22.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.678403, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.054946, "hold30_r": -1.0 }, { "symbol": "CIEN", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.708609, "strategy_rank": 93.807947, "rr": 1.510562, "primary_prob": 42.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.265844, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.4685, "hold30_r": 2.388612 }, { "symbol": "CME", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.390728, "strategy_rank": 64.701987, "rr": 1.638587, "primary_prob": 24.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.457881, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.566404, "hold30_r": -0.245252 }, { "symbol": "COR", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.326711, "strategy_rank": 61.081678, "rr": 0.804025, "primary_prob": 60.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.206037, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.067531, "hold30_r": -1.0 }, { "symbol": "CTVA", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.300221, "strategy_rank": 70.121413, "rr": 0.876254, "primary_prob": 43.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.314381, "raw_level_count": 20, "gate_level_count": 20, "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": 99.227373, "strategy_rank": 99.06181, "rr": 1.053105, "primary_prob": 37.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.579657, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.019974, "hold30_r": -1.0 }, { "symbol": "DASH", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.12362, "strategy_rank": 92.759382, "rr": 1.260707, "primary_prob": 47.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.891061, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.216579, "hold30_r": 0.642726 }, { "symbol": "DGX", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.450331, "strategy_rank": 61.390728, "rr": 1.371935, "primary_prob": 29.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.057902, "raw_level_count": 20, "gate_level_count": 20, "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": 94.591611, "strategy_rank": 74.591611, "rr": 1.872068, "primary_prob": 21.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.808102, "raw_level_count": 20, "gate_level_count": 20, "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": 94.15011, "strategy_rank": 79.01766, "rr": 1.299631, "primary_prob": 31.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.949447, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.228912, "hold30_r": 9.909105 }, { "symbol": "EQT", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.370861, "strategy_rank": 87.483444, "rr": 1.21311, "primary_prob": 33.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.819664, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.170464, "hold30_r": -1.0 }, { "symbol": "ETR", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.357616, "strategy_rank": 72.880795, "rr": 1.322939, "primary_prob": 30.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.984409, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.248067, "hold30_r": 3.236689 }, { "symbol": "EVRG", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.002208, "strategy_rank": 58.233996, "rr": 1.044488, "primary_prob": 37.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.566733, "raw_level_count": 20, "gate_level_count": 20, "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": 82.00883, "strategy_rank": 59.094923, "rr": 1.512664, "primary_prob": 27.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 2.268996, "raw_level_count": 20, "gate_level_count": 20, "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": 89.845475, "strategy_rank": 75.04415, "rr": 1.938568, "primary_prob": 20.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.907852, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.046611, "hold30_r": -1.0 }, { "symbol": "EXPE", "date": "2025-07-10", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 87.637969, "strategy_rank": 87.836645, "rr": 2.279927, "primary_prob": 31.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 3.41989, "raw_level_count": 20, "gate_level_count": 20, "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": 96.688742, "strategy_rank": 82.251656, "rr": 0.966718, "primary_prob": 40.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.450077, "raw_level_count": 20, "gate_level_count": 20, "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": 93.92936, "strategy_rank": 79.028698, "rr": 1.336378, "primary_prob": 45.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.004567, "raw_level_count": 20, "gate_level_count": 20, "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": 97.019868, "strategy_rank": 89.205298, "rr": 1.845696, "primary_prob": 21.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.768544, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -5.233793, "hold30_r": -5.193607 }, { "symbol": "GILD", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.240618, "strategy_rank": 79.161148, "rr": 0.997293, "primary_prob": 54.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.49594, "raw_level_count": 20, "gate_level_count": 20, "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": 92.273731, "strategy_rank": 74.856512, "rr": 0.798752, "primary_prob": 45.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 133, "primary_distance_atr": 1.198129, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.730263, "hold30_r": 5.889962 }, { "symbol": "GRMN", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.229581, "strategy_rank": 79.315673, "rr": 1.256956, "primary_prob": 47.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.885434, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.183301, "hold30_r": 1.993558 }, { "symbol": "HIG", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.13245, "strategy_rank": 60.397351, "rr": 1.463998, "primary_prob": 27.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.195997, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.388317, "hold30_r": 3.490808 }, { "symbol": "HWM", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.675497, "strategy_rank": 90.231788, "rr": 0.701506, "primary_prob": 64.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.052259, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.651184, "hold30_r": -1.0 }, { "symbol": "KMI", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.85872, "strategy_rank": 72.461369, "rr": 1.828011, "primary_prob": 21.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.742017, "raw_level_count": 20, "gate_level_count": 20, "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": 84.878587, "strategy_rank": 69.01766, "rr": 1.044345, "primary_prob": 52.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.566517, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.984761, "hold30_r": 0.299143 }, { "symbol": "LITE", "date": "2025-07-10", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 93.487859, "strategy_rank": 94.779249, "rr": 2.071854, "primary_prob": 33.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 3.107781, "raw_level_count": 20, "gate_level_count": 20, "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": 92.604857, "strategy_rank": 80.651214, "rr": 1.229039, "primary_prob": 33.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.843558, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.172473, "hold30_r": 3.526083 }, { "symbol": "MA", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.353201, "strategy_rank": 64.128035, "rr": 1.476597, "primary_prob": 27.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.214896, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.071596, "hold30_r": -1.0 }, { "symbol": "MMM", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.618102, "strategy_rank": 79.094923, "rr": 1.569288, "primary_prob": 40.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.353933, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.065106, "hold30_r": -1.0 }, { "symbol": "MNST", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.456954, "strategy_rank": 60.89404, "rr": 1.867524, "primary_prob": 21.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.801285, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.797096, "hold30_r": 3.088734 }, { "symbol": "MO", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.761589, "strategy_rank": 61.125828, "rr": 1.399643, "primary_prob": 29.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.099464, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.323591, "hold30_r": 5.929534 }, { "symbol": "MOS", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.781457, "strategy_rank": 77.384106, "rr": 1.394129, "primary_prob": 29.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.091193, "raw_level_count": 20, "gate_level_count": 20, "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": 99.558499, "strategy_rank": 99.492274, "rr": 2.254602, "primary_prob": 31.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 3.381903, "raw_level_count": 20, "gate_level_count": 20, "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": 97.461369, "strategy_rank": 86.997792, "rr": 1.423585, "primary_prob": 28.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.135378, "raw_level_count": 20, "gate_level_count": 20, "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": 88.852097, "strategy_rank": 64.348786, "rr": 1.367816, "primary_prob": 29.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.051724, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.289338, "hold30_r": 2.665478 }, { "symbol": "NOW", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.333333, "strategy_rank": 83.300221, "rr": 0.949323, "primary_prob": 40.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 1.423984, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.898621, "hold30_r": -1.0 }, { "symbol": "NRG", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.344371, "strategy_rank": 97.384106, "rr": 1.940851, "primary_prob": 20.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.911277, "raw_level_count": 20, "gate_level_count": 20, "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": 85.98234, "strategy_rank": 62.439294, "rr": 1.20553, "primary_prob": 48.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.808295, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.138486, "hold30_r": 3.806517 }, { "symbol": "PAYX", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.540839, "strategy_rank": 68.421634, "rr": 1.280437, "primary_prob": 31.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 1.920656, "raw_level_count": 20, "gate_level_count": 20, "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": 83.88521, "strategy_rank": 67.693157, "rr": 0.983247, "primary_prob": 39.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 1.47487, "raw_level_count": 20, "gate_level_count": 20, "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": 95.80574, "strategy_rank": 90.474614, "rr": 1.130067, "primary_prob": 35.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 58, "primary_distance_atr": 1.695101, "raw_level_count": 20, "gate_level_count": 20, "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": 83.554084, "strategy_rank": 70.441501, "rr": 0.829146, "primary_prob": 44.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.243719, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.081945, "hold30_r": -1.0 }, { "symbol": "RSG", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.015453, "strategy_rank": 57.505519, "rr": 1.241901, "primary_prob": 32.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.862852, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.081333, "hold30_r": -1.0 }, { "symbol": "SOLV", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.267108, "strategy_rank": 84.326711, "rr": 1.248682, "primary_prob": 32.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.873023, "raw_level_count": 20, "gate_level_count": 20, "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": 94.922737, "strategy_rank": 72.406181, "rr": 1.900685, "primary_prob": 20.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.851027, "raw_level_count": 20, "gate_level_count": 20, "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": 91.611479, "strategy_rank": 81.479029, "rr": 1.017776, "primary_prob": 38.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.526664, "raw_level_count": 20, "gate_level_count": 20, "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": 87.196468, "strategy_rank": 74.083885, "rr": 1.275635, "primary_prob": 31.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 1.913453, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.21074, "hold30_r": 4.267998 }, { "symbol": "TPL", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.046358, "strategy_rank": 91.986755, "rr": 1.800737, "primary_prob": 22.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.701105, "raw_level_count": 20, "gate_level_count": 20, "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": 84.10596, "strategy_rank": 65.529801, "rr": 1.513444, "primary_prob": 27.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.270166, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.448372, "hold30_r": 2.405963 }, { "symbol": "TSLA", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.684327, "strategy_rank": 85.684327, "rr": 1.410547, "primary_prob": 29.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 61, "primary_distance_atr": 2.11582, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.384566, "hold30_r": 0.429291 }, { "symbol": "TTWO", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.143488, "strategy_rank": 84.01766, "rr": 0.788548, "primary_prob": 46.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.182822, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.063247, "hold30_r": -1.0 }, { "symbol": "UAL", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.682119, "strategy_rank": 97.284768, "rr": 1.597686, "primary_prob": 40.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.396528, "raw_level_count": 20, "gate_level_count": 20, "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": 86.423841, "strategy_rank": 67.450331, "rr": 1.471605, "primary_prob": 27.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.207408, "raw_level_count": 20, "gate_level_count": 20, "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": 81.677704, "strategy_rank": 86.87638, "rr": 1.901556, "primary_prob": 35.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.852335, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.873916, "hold30_r": 0.670868 }, { "symbol": "WEC", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.631347, "strategy_rank": 62.373068, "rr": 1.064061, "primary_prob": 37.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 1.596091, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.978528, "hold30_r": 1.133099 }, { "symbol": "WELL", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.942605, "strategy_rank": 68.730684, "rr": 0.712728, "primary_prob": 49.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.069093, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.646333, "hold30_r": 3.091069 }, { "symbol": "WMB", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.066225, "strategy_rank": 75.629139, "rr": 1.209328, "primary_prob": 33.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.813991, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.157104, "hold30_r": 0.009038 }, { "symbol": "WMT", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.072848, "strategy_rank": 72.284768, "rr": 0.839219, "primary_prob": 44.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 1.258828, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.765637, "hold30_r": 1.202319 }, { "symbol": "WRB", "date": "2025-07-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.397351, "strategy_rank": 68.97351, "rr": 1.88287, "primary_prob": 21.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.824305, "raw_level_count": 20, "gate_level_count": 20, "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": 86.644592, "strategy_rank": 62.969095, "rr": 1.235546, "primary_prob": 32.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 112, "primary_distance_atr": 1.853319, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.160841, "hold30_r": 2.570189 }, { "symbol": "WBD", "date": "2025-07-11", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 89.624724, "strategy_rank": 90.353201, "rr": 2.64646, "primary_prob": 27.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 53, "primary_distance_atr": 3.96969, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.609712, "hold30_r": -1.0 }, { "symbol": "KVUE", "date": "2025-07-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.90899, "strategy_rank": 65.72697, "rr": 0.710794, "primary_prob": 49.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 1.066191, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.658646, "hold30_r": -0.731395 }, { "symbol": "CEG", "date": "2025-07-16", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.229745, "strategy_rank": 93.962264, "rr": 1.154559, "primary_prob": 34.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.731838, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.11995, "hold30_r": 0.43457 }, { "symbol": "ABT", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.682575, "strategy_rank": 66.703663, "rr": 1.655419, "primary_prob": 24.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 80, "primary_distance_atr": 2.483128, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.602469, "hold30_r": 2.385817 }, { "symbol": "AEE", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.90455, "strategy_rank": 60.499445, "rr": 1.867897, "primary_prob": 36.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.801845, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.777935, "hold30_r": 1.137467 }, { "symbol": "APP", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.778024, "strategy_rank": 99.678135, "rr": 1.639012, "primary_prob": 39.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.458518, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.612669, "hold30_r": 4.343765 }, { "symbol": "ATO", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.796892, "strategy_rank": 58.09101, "rr": 1.796586, "primary_prob": 22.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.694878, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.704463, "hold30_r": 3.013987 }, { "symbol": "AXON", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.112098, "strategy_rank": 96.681465, "rr": 1.661671, "primary_prob": 24.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.492506, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.037753, "hold30_r": -1.0 }, { "symbol": "BMY", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.576027, "strategy_rank": 68.890122, "rr": 1.670546, "primary_prob": 24.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 58, "primary_distance_atr": 2.50582, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.056078, "hold30_r": -1.0 }, { "symbol": "CAH", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.114317, "strategy_rank": 70.17758, "rr": 1.368641, "primary_prob": 29.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.052962, "raw_level_count": 20, "gate_level_count": 20, "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": 88.346282, "strategy_rank": 76.293008, "rr": 1.603364, "primary_prob": 25.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.405046, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.53889, "hold30_r": 5.394104 }, { "symbol": "CF", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.119867, "strategy_rank": 81.631521, "rr": 1.766047, "primary_prob": 22.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 56, "primary_distance_atr": 2.64907, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -2.020502, "hold30_r": -1.972786 }, { "symbol": "CIEN", "date": "2025-07-17", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 93.007769, "strategy_rank": 93.27414, "rr": 2.321977, "primary_prob": 30.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 3.482966, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.27692, "hold30_r": 3.474519 }, { "symbol": "CME", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.566038, "strategy_rank": 64.195339, "rr": 1.385428, "primary_prob": 29.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.078142, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.307386, "hold30_r": -1.0 }, { "symbol": "CNP", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.572697, "strategy_rank": 59.200888, "rr": 1.097787, "primary_prob": 36.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.64668, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.01068, "hold30_r": 1.169381 }, { "symbol": "COR", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.124306, "strategy_rank": 63.684795, "rr": 1.211503, "primary_prob": 33.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.817255, "raw_level_count": 20, "gate_level_count": 20, "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": 82.463929, "strategy_rank": 84.261931, "rr": 1.671802, "primary_prob": 24.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.507702, "raw_level_count": 20, "gate_level_count": 20, "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": 89.234184, "strategy_rank": 70.08879, "rr": 1.765194, "primary_prob": 22.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.647791, "raw_level_count": 20, "gate_level_count": 20, "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": 98.668147, "strategy_rank": 98.668147, "rr": 1.072631, "primary_prob": 52.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.608947, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.034667, "hold30_r": -1.0 }, { "symbol": "DASH", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.113208, "strategy_rank": 92.752497, "rr": 1.710911, "primary_prob": 38.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.566367, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.663136, "hold30_r": 1.251207 }, { "symbol": "DE", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.900111, "strategy_rank": 75.049945, "rr": 1.623964, "primary_prob": 25.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.435945, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.057102, "hold30_r": -1.0 }, { "symbol": "DGX", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.018868, "strategy_rank": 61.90899, "rr": 0.685934, "primary_prob": 50.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 1.028901, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.614005, "hold30_r": 2.356589 }, { "symbol": "DRI", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.783574, "strategy_rank": 74.605993, "rr": 1.957012, "primary_prob": 20.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.935518, "raw_level_count": 20, "gate_level_count": 20, "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": 91.897891, "strategy_rank": 73.418424, "rr": 1.526198, "primary_prob": 26.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.289297, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.454478, "hold30_r": 7.476417 }, { "symbol": "ETR", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.005549, "strategy_rank": 71.698113, "rr": 1.204351, "primary_prob": 48.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.806526, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.129588, "hold30_r": 1.587407 }, { "symbol": "EXC", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.577137, "strategy_rank": 57.902331, "rr": 0.973651, "primary_prob": 40.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 96, "primary_distance_atr": 1.460476, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.886765, "hold30_r": 0.819299 }, { "symbol": "EXE", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.788013, "strategy_rank": 76.00444, "rr": 1.321577, "primary_prob": 30.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.982366, "raw_level_count": 20, "gate_level_count": 20, "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": 96.00444, "strategy_rank": 82.419534, "rr": 0.891456, "primary_prob": 57.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.337183, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.824614, "hold30_r": 2.009648 }, { "symbol": "FOX", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.341842, "strategy_rank": 78.423973, "rr": 1.429694, "primary_prob": 43.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.144541, "raw_level_count": 20, "gate_level_count": 20, "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": 92.674806, "strategy_rank": 78.157603, "rr": 0.795684, "primary_prob": 46.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.193526, "raw_level_count": 20, "gate_level_count": 20, "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": 96.892342, "strategy_rank": 89.300777, "rr": 1.687102, "primary_prob": 38.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.530653, "raw_level_count": 20, "gate_level_count": 20, "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": 91.342952, "strategy_rank": 81.986681, "rr": 0.777913, "primary_prob": 61.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.166869, "raw_level_count": 20, "gate_level_count": 20, "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": 96.559378, "strategy_rank": 79.778024, "rr": 1.601828, "primary_prob": 25.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.402742, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.547791, "hold30_r": 0.933721 }, { "symbol": "GL", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.902331, "strategy_rank": 72.153163, "rr": 1.38393, "primary_prob": 29.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.075895, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.317272, "hold30_r": 5.169318 }, { "symbol": "IBM", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.673696, "strategy_rank": 80.355161, "rr": 1.356257, "primary_prob": 30.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.034386, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -3.004913, "hold30_r": -2.925399 }, { "symbol": "KMI", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.680355, "strategy_rank": 72.597114, "rr": 1.246079, "primary_prob": 32.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.869118, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.06182, "hold30_r": -1.0 }, { "symbol": "LH", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.132075, "strategy_rank": 61.687014, "rr": 1.548082, "primary_prob": 26.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.322122, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.474898, "hold30_r": 4.151404 }, { "symbol": "LITE", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.117647, "strategy_rank": 95.149834, "rr": 0.812552, "primary_prob": 60.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.218828, "raw_level_count": 20, "gate_level_count": 20, "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": 90.344062, "strategy_rank": 79.622642, "rr": 0.900292, "primary_prob": 57.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.350437, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.057834, "hold30_r": -1.0 }, { "symbol": "MCK", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.90566, "strategy_rank": 61.564928, "rr": 0.673038, "primary_prob": 51.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.009557, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.069142, "hold30_r": -1.0 }, { "symbol": "META", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.236404, "strategy_rank": 83.27414, "rr": 1.372785, "primary_prob": 29.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.059177, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.308581, "hold30_r": 2.274641 }, { "symbol": "MMM", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.567148, "strategy_rank": 78.213097, "rr": 1.278666, "primary_prob": 46.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.918, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.06936, "hold30_r": -1.0 }, { "symbol": "MNST", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.349612, "strategy_rank": 63.074362, "rr": 1.095203, "primary_prob": 36.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.642805, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.022895, "hold30_r": 1.792707 }, { "symbol": "MO", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.240844, "strategy_rank": 59.36737, "rr": 1.73518, "primary_prob": 23.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.60277, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.661344, "hold30_r": 5.374085 }, { "symbol": "MOS", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.354051, "strategy_rank": 75.127636, "rr": 1.963353, "primary_prob": 19.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.945029, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -2.426841, "hold30_r": -2.376351 }, { "symbol": "MSTR", "date": "2025-07-17", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 99.445061, "strategy_rank": 99.345172, "rr": 2.161028, "primary_prob": 32.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 3.241542, "raw_level_count": 20, "gate_level_count": 20, "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": 82.241953, "strategy_rank": 78.54606, "rr": 1.548498, "primary_prob": 26.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.322747, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.505495, "hold30_r": 5.55432 }, { "symbol": "NFLX", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.780244, "strategy_rank": 86.892342, "rr": 0.876421, "primary_prob": 58.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.314632, "raw_level_count": 20, "gate_level_count": 20, "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": 86.126526, "strategy_rank": 62.352941, "rr": 0.775009, "primary_prob": 46.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.162513, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.693023, "hold30_r": 1.956887 }, { "symbol": "NOW", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.462819, "strategy_rank": 83.462819, "rr": 1.22259, "primary_prob": 33.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 1.833884, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.170705, "hold30_r": -1.0 }, { "symbol": "NRG", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.335183, "strategy_rank": 97.369589, "rr": 1.595351, "primary_prob": 25.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.393026, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.551874, "hold30_r": 0.188799 }, { "symbol": "ORLY", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.90677, "strategy_rank": 61.165372, "rr": 1.516298, "primary_prob": 26.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.274447, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.448754, "hold30_r": 4.572271 }, { "symbol": "PAYX", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.133185, "strategy_rank": 64.983352, "rr": 1.841383, "primary_prob": 21.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.762075, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.067503, "hold30_r": -1.0 }, { "symbol": "PM", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.558269, "strategy_rank": 76.248613, "rr": 0.958779, "primary_prob": 40.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.438168, "raw_level_count": 20, "gate_level_count": 20, "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": 95.227525, "strategy_rank": 90.099889, "rr": 1.540084, "primary_prob": 26.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 92, "primary_distance_atr": 2.310126, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.484454, "hold30_r": 5.313747 }, { "symbol": "SATS", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.671476, "strategy_rank": 96.870144, "rr": 1.573675, "primary_prob": 25.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.360513, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.547789, "hold30_r": -1.0 }, { "symbol": "SBUX", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.128746, "strategy_rank": 79.334073, "rr": 1.637838, "primary_prob": 24.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 126, "primary_distance_atr": 2.456758, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.583456, "hold30_r": -1.0 }, { "symbol": "SOLV", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.45172, "strategy_rank": 84.495006, "rr": 1.269606, "primary_prob": 32.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.904409, "raw_level_count": 20, "gate_level_count": 20, "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": 94.339623, "strategy_rank": 71.798002, "rr": 1.670966, "primary_prob": 24.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 59, "primary_distance_atr": 2.506449, "raw_level_count": 20, "gate_level_count": 20, "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": 95.449501, "strategy_rank": 84.528302, "rr": 1.524641, "primary_prob": 26.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.286961, "raw_level_count": 20, "gate_level_count": 20, "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": 85.127636, "strategy_rank": 72.774695, "rr": 1.61784, "primary_prob": 25.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.426761, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.545032, "hold30_r": 3.77301 }, { "symbol": "TPL", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.45838, "strategy_rank": 87.991121, "rr": 1.60593, "primary_prob": 25.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.408895, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.036886, "hold30_r": -1.0 }, { "symbol": "TRGP", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.799112, "strategy_rank": 78.834628, "rr": 1.781125, "primary_prob": 22.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.671688, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.051131, "hold30_r": -1.0 }, { "symbol": "TRV", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.355161, "strategy_rank": 62.54162, "rr": 1.565009, "primary_prob": 26.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.347513, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.50053, "hold30_r": 1.042994 }, { "symbol": "TSLA", "date": "2025-07-17", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 88.568257, "strategy_rank": 91.198668, "rr": 2.98586, "primary_prob": 25.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 4.47879, "raw_level_count": 20, "gate_level_count": 20, "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": 94.561598, "strategy_rank": 83.407325, "rr": 0.967009, "primary_prob": 40.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.450514, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.06216, "hold30_r": -1.0 }, { "symbol": "UAL", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.336293, "strategy_rank": 97.069922, "rr": 1.674207, "primary_prob": 39.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.511311, "raw_level_count": 20, "gate_level_count": 20, "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": 84.350721, "strategy_rank": 66.170921, "rr": 1.118613, "primary_prob": 35.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.677919, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.07361, "hold30_r": -1.0 }, { "symbol": "VRSN", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.226415, "strategy_rank": 70.055494, "rr": 0.967121, "primary_prob": 40.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.450681, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.892423, "hold30_r": -1.0 }, { "symbol": "VRT", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.009989, "strategy_rank": 93.374029, "rr": 1.563776, "primary_prob": 41.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.345664, "raw_level_count": 20, "gate_level_count": 20, "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": 98.890122, "strategy_rank": 98.557159, "rr": 1.249994, "primary_prob": 32.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.874991, "raw_level_count": 20, "gate_level_count": 20, "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": 87.014428, "strategy_rank": 61.109878, "rr": 0.870753, "primary_prob": 43.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 1.30613, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.783075, "hold30_r": 0.045408 }, { "symbol": "WMB", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.790233, "strategy_rank": 74.539401, "rr": 1.158952, "primary_prob": 34.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.738428, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.102043, "hold30_r": -1.0 }, { "symbol": "WMT", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.903441, "strategy_rank": 70.987791, "rr": 0.8451, "primary_prob": 44.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 1.26765, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.761988, "hold30_r": 0.445755 }, { "symbol": "WRB", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.012209, "strategy_rank": 67.602664, "rr": 1.342933, "primary_prob": 30.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.0144, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.273356, "hold30_r": 1.588031 }, { "symbol": "XEL", "date": "2025-07-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.684795, "strategy_rank": 60.210877, "rr": 1.505093, "primary_prob": 42.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 2.25764, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.424696, "hold30_r": 1.552535 }, { "symbol": "WBD", "date": "2025-07-18", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 90.122087, "strategy_rank": 90.621532, "rr": 2.631175, "primary_prob": 27.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 3.946762, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.03918, "hold30_r": -1.0 }, { "symbol": "CEG", "date": "2025-07-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.085202, "strategy_rank": 96.412556, "rr": 1.08248, "primary_prob": 51.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.623719, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.048385, "hold30_r": -1.222328 }, { "symbol": "HOOD", "date": "2025-07-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.55157, "strategy_rank": 99.450673, "rr": 1.150883, "primary_prob": 49.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.726325, "raw_level_count": 20, "gate_level_count": 20, "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": 88.2287, "strategy_rank": 67.477578, "rr": 1.657708, "primary_prob": 24.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 64, "primary_distance_atr": 2.486562, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.603596, "hold30_r": 1.572022 }, { "symbol": "APP", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.775785, "strategy_rank": 99.674888, "rr": 1.872139, "primary_prob": 36.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.808208, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.844695, "hold30_r": 4.972208 }, { "symbol": "ATO", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.632287, "strategy_rank": 58.643498, "rr": 1.069803, "primary_prob": 52.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.604704, "raw_level_count": 20, "gate_level_count": 20, "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": 99.215247, "strategy_rank": 96.76009, "rr": 1.682652, "primary_prob": 24.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.523979, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.645858, "hold30_r": 0.496719 }, { "symbol": "CAH", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.412556, "strategy_rank": 69.607623, "rr": 1.731001, "primary_prob": 23.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.596502, "raw_level_count": 20, "gate_level_count": 20, "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": 88.452915, "strategy_rank": 78.396861, "rr": 2.561976, "primary_prob": 28.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 73, "primary_distance_atr": 3.842964, "raw_level_count": 20, "gate_level_count": 20, "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": 84.865471, "strategy_rank": 78.441704, "rr": 1.158039, "primary_prob": 34.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 82, "primary_distance_atr": 1.737058, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -3.292778, "hold30_r": -3.24443 }, { "symbol": "CIEN", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.273543, "strategy_rank": 93.038117, "rr": 1.775805, "primary_prob": 37.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.663708, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.727125, "hold30_r": 8.235278 }, { "symbol": "CME", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.58296, "strategy_rank": 64.248879, "rr": 1.449874, "primary_prob": 28.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.174811, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.373354, "hold30_r": -1.0 }, { "symbol": "COF", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.995516, "strategy_rank": 83.934978, "rr": 1.251512, "primary_prob": 32.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.877268, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.198536, "hold30_r": 1.27846 }, { "symbol": "COIN", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.816143, "strategy_rank": 93.834081, "rr": 1.249385, "primary_prob": 47.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.874077, "raw_level_count": 20, "gate_level_count": 20, "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": 88.789238, "strategy_rank": 64.069507, "rr": 1.79033, "primary_prob": 22.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.685494, "raw_level_count": 20, "gate_level_count": 20, "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": 96.860987, "strategy_rank": 94.170404, "rr": 1.097647, "primary_prob": 36.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.646471, "raw_level_count": 20, "gate_level_count": 20, "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": 85.313901, "strategy_rank": 66.816143, "rr": 1.884359, "primary_prob": 21.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.826539, "raw_level_count": 20, "gate_level_count": 20, "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": 98.991031, "strategy_rank": 98.755605, "rr": 1.136673, "primary_prob": 35.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.70501, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.10409, "hold30_r": 2.138209 }, { "symbol": "DASH", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.430493, "strategy_rank": 92.612108, "rr": 0.887034, "primary_prob": 57.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.330551, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.834072, "hold30_r": -1.0 }, { "symbol": "DE", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.434978, "strategy_rank": 71.636771, "rr": 0.793745, "primary_prob": 61.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.190618, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.063479, "hold30_r": -1.0 }, { "symbol": "DGX", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.269058, "strategy_rank": 62.64574, "rr": 0.857362, "primary_prob": 43.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.286042, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.806242, "hold30_r": 1.723318 }, { "symbol": "DRI", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.93722, "strategy_rank": 73.329596, "rr": 1.732096, "primary_prob": 23.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.598144, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.065013, "hold30_r": 1.176508 }, { "symbol": "EQT", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.188341, "strategy_rank": 90.504484, "rr": 1.867374, "primary_prob": 21.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.801062, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.034451, "hold30_r": -1.0 }, { "symbol": "EVRG", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.502242, "strategy_rank": 57.286996, "rr": 0.853859, "primary_prob": 58.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.280789, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.085755, "hold30_r": -1.0 }, { "symbol": "EXC", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.493274, "strategy_rank": 57.488789, "rr": 1.335119, "primary_prob": 45.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 2.002678, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.252929, "hold30_r": -0.286587 }, { "symbol": "EXE", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.488789, "strategy_rank": 78.867713, "rr": 1.388444, "primary_prob": 29.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.082666, "raw_level_count": 20, "gate_level_count": 20, "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": 95.515695, "strategy_rank": 81.289238, "rr": 0.764388, "primary_prob": 47.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.146581, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.692503, "hold30_r": 1.695147 }, { "symbol": "FOX", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.479821, "strategy_rank": 77.488789, "rr": 1.586523, "primary_prob": 25.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.379784, "raw_level_count": 20, "gate_level_count": 20, "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": 92.040359, "strategy_rank": 77.578475, "rr": 0.92139, "primary_prob": 41.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.382085, "raw_level_count": 20, "gate_level_count": 20, "outcome": "ambiguous", "net_r": -1.060928, "hold30_r": -1.0 }, { "symbol": "FTNT", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.636771, "strategy_rank": 88.430493, "rr": 1.866712, "primary_prob": 21.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.800068, "raw_level_count": 20, "gate_level_count": 20, "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": 92.713004, "strategy_rank": 77.073991, "rr": 1.326001, "primary_prob": 45.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.989001, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.057842, "hold30_r": -1.0 }, { "symbol": "IBM", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.609865, "strategy_rank": 82.073991, "rr": 1.331462, "primary_prob": 30.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.997193, "raw_level_count": 20, "gate_level_count": 20, "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": 97.309417, "strategy_rank": 91.087444, "rr": 0.683612, "primary_prob": 50.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.025418, "raw_level_count": 20, "gate_level_count": 20, "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": 83.408072, "strategy_rank": 68.912556, "rr": 1.317897, "primary_prob": 30.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.976846, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.061342, "hold30_r": -1.0 }, { "symbol": "LITE", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.73991, "strategy_rank": 96.244395, "rr": 0.734591, "primary_prob": 63.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.101886, "raw_level_count": 20, "gate_level_count": 20, "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": 84.641256, "strategy_rank": 61.098655, "rr": 0.737368, "primary_prob": 48.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.106052, "raw_level_count": 20, "gate_level_count": 20, "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": 89.349776, "strategy_rank": 84.170404, "rr": 0.803259, "primary_prob": 45.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.204888, "raw_level_count": 20, "gate_level_count": 20, "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": 90.134529, "strategy_rank": 77.79148, "rr": 1.719908, "primary_prob": 23.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.579862, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.667021, "hold30_r": 1.062699 }, { "symbol": "MNST", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.071749, "strategy_rank": 61.378924, "rr": 1.377079, "primary_prob": 29.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.065618, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.077888, "hold30_r": -1.0 }, { "symbol": "MO", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.950673, "strategy_rank": 58.441704, "rr": 0.729483, "primary_prob": 48.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.094225, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.650067, "hold30_r": 4.622968 }, { "symbol": "MSTR", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.766816, "strategy_rank": 98.834081, "rr": 1.37624, "primary_prob": 29.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.06436, "raw_level_count": 20, "gate_level_count": 20, "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": 82.286996, "strategy_rank": 77.780269, "rr": 2.370375, "primary_prob": 30.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 3.555562, "raw_level_count": 20, "gate_level_count": 20, "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": 97.757848, "strategy_rank": 84.775785, "rr": 1.528771, "primary_prob": 26.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.293157, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.478636, "hold30_r": 1.337452 }, { "symbol": "NOW", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.726457, "strategy_rank": 81.928251, "rr": 1.243723, "primary_prob": 32.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.865585, "raw_level_count": 20, "gate_level_count": 20, "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": 97.982063, "strategy_rank": 96.838565, "rr": 0.884727, "primary_prob": 57.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.32709, "raw_level_count": 20, "gate_level_count": 20, "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": 83.96861, "strategy_rank": 75.459641, "rr": 0.92607, "primary_prob": 56.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.389105, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.05216, "hold30_r": -0.301797 }, { "symbol": "PGR", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.717489, "strategy_rank": 64.843049, "rr": 1.433613, "primary_prob": 28.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.150419, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.071121, "hold30_r": -1.0 }, { "symbol": "PM", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.533632, "strategy_rank": 79.069507, "rr": 1.936433, "primary_prob": 20.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.90465, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.88704, "hold30_r": 0.07206 }, { "symbol": "PODD", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.29148, "strategy_rank": 89.540359, "rr": 1.360126, "primary_prob": 30.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 92, "primary_distance_atr": 2.040189, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.29808, "hold30_r": -1.0 }, { "symbol": "RJF", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.089686, "strategy_rank": 71.233184, "rr": 1.103005, "primary_prob": 51.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.654508, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.071176, "hold30_r": -1.0 }, { "symbol": "SATS", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.506726, "strategy_rank": 96.053812, "rr": 0.682147, "primary_prob": 65.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.023221, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.65372, "hold30_r": -1.0 }, { "symbol": "SOLV", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.004484, "strategy_rank": 80.134529, "rr": 1.325306, "primary_prob": 30.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.987959, "raw_level_count": 20, "gate_level_count": 20, "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": 94.170404, "strategy_rank": 71.266816, "rr": 1.202797, "primary_prob": 33.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.804196, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.137716, "hold30_r": 1.946387 }, { "symbol": "TKO", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.964126, "strategy_rank": 84.529148, "rr": 1.822117, "primary_prob": 21.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.733176, "raw_level_count": 20, "gate_level_count": 20, "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": 86.098655, "strategy_rank": 74.159193, "rr": 2.000731, "primary_prob": 34.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 3.001097, "raw_level_count": 20, "gate_level_count": 20, "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": 85.538117, "strategy_rank": 86.580717, "rr": 1.934341, "primary_prob": 20.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.901511, "raw_level_count": 20, "gate_level_count": 20, "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": 84.304933, "strategy_rank": 64.663677, "rr": 1.556993, "primary_prob": 26.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.335489, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.491878, "hold30_r": 1.644081 }, { "symbol": "TSLA", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.686099, "strategy_rank": 91.939462, "rr": 1.748337, "primary_prob": 23.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 61, "primary_distance_atr": 2.622506, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.720403, "hold30_r": 2.083391 }, { "symbol": "TTWO", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.955157, "strategy_rank": 83.284753, "rr": 1.070227, "primary_prob": 37.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.605341, "raw_level_count": 20, "gate_level_count": 20, "outcome": "ambiguous", "net_r": -1.0628, "hold30_r": -1.0 }, { "symbol": "UAL", "date": "2025-07-24", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 93.946188, "strategy_rank": 94.652466, "rr": 2.090516, "primary_prob": 33.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 3.135774, "raw_level_count": 20, "gate_level_count": 20, "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": 86.659193, "strategy_rank": 83.161435, "rr": 1.289919, "primary_prob": 31.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.934879, "raw_level_count": 20, "gate_level_count": 20, "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": 82.511211, "strategy_rank": 64.147982, "rr": 0.76782, "primary_prob": 47.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.15173, "raw_level_count": 20, "gate_level_count": 20, "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": 90.919283, "strategy_rank": 93.273543, "rr": 1.648004, "primary_prob": 39.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.472006, "raw_level_count": 20, "gate_level_count": 20, "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": 87.331839, "strategy_rank": 73.23991, "rr": 1.834808, "primary_prob": 21.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.752212, "raw_level_count": 20, "gate_level_count": 20, "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": 89.125561, "strategy_rank": 72.006726, "rr": 1.72592, "primary_prob": 23.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.58888, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.636624, "hold30_r": 1.807173 }, { "symbol": "WRB", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.255605, "strategy_rank": 68.688341, "rr": 1.114794, "primary_prob": 35.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.67219, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.045958, "hold30_r": 1.717385 }, { "symbol": "XEL", "date": "2025-07-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.053812, "strategy_rank": 58.318386, "rr": 1.422281, "primary_prob": 43.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 2.133422, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.080719, "hold30_r": -1.0 }, { "symbol": "WBD", "date": "2025-07-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.278027, "strategy_rank": 84.2713, "rr": 1.558868, "primary_prob": 41.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 2.338302, "raw_level_count": 20, "gate_level_count": 20, "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": 99.556049, "strategy_rank": 99.45616, "rr": 0.667552, "primary_prob": 66.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.001328, "raw_level_count": 20, "gate_level_count": 20, "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": 87.680355, "strategy_rank": 65.671476, "rr": 1.667752, "primary_prob": 24.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 64, "primary_distance_atr": 2.501627, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.608866, "hold30_r": 1.759237 }, { "symbol": "APP", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.889012, "strategy_rank": 99.789123, "rr": 1.678789, "primary_prob": 39.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.518184, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.649076, "hold30_r": 7.2744 }, { "symbol": "ATO", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.021088, "strategy_rank": 56.714761, "rr": 1.628472, "primary_prob": 24.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.442707, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.534538, "hold30_r": 3.198988 }, { "symbol": "AXON", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.00111, "strategy_rank": 97.00333, "rr": 1.515251, "primary_prob": 41.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.272877, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.474387, "hold30_r": -1.0 }, { "symbol": "AZO", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.243063, "strategy_rank": 59.966704, "rr": 0.744865, "primary_prob": 48.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.117297, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.681914, "hold30_r": 4.625377 }, { "symbol": "BKNG", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.897891, "strategy_rank": 76.18202, "rr": 1.314088, "primary_prob": 31.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.971132, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.251176, "hold30_r": -0.261466 }, { "symbol": "BSX", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.902331, "strategy_rank": 69.389567, "rr": 0.683833, "primary_prob": 50.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.02575, "raw_level_count": 20, "gate_level_count": 20, "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": 96.670366, "strategy_rank": 69.667037, "rr": 0.949033, "primary_prob": 40.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.42355, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.875851, "hold30_r": -3.353371 }, { "symbol": "CF", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.350721, "strategy_rank": 73.895671, "rr": 1.734907, "primary_prob": 23.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 56, "primary_distance_atr": 2.602361, "raw_level_count": 20, "gate_level_count": 20, "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": 93.562708, "strategy_rank": 92.530522, "rr": 1.945181, "primary_prob": 35.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.917771, "raw_level_count": 20, "gate_level_count": 20, "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": 92.785794, "strategy_rank": 65.682575, "rr": 1.297985, "primary_prob": 31.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.946977, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.221165, "hold30_r": -1.0 }, { "symbol": "COF", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.125416, "strategy_rank": 83.99556, "rr": 1.889916, "primary_prob": 20.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.834874, "raw_level_count": 20, "gate_level_count": 20, "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": 94.117647, "strategy_rank": 95.516093, "rr": 1.293029, "primary_prob": 31.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.939544, "raw_level_count": 20, "gate_level_count": 20, "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": 89.234184, "strategy_rank": 64.228635, "rr": 1.01928, "primary_prob": 38.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 1.528919, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.950011, "hold30_r": -1.0 }, { "symbol": "CRWD", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.336293, "strategy_rank": 94.406215, "rr": 1.456082, "primary_prob": 28.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.184123, "raw_level_count": 20, "gate_level_count": 20, "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": 87.347392, "strategy_rank": 68.135405, "rr": 1.520292, "primary_prob": 26.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.280438, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.087058, "hold30_r": -1.0 }, { "symbol": "DGX", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.238624, "strategy_rank": 65.527192, "rr": 1.636642, "primary_prob": 24.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 2.454963, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.583212, "hold30_r": 2.47345 }, { "symbol": "DRI", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.563818, "strategy_rank": 72.81909, "rr": 1.030172, "primary_prob": 38.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.545258, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.961727, "hold30_r": 1.856471 }, { "symbol": "EME", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.012209, "strategy_rank": 83.551609, "rr": 0.975404, "primary_prob": 54.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.463105, "raw_level_count": 20, "gate_level_count": 20, "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": 96.00444, "strategy_rank": 88.779134, "rr": 1.309589, "primary_prob": 31.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.964384, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.036361, "hold30_r": -1.0 }, { "symbol": "EXC", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.019978, "strategy_rank": 58.346282, "rr": 1.343369, "primary_prob": 45.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 59, "primary_distance_atr": 2.015053, "raw_level_count": 20, "gate_level_count": 20, "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": 91.675916, "strategy_rank": 78.690344, "rr": 1.898616, "primary_prob": 20.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.847924, "raw_level_count": 20, "gate_level_count": 20, "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": 82.90788, "strategy_rank": 84.739179, "rr": 1.016603, "primary_prob": 38.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 66, "primary_distance_atr": 1.524904, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.964633, "hold30_r": 6.051431 }, { "symbol": "FFIV", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.338513, "strategy_rank": 77.624861, "rr": 1.326497, "primary_prob": 45.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.989745, "raw_level_count": 20, "gate_level_count": 20, "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": 91.009989, "strategy_rank": 77.325194, "rr": 1.114736, "primary_prob": 35.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.672103, "raw_level_count": 20, "gate_level_count": 20, "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": 91.45394, "strategy_rank": 77.302997, "rr": 1.334721, "primary_prob": 30.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.002082, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.267427, "hold30_r": -1.0 }, { "symbol": "FTNT", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.00333, "strategy_rank": 88.845727, "rr": 1.314026, "primary_prob": 31.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 1.971039, "raw_level_count": 20, "gate_level_count": 20, "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": 92.230855, "strategy_rank": 77.147614, "rr": 0.709826, "primary_prob": 49.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.064739, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.655978, "hold30_r": 0.541888 }, { "symbol": "HWM", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.335183, "strategy_rank": 89.511654, "rr": 1.157091, "primary_prob": 34.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.735637, "raw_level_count": 20, "gate_level_count": 20, "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": 93.229745, "strategy_rank": 82.807991, "rr": 1.234364, "primary_prob": 32.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.851547, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.055651, "hold30_r": -1.0 }, { "symbol": "JCI", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.011099, "strategy_rank": 81.287458, "rr": 1.622892, "primary_prob": 25.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.434338, "raw_level_count": 20, "gate_level_count": 20, "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": 86.570477, "strategy_rank": 67.791343, "rr": 1.582679, "primary_prob": 25.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.374019, "raw_level_count": 20, "gate_level_count": 20, "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": 91.231964, "strategy_rank": 73.251942, "rr": 1.455526, "primary_prob": 28.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.18329, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.389458, "hold30_r": -1.0 }, { "symbol": "LYV", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.007769, "strategy_rank": 82.053274, "rr": 1.490727, "primary_prob": 27.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.236091, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.43363, "hold30_r": 5.031264 }, { "symbol": "MCK", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.128746, "strategy_rank": 60.588235, "rr": 1.500903, "primary_prob": 27.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.251355, "raw_level_count": 20, "gate_level_count": 20, "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": 83.90677, "strategy_rank": 62.064373, "rr": 1.257193, "primary_prob": 32.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.88579, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.187841, "hold30_r": 3.505976 }, { "symbol": "MOS", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.798002, "strategy_rank": 75.471698, "rr": 1.427096, "primary_prob": 28.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.140643, "raw_level_count": 20, "gate_level_count": 20, "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": 98.779134, "strategy_rank": 98.845727, "rr": 0.90259, "primary_prob": 42.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.353885, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.033051, "hold30_r": -1.0 }, { "symbol": "NEM", "date": "2025-07-31", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 85.016648, "strategy_rank": 80.82131, "rr": 2.927566, "primary_prob": 25.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 4.391349, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.88533, "hold30_r": 5.832143 }, { "symbol": "NFLX", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.113208, "strategy_rank": 85.560488, "rr": 0.804169, "primary_prob": 45.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.206254, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.750101, "hold30_r": 0.676203 }, { "symbol": "NTRS", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.45727, "strategy_rank": 79.200888, "rr": 0.750803, "primary_prob": 47.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.126204, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.058584, "hold30_r": -1.0 }, { "symbol": "NVDA", "date": "2025-07-31", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 80.799112, "strategy_rank": 83.396226, "rr": 2.187503, "primary_prob": 32.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 3.281254, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.057851, "hold30_r": -1.0 }, { "symbol": "PGR", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.574917, "strategy_rank": 66.3596, "rr": 0.733702, "primary_prob": 48.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 1.100553, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.664482, "hold30_r": 0.892283 }, { "symbol": "PM", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.226415, "strategy_rank": 78.779134, "rr": 1.539123, "primary_prob": 26.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.308685, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.486847, "hold30_r": 0.328219 }, { "symbol": "PODD", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.561598, "strategy_rank": 89.334073, "rr": 1.146572, "primary_prob": 35.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 94, "primary_distance_atr": 1.719858, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.061553, "hold30_r": -1.0 }, { "symbol": "RCL", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.669256, "strategy_rank": 94.306326, "rr": 1.955906, "primary_prob": 20.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.93386, "raw_level_count": 20, "gate_level_count": 20, "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": 82.352941, "strategy_rank": 69.700333, "rr": 1.074637, "primary_prob": 52.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.611955, "raw_level_count": 20, "gate_level_count": 20, "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": 84.572697, "strategy_rank": 60.599334, "rr": 1.409624, "primary_prob": 29.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.114436, "raw_level_count": 20, "gate_level_count": 20, "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": 85.90455, "strategy_rank": 78.91232, "rr": 1.674824, "primary_prob": 24.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 59, "primary_distance_atr": 2.512236, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.61355, "hold30_r": 0.871544 }, { "symbol": "T", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.782464, "strategy_rank": 70.810211, "rr": 1.864683, "primary_prob": 21.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.797025, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.798392, "hold30_r": 2.612008 }, { "symbol": "TKO", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.560488, "strategy_rank": 82.974473, "rr": 0.779864, "primary_prob": 46.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.169795, "raw_level_count": 20, "gate_level_count": 20, "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": 90.566038, "strategy_rank": 76.748058, "rr": 0.966384, "primary_prob": 40.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.449575, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.904603, "hold30_r": 0.42887 }, { "symbol": "TPL", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.684795, "strategy_rank": 85.349612, "rr": 0.716959, "primary_prob": 49.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.075438, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.036723, "hold30_r": -1.0 }, { "symbol": "TRGP", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.133185, "strategy_rank": 77.469478, "rr": 1.970631, "primary_prob": 19.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.955947, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.091462, "hold30_r": -1.035254 }, { "symbol": "TRMB", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.129856, "strategy_rank": 74.472808, "rr": 1.123998, "primary_prob": 50.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 1.685997, "raw_level_count": 20, "gate_level_count": 20, "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": 81.576027, "strategy_rank": 62.463929, "rr": 1.81458, "primary_prob": 22.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.72187, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.748438, "hold30_r": 2.375098 }, { "symbol": "TSLA", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.355161, "strategy_rank": 85.715871, "rr": 1.641492, "primary_prob": 24.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 61, "primary_distance_atr": 2.462238, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.612778, "hold30_r": 4.082982 }, { "symbol": "TTWO", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.116537, "strategy_rank": 83.662597, "rr": 1.595224, "primary_prob": 25.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.392836, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.528901, "hold30_r": 3.503287 }, { "symbol": "UAL", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.783574, "strategy_rank": 95.382908, "rr": 1.699916, "primary_prob": 38.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.549873, "raw_level_count": 20, "gate_level_count": 20, "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": 90.233074, "strategy_rank": 85.871254, "rr": 1.111021, "primary_prob": 36.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.666532, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.063793, "hold30_r": 2.190557 }, { "symbol": "ULTA", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.462819, "strategy_rank": 80.199778, "rr": 1.716513, "primary_prob": 38.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.57477, "raw_level_count": 20, "gate_level_count": 20, "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": 86.792453, "strategy_rank": 67.580466, "rr": 1.672313, "primary_prob": 24.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.508469, "raw_level_count": 20, "gate_level_count": 20, "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": 94.339623, "strategy_rank": 75.826859, "rr": 1.837515, "primary_prob": 21.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.756273, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.044287, "hold30_r": 1.371268 }, { "symbol": "VRT", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.895671, "strategy_rank": 94.827969, "rr": 0.681766, "primary_prob": 65.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.022649, "raw_level_count": 20, "gate_level_count": 20, "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": 85.460599, "strategy_rank": 73.806881, "rr": 1.153045, "primary_prob": 34.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.729567, "raw_level_count": 20, "gate_level_count": 20, "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": 88.235294, "strategy_rank": 71.753607, "rr": 1.280614, "primary_prob": 31.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.920921, "raw_level_count": 20, "gate_level_count": 20, "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": 89.678135, "strategy_rank": 72.330744, "rr": 1.120968, "primary_prob": 35.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.681451, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.02766, "hold30_r": -1.0 }, { "symbol": "WRB", "date": "2025-07-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.789123, "strategy_rank": 66.81465, "rr": 1.066623, "primary_prob": 37.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.599934, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.991347, "hold30_r": 2.7404 }, { "symbol": "ABT", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.862832, "strategy_rank": 60.553097, "rr": 1.654454, "primary_prob": 24.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.481682, "raw_level_count": 20, "gate_level_count": 20, "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": 99.778761, "strategy_rank": 99.679204, "rr": 2.2387, "primary_prob": 31.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 3.35805, "raw_level_count": 20, "gate_level_count": 20, "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": 92.920354, "strategy_rank": 76.792035, "rr": 1.61321, "primary_prob": 25.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.419816, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.555165, "hold30_r": 0.066787 }, { "symbol": "BSX", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.292035, "strategy_rank": 66.736726, "rr": 1.258799, "primary_prob": 32.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.888198, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.196051, "hold30_r": -1.034525 }, { "symbol": "C", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.070796, "strategy_rank": 77.400442, "rr": 1.360633, "primary_prob": 30.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.040949, "raw_level_count": 20, "gate_level_count": 20, "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": 95.243363, "strategy_rank": 68.030973, "rr": 1.251177, "primary_prob": 32.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.876765, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.185395, "hold30_r": -2.661736 }, { "symbol": "CCL", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.911504, "strategy_rank": 93.716814, "rr": 1.060248, "primary_prob": 37.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.590373, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.01549, "hold30_r": 1.164854 }, { "symbol": "CF", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.163717, "strategy_rank": 78.141593, "rr": 1.785278, "primary_prob": 22.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 60, "primary_distance_atr": 2.677917, "raw_level_count": 20, "gate_level_count": 20, "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": 92.035398, "strategy_rank": 91.570796, "rr": 1.147261, "primary_prob": 50.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.720891, "raw_level_count": 20, "gate_level_count": 20, "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": 93.362832, "strategy_rank": 65.918142, "rr": 0.927822, "primary_prob": 41.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.391733, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.850401, "hold30_r": -1.0 }, { "symbol": "COF", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.938053, "strategy_rank": 85.486726, "rr": 1.827528, "primary_prob": 21.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.741292, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.773506, "hold30_r": 2.740315 }, { "symbol": "COIN", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.123894, "strategy_rank": 97.754425, "rr": 0.669463, "primary_prob": 51.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.004194, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.648918, "hold30_r": 1.046805 }, { "symbol": "COR", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.50885, "strategy_rank": 62.079646, "rr": 1.643121, "primary_prob": 24.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.464682, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.586293, "hold30_r": 1.185956 }, { "symbol": "CRWD", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.676991, "strategy_rank": 94.789823, "rr": 1.715968, "primary_prob": 23.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.573952, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.679287, "hold30_r": 3.346603 }, { "symbol": "CTVA", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.823009, "strategy_rank": 68.783186, "rr": 1.951103, "primary_prob": 20.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.926655, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.874072, "hold30_r": -0.102998 }, { "symbol": "CVNA", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.783186, "strategy_rank": 98.849558, "rr": 1.65567, "primary_prob": 24.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.483504, "raw_level_count": 20, "gate_level_count": 20, "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": 88.606195, "strategy_rank": 73.705752, "rr": 1.188261, "primary_prob": 34.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.782392, "raw_level_count": 20, "gate_level_count": 20, "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": 91.59292, "strategy_rank": 71.581858, "rr": 1.254823, "primary_prob": 32.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.882235, "raw_level_count": 20, "gate_level_count": 20, "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": 90.044248, "strategy_rank": 84.037611, "rr": 1.345265, "primary_prob": 45.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.017898, "raw_level_count": 20, "gate_level_count": 20, "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": 95.90708, "strategy_rank": 88.606195, "rr": 1.575678, "primary_prob": 25.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.363516, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.039228, "hold30_r": -1.0 }, { "symbol": "EXE", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.707965, "strategy_rank": 78.163717, "rr": 1.413244, "primary_prob": 28.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.119865, "raw_level_count": 20, "gate_level_count": 20, "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": 85.951327, "strategy_rank": 86.847345, "rr": 1.744195, "primary_prob": 38.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.616292, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.694591, "hold30_r": 4.603171 }, { "symbol": "FFIV", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.261062, "strategy_rank": 75.165929, "rr": 0.923941, "primary_prob": 56.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.385912, "raw_level_count": 20, "gate_level_count": 20, "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": 88.384956, "strategy_rank": 75.110619, "rr": 1.263799, "primary_prob": 32.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 1.895699, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.209694, "hold30_r": 3.027295 }, { "symbol": "FOXA", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.486726, "strategy_rank": 75.918142, "rr": 1.282832, "primary_prob": 31.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 1.924248, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.228961, "hold30_r": 3.375084 }, { "symbol": "FTNT", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.570796, "strategy_rank": 93.683628, "rr": 1.814328, "primary_prob": 22.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.721492, "raw_level_count": 20, "gate_level_count": 20, "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": 93.69469, "strategy_rank": 77.89823, "rr": 1.303746, "primary_prob": 31.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.955619, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.245892, "hold30_r": 0.99937 }, { "symbol": "HWM", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.902655, "strategy_rank": 88.440265, "rr": 0.882152, "primary_prob": 42.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.323228, "raw_level_count": 20, "gate_level_count": 20, "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": 92.477876, "strategy_rank": 75.951327, "rr": 1.628642, "primary_prob": 24.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.442963, "raw_level_count": 20, "gate_level_count": 20, "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": 97.89823, "strategy_rank": 90.663717, "rr": 0.851281, "primary_prob": 44.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.276922, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.802837, "hold30_r": -1.0 }, { "symbol": "JCI", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.60177, "strategy_rank": 76.75885, "rr": 1.821078, "primary_prob": 21.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.731617, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.057197, "hold30_r": 1.200855 }, { "symbol": "JPM", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.40708, "strategy_rank": 69.103982, "rr": 1.14401, "primary_prob": 35.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.716016, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.073815, "hold30_r": 3.405317 }, { "symbol": "KMI", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.513274, "strategy_rank": 66.460177, "rr": 1.924414, "primary_prob": 20.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.886621, "raw_level_count": 20, "gate_level_count": 20, "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": 82.411504, "strategy_rank": 83.473451, "rr": 1.135338, "primary_prob": 35.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 84, "primary_distance_atr": 1.703006, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.098423, "hold30_r": 1.84821 }, { "symbol": "LYV", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.814159, "strategy_rank": 81.327434, "rr": 1.316105, "primary_prob": 31.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.974157, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.261463, "hold30_r": 2.846877 }, { "symbol": "MCK", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.747788, "strategy_rank": 60.176991, "rr": 1.321482, "primary_prob": 30.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.982222, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.05265, "hold30_r": -1.0 }, { "symbol": "MOS", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.172566, "strategy_rank": 80.696903, "rr": 1.859287, "primary_prob": 21.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 72, "primary_distance_atr": 2.788931, "raw_level_count": 20, "gate_level_count": 20, "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": 83.628319, "strategy_rank": 76.825221, "rr": 0.696672, "primary_prob": 50.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.045008, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.622814, "hold30_r": 4.976415 }, { "symbol": "MSTR", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.446903, "strategy_rank": 99.247788, "rr": 1.80429, "primary_prob": 22.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.706435, "raw_level_count": 20, "gate_level_count": 20, "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": 81.969027, "strategy_rank": 78.584071, "rr": 1.517128, "primary_prob": 41.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.275692, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.470414, "hold30_r": 4.27784 }, { "symbol": "NFLX", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.119469, "strategy_rank": 85.409292, "rr": 1.744153, "primary_prob": 23.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.616229, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.68729, "hold30_r": 1.122432 }, { "symbol": "NRG", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.455752, "strategy_rank": 96.75885, "rr": 1.807866, "primary_prob": 22.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.711799, "raw_level_count": 20, "gate_level_count": 20, "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": 87.168142, "strategy_rank": 78.00885, "rr": 1.143002, "primary_prob": 35.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.714503, "raw_level_count": 20, "gate_level_count": 20, "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": 83.849558, "strategy_rank": 85.442478, "rr": 1.582456, "primary_prob": 40.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.373684, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.054222, "hold30_r": -1.0 }, { "symbol": "PM", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.464602, "strategy_rank": 77.809735, "rr": 1.836979, "primary_prob": 21.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.755469, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.057571, "hold30_r": -1.0 }, { "symbol": "PODD", "date": "2025-08-07", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 92.699115, "strategy_rank": 88.683628, "rr": 2.014836, "primary_prob": 34.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 3.022253, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.969712, "hold30_r": 2.028378 }, { "symbol": "PWR", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.265487, "strategy_rank": 82.699115, "rr": 1.725998, "primary_prob": 23.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.588996, "raw_level_count": 20, "gate_level_count": 20, "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": 98.340708, "strategy_rank": 94.457965, "rr": 1.499518, "primary_prob": 27.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.249277, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.45684, "hold30_r": 1.296411 }, { "symbol": "RJF", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.845133, "strategy_rank": 71.205752, "rr": 1.785417, "primary_prob": 22.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.678126, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.7209, "hold30_r": 2.190951 }, { "symbol": "RL", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.915929, "strategy_rank": 90.929204, "rr": 1.358405, "primary_prob": 30.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.037608, "raw_level_count": 20, "gate_level_count": 20, "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": 98.561947, "strategy_rank": 98.960177, "rr": 1.937231, "primary_prob": 20.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.905847, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.916037, "hold30_r": 17.482274 }, { "symbol": "SCHW", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.721239, "strategy_rank": 69.336283, "rr": 0.839029, "primary_prob": 44.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.258544, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.766969, "hold30_r": -1.0 }, { "symbol": "STT", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.19469, "strategy_rank": 70.608407, "rr": 0.98455, "primary_prob": 39.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.476825, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.914075, "hold30_r": 1.180793 }, { "symbol": "STX", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.287611, "strategy_rank": 84.955752, "rr": 0.824985, "primary_prob": 45.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.237478, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.78886, "hold30_r": 8.919054 }, { "symbol": "SYF", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.066372, "strategy_rank": 83.639381, "rr": 1.573638, "primary_prob": 25.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.360457, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.521486, "hold30_r": 3.100952 }, { "symbol": "T", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.137168, "strategy_rank": 69.280973, "rr": 1.081016, "primary_prob": 36.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.621523, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.013004, "hold30_r": 1.151306 }, { "symbol": "TKO", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.256637, "strategy_rank": 81.70354, "rr": 1.614609, "primary_prob": 25.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.421913, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.570152, "hold30_r": 5.582637 }, { "symbol": "TMUS", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.526549, "strategy_rank": 69.911504, "rr": 1.52437, "primary_prob": 41.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.286556, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.461001, "hold30_r": -0.620834 }, { "symbol": "TPL", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.641593, "strategy_rank": 83.528761, "rr": 1.166997, "primary_prob": 34.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.750495, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.136226, "hold30_r": 0.135683 }, { "symbol": "TRMB", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.615044, "strategy_rank": 76.924779, "rr": 1.228282, "primary_prob": 33.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 1.842422, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.050592, "hold30_r": -1.0 }, { "symbol": "TSLA", "date": "2025-08-07", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 80.088496, "strategy_rank": 85.530973, "rr": 2.112593, "primary_prob": 33.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 3.168889, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.07904, "hold30_r": 5.403464 }, { "symbol": "TTWO", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.685841, "strategy_rank": 83.207965, "rr": 1.038939, "primary_prob": 38.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.558409, "raw_level_count": 20, "gate_level_count": 20, "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": 96.128319, "strategy_rank": 96.261062, "rr": 1.861226, "primary_prob": 21.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.791839, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.823974, "hold30_r": 3.880597 }, { "symbol": "UBER", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.141593, "strategy_rank": 87.134956, "rr": 0.77966, "primary_prob": 46.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.16949, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.733039, "hold30_r": 1.469016 }, { "symbol": "ULTA", "date": "2025-08-07", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 87.5, "strategy_rank": 82.986726, "rr": 2.160126, "primary_prob": 32.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 3.240189, "raw_level_count": 20, "gate_level_count": 20, "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": 83.185841, "strategy_rank": 64.60177, "rr": 1.843312, "primary_prob": 21.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 2.764968, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.776434, "hold30_r": 0.958595 }, { "symbol": "VRSN", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.690265, "strategy_rank": 75.840708, "rr": 1.544312, "primary_prob": 26.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.316467, "raw_level_count": 20, "gate_level_count": 20, "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": 94.358407, "strategy_rank": 95.088496, "rr": 1.396268, "primary_prob": 44.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.094403, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.030534, "hold30_r": -1.0 }, { "symbol": "WAB", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.420354, "strategy_rank": 71.891593, "rr": 1.78202, "primary_prob": 22.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.673031, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.061562, "hold30_r": 0.129408 }, { "symbol": "WFC", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.380531, "strategy_rank": 76.803097, "rr": 1.527511, "primary_prob": 26.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.291267, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.469555, "hold30_r": 2.854564 }, { "symbol": "WMB", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.730088, "strategy_rank": 69.269912, "rr": 1.177253, "primary_prob": 34.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.76588, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.124135, "hold30_r": 1.018512 }, { "symbol": "WRB", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.853982, "strategy_rank": 61.515487, "rr": 1.650577, "primary_prob": 24.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.475865, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.570713, "hold30_r": 1.868148 }, { "symbol": "WYNN", "date": "2025-08-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.836283, "strategy_rank": 84.14823, "rr": 1.76202, "primary_prob": 22.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.64303, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.055068, "hold30_r": -1.0 }, { "symbol": "WBD", "date": "2025-08-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.393805, "strategy_rank": 88.484513, "rr": 1.829808, "primary_prob": 21.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 54, "primary_distance_atr": 2.744713, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.802583, "hold30_r": 10.855325 }, { "symbol": "CEG", "date": "2025-08-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.707828, "strategy_rank": 93.84785, "rr": 1.07157, "primary_prob": 37.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.607355, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.032659, "hold30_r": -1.0 }, { "symbol": "HOOD", "date": "2025-08-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.669239, "strategy_rank": 99.272326, "rr": 0.736153, "primary_prob": 63.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.104229, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.7108, "hold30_r": -1.0 }, { "symbol": "APO", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.815877, "strategy_rank": 82.238148, "rr": 1.294426, "primary_prob": 31.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.94164, "raw_level_count": 20, "gate_level_count": 20, "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": 99.889746, "strategy_rank": 99.69129, "rr": 1.562505, "primary_prob": 41.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.343757, "raw_level_count": 20, "gate_level_count": 20, "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": 97.794928, "strategy_rank": 96.703418, "rr": 0.692953, "primary_prob": 50.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.039429, "raw_level_count": 20, "gate_level_count": 20, "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": 82.800441, "strategy_rank": 80.45204, "rr": 1.841644, "primary_prob": 21.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.762466, "raw_level_count": 20, "gate_level_count": 20, "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": 92.392503, "strategy_rank": 76.251378, "rr": 1.452239, "primary_prob": 28.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.178359, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.388309, "hold30_r": 0.368622 }, { "symbol": "BSX", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.579934, "strategy_rank": 65.975744, "rr": 0.960546, "primary_prob": 40.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.440819, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.892514, "hold30_r": -1.0 }, { "symbol": "CAH", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.825799, "strategy_rank": 69.812569, "rr": 1.416545, "primary_prob": 28.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.124818, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.047152, "hold30_r": 0.547735 }, { "symbol": "CASY", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.541345, "strategy_rank": 75.567806, "rr": 0.958448, "primary_prob": 40.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.437671, "raw_level_count": 20, "gate_level_count": 20, "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": 83.351709, "strategy_rank": 61.819184, "rr": 1.056978, "primary_prob": 37.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.585466, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.990704, "hold30_r": -1.0 }, { "symbol": "CIEN", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.943771, "strategy_rank": 91.885336, "rr": 1.884777, "primary_prob": 21.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.827166, "raw_level_count": 20, "gate_level_count": 20, "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": 90.848953, "strategy_rank": 64.520397, "rr": 1.662046, "primary_prob": 24.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.493068, "raw_level_count": 20, "gate_level_count": 20, "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": 89.966924, "strategy_rank": 85.733186, "rr": 0.98406, "primary_prob": 54.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.47609, "raw_level_count": 20, "gate_level_count": 20, "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": 80.154355, "strategy_rank": 85.545755, "rr": 1.52825, "primary_prob": 26.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.292375, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.509105, "hold30_r": 1.602198 }, { "symbol": "COIN", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.015436, "strategy_rank": 98.246968, "rr": 1.646414, "primary_prob": 24.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.469621, "raw_level_count": 20, "gate_level_count": 20, "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": 84.564498, "strategy_rank": 61.37817, "rr": 0.901956, "primary_prob": 57.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.352934, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.84614, "hold30_r": 1.148055 }, { "symbol": "CRWD", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.810364, "strategy_rank": 93.263506, "rr": 1.772269, "primary_prob": 22.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.658404, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.73453, "hold30_r": 2.512036 }, { "symbol": "CSCO", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.982359, "strategy_rank": 68.599779, "rr": 1.147293, "primary_prob": 35.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.72094, "raw_level_count": 20, "gate_level_count": 20, "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": 86.76957, "strategy_rank": 66.758545, "rr": 1.418574, "primary_prob": 28.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.127862, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.345206, "hold30_r": -1.0 }, { "symbol": "CVNA", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.676957, "strategy_rank": 98.776185, "rr": 1.621337, "primary_prob": 25.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.432005, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.593574, "hold30_r": 1.081837 }, { "symbol": "DASH", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.479603, "strategy_rank": 90.584344, "rr": 1.930671, "primary_prob": 20.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.896007, "raw_level_count": 20, "gate_level_count": 20, "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": 88.643881, "strategy_rank": 75.347299, "rr": 1.715461, "primary_prob": 23.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 2.573192, "raw_level_count": 20, "gate_level_count": 20, "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": 82.13892, "strategy_rank": 75.159868, "rr": 0.918559, "primary_prob": 41.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.377839, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.852596, "hold30_r": -1.0 }, { "symbol": "DRI", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.746417, "strategy_rank": 70.826902, "rr": 1.335847, "primary_prob": 30.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.003771, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.262893, "hold30_r": -2.193309 }, { "symbol": "EME", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.084895, "strategy_rank": 82.668137, "rr": 1.598012, "primary_prob": 40.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.397017, "raw_level_count": 20, "gate_level_count": 20, "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": 96.471885, "strategy_rank": 88.269019, "rr": 1.387686, "primary_prob": 29.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.081529, "raw_level_count": 20, "gate_level_count": 20, "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": 91.06946, "strategy_rank": 78.235943, "rr": 1.772659, "primary_prob": 22.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 86, "primary_distance_atr": 2.658988, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.728851, "hold30_r": 2.48579 }, { "symbol": "EXPE", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.485116, "strategy_rank": 80.385888, "rr": 0.717552, "primary_prob": 64.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.076328, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.675887, "hold30_r": 1.575524 }, { "symbol": "FFIV", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.415656, "strategy_rank": 74.233738, "rr": 0.86483, "primary_prob": 58.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.297245, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.053349, "hold30_r": -1.0 }, { "symbol": "FIX", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.164278, "strategy_rank": 92.568908, "rr": 0.707681, "primary_prob": 64.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.061521, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.671182, "hold30_r": 3.028956 }, { "symbol": "FTNT", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.22602, "strategy_rank": 85.656009, "rr": 1.695071, "primary_prob": 23.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.542606, "raw_level_count": 20, "gate_level_count": 20, "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": 96.251378, "strategy_rank": 87.916207, "rr": 1.615615, "primary_prob": 25.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.423422, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.572284, "hold30_r": 2.112494 }, { "symbol": "IBKR", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.030871, "strategy_rank": 93.153252, "rr": 0.888793, "primary_prob": 57.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.333189, "raw_level_count": 20, "gate_level_count": 20, "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": 90.187431, "strategy_rank": 74.343991, "rr": 1.019443, "primary_prob": 38.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.529165, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.966376, "hold30_r": 5.281858 }, { "symbol": "JBL", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.353914, "strategy_rank": 90.30871, "rr": 1.065766, "primary_prob": 37.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.598649, "raw_level_count": 20, "gate_level_count": 20, "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": 90.407938, "strategy_rank": 77.111356, "rr": 1.785463, "primary_prob": 22.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.678194, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.063217, "hold30_r": 0.598947 }, { "symbol": "KMI", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.020948, "strategy_rank": 64.729879, "rr": 1.046391, "primary_prob": 37.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 72, "primary_distance_atr": 1.569586, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.98563, "hold30_r": 1.53881 }, { "symbol": "KR", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.841235, "strategy_rank": 74.079383, "rr": 1.925293, "primary_prob": 20.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.887939, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.05637, "hold30_r": -1.0 }, { "symbol": "LITE", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.574421, "strategy_rank": 97.24366, "rr": 1.640713, "primary_prob": 39.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.461069, "raw_level_count": 20, "gate_level_count": 20, "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": 85.446527, "strategy_rank": 85.545755, "rr": 1.546958, "primary_prob": 26.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 76, "primary_distance_atr": 2.320437, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.507367, "hold30_r": 1.179998 }, { "symbol": "MCK", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.328556, "strategy_rank": 63.406836, "rr": 1.925183, "primary_prob": 20.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.887775, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.873591, "hold30_r": 3.320298 }, { "symbol": "MNST", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.359427, "strategy_rank": 62.646086, "rr": 0.816631, "primary_prob": 60.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.224947, "raw_level_count": 20, "gate_level_count": 20, "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": 81.587652, "strategy_rank": 77.155458, "rr": 1.812969, "primary_prob": 22.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 72, "primary_distance_atr": 2.719454, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.775019, "hold30_r": 1.903411 }, { "symbol": "MSTR", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.338479, "strategy_rank": 99.106946, "rr": 1.878363, "primary_prob": 21.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.817544, "raw_level_count": 20, "gate_level_count": 20, "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": 84.123484, "strategy_rank": 86.60419, "rr": 1.852209, "primary_prob": 21.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 2.778314, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.814902, "hold30_r": 0.520714 }, { "symbol": "NFLX", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.692393, "strategy_rank": 84.355017, "rr": 1.87963, "primary_prob": 21.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.819445, "raw_level_count": 20, "gate_level_count": 20, "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": 94.487321, "strategy_rank": 94.553473, "rr": 1.936749, "primary_prob": 35.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.905123, "raw_level_count": 20, "gate_level_count": 20, "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": 87.210584, "strategy_rank": 77.651599, "rr": 1.129524, "primary_prob": 50.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.694286, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.069578, "hold30_r": 1.124369 }, { "symbol": "NVDA", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.005513, "strategy_rank": 85.898567, "rr": 1.442764, "primary_prob": 43.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.164146, "raw_level_count": 20, "gate_level_count": 20, "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": 94.266814, "strategy_rank": 89.669239, "rr": 0.962205, "primary_prob": 40.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.443308, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.043217, "hold30_r": -1.0 }, { "symbol": "PM", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.148842, "strategy_rank": 72.094818, "rr": 1.490429, "primary_prob": 27.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.235643, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.432058, "hold30_r": -1.0 }, { "symbol": "PODD", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.171996, "strategy_rank": 87.905182, "rr": 1.117745, "primary_prob": 50.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.676617, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.070297, "hold30_r": 0.166785 }, { "symbol": "PWR", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.990077, "strategy_rank": 79.647189, "rr": 1.25779, "primary_prob": 32.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.886684, "raw_level_count": 20, "gate_level_count": 20, "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": 97.133407, "strategy_rank": 93.263506, "rr": 1.389909, "primary_prob": 29.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.084863, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.344807, "hold30_r": 1.053525 }, { "symbol": "RJF", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.572216, "strategy_rank": 70.341786, "rr": 1.421889, "primary_prob": 43.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.132834, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.358099, "hold30_r": 2.13448 }, { "symbol": "RL", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.384785, "strategy_rank": 89.283352, "rr": 0.766356, "primary_prob": 47.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.149534, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.723341, "hold30_r": 1.598288 }, { "symbol": "ROK", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.036384, "strategy_rank": 74.586549, "rr": 0.672807, "primary_prob": 51.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.00921, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.62164, "hold30_r": -0.289324 }, { "symbol": "SATS", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.235943, "strategy_rank": 98.732084, "rr": 1.775666, "primary_prob": 22.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.663499, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.75035, "hold30_r": 20.113327 }, { "symbol": "SMCI", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.667034, "strategy_rank": 89.867696, "rr": 1.958152, "primary_prob": 20.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.937228, "raw_level_count": 20, "gate_level_count": 20, "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": 98.897464, "strategy_rank": 93.605292, "rr": 1.799913, "primary_prob": 22.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.699869, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.77061, "hold30_r": 2.045582 }, { "symbol": "TRMB", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.997795, "strategy_rank": 76.471885, "rr": 1.885813, "primary_prob": 20.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.82872, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.055337, "hold30_r": -1.0 }, { "symbol": "TSLA", "date": "2025-08-14", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 90.628445, "strategy_rank": 92.811466, "rr": 2.435478, "primary_prob": 29.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 3.653217, "raw_level_count": 20, "gate_level_count": 20, "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": 93.605292, "strategy_rank": 76.670342, "rr": 0.857438, "primary_prob": 43.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.286158, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.807695, "hold30_r": 2.449184 }, { "symbol": "UAL", "date": "2025-08-14", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 96.9129, "strategy_rank": 96.9129, "rr": 2.046469, "primary_prob": 33.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 3.069704, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.007641, "hold30_r": -0.240865 }, { "symbol": "ULTA", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.400221, "strategy_rank": 84.983462, "rr": 1.510105, "primary_prob": 42.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.265157, "raw_level_count": 20, "gate_level_count": 20, "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": 81.808159, "strategy_rank": 64.178611, "rr": 1.649872, "primary_prob": 24.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.474808, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.096948, "hold30_r": -1.020701 }, { "symbol": "VRSN", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.046307, "strategy_rank": 75.755237, "rr": 1.597616, "primary_prob": 25.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 2.396424, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.546238, "hold30_r": 1.694491 }, { "symbol": "VRT", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.723264, "strategy_rank": 93.748622, "rr": 1.344473, "primary_prob": 30.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.01671, "raw_level_count": 20, "gate_level_count": 20, "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": 98.45645, "strategy_rank": 97.232635, "rr": 0.685154, "primary_prob": 65.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.02773, "raw_level_count": 20, "gate_level_count": 20, "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": 86.549063, "strategy_rank": 63.693495, "rr": 1.348132, "primary_prob": 30.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.022198, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.279292, "hold30_r": 2.768387 }, { "symbol": "WFC", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.864388, "strategy_rank": 76.62624, "rr": 1.549452, "primary_prob": 26.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.324179, "raw_level_count": 20, "gate_level_count": 20, "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": 83.792723, "strategy_rank": 67.916207, "rr": 1.538879, "primary_prob": 26.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.308319, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.482243, "hold30_r": 3.294071 }, { "symbol": "WMT", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.785006, "strategy_rank": 68.875413, "rr": 1.179241, "primary_prob": 34.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.768861, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.085105, "hold30_r": -1.0 }, { "symbol": "WYNN", "date": "2025-08-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.202867, "strategy_rank": 84.63065, "rr": 1.572488, "primary_prob": 40.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.358732, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.519288, "hold30_r": 4.200848 }, { "symbol": "GEV", "date": "2025-08-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.117971, "strategy_rank": 96.60419, "rr": 1.191016, "primary_prob": 48.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.786524, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.035763, "hold30_r": -1.0 }, { "symbol": "WBD", "date": "2025-08-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.928335, "strategy_rank": 94.366042, "rr": 0.67591, "primary_prob": 50.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 54, "primary_distance_atr": 1.013865, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.645484, "hold30_r": 9.005713 }, { "symbol": "CEG", "date": "2025-08-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.538629, "strategy_rank": 94.30375, "rr": 1.920907, "primary_prob": 20.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.881361, "raw_level_count": 20, "gate_level_count": 20, "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": 99.891186, "strategy_rank": 99.435231, "rr": 1.024124, "primary_prob": 38.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.536186, "raw_level_count": 20, "gate_level_count": 20, "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": 99.45593, "strategy_rank": 99.456285, "rr": 1.983404, "primary_prob": 34.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.975105, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.958863, "hold30_r": 7.735618 }, { "symbol": "AVGO", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.015234, "strategy_rank": 92.455615, "rr": 1.494203, "primary_prob": 27.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.241305, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.452703, "hold30_r": 3.494404 }, { "symbol": "AXON", "date": "2025-08-21", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 97.062024, "strategy_rank": 95.435273, "rr": 2.129759, "primary_prob": 32.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 3.194639, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.031785, "hold30_r": -1.0 }, { "symbol": "C", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.880305, "strategy_rank": 80.70123, "rr": 0.960148, "primary_prob": 40.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.440223, "raw_level_count": 20, "gate_level_count": 20, "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": 91.077258, "strategy_rank": 68.379488, "rr": 1.351718, "primary_prob": 30.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.027577, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.053383, "hold30_r": -1.0 }, { "symbol": "CASY", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.159956, "strategy_rank": 74.888191, "rr": 0.923217, "primary_prob": 41.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.384825, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.078179, "hold30_r": -1.0 }, { "symbol": "CCL", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.973885, "strategy_rank": 94.184977, "rr": 0.898022, "primary_prob": 42.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.347033, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.850848, "hold30_r": -0.564084 }, { "symbol": "CIEN", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.383025, "strategy_rank": 91.606228, "rr": 0.693676, "primary_prob": 50.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.040514, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.653751, "hold30_r": 14.644959 }, { "symbol": "CME", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.118607, "strategy_rank": 63.132211, "rr": 1.143434, "primary_prob": 35.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.715151, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.076678, "hold30_r": -1.0 }, { "symbol": "COF", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.35691, "strategy_rank": 84.716286, "rr": 1.249035, "primary_prob": 32.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.873553, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.192118, "hold30_r": 0.320816 }, { "symbol": "COIN", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.150163, "strategy_rank": 98.346808, "rr": 1.164664, "primary_prob": 34.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.746996, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.141928, "hold30_r": 3.018808 }, { "symbol": "CRWD", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.45049, "strategy_rank": 91.978535, "rr": 1.453089, "primary_prob": 28.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.179633, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.412183, "hold30_r": 3.745196 }, { "symbol": "CSCO", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.242655, "strategy_rank": 66.087448, "rr": 1.436909, "primary_prob": 28.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.155363, "raw_level_count": 20, "gate_level_count": 20, "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": 85.636561, "strategy_rank": 65.580772, "rr": 0.979405, "primary_prob": 39.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.469108, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.893763, "hold30_r": -1.0 }, { "symbol": "CVNA", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.367791, "strategy_rank": 98.434001, "rr": 1.76282, "primary_prob": 22.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.644229, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.735381, "hold30_r": 1.48301 }, { "symbol": "DAL", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.522307, "strategy_rank": 84.248351, "rr": 1.747104, "primary_prob": 23.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.620657, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.703674, "hold30_r": -0.217755 }, { "symbol": "DASH", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.756257, "strategy_rank": 90.645015, "rr": 1.242158, "primary_prob": 32.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.863238, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.202115, "hold30_r": 2.126461 }, { "symbol": "DE", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.071817, "strategy_rank": 72.237243, "rr": 0.788137, "primary_prob": 46.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.182206, "raw_level_count": 20, "gate_level_count": 20, "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": 81.936888, "strategy_rank": 74.977971, "rr": 1.046343, "primary_prob": 37.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.569515, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.973516, "hold30_r": -1.0 }, { "symbol": "DRI", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.595212, "strategy_rank": 67.831307, "rr": 1.252106, "primary_prob": 32.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.87816, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.17891, "hold30_r": -2.28052 }, { "symbol": "EME", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.512514, "strategy_rank": 84.384492, "rr": 1.733271, "primary_prob": 38.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.599906, "raw_level_count": 20, "gate_level_count": 20, "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": 82.916213, "strategy_rank": 74.034835, "rr": 1.525352, "primary_prob": 26.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.288028, "raw_level_count": 20, "gate_level_count": 20, "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": 93.253536, "strategy_rank": 86.384967, "rr": 1.395063, "primary_prob": 29.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.092595, "raw_level_count": 20, "gate_level_count": 20, "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": 93.035909, "strategy_rank": 67.34012, "rr": 0.852783, "primary_prob": 44.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.279175, "raw_level_count": 20, "gate_level_count": 20, "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": 85.201306, "strategy_rank": 74.429188, "rr": 1.762802, "primary_prob": 22.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 86, "primary_distance_atr": 2.644203, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.71624, "hold30_r": 2.924426 }, { "symbol": "EXPE", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.113166, "strategy_rank": 83.016024, "rr": 1.066569, "primary_prob": 52.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.599854, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.017826, "hold30_r": 1.647321 }, { "symbol": "FFIV", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.642002, "strategy_rank": 74.947773, "rr": 1.372081, "primary_prob": 29.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.058122, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.313004, "hold30_r": 1.010528 }, { "symbol": "FTNT", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.76605, "strategy_rank": 85.460014, "rr": 1.763067, "primary_prob": 22.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.6446, "raw_level_count": 20, "gate_level_count": 20, "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": 90.85963, "strategy_rank": 80.311839, "rr": 0.796669, "primary_prob": 46.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.195003, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.737621, "hold30_r": 3.108313 }, { "symbol": "GILD", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.579978, "strategy_rank": 77.558102, "rr": 0.964107, "primary_prob": 40.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.44616, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.054977, "hold30_r": -1.0 }, { "symbol": "GRMN", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.957563, "strategy_rank": 75.725668, "rr": 1.939011, "primary_prob": 20.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.908516, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.868664, "hold30_r": 4.208414 }, { "symbol": "GS", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.372144, "strategy_rank": 74.989491, "rr": 1.018979, "primary_prob": 38.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.528469, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.950542, "hold30_r": 3.538279 }, { "symbol": "HWM", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.191513, "strategy_rank": 87.855231, "rr": 1.045219, "primary_prob": 37.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.567828, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.997384, "hold30_r": 2.208831 }, { "symbol": "IBKR", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.844396, "strategy_rank": 93.719416, "rr": 1.465466, "primary_prob": 27.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.1982, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.422125, "hold30_r": 2.737017 }, { "symbol": "IBM", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.336235, "strategy_rank": 73.642856, "rr": 0.89077, "primary_prob": 42.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.336155, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.828233, "hold30_r": 6.39604 }, { "symbol": "JBL", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.49728, "strategy_rank": 91.049399, "rr": 1.448717, "primary_prob": 28.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.173075, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.406208, "hold30_r": -0.308877 }, { "symbol": "JCI", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.424374, "strategy_rank": 77.271003, "rr": 1.840142, "primary_prob": 21.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.760214, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.062157, "hold30_r": 1.198635 }, { "symbol": "KR", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.600653, "strategy_rank": 74.429578, "rr": 1.142304, "primary_prob": 35.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.713457, "raw_level_count": 20, "gate_level_count": 20, "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": 96.40914, "strategy_rank": 96.41148, "rr": 0.73043, "primary_prob": 63.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.095646, "raw_level_count": 20, "gate_level_count": 20, "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": 84.548422, "strategy_rank": 84.916795, "rr": 1.485867, "primary_prob": 27.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 76, "primary_distance_atr": 2.228801, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.440363, "hold30_r": 1.061804 }, { "symbol": "MCK", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.833515, "strategy_rank": 63.910496, "rr": 0.734517, "primary_prob": 63.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.101775, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.057275, "hold30_r": -1.0 }, { "symbol": "MNST", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.589771, "strategy_rank": 61.656488, "rr": 0.818478, "primary_prob": 60.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.227718, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.065094, "hold30_r": -1.0 }, { "symbol": "MOS", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.418934, "strategy_rank": 79.8584, "rr": 1.779773, "primary_prob": 22.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 72, "primary_distance_atr": 2.66966, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.734377, "hold30_r": 1.336396 }, { "symbol": "MS", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.17519, "strategy_rank": 74.086477, "rr": 0.778135, "primary_prob": 46.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.167203, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.704602, "hold30_r": 3.458662 }, { "symbol": "MSTR", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.238303, "strategy_rank": 99.173652, "rr": 1.258082, "primary_prob": 32.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 1.887123, "raw_level_count": 20, "gate_level_count": 20, "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": 88.574538, "strategy_rank": 89.689473, "rr": 1.928864, "primary_prob": 20.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 69, "primary_distance_atr": 2.893296, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.890619, "hold30_r": 0.785855 }, { "symbol": "NFLX", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.321001, "strategy_rank": 83.369652, "rr": 1.084063, "primary_prob": 36.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.626095, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.027957, "hold30_r": -1.0 }, { "symbol": "NI", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.786725, "strategy_rank": 60.181652, "rr": 0.703032, "primary_prob": 49.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.054548, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.618532, "hold30_r": -1.0 }, { "symbol": "NRG", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.626768, "strategy_rank": 96.07522, "rr": 1.338923, "primary_prob": 30.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.008385, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.305973, "hold30_r": 2.302628 }, { "symbol": "NTRS", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.854189, "strategy_rank": 76.873177, "rr": 1.522231, "primary_prob": 26.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.283347, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.45787, "hold30_r": 1.286621 }, { "symbol": "ORCL", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.103373, "strategy_rank": 90.774316, "rr": 1.954191, "primary_prob": 20.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.931287, "raw_level_count": 20, "gate_level_count": 20, "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": 99.673558, "strategy_rank": 98.892012, "rr": 1.762812, "primary_prob": 22.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.644217, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.735291, "hold30_r": 1.488099 }, { "symbol": "PM", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.947769, "strategy_rank": 70.063764, "rr": 1.844617, "primary_prob": 36.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.766926, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.067028, "hold30_r": -1.0 }, { "symbol": "PWR", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.097933, "strategy_rank": 81.602755, "rr": 1.339217, "primary_prob": 30.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.008826, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.29141, "hold30_r": 2.715155 }, { "symbol": "RCL", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.714908, "strategy_rank": 93.123562, "rr": 1.562922, "primary_prob": 26.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.344383, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.518281, "hold30_r": -0.75401 }, { "symbol": "RJF", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.460283, "strategy_rank": 70.050863, "rr": 1.12648, "primary_prob": 35.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.689719, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.058412, "hold30_r": 1.006123 }, { "symbol": "RL", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.668118, "strategy_rank": 90.143904, "rr": 1.332644, "primary_prob": 30.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.998966, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.282843, "hold30_r": 3.170823 }, { "symbol": "ROK", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.739935, "strategy_rank": 74.172677, "rr": 0.72455, "primary_prob": 48.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 1.086824, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.667254, "hold30_r": 0.83365 }, { "symbol": "SATS", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.932535, "strategy_rank": 98.520201, "rr": 1.869759, "primary_prob": 21.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.804638, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.841322, "hold30_r": 25.655344 }, { "symbol": "SCHW", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.139282, "strategy_rank": 69.93854, "rr": 0.925507, "primary_prob": 41.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.38826, "raw_level_count": 20, "gate_level_count": 20, "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": 87.81284, "strategy_rank": 79.742604, "rr": 0.871964, "primary_prob": 58.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.307946, "raw_level_count": 20, "gate_level_count": 20, "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": 98.803047, "strategy_rank": 93.754967, "rr": 1.535898, "primary_prob": 26.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.303847, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.502522, "hold30_r": 2.803643 }, { "symbol": "TRMB", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.615887, "strategy_rank": 76.885192, "rr": 1.148485, "primary_prob": 35.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 1.722727, "raw_level_count": 20, "gate_level_count": 20, "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": 89.553863, "strategy_rank": 92.003665, "rr": 1.281043, "primary_prob": 31.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 64, "primary_distance_atr": 1.921565, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.246004, "hold30_r": 6.005079 }, { "symbol": "TTWO", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.818281, "strategy_rank": 75.624262, "rr": 1.616115, "primary_prob": 25.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.424172, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.560854, "hold30_r": 3.614648 }, { "symbol": "UAL", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.279652, "strategy_rank": 97.151131, "rr": 1.656179, "primary_prob": 39.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.484268, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.616595, "hold30_r": -0.37777 }, { "symbol": "ULTA", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.983678, "strategy_rank": 80.205187, "rr": 1.926009, "primary_prob": 20.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.889013, "raw_level_count": 20, "gate_level_count": 20, "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": 82.154516, "strategy_rank": 64.087966, "rr": 0.786557, "primary_prob": 46.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 1.179835, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.705936, "hold30_r": -1.0 }, { "symbol": "VRSN", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.232862, "strategy_rank": 75.767564, "rr": 1.245831, "primary_prob": 32.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 1.868747, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.185124, "hold30_r": 0.082507 }, { "symbol": "VRT", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.797606, "strategy_rank": 94.387966, "rr": 1.230012, "primary_prob": 33.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.845018, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.201046, "hold30_r": 3.846792 }, { "symbol": "VST", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.585419, "strategy_rank": 97.381129, "rr": 1.648716, "primary_prob": 24.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.473074, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.619617, "hold30_r": 0.895414 }, { "symbol": "WEC", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.087051, "strategy_rank": 56.158656, "rr": 1.019925, "primary_prob": 38.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.529887, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.088492, "hold30_r": -1.0 }, { "symbol": "WFC", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.900979, "strategy_rank": 76.790946, "rr": 1.310215, "primary_prob": 31.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.965323, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.248065, "hold30_r": 1.133936 }, { "symbol": "WMB", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.304679, "strategy_rank": 64.584611, "rr": 1.423022, "primary_prob": 28.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.134533, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.361087, "hold30_r": 3.578987 }, { "symbol": "WMT", "date": "2025-08-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.501632, "strategy_rank": 65.878504, "rr": 0.861482, "primary_prob": 43.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.292222, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.790392, "hold30_r": 1.491319 }, { "symbol": "WSM", "date": "2025-08-21", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 81.71926, "strategy_rank": 82.480355, "rr": 2.310824, "primary_prob": 30.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 3.466235, "raw_level_count": 20, "gate_level_count": 20, "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": 86.398259, "strategy_rank": 82.563472, "rr": 1.743408, "primary_prob": 23.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.615112, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.688753, "hold30_r": 3.147025 }, { "symbol": "GEV", "date": "2025-08-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.020675, "strategy_rank": 96.382876, "rr": 1.65498, "primary_prob": 24.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.48247, "raw_level_count": 20, "gate_level_count": 20, "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": 94.885745, "strategy_rank": 94.367904, "rr": 1.971922, "primary_prob": 19.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 58, "primary_distance_atr": 2.957883, "raw_level_count": 20, "gate_level_count": 20, "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": 95.540691, "strategy_rank": 94.308962, "rr": 1.090968, "primary_prob": 36.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.636451, "raw_level_count": 20, "gate_level_count": 20, "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": 99.665552, "strategy_rank": 99.298701, "rr": 0.72311, "primary_prob": 48.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.084665, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.700081, "hold30_r": 5.542503 }, { "symbol": "APP", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.442586, "strategy_rank": 99.476329, "rr": 0.813644, "primary_prob": 60.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.220465, "raw_level_count": 20, "gate_level_count": 20, "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": 98.327759, "strategy_rank": 95.325538, "rr": 2.008032, "primary_prob": 34.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 3.012048, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.187978, "hold30_r": -1.150564 }, { "symbol": "CAH", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.861761, "strategy_rank": 69.642499, "rr": 1.837273, "primary_prob": 21.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.755909, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.056429, "hold30_r": 1.390815 }, { "symbol": "CASY", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.520624, "strategy_rank": 76.379676, "rr": 1.949772, "primary_prob": 20.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.924658, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.876031, "hold30_r": 4.509909 }, { "symbol": "CDNS", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.615385, "strategy_rank": 80.587833, "rr": 1.379937, "primary_prob": 29.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.069905, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.060915, "hold30_r": -1.0 }, { "symbol": "CME", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.412486, "strategy_rank": 64.556816, "rr": 1.25465, "primary_prob": 32.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 1.881975, "raw_level_count": 20, "gate_level_count": 20, "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": 92.19621, "strategy_rank": 64.537347, "rr": 0.936485, "primary_prob": 41.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.404727, "raw_level_count": 20, "gate_level_count": 20, "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": 97.435897, "strategy_rank": 97.938165, "rr": 1.80505, "primary_prob": 22.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.707575, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.779289, "hold30_r": 2.026832 }, { "symbol": "COR", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.287625, "strategy_rank": 63.538156, "rr": 1.518913, "primary_prob": 26.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.27837, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.458221, "hold30_r": 2.942608 }, { "symbol": "CRWD", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.537347, "strategy_rank": 91.737878, "rr": 1.094453, "primary_prob": 36.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.64168, "raw_level_count": 20, "gate_level_count": 20, "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": 82.497213, "strategy_rank": 66.257504, "rr": 1.201036, "primary_prob": 48.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.801555, "raw_level_count": 20, "gate_level_count": 20, "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": 82.274247, "strategy_rank": 63.765499, "rr": 1.181905, "primary_prob": 49.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.772857, "raw_level_count": 20, "gate_level_count": 20, "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": 98.104794, "strategy_rank": 98.339652, "rr": 1.091056, "primary_prob": 51.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.636584, "raw_level_count": 20, "gate_level_count": 20, "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": 96.098105, "strategy_rank": 90.828184, "rr": 1.225583, "primary_prob": 33.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.838375, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.179167, "hold30_r": 1.753769 }, { "symbol": "DE", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.169454, "strategy_rank": 71.599374, "rr": 1.31818, "primary_prob": 30.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 1.977271, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.089696, "hold30_r": -1.034779 }, { "symbol": "DLTR", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.172798, "strategy_rank": 84.08147, "rr": 0.922035, "primary_prob": 41.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 1.383052, "raw_level_count": 20, "gate_level_count": 20, "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": 83.723523, "strategy_rank": 64.980215, "rr": 1.351004, "primary_prob": 30.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.026506, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.270013, "hold30_r": -2.554609 }, { "symbol": "EBAY", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.622074, "strategy_rank": 79.089289, "rr": 1.930638, "primary_prob": 20.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.895957, "raw_level_count": 20, "gate_level_count": 20, "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": 94.091416, "strategy_rank": 85.185459, "rr": 0.880717, "primary_prob": 58.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.321076, "raw_level_count": 20, "gate_level_count": 20, "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": 82.720178, "strategy_rank": 74.689442, "rr": 1.538891, "primary_prob": 26.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.308336, "raw_level_count": 20, "gate_level_count": 20, "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": 94.314381, "strategy_rank": 86.909945, "rr": 1.25198, "primary_prob": 32.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 1.877969, "raw_level_count": 20, "gate_level_count": 20, "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": 93.311037, "strategy_rank": 68.220952, "rr": 1.395396, "primary_prob": 29.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.093094, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.314724, "hold30_r": 3.263307 }, { "symbol": "EXE", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.966555, "strategy_rank": 77.526088, "rr": 1.400778, "primary_prob": 29.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 86, "primary_distance_atr": 2.101167, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.350676, "hold30_r": 1.16315 }, { "symbol": "FFIV", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.189521, "strategy_rank": 74.645456, "rr": 1.081517, "primary_prob": 36.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.622275, "raw_level_count": 20, "gate_level_count": 20, "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": 82.943144, "strategy_rank": 84.623048, "rr": 1.801503, "primary_prob": 22.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.702254, "raw_level_count": 20, "gate_level_count": 20, "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": 93.088071, "strategy_rank": 77.909147, "rr": 1.165961, "primary_prob": 34.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.748942, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.106578, "hold30_r": -1.0 }, { "symbol": "HWM", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.432553, "strategy_rank": 87.858738, "rr": 0.707996, "primary_prob": 49.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.061994, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.654482, "hold30_r": 1.204499 }, { "symbol": "IBKR", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.658863, "strategy_rank": 94.189903, "rr": 1.385615, "primary_prob": 29.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.078422, "raw_level_count": 20, "gate_level_count": 20, "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": 84.949833, "strategy_rank": 71.044416, "rr": 1.353186, "primary_prob": 30.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.029779, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.069492, "hold30_r": -1.0 }, { "symbol": "INTU", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.379041, "strategy_rank": 70.247531, "rr": 1.557835, "primary_prob": 26.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.336752, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.053694, "hold30_r": -1.0 }, { "symbol": "JBL", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.989967, "strategy_rank": 90.551486, "rr": 1.086981, "primary_prob": 36.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.630472, "raw_level_count": 20, "gate_level_count": 20, "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": 87.513935, "strategy_rank": 75.44218, "rr": 0.706532, "primary_prob": 64.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.059798, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.168439, "hold30_r": -1.101751 }, { "symbol": "KMI", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.392419, "strategy_rank": 66.282702, "rr": 1.043526, "primary_prob": 37.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 72, "primary_distance_atr": 1.565289, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.073707, "hold30_r": -1.0 }, { "symbol": "KR", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.304348, "strategy_rank": 74.658316, "rr": 1.172637, "primary_prob": 34.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 1.758956, "raw_level_count": 20, "gate_level_count": 20, "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": 81.828317, "strategy_rank": 78.23644, "rr": 1.963857, "primary_prob": 34.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.945786, "raw_level_count": 20, "gate_level_count": 20, "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": 88.071349, "strategy_rank": 65.187208, "rr": 1.900075, "primary_prob": 20.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.850112, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.840012, "hold30_r": 3.63937 }, { "symbol": "MNST", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.06466, "strategy_rank": 64.416563, "rr": 1.259845, "primary_prob": 32.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.889767, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.195149, "hold30_r": 3.963908 }, { "symbol": "MO", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.156076, "strategy_rank": 57.243847, "rr": 1.014318, "primary_prob": 53.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.521478, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.093467, "hold30_r": -1.0 }, { "symbol": "MOS", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.051282, "strategy_rank": 77.524885, "rr": 0.871184, "primary_prob": 43.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 72, "primary_distance_atr": 1.306775, "raw_level_count": 20, "gate_level_count": 20, "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": 98.996656, "strategy_rank": 98.897214, "rr": 1.26548, "primary_prob": 32.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 1.89822, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.026804, "hold30_r": -1.0 }, { "symbol": "NEM", "date": "2025-08-28", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 80.602007, "strategy_rank": 76.31017, "rr": 2.558169, "primary_prob": 28.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 3.837253, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.498731, "hold30_r": 4.956524 }, { "symbol": "NFLX", "date": "2025-08-28", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 95.09476, "strategy_rank": 83.118056, "rr": 2.015068, "primary_prob": 34.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 3.022602, "raw_level_count": 20, "gate_level_count": 20, "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": 85.618729, "strategy_rank": 62.102187, "rr": 0.930565, "primary_prob": 41.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.395847, "raw_level_count": 20, "gate_level_count": 20, "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": 96.767001, "strategy_rank": 96.03501, "rr": 1.19332, "primary_prob": 33.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 1.789981, "raw_level_count": 20, "gate_level_count": 20, "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": 83.946488, "strategy_rank": 84.457759, "rr": 1.551567, "primary_prob": 41.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.327351, "raw_level_count": 20, "gate_level_count": 20, "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": 95.317726, "strategy_rank": 90.648993, "rr": 1.493868, "primary_prob": 27.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.240801, "raw_level_count": 20, "gate_level_count": 20, "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": 99.888517, "strategy_rank": 98.95422, "rr": 1.571739, "primary_prob": 25.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.357608, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.544229, "hold30_r": 1.50667 }, { "symbol": "PM", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.746934, "strategy_rank": 70.096825, "rr": 1.478461, "primary_prob": 27.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.217691, "raw_level_count": 20, "gate_level_count": 20, "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": 91.527313, "strategy_rank": 81.95566, "rr": 0.975064, "primary_prob": 39.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.462596, "raw_level_count": 20, "gate_level_count": 20, "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": 87.179487, "strategy_rank": 73.239212, "rr": 0.767371, "primary_prob": 62.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.151057, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.078439, "hold30_r": -1.0 }, { "symbol": "SMCI", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.86845, "strategy_rank": 95.507693, "rr": 1.247888, "primary_prob": 32.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.871832, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.206149, "hold30_r": -1.179848 }, { "symbol": "TDY", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.824972, "strategy_rank": 61.583042, "rr": 1.705171, "primary_prob": 23.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.557756, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.082787, "hold30_r": -1.0 }, { "symbol": "TPR", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.77369, "strategy_rank": 93.869058, "rr": 1.814245, "primary_prob": 22.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.721368, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.773944, "hold30_r": 1.101685 }, { "symbol": "TRMB", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.51728, "strategy_rank": 78.947635, "rr": 1.624024, "primary_prob": 25.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 2.436036, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.061855, "hold30_r": -1.0 }, { "symbol": "TSLA", "date": "2025-08-28", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 91.081382, "strategy_rank": 93.1563, "rr": 3.036081, "primary_prob": 25.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 4.554121, "raw_level_count": 20, "gate_level_count": 20, "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": 89.297659, "strategy_rank": 73.720819, "rr": 0.843238, "primary_prob": 59.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.264857, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.780337, "hold30_r": 2.285462 }, { "symbol": "UAL", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.212932, "strategy_rank": 97.181422, "rr": 1.862252, "primary_prob": 36.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.793379, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.153407, "hold30_r": -1.10885 }, { "symbol": "ULTA", "date": "2025-08-28", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 87.736901, "strategy_rank": 82.639412, "rr": 2.155983, "primary_prob": 32.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 3.233975, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.061037, "hold30_r": -1.0 }, { "symbol": "V", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.605351, "strategy_rank": 64.198273, "rr": 1.33462, "primary_prob": 30.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.00193, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.088252, "hold30_r": -1.0 }, { "symbol": "VRSN", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.64214, "strategy_rank": 75.394548, "rr": 1.415296, "primary_prob": 28.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 2.122945, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.347841, "hold30_r": -1.0 }, { "symbol": "VRT", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.763657, "strategy_rank": 95.633002, "rr": 1.282892, "primary_prob": 31.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.924338, "raw_level_count": 20, "gate_level_count": 20, "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": 98.550725, "strategy_rank": 97.016653, "rr": 1.266239, "primary_prob": 32.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.899359, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.048968, "hold30_r": -1.016069 }, { "symbol": "WMB", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.277592, "strategy_rank": 66.87051, "rr": 1.420926, "primary_prob": 28.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.131389, "raw_level_count": 20, "gate_level_count": 20, "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": 81.382386, "strategy_rank": 64.576124, "rr": 1.706127, "primary_prob": 23.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.559191, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.628491, "hold30_r": 2.31431 }, { "symbol": "WSM", "date": "2025-08-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.851728, "strategy_rank": 87.257389, "rr": 1.101637, "primary_prob": 36.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.652455, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.063169, "hold30_r": -0.676045 }, { "symbol": "GEV", "date": "2025-08-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.219621, "strategy_rank": 96.517138, "rr": 1.507531, "primary_prob": 27.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.261297, "raw_level_count": 20, "gate_level_count": 20, "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": 93.645485, "strategy_rank": 93.649726, "rr": 1.136837, "primary_prob": 35.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 54, "primary_distance_atr": 1.705256, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.100903, "hold30_r": 9.477503 }, { "symbol": "CEG", "date": "2025-09-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.353914, "strategy_rank": 95.471528, "rr": 1.625215, "primary_prob": 25.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.437823, "raw_level_count": 20, "gate_level_count": 20, "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": 99.669239, "strategy_rank": 99.338952, "rr": 1.515476, "primary_prob": 26.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.273214, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.489522, "hold30_r": 3.597707 }, { "symbol": "AVGO", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.9129, "strategy_rank": 94.468986, "rr": 0.741213, "primary_prob": 63.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.111819, "raw_level_count": 20, "gate_level_count": 20, "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": 98.676957, "strategy_rank": 96.034222, "rr": 1.383182, "primary_prob": 29.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.074772, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.347878, "hold30_r": -1.0 }, { "symbol": "BA", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.438809, "strategy_rank": 82.775889, "rr": 1.310799, "primary_prob": 31.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.966198, "raw_level_count": 20, "gate_level_count": 20, "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": 88.202867, "strategy_rank": 72.942447, "rr": 1.331295, "primary_prob": 30.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.996942, "raw_level_count": 20, "gate_level_count": 20, "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": 88.533627, "strategy_rank": 67.127724, "rr": 1.957676, "primary_prob": 20.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.936515, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.060458, "hold30_r": 1.38451 }, { "symbol": "CASY", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.510474, "strategy_rank": 78.033103, "rr": 1.283724, "primary_prob": 31.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.925586, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.205469, "hold30_r": 4.752011 }, { "symbol": "CBOE", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.572216, "strategy_rank": 62.696587, "rr": 1.595112, "primary_prob": 25.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.392669, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.529631, "hold30_r": 0.991033 }, { "symbol": "CDNS", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.785006, "strategy_rank": 80.891354, "rr": 1.638627, "primary_prob": 24.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.45794, "raw_level_count": 20, "gate_level_count": 20, "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": 90.738699, "strategy_rank": 64.640437, "rr": 1.890671, "primary_prob": 20.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 2.836006, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.815775, "hold30_r": 0.843909 }, { "symbol": "COF", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.887541, "strategy_rank": 82.984715, "rr": 0.93927, "primary_prob": 56.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.408905, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.881561, "hold30_r": -1.0 }, { "symbol": "COHR", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.76957, "strategy_rank": 90.210065, "rr": 1.764729, "primary_prob": 22.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.647094, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.738746, "hold30_r": 2.457874 }, { "symbol": "COIN", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.574421, "strategy_rank": 98.070817, "rr": 1.43433, "primary_prob": 28.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.151494, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.407507, "hold30_r": 1.657485 }, { "symbol": "CRWD", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.715546, "strategy_rank": 91.173569, "rr": 1.21389, "primary_prob": 33.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.820836, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.174744, "hold30_r": 3.143801 }, { "symbol": "CSCO", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.005513, "strategy_rank": 68.160247, "rr": 1.678754, "primary_prob": 24.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.518131, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.606392, "hold30_r": 1.746843 }, { "symbol": "CTVA", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.146637, "strategy_rank": 62.287228, "rr": 1.336405, "primary_prob": 30.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.004608, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.254146, "hold30_r": -1.0 }, { "symbol": "CVNA", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.45645, "strategy_rank": 98.622158, "rr": 1.455547, "primary_prob": 28.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.183321, "raw_level_count": 20, "gate_level_count": 20, "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": 97.794928, "strategy_rank": 92.046758, "rr": 1.23411, "primary_prob": 32.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.851165, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.188974, "hold30_r": 1.478069 }, { "symbol": "DE", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.910695, "strategy_rank": 70.460394, "rr": 1.689212, "primary_prob": 23.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.533817, "raw_level_count": 20, "gate_level_count": 20, "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": 93.495039, "strategy_rank": 86.360624, "rr": 2.41994, "primary_prob": 14.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 3.62991, "raw_level_count": 20, "gate_level_count": 20, "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": 93.936053, "strategy_rank": 90.898409, "rr": 1.756938, "primary_prob": 22.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.635407, "raw_level_count": 20, "gate_level_count": 20, "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": 83.241455, "strategy_rank": 64.017917, "rr": 0.729765, "primary_prob": 48.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.094647, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.64128, "hold30_r": -3.467551 }, { "symbol": "EBAY", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.818082, "strategy_rank": 85.436534, "rr": 1.934267, "primary_prob": 20.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.9014, "raw_level_count": 20, "gate_level_count": 20, "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": 95.148842, "strategy_rank": 85.899344, "rr": 1.121062, "primary_prob": 35.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.681593, "raw_level_count": 20, "gate_level_count": 20, "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": 94.15656, "strategy_rank": 86.162896, "rr": 1.606183, "primary_prob": 25.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.409275, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.044128, "hold30_r": -1.0 }, { "symbol": "ETR", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.164278, "strategy_rank": 66.833937, "rr": 1.565877, "primary_prob": 26.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.348815, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.485729, "hold30_r": 3.69457 }, { "symbol": "EVRG", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.918412, "strategy_rank": 57.739364, "rr": 1.251811, "primary_prob": 32.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.877716, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.145972, "hold30_r": 4.715447 }, { "symbol": "EXC", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.92613, "strategy_rank": 57.837718, "rr": 1.777812, "primary_prob": 22.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 66, "primary_distance_atr": 2.666718, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.68834, "hold30_r": 4.480841 }, { "symbol": "EXE", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.195149, "strategy_rank": 76.709732, "rr": 1.905514, "primary_prob": 20.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 86, "primary_distance_atr": 2.858271, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.85473, "hold30_r": 1.401074 }, { "symbol": "FAST", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.320838, "strategy_rank": 69.549697, "rr": 1.271638, "primary_prob": 32.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.907457, "raw_level_count": 20, "gate_level_count": 20, "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": 92.502756, "strategy_rank": 76.117568, "rr": 1.319591, "primary_prob": 30.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.979387, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.253661, "hold30_r": -1.0 }, { "symbol": "GILD", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.52591, "strategy_rank": 75.553599, "rr": 1.463424, "primary_prob": 42.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.195136, "raw_level_count": 20, "gate_level_count": 20, "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": 81.697905, "strategy_rank": 83.322895, "rr": 2.691596, "primary_prob": 12.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 4.037395, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.046959, "hold30_r": -1.0 }, { "symbol": "HWM", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.471885, "strategy_rank": 87.585386, "rr": 1.59499, "primary_prob": 25.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.392485, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.542904, "hold30_r": 1.677737 }, { "symbol": "IBKR", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.692393, "strategy_rank": 93.885115, "rr": 1.274614, "primary_prob": 31.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.911921, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.23408, "hold30_r": 2.044907 }, { "symbol": "IDXX", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.667034, "strategy_rank": 86.729038, "rr": 1.53528, "primary_prob": 26.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.30292, "raw_level_count": 20, "gate_level_count": 20, "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": 98.125689, "strategy_rank": 91.287101, "rr": 1.020572, "primary_prob": 38.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.530859, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.972587, "hold30_r": -1.0 }, { "symbol": "JCI", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.541345, "strategy_rank": 75.45295, "rr": 1.362062, "primary_prob": 30.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.043093, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.30078, "hold30_r": 0.749939 }, { "symbol": "KR", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.723264, "strategy_rank": 74.884258, "rr": 1.163953, "primary_prob": 34.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 1.74593, "raw_level_count": 20, "gate_level_count": 20, "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": 85.446527, "strategy_rank": 81.222261, "rr": 1.021387, "primary_prob": 38.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 1.532081, "raw_level_count": 20, "gate_level_count": 20, "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": 83.792723, "strategy_rank": 62.02495, "rr": 1.827796, "primary_prob": 36.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.741695, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.759341, "hold30_r": 4.909576 }, { "symbol": "META", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.982359, "strategy_rank": 85.045801, "rr": 1.065869, "primary_prob": 37.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.598804, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.004403, "hold30_r": -1.0 }, { "symbol": "MNST", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.485116, "strategy_rank": 59.643546, "rr": 1.912332, "primary_prob": 20.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.868498, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.844437, "hold30_r": 4.217621 }, { "symbol": "MO", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.477398, "strategy_rank": 57.893209, "rr": 0.931997, "primary_prob": 56.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.397996, "raw_level_count": 20, "gate_level_count": 20, "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": 99.338479, "strategy_rank": 99.173499, "rr": 1.436005, "primary_prob": 28.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.154008, "raw_level_count": 20, "gate_level_count": 20, "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": 84.233738, "strategy_rank": 86.74996, "rr": 1.807582, "primary_prob": 37.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.711374, "raw_level_count": 20, "gate_level_count": 20, "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": 82.690187, "strategy_rank": 65.052735, "rr": 1.415192, "primary_prob": 28.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.122788, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.091917, "hold30_r": -1.0 }, { "symbol": "NEM", "date": "2025-09-05", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 87.761852, "strategy_rank": 82.016997, "rr": 2.224862, "primary_prob": 31.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 3.337292, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.167693, "hold30_r": 5.478938 }, { "symbol": "NFLX", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.36935, "strategy_rank": 81.461188, "rr": 1.64447, "primary_prob": 39.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.466705, "raw_level_count": 20, "gate_level_count": 20, "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": 82.46968, "strategy_rank": 60.107631, "rr": 1.306737, "primary_prob": 31.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.960106, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.242121, "hold30_r": 2.339181 }, { "symbol": "NRG", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.141125, "strategy_rank": 95.613765, "rr": 1.354402, "primary_prob": 30.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.031603, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.314746, "hold30_r": 2.830651 }, { "symbol": "NTRS", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.564498, "strategy_rank": 76.078409, "rr": 1.5578, "primary_prob": 26.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.3367, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.49239, "hold30_r": -1.0 }, { "symbol": "NVDA", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.061742, "strategy_rank": 89.255995, "rr": 0.771466, "primary_prob": 47.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.157199, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.726939, "hold30_r": 2.159439 }, { "symbol": "ORCL", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.589857, "strategy_rank": 90.965763, "rr": 1.16501, "primary_prob": 34.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.747515, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.123487, "hold30_r": 5.218074 }, { "symbol": "PLTR", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.889746, "strategy_rank": 98.865554, "rr": 1.216635, "primary_prob": 33.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.824952, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.189774, "hold30_r": 2.196433 }, { "symbol": "PM", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.077178, "strategy_rank": 69.496756, "rr": 1.258898, "primary_prob": 32.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.888347, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.200524, "hold30_r": -1.038844 }, { "symbol": "PWR", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.85667, "strategy_rank": 80.807158, "rr": 1.834878, "primary_prob": 21.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.752318, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.78406, "hold30_r": 4.184828 }, { "symbol": "RJF", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.22602, "strategy_rank": 71.750725, "rr": 1.295954, "primary_prob": 31.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.94393, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.230071, "hold30_r": -1.0 }, { "symbol": "SCHW", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.959206, "strategy_rank": 72.592149, "rr": 1.160319, "primary_prob": 34.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.740479, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.098326, "hold30_r": 0.703775 }, { "symbol": "SMCI", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.943771, "strategy_rank": 94.928481, "rr": 2.535287, "primary_prob": 13.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 3.802931, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.508789, "hold30_r": 3.85908 }, { "symbol": "TDY", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.705623, "strategy_rank": 60.557813, "rr": 1.188347, "primary_prob": 34.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.782521, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.103566, "hold30_r": 1.021495 }, { "symbol": "TPR", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.897464, "strategy_rank": 93.908842, "rr": 1.618134, "primary_prob": 25.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.427201, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.574168, "hold30_r": 2.667173 }, { "symbol": "TRMB", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.754135, "strategy_rank": 79.176352, "rr": 1.15544, "primary_prob": 34.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 1.73316, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.063441, "hold30_r": -1.0 }, { "symbol": "TSLA", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.518192, "strategy_rank": 92.768021, "rr": 1.679832, "primary_prob": 39.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.519749, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.642233, "hold30_r": 4.740624 }, { "symbol": "UAL", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.133407, "strategy_rank": 97.134354, "rr": 1.522592, "primary_prob": 41.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.283889, "raw_level_count": 20, "gate_level_count": 20, "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": 88.974642, "strategy_rank": 85.476082, "rr": 1.7187, "primary_prob": 23.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.57805, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.674421, "hold30_r": 0.801969 }, { "symbol": "VRSN", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.282249, "strategy_rank": 74.773786, "rr": 1.484796, "primary_prob": 42.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.227193, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.074992, "hold30_r": -1.0 }, { "symbol": "VRT", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.810364, "strategy_rank": 95.745669, "rr": 1.562491, "primary_prob": 26.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.343736, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.533421, "hold30_r": 5.860806 }, { "symbol": "VST", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.117971, "strategy_rank": 97.235003, "rr": 1.168133, "primary_prob": 34.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.752199, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.136362, "hold30_r": 1.128039 }, { "symbol": "WFC", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.154355, "strategy_rank": 71.108049, "rr": 1.732129, "primary_prob": 23.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.598193, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.673056, "hold30_r": 1.61598 }, { "symbol": "WMB", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.13892, "strategy_rank": 64.732926, "rr": 1.853053, "primary_prob": 21.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.77958, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.787946, "hold30_r": 2.993569 }, { "symbol": "WMT", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.108049, "strategy_rank": 67.709555, "rr": 1.254798, "primary_prob": 32.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.882198, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.174334, "hold30_r": 2.890023 }, { "symbol": "WSM", "date": "2025-09-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.841235, "strategy_rank": 89.795472, "rr": 1.389257, "primary_prob": 44.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.083886, "raw_level_count": 20, "gate_level_count": 20, "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": 87.100331, "strategy_rank": 83.437192, "rr": 1.162981, "primary_prob": 49.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.744471, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.113401, "hold30_r": -1.0 }, { "symbol": "GEV", "date": "2025-09-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.207248, "strategy_rank": 96.526522, "rr": 1.70346, "primary_prob": 23.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.555189, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.671053, "hold30_r": -0.166289 }, { "symbol": "WBD", "date": "2025-09-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.865232, "strategy_rank": 93.274893, "rr": 1.61935, "primary_prob": 40.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 58, "primary_distance_atr": 2.429026, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.581952, "hold30_r": 9.039291 }, { "symbol": "CEG", "date": "2025-09-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.508494, "strategy_rank": 95.26952, "rr": 1.846632, "primary_prob": 21.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.769947, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.808903, "hold30_r": 2.835542 }, { "symbol": "ANET", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.544734, "strategy_rank": 93.139685, "rr": 1.626791, "primary_prob": 24.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.440186, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.593332, "hold30_r": 1.731867 }, { "symbol": "AXON", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.414496, "strategy_rank": 95.021369, "rr": 1.859881, "primary_prob": 36.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.789822, "raw_level_count": 20, "gate_level_count": 20, "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": 85.730464, "strategy_rank": 81.866529, "rr": 1.113986, "primary_prob": 35.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 70, "primary_distance_atr": 1.670979, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.061157, "hold30_r": 0.661762 }, { "symbol": "BKNG", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.691959, "strategy_rank": 68.83324, "rr": 1.573362, "primary_prob": 25.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.360043, "raw_level_count": 20, "gate_level_count": 20, "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": 82.899207, "strategy_rank": 63.289626, "rr": 1.496486, "primary_prob": 27.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.244729, "raw_level_count": 20, "gate_level_count": 20, "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": 81.313703, "strategy_rank": 60.279321, "rr": 1.47865, "primary_prob": 27.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.217975, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.407254, "hold30_r": 0.691984 }, { "symbol": "CME", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.749717, "strategy_rank": 61.878648, "rr": 1.069313, "primary_prob": 37.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 1.60397, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.986172, "hold30_r": 1.147431 }, { "symbol": "COF", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.976217, "strategy_rank": 82.670683, "rr": 0.687237, "primary_prob": 50.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.030856, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.625495, "hold30_r": -1.0 }, { "symbol": "COHR", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.429219, "strategy_rank": 90.759277, "rr": 1.804566, "primary_prob": 37.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.706848, "raw_level_count": 20, "gate_level_count": 20, "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": 98.187995, "strategy_rank": 98.358294, "rr": 2.324843, "primary_prob": 30.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 3.487264, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.294384, "hold30_r": 1.481272 }, { "symbol": "CRWD", "date": "2025-09-12", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 94.110985, "strategy_rank": 89.735156, "rr": 2.491779, "primary_prob": 29.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 3.737668, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.448269, "hold30_r": 4.550534 }, { "symbol": "CSCO", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.937712, "strategy_rank": 68.042371, "rr": 1.9507, "primary_prob": 20.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.926051, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.875988, "hold30_r": 2.302142 }, { "symbol": "CVNA", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.640997, "strategy_rank": 98.743268, "rr": 1.75689, "primary_prob": 22.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.635335, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.030737, "hold30_r": -1.0 }, { "symbol": "DASH", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.489241, "strategy_rank": 90.755139, "rr": 1.351678, "primary_prob": 45.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.027517, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.302738, "hold30_r": -1.0 }, { "symbol": "DG", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.243488, "strategy_rank": 85.43741, "rr": 1.371597, "primary_prob": 29.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.057396, "raw_level_count": 20, "gate_level_count": 20, "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": 97.281993, "strategy_rank": 92.701468, "rr": 1.331591, "primary_prob": 30.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 1.997387, "raw_level_count": 20, "gate_level_count": 20, "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": 82.672707, "strategy_rank": 62.452343, "rr": 1.399368, "primary_prob": 44.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.099052, "raw_level_count": 20, "gate_level_count": 20, "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": 81.766704, "strategy_rank": 64.97425, "rr": 1.271816, "primary_prob": 32.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.907724, "raw_level_count": 20, "gate_level_count": 20, "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": 95.696489, "strategy_rank": 85.109714, "rr": 1.571789, "primary_prob": 25.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.357683, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.126499, "hold30_r": -1.0742 }, { "symbol": "EME", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.091733, "strategy_rank": 84.032991, "rr": 1.004112, "primary_prob": 39.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.506168, "raw_level_count": 20, "gate_level_count": 20, "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": 94.337486, "strategy_rank": 86.092801, "rr": 1.947609, "primary_prob": 20.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.921413, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.04493, "hold30_r": -1.0 }, { "symbol": "EXE", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.296716, "strategy_rank": 74.423538, "rr": 1.77956, "primary_prob": 22.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 86, "primary_distance_atr": 2.66934, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.726526, "hold30_r": 2.080664 }, { "symbol": "FAST", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.221971, "strategy_rank": 68.84814, "rr": 1.640995, "primary_prob": 24.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.461492, "raw_level_count": 20, "gate_level_count": 20, "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": 91.392978, "strategy_rank": 75.751103, "rr": 0.942745, "primary_prob": 40.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.414118, "raw_level_count": 20, "gate_level_count": 20, "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": 87.88222, "strategy_rank": 77.637463, "rr": 1.615415, "primary_prob": 25.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.423123, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.565976, "hold30_r": 0.051509 }, { "symbol": "FOXA", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.033975, "strategy_rank": 78.770389, "rr": 1.506779, "primary_prob": 27.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.260168, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.457651, "hold30_r": 0.476522 }, { "symbol": "GILD", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.298981, "strategy_rank": 78.116074, "rr": 1.558041, "primary_prob": 26.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.337061, "raw_level_count": 20, "gate_level_count": 20, "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": 84.711212, "strategy_rank": 85.22545, "rr": 2.242974, "primary_prob": 16.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 3.364461, "raw_level_count": 20, "gate_level_count": 20, "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": 96.715742, "strategy_rank": 91.897852, "rr": 1.105083, "primary_prob": 51.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.657625, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.058068, "hold30_r": 1.863641 }, { "symbol": "IDXX", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.540204, "strategy_rank": 83.548731, "rr": 1.602186, "primary_prob": 25.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.403279, "raw_level_count": 20, "gate_level_count": 20, "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": 87.655719, "strategy_rank": 80.058098, "rr": 0.765635, "primary_prob": 47.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.148452, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.710568, "hold30_r": 2.71027 }, { "symbol": "JBL", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.734994, "strategy_rank": 90.37151, "rr": 1.794049, "primary_prob": 22.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.691074, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.73988, "hold30_r": -1.0 }, { "symbol": "JCI", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.956965, "strategy_rank": 73.914219, "rr": 0.953272, "primary_prob": 40.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.429908, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.893366, "hold30_r": 1.506985 }, { "symbol": "KR", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.07248, "strategy_rank": 73.647569, "rr": 1.628712, "primary_prob": 24.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.443068, "raw_level_count": 20, "gate_level_count": 20, "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": 82.446206, "strategy_rank": 78.956688, "rr": 1.174651, "primary_prob": 34.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 1.761977, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.063284, "hold30_r": -1.0 }, { "symbol": "META", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.523216, "strategy_rank": 83.643174, "rr": 0.99966, "primary_prob": 39.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.499491, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.933853, "hold30_r": -1.0 }, { "symbol": "MNST", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.860702, "strategy_rank": 60.16584, "rr": 0.68996, "primary_prob": 65.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.03494, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.62068, "hold30_r": 2.677376 }, { "symbol": "MO", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.125708, "strategy_rank": 59.036412, "rr": 0.865738, "primary_prob": 43.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.298607, "raw_level_count": 20, "gate_level_count": 20, "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": 83.91846, "strategy_rank": 79.003103, "rr": 1.253046, "primary_prob": 47.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 72, "primary_distance_atr": 1.879569, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.197456, "hold30_r": -2.519308 }, { "symbol": "MSTR", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.433749, "strategy_rank": 99.060638, "rr": 1.787109, "primary_prob": 22.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.680664, "raw_level_count": 20, "gate_level_count": 20, "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": 89.014723, "strategy_rank": 82.502613, "rr": 2.090577, "primary_prob": 33.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 3.135866, "raw_level_count": 20, "gate_level_count": 20, "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": 95.469989, "strategy_rank": 80.980576, "rr": 1.495536, "primary_prob": 27.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.243304, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.055185, "hold30_r": -1.0 }, { "symbol": "NI", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.294451, "strategy_rank": 58.717428, "rr": 1.76423, "primary_prob": 22.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.646345, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.072946, "hold30_r": -1.0 }, { "symbol": "NRG", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.942242, "strategy_rank": 96.060927, "rr": 0.912311, "primary_prob": 56.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.368466, "raw_level_count": 20, "gate_level_count": 20, "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": 82.219706, "strategy_rank": 73.741577, "rr": 1.008377, "primary_prob": 38.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.512566, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.941659, "hold30_r": -1.0 }, { "symbol": "NVDA", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.713477, "strategy_rank": 87.899886, "rr": 1.861634, "primary_prob": 36.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.792451, "raw_level_count": 20, "gate_level_count": 20, "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": 89.241223, "strategy_rank": 91.586503, "rr": 1.995121, "primary_prob": 34.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.992682, "raw_level_count": 20, "gate_level_count": 20, "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": 99.660249, "strategy_rank": 98.336835, "rr": 1.305844, "primary_prob": 46.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.958766, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.273786, "hold30_r": 1.234222 }, { "symbol": "PM", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.807475, "strategy_rank": 69.584689, "rr": 1.396314, "primary_prob": 29.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.094472, "raw_level_count": 20, "gate_level_count": 20, "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": 89.580974, "strategy_rank": 80.421614, "rr": 2.222758, "primary_prob": 31.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 3.334137, "raw_level_count": 20, "gate_level_count": 20, "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": 96.03624, "strategy_rank": 92.13487, "rr": 1.326412, "primary_prob": 30.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.989618, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.041137, "hold30_r": -1.0 }, { "symbol": "RTX", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.634202, "strategy_rank": 69.238059, "rr": 0.778903, "primary_prob": 46.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.168354, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.700393, "hold30_r": 5.742784 }, { "symbol": "SATS", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.84598, "strategy_rank": 94.258249, "rr": 0.674863, "primary_prob": 65.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.012295, "raw_level_count": 20, "gate_level_count": 20, "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": 90.486976, "strategy_rank": 71.48568, "rr": 1.598451, "primary_prob": 25.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.397677, "raw_level_count": 20, "gate_level_count": 20, "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": 93.884485, "strategy_rank": 95.549456, "rr": 2.911473, "primary_prob": 25.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 4.367209, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.882751, "hold30_r": 1.049944 }, { "symbol": "TMUS", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.465459, "strategy_rank": 70.066093, "rr": 1.788823, "primary_prob": 22.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.683234, "raw_level_count": 20, "gate_level_count": 20, "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": 98.867497, "strategy_rank": 93.268334, "rr": 1.127178, "primary_prob": 50.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.690767, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.082552, "hold30_r": 1.726866 }, { "symbol": "TRMB", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.390713, "strategy_rank": 76.911508, "rr": 1.02691, "primary_prob": 38.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 1.540365, "raw_level_count": 20, "gate_level_count": 20, "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": 84.484711, "strategy_rank": 88.324818, "rr": 2.145752, "primary_prob": 32.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 3.218627, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.10736, "hold30_r": 1.831651 }, { "symbol": "UAL", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.262741, "strategy_rank": 96.230072, "rr": 1.444838, "primary_prob": 43.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.167257, "raw_level_count": 20, "gate_level_count": 20, "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": 87.202718, "strategy_rank": 83.541903, "rr": 1.874143, "primary_prob": 21.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.811214, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.82617, "hold30_r": 0.141695 }, { "symbol": "VRSN", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.619479, "strategy_rank": 74.789744, "rr": 1.721012, "primary_prob": 38.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.581518, "raw_level_count": 20, "gate_level_count": 20, "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": 95.016988, "strategy_rank": 95.018679, "rr": 1.92672, "primary_prob": 35.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.890081, "raw_level_count": 20, "gate_level_count": 20, "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": 84.14496, "strategy_rank": 72.747626, "rr": 0.842928, "primary_prob": 59.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.264392, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.778469, "hold30_r": -1.0 }, { "symbol": "WSM", "date": "2025-09-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.638732, "strategy_rank": 89.824488, "rr": 1.223163, "primary_prob": 33.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.834744, "raw_level_count": 20, "gate_level_count": 20, "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": 88.674972, "strategy_rank": 84.640353, "rr": 1.096581, "primary_prob": 51.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.644871, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.044576, "hold30_r": -1.0 }, { "symbol": "GEV", "date": "2025-09-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.321267, "strategy_rank": 96.745226, "rr": 0.935822, "primary_prob": 56.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.403733, "raw_level_count": 20, "gate_level_count": 20, "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": 95.475113, "strategy_rank": 96.459698, "rr": 1.640319, "primary_prob": 39.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.460479, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.027715, "hold30_r": -1.0 }, { "symbol": "CEG", "date": "2025-09-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.266968, "strategy_rank": 94.471624, "rr": 1.591977, "primary_prob": 40.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.387966, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.553086, "hold30_r": 3.6016 }, { "symbol": "AVGO", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.945701, "strategy_rank": 94.539957, "rr": 1.073975, "primary_prob": 52.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.610963, "raw_level_count": 20, "gate_level_count": 20, "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": 98.755656, "strategy_rank": 94.993366, "rr": 1.505438, "primary_prob": 27.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.258156, "raw_level_count": 20, "gate_level_count": 20, "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": 90.384615, "strategy_rank": 67.167536, "rr": 1.628857, "primary_prob": 24.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.443285, "raw_level_count": 20, "gate_level_count": 20, "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": 89.027149, "strategy_rank": 84.047818, "rr": 1.261334, "primary_prob": 32.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 70, "primary_distance_atr": 1.892001, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.203442, "hold30_r": -1.0 }, { "symbol": "BKNG", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.538462, "strategy_rank": 70.678618, "rr": 1.621573, "primary_prob": 25.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.432359, "raw_level_count": 20, "gate_level_count": 20, "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": 89.819005, "strategy_rank": 68.398727, "rr": 0.818677, "primary_prob": 45.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 1.228016, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.749016, "hold30_r": 9.585341 }, { "symbol": "CASY", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.122172, "strategy_rank": 73.380436, "rr": 0.751624, "primary_prob": 62.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.127436, "raw_level_count": 20, "gate_level_count": 20, "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": 84.38914, "strategy_rank": 62.597822, "rr": 1.624808, "primary_prob": 25.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.437212, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.555014, "hold30_r": 1.883671 }, { "symbol": "CCL", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.004525, "strategy_rank": 92.413337, "rr": 1.179133, "primary_prob": 34.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.768699, "raw_level_count": 20, "gate_level_count": 20, "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": 87.217195, "strategy_rank": 62.238477, "rr": 1.187817, "primary_prob": 34.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 1.781726, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.105166, "hold30_r": 0.625741 }, { "symbol": "COIN", "date": "2025-09-19", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 98.529412, "strategy_rank": 98.665503, "rr": 2.267824, "primary_prob": 31.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 3.401736, "raw_level_count": 20, "gate_level_count": 20, "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": 89.253394, "strategy_rank": 66.511274, "rr": 1.583713, "primary_prob": 25.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.37557, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.519831, "hold30_r": 5.263332 }, { "symbol": "CSCO", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.882353, "strategy_rank": 65.600698, "rr": 1.91714, "primary_prob": 35.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.87571, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.842232, "hold30_r": 2.690608 }, { "symbol": "CTVA", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.674208, "strategy_rank": 64.799064, "rr": 1.695505, "primary_prob": 23.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.543258, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.063414, "hold30_r": -1.0 }, { "symbol": "CVS", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.728507, "strategy_rank": 72.191311, "rr": 1.63835, "primary_prob": 39.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.457524, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.579582, "hold30_r": 1.266816 }, { "symbol": "DG", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.248869, "strategy_rank": 86.301327, "rr": 1.897307, "primary_prob": 20.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.84596, "raw_level_count": 20, "gate_level_count": 20, "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": 96.493213, "strategy_rank": 92.426605, "rr": 1.850252, "primary_prob": 21.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.775377, "raw_level_count": 20, "gate_level_count": 20, "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": 82.239819, "strategy_rank": 64.279738, "rr": 1.520749, "primary_prob": 26.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.281124, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.470938, "hold30_r": -1.0 }, { "symbol": "EA", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.108597, "strategy_rank": 64.267544, "rr": 1.154422, "primary_prob": 34.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.731633, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.066597, "hold30_r": -1.0 }, { "symbol": "EBAY", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.040724, "strategy_rank": 85.499693, "rr": 1.614464, "primary_prob": 25.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.421696, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.057148, "hold30_r": -1.0 }, { "symbol": "EME", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.61086, "strategy_rank": 82.173365, "rr": 0.8537, "primary_prob": 43.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.28055, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.803085, "hold30_r": 1.752247 }, { "symbol": "EQT", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.701357, "strategy_rank": 87.228238, "rr": 1.793471, "primary_prob": 22.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.690207, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.748239, "hold30_r": 2.018391 }, { "symbol": "ETR", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.873303, "strategy_rank": 66.807922, "rr": 1.193048, "primary_prob": 33.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.789571, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.108714, "hold30_r": 3.528545 }, { "symbol": "EXE", "date": "2025-09-19", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 83.710407, "strategy_rank": 73.241353, "rr": 2.156746, "primary_prob": 32.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 3.235119, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.103202, "hold30_r": 1.307349 }, { "symbol": "FAST", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.574661, "strategy_rank": 69.154805, "rr": 1.57383, "primary_prob": 25.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.360745, "raw_level_count": 20, "gate_level_count": 20, "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": 89.59276, "strategy_rank": 79.56239, "rr": 0.819059, "primary_prob": 60.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.228588, "raw_level_count": 20, "gate_level_count": 20, "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": 93.778281, "strategy_rank": 79.475305, "rr": 1.648069, "primary_prob": 24.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.472103, "raw_level_count": 20, "gate_level_count": 20, "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": 82.692308, "strategy_rank": 84.020209, "rr": 2.638594, "primary_prob": 12.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 3.95789, "raw_level_count": 20, "gate_level_count": 20, "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": 84.162896, "strategy_rank": 79.354705, "rr": 1.091863, "primary_prob": 36.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.637795, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.019819, "hold30_r": -2.213847 }, { "symbol": "KR", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.099548, "strategy_rank": 74.864599, "rr": 1.212242, "primary_prob": 33.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 1.818363, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.154065, "hold30_r": -1.0 }, { "symbol": "LVS", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.429864, "strategy_rank": 77.894125, "rr": 0.920697, "primary_prob": 41.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 1.381046, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.06138, "hold30_r": -1.0 }, { "symbol": "LYV", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.457014, "strategy_rank": 80.255503, "rr": 1.58304, "primary_prob": 25.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.374559, "raw_level_count": 20, "gate_level_count": 20, "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": 92.420814, "strategy_rank": 68.457282, "rr": 1.314662, "primary_prob": 31.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 1.971992, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.24349, "hold30_r": 5.759989 }, { "symbol": "MNST", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.031674, "strategy_rank": 62.596748, "rr": 1.098591, "primary_prob": 36.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.647886, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.034951, "hold30_r": 1.339684 }, { "symbol": "MO", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.19457, "strategy_rank": 65.993826, "rr": 1.931241, "primary_prob": 20.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.896861, "raw_level_count": 20, "gate_level_count": 20, "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": 83.936652, "strategy_rank": 79.060741, "rr": 0.996014, "primary_prob": 54.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 72, "primary_distance_atr": 1.494021, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.938989, "hold30_r": -2.836165 }, { "symbol": "MSTR", "date": "2025-09-19", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 99.547511, "strategy_rank": 98.971394, "rr": 2.275601, "primary_prob": 31.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 3.413401, "raw_level_count": 20, "gate_level_count": 20, "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": 88.348416, "strategy_rank": 82.657451, "rr": 1.103009, "primary_prob": 51.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.654513, "raw_level_count": 20, "gate_level_count": 20, "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": 96.719457, "strategy_rank": 81.974806, "rr": 2.035308, "primary_prob": 34.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 3.052962, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.058942, "hold30_r": -1.0 }, { "symbol": "NI", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.447964, "strategy_rank": 60.064422, "rr": 1.432112, "primary_prob": 28.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.148168, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.361745, "hold30_r": 1.561955 }, { "symbol": "NRG", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.737557, "strategy_rank": 96.619679, "rr": 1.014276, "primary_prob": 53.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.521414, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.972376, "hold30_r": 0.955986 }, { "symbol": "NVDA", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.800905, "strategy_rank": 86.397922, "rr": 0.746375, "primary_prob": 47.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.119563, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.697487, "hold30_r": 3.572417 }, { "symbol": "ORCL", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.954751, "strategy_rank": 88.553072, "rr": 0.689301, "primary_prob": 65.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.033952, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.66218, "hold30_r": -1.0 }, { "symbol": "ORLY", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.855204, "strategy_rank": 67.179998, "rr": 1.028341, "primary_prob": 38.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.542512, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.079393, "hold30_r": -1.0 }, { "symbol": "PM", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.683258, "strategy_rank": 74.515569, "rr": 1.942414, "primary_prob": 20.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.91362, "raw_level_count": 20, "gate_level_count": 20, "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": 90.950226, "strategy_rank": 87.190582, "rr": 1.164073, "primary_prob": 34.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.74611, "raw_level_count": 20, "gate_level_count": 20, "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": 85.180995, "strategy_rank": 77.694493, "rr": 1.821676, "primary_prob": 36.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.732514, "raw_level_count": 20, "gate_level_count": 20, "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": 97.963801, "strategy_rank": 92.642457, "rr": 1.839375, "primary_prob": 21.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.759063, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.040957, "hold30_r": -1.0 }, { "symbol": "SATS", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.20362, "strategy_rank": 86.108636, "rr": 1.727296, "primary_prob": 38.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.590944, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.022751, "hold30_r": 0.376728 }, { "symbol": "SCHW", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.647059, "strategy_rank": 72.208873, "rr": 1.342327, "primary_prob": 30.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.013491, "raw_level_count": 20, "gate_level_count": 20, "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": 91.628959, "strategy_rank": 93.97078, "rr": 2.913963, "primary_prob": 25.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 4.370945, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.881848, "hold30_r": 2.155739 }, { "symbol": "TKO", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.230769, "strategy_rank": 83.893742, "rr": 0.963525, "primary_prob": 55.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.445288, "raw_level_count": 20, "gate_level_count": 20, "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": 86.085973, "strategy_rank": 72.531367, "rr": 1.133766, "primary_prob": 35.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 1.700649, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.070151, "hold30_r": -1.0 }, { "symbol": "TRMB", "date": "2025-09-19", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 80.656109, "strategy_rank": 73.815208, "rr": 2.441876, "primary_prob": 29.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 3.662815, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.061322, "hold30_r": -1.0 }, { "symbol": "TSLA", "date": "2025-09-19", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 87.895928, "strategy_rank": 90.544098, "rr": 2.359784, "primary_prob": 30.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 3.539676, "raw_level_count": 20, "gate_level_count": 20, "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": 97.39819, "strategy_rank": 96.958394, "rr": 1.536154, "primary_prob": 41.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.304231, "raw_level_count": 20, "gate_level_count": 20, "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": 82.466063, "strategy_rank": 77.658448, "rr": 1.605069, "primary_prob": 25.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.407604, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.554888, "hold30_r": -1.0 }, { "symbol": "VRSN", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.022624, "strategy_rank": 77.736176, "rr": 1.177548, "primary_prob": 34.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.766321, "raw_level_count": 20, "gate_level_count": 20, "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": 91.289593, "strategy_rank": 92.309495, "rr": 0.95883, "primary_prob": 55.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.438245, "raw_level_count": 20, "gate_level_count": 20, "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": 86.764706, "strategy_rank": 63.41326, "rr": 0.766472, "primary_prob": 47.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.149708, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.68291, "hold30_r": 4.008903 }, { "symbol": "WMT", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.484163, "strategy_rank": 64.371117, "rr": 0.806137, "primary_prob": 45.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.209205, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.727741, "hold30_r": -0.440512 }, { "symbol": "WRB", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.257919, "strategy_rank": 63.094102, "rr": 1.046962, "primary_prob": 37.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.570443, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.964608, "hold30_r": -1.066038 }, { "symbol": "WSM", "date": "2025-09-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.746606, "strategy_rank": 84.768387, "rr": 1.058797, "primary_prob": 37.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.588195, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.046435, "hold30_r": -1.0 }, { "symbol": "WBD", "date": "2025-09-22", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 84.872979, "strategy_rank": 89.16915, "rr": 2.758206, "primary_prob": 26.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 4.137308, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.025516, "hold30_r": -1.0 }, { "symbol": "CEG", "date": "2025-09-25", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.177829, "strategy_rank": 83.679319, "rr": 1.285428, "primary_prob": 46.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.928141, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.248631, "hold30_r": 1.4078 }, { "symbol": "ANET", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.143187, "strategy_rank": 87.604378, "rr": 1.397575, "primary_prob": 29.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.096363, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.35944, "hold30_r": -1.0 }, { "symbol": "AVGO", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.727483, "strategy_rank": 92.861772, "rr": 1.786713, "primary_prob": 37.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.680069, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.74862, "hold30_r": 0.848321 }, { "symbol": "AXON", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.383372, "strategy_rank": 95.239328, "rr": 1.877998, "primary_prob": 21.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.816997, "raw_level_count": 20, "gate_level_count": 20, "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": 92.263279, "strategy_rank": 67.729457, "rr": 0.868177, "primary_prob": 43.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.302266, "raw_level_count": 20, "gate_level_count": 20, "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": 92.840647, "strategy_rank": 86.105964, "rr": 1.422148, "primary_prob": 28.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 59, "primary_distance_atr": 2.133222, "raw_level_count": 20, "gate_level_count": 20, "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": 83.140878, "strategy_rank": 67.426725, "rr": 1.075158, "primary_prob": 37.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.612737, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.064163, "hold30_r": -1.0 }, { "symbol": "BSX", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.138568, "strategy_rank": 61.523265, "rr": 1.904714, "primary_prob": 20.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 71, "primary_distance_atr": 2.857072, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.065261, "hold30_r": -1.0 }, { "symbol": "CAH", "date": "2025-09-26", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 89.60739, "strategy_rank": 70.156049, "rr": 2.096286, "primary_prob": 33.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 3.144428, "raw_level_count": 20, "gate_level_count": 20, "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": 86.720554, "strategy_rank": 71.2113, "rr": 0.786238, "primary_prob": 61.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.179357, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.724767, "hold30_r": -1.0 }, { "symbol": "CBOE", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.678984, "strategy_rank": 60.743952, "rr": 1.135595, "primary_prob": 50.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.703392, "raw_level_count": 20, "gate_level_count": 20, "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": 82.448037, "strategy_rank": 70.086898, "rr": 1.500698, "primary_prob": 27.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.251047, "raw_level_count": 20, "gate_level_count": 20, "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": 95.496536, "strategy_rank": 92.976607, "rr": 1.186152, "primary_prob": 34.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.779228, "raw_level_count": 20, "gate_level_count": 20, "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": 85.91224, "strategy_rank": 61.279121, "rr": 1.750109, "primary_prob": 37.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.625164, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.084531, "hold30_r": -1.0 }, { "symbol": "COF", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.069284, "strategy_rank": 84.235135, "rr": 0.670957, "primary_prob": 51.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.006436, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.064089, "hold30_r": -1.0 }, { "symbol": "COIN", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.921478, "strategy_rank": 98.16485, "rr": 1.808135, "primary_prob": 22.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.712202, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.77923, "hold30_r": -1.035172 }, { "symbol": "CRWD", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.106236, "strategy_rank": 86.455471, "rr": 1.102182, "primary_prob": 51.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.653273, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.061234, "hold30_r": 2.483201 }, { "symbol": "CSCO", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.600462, "strategy_rank": 64.473319, "rr": 1.596479, "primary_prob": 25.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.394719, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.519388, "hold30_r": 2.207695 }, { "symbol": "CTVA", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.371824, "strategy_rank": 66.275024, "rr": 1.236261, "primary_prob": 32.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.854391, "raw_level_count": 20, "gate_level_count": 20, "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": 98.614319, "strategy_rank": 98.373341, "rr": 1.495069, "primary_prob": 27.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.242603, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.032666, "hold30_r": -1.0 }, { "symbol": "CVS", "date": "2025-09-26", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 85.334873, "strategy_rank": 71.796623, "rr": 2.553957, "primary_prob": 28.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 3.830936, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.496294, "hold30_r": 1.225266 }, { "symbol": "DASH", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.95843, "strategy_rank": 89.774587, "rr": 0.941506, "primary_prob": 56.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.412258, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.890869, "hold30_r": -1.0 }, { "symbol": "DG", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.457275, "strategy_rank": 85.025622, "rr": 2.048496, "primary_prob": 18.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 3.072744, "raw_level_count": 20, "gate_level_count": 20, "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": 96.766744, "strategy_rank": 90.720592, "rr": 0.772959, "primary_prob": 46.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 70, "primary_distance_atr": 1.159438, "raw_level_count": 20, "gate_level_count": 20, "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": 93.995381, "strategy_rank": 83.630868, "rr": 1.543342, "primary_prob": 26.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.315013, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.054969, "hold30_r": -1.0 }, { "symbol": "EQT", "date": "2025-09-26", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 93.418014, "strategy_rank": 85.369568, "rr": 2.441163, "primary_prob": 29.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 3.661744, "raw_level_count": 20, "gate_level_count": 20, "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": 89.376443, "strategy_rank": 69.061206, "rr": 0.869222, "primary_prob": 43.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.303833, "raw_level_count": 20, "gate_level_count": 20, "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": 87.413395, "strategy_rank": 72.525782, "rr": 0.719948, "primary_prob": 49.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.079921, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.655529, "hold30_r": -1.0 }, { "symbol": "GILD", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.762125, "strategy_rank": 76.874501, "rr": 1.253043, "primary_prob": 32.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.879564, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.195476, "hold30_r": 1.730601 }, { "symbol": "IDXX", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.755196, "strategy_rank": 83.876103, "rr": 1.908539, "primary_prob": 20.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.862808, "raw_level_count": 20, "gate_level_count": 20, "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": 88.568129, "strategy_rank": 79.105985, "rr": 1.618722, "primary_prob": 25.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.428082, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.560647, "hold30_r": 8.174014 }, { "symbol": "JBL", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.997691, "strategy_rank": 90.432946, "rr": 1.495518, "primary_prob": 27.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.243277, "raw_level_count": 20, "gate_level_count": 20, "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": 87.644342, "strategy_rank": 74.311869, "rr": 1.155681, "primary_prob": 34.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.733521, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.092939, "hold30_r": 4.467702 }, { "symbol": "KR", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.182448, "strategy_rank": 69.391769, "rr": 1.421312, "primary_prob": 28.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.131968, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.35609, "hold30_r": -1.0 }, { "symbol": "LH", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.408776, "strategy_rank": 64.520705, "rr": 1.20367, "primary_prob": 33.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.805505, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.123155, "hold30_r": -1.0 }, { "symbol": "LITE", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.152425, "strategy_rank": 97.18596, "rr": 0.799093, "primary_prob": 60.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.19864, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.77112, "hold30_r": -1.0 }, { "symbol": "LVS", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.831409, "strategy_rank": 77.561249, "rr": 1.851237, "primary_prob": 21.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 54, "primary_distance_atr": 2.776855, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.060389, "hold30_r": -1.0 }, { "symbol": "LYV", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.764434, "strategy_rank": 78.803307, "rr": 0.998988, "primary_prob": 39.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.498483, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.936038, "hold30_r": -1.0 }, { "symbol": "MO", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.415704, "strategy_rank": 64.50067, "rr": 1.406688, "primary_prob": 29.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.110032, "raw_level_count": 20, "gate_level_count": 20, "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": 86.951501, "strategy_rank": 81.257756, "rr": 1.749667, "primary_prob": 37.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.624501, "raw_level_count": 20, "gate_level_count": 20, "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": 99.191686, "strategy_rank": 98.535563, "rr": 1.479634, "primary_prob": 27.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 2.219451, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.453716, "hold30_r": -1.0 }, { "symbol": "NFLX", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.30485, "strategy_rank": 80.166851, "rr": 1.105576, "primary_prob": 36.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.658364, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.063414, "hold30_r": -1.0 }, { "symbol": "NVDA", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.030023, "strategy_rank": 85.961569, "rr": 1.632906, "primary_prob": 24.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.449358, "raw_level_count": 20, "gate_level_count": 20, "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": 85.56582, "strategy_rank": 89.066581, "rr": 1.740031, "primary_prob": 23.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.610046, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.024125, "hold30_r": -1.0 }, { "symbol": "PLTR", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.769053, "strategy_rank": 98.110227, "rr": 0.732278, "primary_prob": 63.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.098417, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.699047, "hold30_r": 0.033685 }, { "symbol": "PM", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.187067, "strategy_rank": 72.592698, "rr": 1.762484, "primary_prob": 22.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.643726, "raw_level_count": 20, "gate_level_count": 20, "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": 90.993072, "strategy_rank": 86.81727, "rr": 1.280899, "primary_prob": 31.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.921348, "raw_level_count": 20, "gate_level_count": 20, "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": 97.690531, "strategy_rank": 91.920238, "rr": 0.994913, "primary_prob": 39.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.49237, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.045001, "hold30_r": -1.0 }, { "symbol": "ROK", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.101617, "strategy_rank": 75.478044, "rr": 1.269402, "primary_prob": 32.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.904103, "raw_level_count": 20, "gate_level_count": 20, "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": 99.422633, "strategy_rank": 99.561281, "rr": 1.854596, "primary_prob": 36.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.781894, "raw_level_count": 20, "gate_level_count": 20, "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": 92.6097, "strategy_rank": 71.877481, "rr": 0.965504, "primary_prob": 40.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.448256, "raw_level_count": 20, "gate_level_count": 20, "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": 91.224018, "strategy_rank": 93.545753, "rr": 2.705077, "primary_prob": 27.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 4.057616, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.675222, "hold30_r": -1.0 }, { "symbol": "STX", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.226328, "strategy_rank": 91.327093, "rr": 0.93814, "primary_prob": 56.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.407209, "raw_level_count": 20, "gate_level_count": 20, "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": 91.454965, "strategy_rank": 66.368706, "rr": 1.532189, "primary_prob": 26.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.298283, "raw_level_count": 20, "gate_level_count": 20, "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": 94.803695, "strategy_rank": 83.816504, "rr": 1.31586, "primary_prob": 31.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.97379, "raw_level_count": 20, "gate_level_count": 20, "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": 84.180139, "strategy_rank": 70.124254, "rr": 1.198339, "primary_prob": 33.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 1.797509, "raw_level_count": 20, "gate_level_count": 20, "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": 98.845266, "strategy_rank": 93.730856, "rr": 1.129988, "primary_prob": 35.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.694982, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.086559, "hold30_r": -2.87734 }, { "symbol": "TRMB", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.602771, "strategy_rank": 75.042677, "rr": 1.946755, "primary_prob": 20.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 2.920133, "raw_level_count": 20, "gate_level_count": 20, "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": 85.103926, "strategy_rank": 88.259384, "rr": 1.565647, "primary_prob": 41.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.34847, "raw_level_count": 20, "gate_level_count": 20, "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": 97.459584, "strategy_rank": 96.770096, "rr": 1.482894, "primary_prob": 27.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.224341, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.039201, "hold30_r": -1.0 }, { "symbol": "ULTA", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.642032, "strategy_rank": 78.293201, "rr": 0.8326, "primary_prob": 59.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.2489, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.775565, "hold30_r": -1.0 }, { "symbol": "V", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.369515, "strategy_rank": 62.825481, "rr": 1.583177, "primary_prob": 25.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 58, "primary_distance_atr": 2.374765, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.501171, "hold30_r": -0.164075 }, { "symbol": "VRSN", "date": "2025-09-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.034642, "strategy_rank": 76.754664, "rr": 0.950822, "primary_prob": 55.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.426233, "raw_level_count": 20, "gate_level_count": 20, "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": 83.833718, "strategy_rank": 86.644432, "rr": 1.386931, "primary_prob": 29.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.080396, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.358486, "hold30_r": 4.22502 }, { "symbol": "GEV", "date": "2025-09-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.092971, "strategy_rank": 96.137446, "rr": 1.707903, "primary_prob": 23.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.561854, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.674115, "hold30_r": -1.0 }, { "symbol": "WBD", "date": "2025-09-29", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 89.115646, "strategy_rank": 92.109152, "rr": 2.816363, "primary_prob": 26.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 4.224544, "raw_level_count": 20, "gate_level_count": 20, "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": 91.043084, "strategy_rank": 91.046127, "rr": 0.941085, "primary_prob": 41.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.411628, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.904299, "hold30_r": -1.0 }, { "symbol": "APP", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.886621, "strategy_rank": 99.207158, "rr": 1.037992, "primary_prob": 53.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.556988, "raw_level_count": 20, "gate_level_count": 20, "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": 96.712018, "strategy_rank": 93.383577, "rr": 1.588474, "primary_prob": 25.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.382711, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.549444, "hold30_r": 0.235889 }, { "symbol": "AXON", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.845805, "strategy_rank": 95.468281, "rr": 1.857039, "primary_prob": 21.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.785558, "raw_level_count": 20, "gate_level_count": 20, "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": 88.662132, "strategy_rank": 65.630876, "rr": 0.728994, "primary_prob": 48.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.093491, "raw_level_count": 20, "gate_level_count": 20, "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": 91.609977, "strategy_rank": 84.749861, "rr": 1.156735, "primary_prob": 34.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 71, "primary_distance_atr": 1.735103, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.099527, "hold30_r": -1.0 }, { "symbol": "BK", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.589569, "strategy_rank": 68.441011, "rr": 0.850511, "primary_prob": 44.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.275767, "raw_level_count": 20, "gate_level_count": 20, "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": 83.560091, "strategy_rank": 67.563411, "rr": 1.789859, "primary_prob": 22.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.684789, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.061389, "hold30_r": -1.0 }, { "symbol": "BSX", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.15873, "strategy_rank": 62.566377, "rr": 1.766787, "primary_prob": 22.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 71, "primary_distance_atr": 2.650181, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.714612, "hold30_r": 1.439485 }, { "symbol": "C", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.403628, "strategy_rank": 77.694997, "rr": 1.907303, "primary_prob": 20.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.860955, "raw_level_count": 20, "gate_level_count": 20, "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": 87.188209, "strategy_rank": 69.933218, "rr": 1.829077, "primary_prob": 21.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.743616, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.777311, "hold30_r": 8.531068 }, { "symbol": "CBRE", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.405896, "strategy_rank": 68.09398, "rr": 0.851025, "primary_prob": 44.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.276538, "raw_level_count": 20, "gate_level_count": 20, "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": 95.464853, "strategy_rank": 91.96696, "rr": 1.458198, "primary_prob": 28.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.187298, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.064847, "hold30_r": -1.027453 }, { "symbol": "CDNS", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.612245, "strategy_rank": 79.701505, "rr": 1.715496, "primary_prob": 23.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.573243, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.051643, "hold30_r": -1.0 }, { "symbol": "CME", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.993197, "strategy_rank": 59.488217, "rr": 1.704229, "primary_prob": 23.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.556344, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.085191, "hold30_r": -1.0 }, { "symbol": "CNP", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.353741, "strategy_rank": 59.285445, "rr": 1.097845, "primary_prob": 36.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.646768, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.02865, "hold30_r": 0.783476 }, { "symbol": "COF", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.888889, "strategy_rank": 83.490625, "rr": 1.823049, "primary_prob": 21.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.734574, "raw_level_count": 20, "gate_level_count": 20, "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": 98.072562, "strategy_rank": 98.311043, "rr": 2.365012, "primary_prob": 30.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 3.547518, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.033105, "hold30_r": -1.0 }, { "symbol": "CRWD", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.981859, "strategy_rank": 86.525014, "rr": 0.79207, "primary_prob": 61.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.188104, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.747615, "hold30_r": 2.162949 }, { "symbol": "CTVA", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.385488, "strategy_rank": 67.991246, "rr": 0.752141, "primary_prob": 47.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.128212, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.706239, "hold30_r": -1.0 }, { "symbol": "CVNA", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.29932, "strategy_rank": 97.586421, "rr": 1.077177, "primary_prob": 36.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.615766, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.029534, "hold30_r": -1.0 }, { "symbol": "CVS", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.219955, "strategy_rank": 72.149778, "rr": 1.839922, "primary_prob": 36.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.759883, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.782798, "hold30_r": 0.117948 }, { "symbol": "DG", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.764172, "strategy_rank": 85.136619, "rr": 2.542434, "primary_prob": 13.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 3.813651, "raw_level_count": 20, "gate_level_count": 20, "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": 94.444444, "strategy_rank": 87.515415, "rr": 1.96878, "primary_prob": 19.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 70, "primary_distance_atr": 2.953169, "raw_level_count": 20, "gate_level_count": 20, "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": 81.972789, "strategy_rank": 62.749016, "rr": 1.422039, "primary_prob": 28.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.133059, "raw_level_count": 20, "gate_level_count": 20, "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": 92.857143, "strategy_rank": 84.637599, "rr": 1.093711, "primary_prob": 36.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.640567, "raw_level_count": 20, "gate_level_count": 20, "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": 92.176871, "strategy_rank": 85.520412, "rr": 1.518562, "primary_prob": 41.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.277843, "raw_level_count": 20, "gate_level_count": 20, "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": 81.632653, "strategy_rank": 61.423718, "rr": 0.703883, "primary_prob": 49.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 1.055824, "raw_level_count": 20, "gate_level_count": 20, "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": 88.208617, "strategy_rank": 69.560301, "rr": 1.430987, "primary_prob": 28.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.146481, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.06747, "hold30_r": -1.0 }, { "symbol": "FFIV", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.507937, "strategy_rank": 70.034604, "rr": 0.720975, "primary_prob": 49.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.081463, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.65545, "hold30_r": -1.0 }, { "symbol": "FOX", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.848073, "strategy_rank": 75.572813, "rr": 1.320195, "primary_prob": 30.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.980293, "raw_level_count": 20, "gate_level_count": 20, "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": 89.342404, "strategy_rank": 77.590645, "rr": 1.056722, "primary_prob": 37.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.585083, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.054383, "hold30_r": -1.0 }, { "symbol": "GILD", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.435374, "strategy_rank": 77.32945, "rr": 1.797771, "primary_prob": 22.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.696656, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.743914, "hold30_r": 2.946342 }, { "symbol": "GL", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.600907, "strategy_rank": 73.374769, "rr": 1.952561, "primary_prob": 20.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.928841, "raw_level_count": 20, "gate_level_count": 20, "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": 82.653061, "strategy_rank": 74.436984, "rr": 1.955591, "primary_prob": 20.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.933387, "raw_level_count": 20, "gate_level_count": 20, "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": 85.147392, "strategy_rank": 75.979166, "rr": 0.717862, "primary_prob": 64.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.076793, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.059782, "hold30_r": -1.0 }, { "symbol": "GOOGL", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.941043, "strategy_rank": 76.840497, "rr": 0.765304, "primary_prob": 47.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.147955, "raw_level_count": 20, "gate_level_count": 20, "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": 87.641723, "strategy_rank": 76.060418, "rr": 0.910653, "primary_prob": 57.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.36598, "raw_level_count": 20, "gate_level_count": 20, "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": 96.371882, "strategy_rank": 86.724191, "rr": 0.675186, "primary_prob": 65.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.012779, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.623592, "hold30_r": 1.913836 }, { "symbol": "IDXX", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.426304, "strategy_rank": 84.776555, "rr": 1.804924, "primary_prob": 22.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.707386, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.755943, "hold30_r": 2.279129 }, { "symbol": "JBL", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.918367, "strategy_rank": 89.702314, "rr": 1.81508, "primary_prob": 21.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.72262, "raw_level_count": 20, "gate_level_count": 20, "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": 86.1678, "strategy_rank": 68.641356, "rr": 1.032864, "primary_prob": 38.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 1.549296, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.964827, "hold30_r": -1.0 }, { "symbol": "LITE", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.526077, "strategy_rank": 96.895774, "rr": 0.87208, "primary_prob": 58.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.30812, "raw_level_count": 20, "gate_level_count": 20, "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": 89.795918, "strategy_rank": 74.850348, "rr": 1.828243, "primary_prob": 21.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.742365, "raw_level_count": 20, "gate_level_count": 20, "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": 93.0839, "strategy_rank": 72.225548, "rr": 0.835363, "primary_prob": 59.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.253044, "raw_level_count": 20, "gate_level_count": 20, "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": 90.816327, "strategy_rank": 64.386831, "rr": 1.465017, "primary_prob": 27.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.197526, "raw_level_count": 20, "gate_level_count": 20, "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": 84.693878, "strategy_rank": 70.531467, "rr": 0.888337, "primary_prob": 57.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.332505, "raw_level_count": 20, "gate_level_count": 20, "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": 98.866213, "strategy_rank": 98.221072, "rr": 1.917692, "primary_prob": 35.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 2.876538, "raw_level_count": 20, "gate_level_count": 20, "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": 97.165533, "strategy_rank": 81.843733, "rr": 0.976882, "primary_prob": 39.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 1.465324, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.921367, "hold30_r": -1.0 }, { "symbol": "NRG", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.671202, "strategy_rank": 94.469162, "rr": 0.712669, "primary_prob": 64.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.069003, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.673412, "hold30_r": -0.128668 }, { "symbol": "ORCL", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.839002, "strategy_rank": 85.941775, "rr": 1.857404, "primary_prob": 36.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.786106, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.027819, "hold30_r": -1.0 }, { "symbol": "ORLY", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.136054, "strategy_rank": 65.337594, "rr": 0.79751, "primary_prob": 46.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.196264, "raw_level_count": 20, "gate_level_count": 20, "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": 99.659864, "strategy_rank": 98.334951, "rr": 1.120001, "primary_prob": 50.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.680001, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.088549, "hold30_r": 0.085413 }, { "symbol": "PM", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.950113, "strategy_rank": 72.45115, "rr": 1.823821, "primary_prob": 21.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.735731, "raw_level_count": 20, "gate_level_count": 20, "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": 93.99093, "strategy_rank": 89.915961, "rr": 1.764575, "primary_prob": 22.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.646862, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.039947, "hold30_r": -1.0 }, { "symbol": "RCL", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.619048, "strategy_rank": 91.470366, "rr": 1.759355, "primary_prob": 22.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.639033, "raw_level_count": 20, "gate_level_count": 20, "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": 83.900227, "strategy_rank": 68.141257, "rr": 1.512385, "primary_prob": 27.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.268577, "raw_level_count": 20, "gate_level_count": 20, "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": 99.319728, "strategy_rank": 99.489834, "rr": 1.22747, "primary_prob": 48.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.841205, "raw_level_count": 20, "gate_level_count": 20, "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": 93.537415, "strategy_rank": 72.780834, "rr": 1.41473, "primary_prob": 28.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.122095, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.350514, "hold30_r": 0.105798 }, { "symbol": "SMCI", "date": "2025-10-03", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 92.630385, "strategy_rank": 94.637419, "rr": 2.420371, "primary_prob": 29.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 3.630556, "raw_level_count": 20, "gate_level_count": 20, "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": 90.362812, "strategy_rank": 84.454421, "rr": 1.702028, "primary_prob": 23.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.553042, "raw_level_count": 20, "gate_level_count": 20, "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": 91.269841, "strategy_rank": 66.674846, "rr": 0.974118, "primary_prob": 40.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 79, "primary_distance_atr": 1.461177, "raw_level_count": 20, "gate_level_count": 20, "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": 95.124717, "strategy_rank": 84.865897, "rr": 1.473502, "primary_prob": 27.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.210253, "raw_level_count": 20, "gate_level_count": 20, "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": 82.199546, "strategy_rank": 70.48419, "rr": 0.992401, "primary_prob": 39.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 53, "primary_distance_atr": 1.488601, "raw_level_count": 20, "gate_level_count": 20, "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": 81.06576, "strategy_rank": 85.590879, "rr": 1.775416, "primary_prob": 37.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.663124, "raw_level_count": 20, "gate_level_count": 20, "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": 96.938776, "strategy_rank": 96.294289, "rr": 1.167821, "primary_prob": 34.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.751732, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.128858, "hold30_r": -0.061308 }, { "symbol": "VRSN", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.217687, "strategy_rank": 77.334034, "rr": 1.350287, "primary_prob": 30.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 58, "primary_distance_atr": 2.02543, "raw_level_count": 20, "gate_level_count": 20, "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": 94.897959, "strategy_rank": 93.642614, "rr": 0.971948, "primary_prob": 55.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.457923, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.941146, "hold30_r": -1.0 }, { "symbol": "WFC", "date": "2025-10-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.569161, "strategy_rank": 73.128764, "rr": 1.838772, "primary_prob": 21.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.758157, "raw_level_count": 20, "gate_level_count": 20, "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": 84.126984, "strategy_rank": 81.516295, "rr": 1.929957, "primary_prob": 20.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.894936, "raw_level_count": 20, "gate_level_count": 20, "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": 98.712446, "strategy_rank": 96.397748, "rr": 1.820248, "primary_prob": 21.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.730372, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.783717, "hold30_r": -1.0 }, { "symbol": "WBD", "date": "2025-10-06", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 91.094421, "strategy_rank": 93.412397, "rr": 3.063296, "primary_prob": 24.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 4.594945, "raw_level_count": 20, "gate_level_count": 20, "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": 96.67382, "strategy_rank": 83.105757, "rr": 0.734673, "primary_prob": 48.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.10201, "raw_level_count": 20, "gate_level_count": 20, "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": 99.785408, "strategy_rank": 99.206699, "rr": 0.822887, "primary_prob": 45.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.234331, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.802863, "hold30_r": -1.0 }, { "symbol": "AVGO", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.854077, "strategy_rank": 93.321005, "rr": 1.329385, "primary_prob": 30.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.994077, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.294364, "hold30_r": 0.839833 }, { "symbol": "AXON", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.639485, "strategy_rank": 95.90391, "rr": 1.089905, "primary_prob": 36.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.634857, "raw_level_count": 20, "gate_level_count": 20, "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": 91.95279, "strategy_rank": 70.958593, "rr": 1.599035, "primary_prob": 25.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.398552, "raw_level_count": 20, "gate_level_count": 20, "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": 85.515021, "strategy_rank": 76.612927, "rr": 1.729702, "primary_prob": 23.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 74, "primary_distance_atr": 2.594552, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.678783, "hold30_r": -1.0 }, { "symbol": "BK", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.480687, "strategy_rank": 61.822654, "rr": 1.538234, "primary_prob": 26.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.30735, "raw_level_count": 20, "gate_level_count": 20, "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": 90.236052, "strategy_rank": 73.615397, "rr": 1.91756, "primary_prob": 20.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.876339, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.863008, "hold30_r": 1.385138 }, { "symbol": "CAH", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.017167, "strategy_rank": 71.844493, "rr": 1.5918, "primary_prob": 40.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.387701, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.533009, "hold30_r": 9.856001 }, { "symbol": "CBRE", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.223176, "strategy_rank": 70.103812, "rr": 0.972694, "primary_prob": 40.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.459041, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.904877, "hold30_r": 1.445354 }, { "symbol": "CCL", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.347639, "strategy_rank": 89.491258, "rr": 1.156107, "primary_prob": 34.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.734161, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.12001, "hold30_r": -1.0 }, { "symbol": "CIEN", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.283262, "strategy_rank": 97.126258, "rr": 0.679554, "primary_prob": 65.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.019331, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.644965, "hold30_r": 2.47542 }, { "symbol": "CME", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.793991, "strategy_rank": 58.517209, "rr": 1.37771, "primary_prob": 44.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.066565, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.074635, "hold30_r": -1.0 }, { "symbol": "CNP", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.944206, "strategy_rank": 60.804031, "rr": 0.821276, "primary_prob": 45.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.231913, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.745723, "hold30_r": -1.078219 }, { "symbol": "COF", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.300429, "strategy_rank": 76.719947, "rr": 1.412701, "primary_prob": 28.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.119051, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.36251, "hold30_r": 0.666766 }, { "symbol": "COIN", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.497854, "strategy_rank": 98.659109, "rr": 1.341603, "primary_prob": 30.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.012405, "raw_level_count": 20, "gate_level_count": 20, "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": 97.317597, "strategy_rank": 96.675372, "rr": 1.239, "primary_prob": 32.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.8585, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.214182, "hold30_r": -1.0 }, { "symbol": "DASH", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.244635, "strategy_rank": 89.975746, "rr": 1.080686, "primary_prob": 36.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.621029, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.036346, "hold30_r": -1.0 }, { "symbol": "DG", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.523605, "strategy_rank": 87.764273, "rr": 2.863348, "primary_prob": 11.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 4.295022, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.050465, "hold30_r": -1.0 }, { "symbol": "DGX", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.579399, "strategy_rank": 66.11619, "rr": 1.137789, "primary_prob": 35.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.706684, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.063291, "hold30_r": -1.0 }, { "symbol": "DLTR", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.133047, "strategy_rank": 89.276734, "rr": 1.096665, "primary_prob": 36.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.644998, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.058021, "hold30_r": 3.13396 }, { "symbol": "DRI", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.583691, "strategy_rank": 66.965175, "rr": 1.458935, "primary_prob": 28.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.188402, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.400029, "hold30_r": -1.0 }, { "symbol": "EBAY", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.592275, "strategy_rank": 85.704946, "rr": 1.143199, "primary_prob": 35.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.714798, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.097664, "hold30_r": -1.0 }, { "symbol": "EQT", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.446352, "strategy_rank": 83.045244, "rr": 1.701843, "primary_prob": 23.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.552764, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.66168, "hold30_r": 1.478121 }, { "symbol": "ETR", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.021459, "strategy_rank": 65.683832, "rr": 0.696582, "primary_prob": 65.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.044873, "raw_level_count": 20, "gate_level_count": 20, "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": 84.44206, "strategy_rank": 79.623912, "rr": 1.673981, "primary_prob": 24.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.510971, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.636436, "hold30_r": 3.316599 }, { "symbol": "FAST", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.188841, "strategy_rank": 66.053089, "rr": 1.788181, "primary_prob": 22.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.682271, "raw_level_count": 20, "gate_level_count": 20, "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": 90.665236, "strategy_rank": 72.629652, "rr": 0.743732, "primary_prob": 63.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.115598, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.687505, "hold30_r": -1.0 }, { "symbol": "FOX", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.618026, "strategy_rank": 73.684708, "rr": 1.764067, "primary_prob": 22.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.646101, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.715129, "hold30_r": 3.684662 }, { "symbol": "FOXA", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.695279, "strategy_rank": 77.181872, "rr": 1.458994, "primary_prob": 28.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.188491, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.409396, "hold30_r": 3.645969 }, { "symbol": "GE", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.948498, "strategy_rank": 72.617646, "rr": 0.961242, "primary_prob": 40.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.441863, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.902729, "hold30_r": -0.406498 }, { "symbol": "GILD", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.806867, "strategy_rank": 81.546479, "rr": 0.692201, "primary_prob": 65.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.038302, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.638722, "hold30_r": 2.158708 }, { "symbol": "GL", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.939914, "strategy_rank": 69.633503, "rr": 0.932031, "primary_prob": 41.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.398046, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.862841, "hold30_r": -1.0 }, { "symbol": "GLW", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.313305, "strategy_rank": 82.450181, "rr": 0.983099, "primary_prob": 54.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.474648, "raw_level_count": 20, "gate_level_count": 20, "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": 87.23176, "strategy_rank": 78.329113, "rr": 1.797824, "primary_prob": 22.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.696736, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.740431, "hold30_r": 7.51092 }, { "symbol": "GOOGL", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.090129, "strategy_rank": 79.508749, "rr": 1.817367, "primary_prob": 21.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.726051, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.760473, "hold30_r": 7.586443 }, { "symbol": "GRMN", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.519313, "strategy_rank": 77.333294, "rr": 1.23436, "primary_prob": 32.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.85154, "raw_level_count": 20, "gate_level_count": 20, "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": 89.377682, "strategy_rank": 70.763735, "rr": 1.799841, "primary_prob": 22.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.699762, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.741554, "hold30_r": 0.368701 }, { "symbol": "HWM", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.030043, "strategy_rank": 84.294985, "rr": 1.428116, "primary_prob": 28.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.142173, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.376124, "hold30_r": 1.8626 }, { "symbol": "IBKR", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.669528, "strategy_rank": 89.330727, "rr": 0.831462, "primary_prob": 59.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.247193, "raw_level_count": 20, "gate_level_count": 20, "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": 84.227468, "strategy_rank": 86.804887, "rr": 1.775642, "primary_prob": 22.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 2.663463, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.723623, "hold30_r": 4.633306 }, { "symbol": "INCY", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.871245, "strategy_rank": 79.795723, "rr": 0.672979, "primary_prob": 51.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 1.009469, "raw_level_count": 20, "gate_level_count": 20, "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": 94.957082, "strategy_rank": 89.396002, "rr": 1.756756, "primary_prob": 22.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.635133, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.721994, "hold30_r": 0.242805 }, { "symbol": "JCI", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.437768, "strategy_rank": 64.787788, "rr": 1.442606, "primary_prob": 28.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.163909, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.386234, "hold30_r": 2.136324 }, { "symbol": "JPM", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.266094, "strategy_rank": 62.476298, "rr": 1.409037, "primary_prob": 29.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.113555, "raw_level_count": 20, "gate_level_count": 20, "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": 84.656652, "strategy_rank": 72.25001, "rr": 1.111341, "primary_prob": 36.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.667012, "raw_level_count": 20, "gate_level_count": 20, "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": 81.008584, "strategy_rank": 66.609546, "rr": 1.406491, "primary_prob": 29.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.109737, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.336197, "hold30_r": -1.64175 }, { "symbol": "LITE", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.927039, "strategy_rank": 96.869506, "rr": 1.930808, "primary_prob": 20.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.896213, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.907977, "hold30_r": 8.086589 }, { "symbol": "LYV", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.381974, "strategy_rank": 75.857093, "rr": 1.448116, "primary_prob": 28.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.172173, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.052645, "hold30_r": -1.0 }, { "symbol": "MO", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.309013, "strategy_rank": 66.327885, "rr": 0.853333, "primary_prob": 43.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.28, "raw_level_count": 20, "gate_level_count": 20, "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": 83.798283, "strategy_rank": 82.999634, "rr": 0.993648, "primary_prob": 39.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 80, "primary_distance_atr": 1.490472, "raw_level_count": 20, "gate_level_count": 20, "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": 81.652361, "strategy_rank": 62.976588, "rr": 1.024703, "primary_prob": 38.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.537054, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.962748, "hold30_r": 1.287151 }, { "symbol": "MSTR", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.06867, "strategy_rank": 97.265432, "rr": 1.587784, "primary_prob": 25.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 2.381676, "raw_level_count": 20, "gate_level_count": 20, "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": 84.012876, "strategy_rank": 85.400653, "rr": 1.264009, "primary_prob": 47.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.896014, "raw_level_count": 20, "gate_level_count": 20, "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": 94.742489, "strategy_rank": 89.63164, "rr": 0.759771, "primary_prob": 62.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.139656, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.712404, "hold30_r": -1.0 }, { "symbol": "NFLX", "date": "2025-10-10", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 95.600858, "strategy_rank": 80.811276, "rr": 2.215083, "primary_prob": 31.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 3.322625, "raw_level_count": 20, "gate_level_count": 20, "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": 95.171674, "strategy_rank": 95.044609, "rr": 1.390791, "primary_prob": 29.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.086187, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.353251, "hold30_r": -0.143908 }, { "symbol": "NTRS", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.154506, "strategy_rank": 72.452527, "rr": 1.910668, "primary_prob": 20.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.866002, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.857321, "hold30_r": 0.51542 }, { "symbol": "ORCL", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.103004, "strategy_rank": 97.393325, "rr": 1.514404, "primary_prob": 26.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.271606, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.028268, "hold30_r": -1.0 }, { "symbol": "ORLY", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.879828, "strategy_rank": 67.956716, "rr": 1.662092, "primary_prob": 24.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.493138, "raw_level_count": 20, "gate_level_count": 20, "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": 99.356223, "strategy_rank": 98.231028, "rr": 0.868431, "primary_prob": 43.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.302647, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.837825, "hold30_r": -1.0 }, { "symbol": "PM", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.918455, "strategy_rank": 75.782468, "rr": 1.490081, "primary_prob": 27.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.235121, "raw_level_count": 20, "gate_level_count": 20, "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": 92.167382, "strategy_rank": 89.983405, "rr": 1.536347, "primary_prob": 26.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.30452, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.044121, "hold30_r": -1.0 }, { "symbol": "RCL", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.888412, "strategy_rank": 88.49713, "rr": 1.387386, "primary_prob": 29.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.081079, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.04236, "hold30_r": -1.0 }, { "symbol": "RJF", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.150215, "strategy_rank": 64.433124, "rr": 1.77933, "primary_prob": 22.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.668995, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.723424, "hold30_r": -1.0 }, { "symbol": "RL", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.703863, "strategy_rank": 83.188524, "rr": 1.133226, "primary_prob": 35.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.699839, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.084838, "hold30_r": 2.381706 }, { "symbol": "RTX", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.364807, "strategy_rank": 69.567262, "rr": 1.154579, "primary_prob": 34.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.731868, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.088102, "hold30_r": 2.525029 }, { "symbol": "SATS", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.570815, "strategy_rank": 99.667416, "rr": 1.903958, "primary_prob": 20.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.855937, "raw_level_count": 20, "gate_level_count": 20, "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": 87.875536, "strategy_rank": 66.65757, "rr": 1.218506, "primary_prob": 33.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 1.827759, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.155124, "hold30_r": -0.499698 }, { "symbol": "SMCI", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.729614, "strategy_rank": 89.785649, "rr": 1.743306, "primary_prob": 38.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.61496, "raw_level_count": 20, "gate_level_count": 20, "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": 96.459227, "strategy_rank": 93.373549, "rr": 0.795794, "primary_prob": 46.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.193691, "raw_level_count": 20, "gate_level_count": 20, "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": 82.403433, "strategy_rank": 75.335137, "rr": 1.812202, "primary_prob": 22.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.718302, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.768008, "hold30_r": 2.144041 }, { "symbol": "T", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.450644, "strategy_rank": 68.685226, "rr": 1.416131, "primary_prob": 28.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 62, "primary_distance_atr": 2.124196, "raw_level_count": 20, "gate_level_count": 20, "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": 85.085837, "strategy_rank": 73.74015, "rr": 1.289523, "primary_prob": 31.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.934284, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.226559, "hold30_r": 0.6397 }, { "symbol": "TKO", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.098712, "strategy_rank": 86.190642, "rr": 1.647112, "primary_prob": 24.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.470669, "raw_level_count": 20, "gate_level_count": 20, "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": 99.141631, "strategy_rank": 94.447373, "rr": 1.431531, "primary_prob": 28.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.147296, "raw_level_count": 20, "gate_level_count": 20, "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": 89.16309, "strategy_rank": 91.256607, "rr": 1.594937, "primary_prob": 25.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.392406, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.566292, "hold30_r": -1.0 }, { "symbol": "TTWO", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.386266, "strategy_rank": 82.365242, "rr": 0.704794, "primary_prob": 49.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.057191, "raw_level_count": 20, "gate_level_count": 20, "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": 95.815451, "strategy_rank": 94.14477, "rr": 1.522273, "primary_prob": 26.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 2.283409, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.488238, "hold30_r": -1.0 }, { "symbol": "ULTA", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.733906, "strategy_rank": 82.563895, "rr": 0.9335, "primary_prob": 56.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.40025, "raw_level_count": 20, "gate_level_count": 20, "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": 94.527897, "strategy_rank": 81.828692, "rr": 1.93421, "primary_prob": 20.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.901315, "raw_level_count": 20, "gate_level_count": 20, "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": 93.88412, "strategy_rank": 92.439141, "rr": 1.328873, "primary_prob": 30.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.99331, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.299607, "hold30_r": -1.0 }, { "symbol": "WDC", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.304721, "strategy_rank": 86.925845, "rr": 1.645934, "primary_prob": 24.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.468901, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.618475, "hold30_r": 2.827439 }, { "symbol": "WELL", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.660944, "strategy_rank": 64.83533, "rr": 1.209196, "primary_prob": 33.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.813794, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.131536, "hold30_r": 7.953668 }, { "symbol": "WFC", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.369099, "strategy_rank": 68.647758, "rr": 1.009341, "primary_prob": 38.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 1.514012, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.949293, "hold30_r": 2.123586 }, { "symbol": "WSM", "date": "2025-10-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.866953, "strategy_rank": 80.490147, "rr": 1.033214, "primary_prob": 38.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.549821, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.991187, "hold30_r": -1.0 }, { "symbol": "WBD", "date": "2025-10-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.007718, "strategy_rank": 98.710689, "rr": 1.370828, "primary_prob": 29.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.056242, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.345138, "hold30_r": 3.66999 }, { "symbol": "HOOD", "date": "2025-10-16", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.669239, "strategy_rank": 99.008556, "rr": 1.75021, "primary_prob": 22.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.625315, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.725663, "hold30_r": -1.0 }, { "symbol": "ANET", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.06946, "strategy_rank": 92.228798, "rr": 1.514384, "primary_prob": 26.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.271575, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.487372, "hold30_r": -1.0 }, { "symbol": "APP", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.889746, "strategy_rank": 99.26203, "rr": 1.77797, "primary_prob": 22.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.666956, "raw_level_count": 20, "gate_level_count": 20, "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": 97.794928, "strategy_rank": 93.863939, "rr": 0.780658, "primary_prob": 61.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.170987, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.747766, "hold30_r": 1.73014 }, { "symbol": "AXON", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.574421, "strategy_rank": 96.352756, "rr": 1.708228, "primary_prob": 23.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 2.562342, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.677528, "hold30_r": -2.445282 }, { "symbol": "AZO", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.297685, "strategy_rank": 69.122476, "rr": 1.028817, "primary_prob": 38.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.543225, "raw_level_count": 20, "gate_level_count": 20, "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": 86.218302, "strategy_rank": 76.971754, "rr": 1.55706, "primary_prob": 26.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 74, "primary_distance_atr": 2.33559, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.502289, "hold30_r": -1.0 }, { "symbol": "BK", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.659316, "strategy_rank": 62.115266, "rr": 0.869658, "primary_prob": 43.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.304487, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.808697, "hold30_r": 1.676733 }, { "symbol": "BKR", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.154355, "strategy_rank": 75.370163, "rr": 1.826311, "primary_prob": 21.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.739466, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.777311, "hold30_r": 2.700504 }, { "symbol": "C", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.495039, "strategy_rank": 76.38265, "rr": 1.592622, "primary_prob": 25.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.388934, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.547383, "hold30_r": 1.307281 }, { "symbol": "CAH", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.982359, "strategy_rank": 72.622894, "rr": 1.70639, "primary_prob": 38.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.559584, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.646849, "hold30_r": 9.819372 }, { "symbol": "CBOE", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.374862, "strategy_rank": 62.506897, "rr": 1.53165, "primary_prob": 26.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.297475, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.061872, "hold30_r": -1.0 }, { "symbol": "CBRE", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.572216, "strategy_rank": 71.914648, "rr": 1.738327, "primary_prob": 23.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.607491, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.66889, "hold30_r": -1.0 }, { "symbol": "CCL", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.01323, "strategy_rank": 83.192521, "rr": 1.612991, "primary_prob": 25.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.419487, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.036704, "hold30_r": -1.0 }, { "symbol": "CDNS", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.800441, "strategy_rank": 82.013172, "rr": 1.348928, "primary_prob": 30.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.023391, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.304512, "hold30_r": -1.0 }, { "symbol": "CHRW", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.367144, "strategy_rank": 79.55612, "rr": 1.944098, "primary_prob": 20.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.916146, "raw_level_count": 20, "gate_level_count": 20, "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": 81.808159, "strategy_rank": 59.710645, "rr": 1.669794, "primary_prob": 24.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.504691, "raw_level_count": 20, "gate_level_count": 20, "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": 85.005513, "strategy_rank": 78.501656, "rr": 1.763442, "primary_prob": 22.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.645162, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.042834, "hold30_r": -1.0 }, { "symbol": "COIN", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.133407, "strategy_rank": 97.762107, "rr": 1.345465, "primary_prob": 30.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.018197, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.320578, "hold30_r": -1.0 }, { "symbol": "CRWD", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.15656, "strategy_rank": 91.085804, "rr": 0.938271, "primary_prob": 41.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.407407, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.898183, "hold30_r": 0.805649 }, { "symbol": "CVNA", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.125689, "strategy_rank": 97.333357, "rr": 1.73722, "primary_prob": 23.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.605829, "raw_level_count": 20, "gate_level_count": 20, "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": 96.141125, "strategy_rank": 90.030065, "rr": 1.219304, "primary_prob": 33.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.828956, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.039268, "hold30_r": -1.0 }, { "symbol": "DG", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.936053, "strategy_rank": 89.279466, "rr": 1.14135, "primary_prob": 50.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.712025, "raw_level_count": 20, "gate_level_count": 20, "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": 94.377067, "strategy_rank": 89.918573, "rr": 1.520016, "primary_prob": 41.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.280023, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.482488, "hold30_r": 2.616859 }, { "symbol": "EBAY", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.415656, "strategy_rank": 85.123999, "rr": 1.887469, "primary_prob": 35.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.831203, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.841215, "hold30_r": -1.61118 }, { "symbol": "EQT", "date": "2025-10-17", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 88.864388, "strategy_rank": 84.605953, "rr": 2.031022, "primary_prob": 34.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 3.046532, "raw_level_count": 20, "gate_level_count": 20, "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": 87.100331, "strategy_rank": 82.181685, "rr": 1.924183, "primary_prob": 20.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.886275, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.887047, "hold30_r": 3.820665 }, { "symbol": "FFIV", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.620728, "strategy_rank": 81.216007, "rr": 1.662814, "primary_prob": 24.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.494221, "raw_level_count": 20, "gate_level_count": 20, "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": 87.761852, "strategy_rank": 77.160169, "rr": 1.677019, "primary_prob": 24.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.515528, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.622895, "hold30_r": 3.885369 }, { "symbol": "FOXA", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.85667, "strategy_rank": 79.254295, "rr": 1.198862, "primary_prob": 33.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.798292, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.144672, "hold30_r": 3.882046 }, { "symbol": "GL", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.028666, "strategy_rank": 70.107291, "rr": 1.139777, "primary_prob": 35.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 1.709665, "raw_level_count": 20, "gate_level_count": 20, "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": 88.643881, "strategy_rank": 77.546311, "rr": 1.102117, "primary_prob": 51.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.653175, "raw_level_count": 20, "gate_level_count": 20, "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": 90.077178, "strategy_rank": 71.644333, "rr": 1.085836, "primary_prob": 36.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.628753, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.037056, "hold30_r": 1.952109 }, { "symbol": "IBKR", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.818082, "strategy_rank": 88.509221, "rr": 1.51952, "primary_prob": 26.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.27928, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.483658, "hold30_r": -1.0 }, { "symbol": "IDXX", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.423374, "strategy_rank": 89.715745, "rr": 1.786619, "primary_prob": 22.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.679929, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.732955, "hold30_r": 3.951327 }, { "symbol": "INCY", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.667034, "strategy_rank": 79.526395, "rr": 1.184525, "primary_prob": 49.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.776787, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.135425, "hold30_r": 4.05663 }, { "symbol": "INTC", "date": "2025-10-17", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 86.438809, "strategy_rank": 89.681175, "rr": 2.790407, "primary_prob": 26.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 4.18561, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.026595, "hold30_r": -1.0 }, { "symbol": "JBL", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.70011, "strategy_rank": 89.985672, "rr": 1.306102, "primary_prob": 31.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.959154, "raw_level_count": 20, "gate_level_count": 20, "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": 85.336273, "strategy_rank": 61.618651, "rr": 1.466214, "primary_prob": 27.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.199321, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.408165, "hold30_r": 1.108071 }, { "symbol": "KR", "date": "2025-10-17", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 84.454245, "strategy_rank": 72.003434, "rr": 2.323374, "primary_prob": 30.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 3.485061, "raw_level_count": 20, "gate_level_count": 20, "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": 82.249173, "strategy_rank": 66.230809, "rr": 1.264569, "primary_prob": 47.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.896854, "raw_level_count": 20, "gate_level_count": 20, "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": 98.787211, "strategy_rank": 96.904351, "rr": 0.744939, "primary_prob": 63.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.117408, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.72074, "hold30_r": 11.246962 }, { "symbol": "LRCX", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.833517, "strategy_rank": 90.225753, "rr": 1.112408, "primary_prob": 51.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.668612, "raw_level_count": 20, "gate_level_count": 20, "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": 87.541345, "strategy_rank": 72.611541, "rr": 1.052032, "primary_prob": 37.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.578048, "raw_level_count": 20, "gate_level_count": 20, "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": 89.636163, "strategy_rank": 65.454565, "rr": 1.801095, "primary_prob": 22.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.701643, "raw_level_count": 20, "gate_level_count": 20, "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": 89.084895, "strategy_rank": 86.478369, "rr": 1.622206, "primary_prob": 25.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 80, "primary_distance_atr": 2.433309, "raw_level_count": 20, "gate_level_count": 20, "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": 83.792723, "strategy_rank": 65.659312, "rr": 0.929008, "primary_prob": 41.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.393512, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.876979, "hold30_r": 1.606742 }, { "symbol": "MSTR", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.346196, "strategy_rank": 97.421633, "rr": 1.133065, "primary_prob": 35.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.699597, "raw_level_count": 20, "gate_level_count": 20, "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": 93.054024, "strategy_rank": 89.322839, "rr": 1.258222, "primary_prob": 47.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.887333, "raw_level_count": 20, "gate_level_count": 20, "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": 95.920617, "strategy_rank": 79.897736, "rr": 1.315307, "primary_prob": 31.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.972961, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.450424, "hold30_r": -1.391351 }, { "symbol": "NTRS", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.674752, "strategy_rank": 74.701842, "rr": 1.711847, "primary_prob": 23.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.56777, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.663471, "hold30_r": 1.193694 }, { "symbol": "ORCL", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.361632, "strategy_rank": 96.924508, "rr": 0.821218, "primary_prob": 45.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.231827, "raw_level_count": 20, "gate_level_count": 20, "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": 87.320838, "strategy_rank": 64.659829, "rr": 1.956197, "primary_prob": 20.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.934295, "raw_level_count": 20, "gate_level_count": 20, "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": 91.841235, "strategy_rank": 74.597234, "rr": 1.020009, "primary_prob": 38.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 1.530013, "raw_level_count": 20, "gate_level_count": 20, "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": 92.061742, "strategy_rank": 89.982867, "rr": 1.307727, "primary_prob": 31.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.961591, "raw_level_count": 20, "gate_level_count": 20, "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": 92.392503, "strategy_rank": 86.216602, "rr": 1.648227, "primary_prob": 24.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.472341, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.0408, "hold30_r": -1.0 }, { "symbol": "RTX", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.579934, "strategy_rank": 71.583487, "rr": 1.11761, "primary_prob": 35.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.676415, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.050077, "hold30_r": 2.152744 }, { "symbol": "SATS", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.338479, "strategy_rank": 99.503895, "rr": 1.534727, "primary_prob": 26.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.30209, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.030426, "hold30_r": -1.0 }, { "symbol": "SCHW", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.595369, "strategy_rank": 60.645833, "rr": 1.322553, "primary_prob": 30.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.983829, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.2616, "hold30_r": -1.0 }, { "symbol": "SMCI", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.879824, "strategy_rank": 90.51852, "rr": 1.972026, "primary_prob": 34.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.958039, "raw_level_count": 20, "gate_level_count": 20, "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": 97.353914, "strategy_rank": 94.182982, "rr": 2.174568, "primary_prob": 32.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 3.261852, "raw_level_count": 20, "gate_level_count": 20, "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": 83.351709, "strategy_rank": 76.650161, "rr": 1.265617, "primary_prob": 32.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.898425, "raw_level_count": 20, "gate_level_count": 20, "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": 91.289967, "strategy_rank": 69.156281, "rr": 0.847042, "primary_prob": 44.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 62, "primary_distance_atr": 1.270563, "raw_level_count": 20, "gate_level_count": 20, "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": 95.038589, "strategy_rank": 86.747276, "rr": 1.444337, "primary_prob": 28.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.166506, "raw_level_count": 20, "gate_level_count": 20, "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": 96.9129, "strategy_rank": 96.814801, "rr": 0.713162, "primary_prob": 64.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.069743, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.682181, "hold30_r": -1.0 }, { "symbol": "UAL", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.274531, "strategy_rank": 92.748119, "rr": 1.608895, "primary_prob": 25.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.413343, "raw_level_count": 20, "gate_level_count": 20, "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": 90.738699, "strategy_rank": 83.406957, "rr": 1.679922, "primary_prob": 24.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.519882, "raw_level_count": 20, "gate_level_count": 20, "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": 94.597574, "strategy_rank": 82.176452, "rr": 1.357428, "primary_prob": 30.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.036142, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.066217, "hold30_r": -1.0 }, { "symbol": "VST", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.36935, "strategy_rank": 94.280571, "rr": 0.959811, "primary_prob": 40.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.439716, "raw_level_count": 20, "gate_level_count": 20, "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": 93.715546, "strategy_rank": 91.272688, "rr": 0.921503, "primary_prob": 56.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.382255, "raw_level_count": 20, "gate_level_count": 20, "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": 81.146637, "strategy_rank": 71.075774, "rr": 0.830705, "primary_prob": 59.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.246058, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.782738, "hold30_r": 0.610538 }, { "symbol": "WRB", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.131202, "strategy_rank": 61.661004, "rr": 1.558078, "primary_prob": 26.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.337117, "raw_level_count": 20, "gate_level_count": 20, "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": 84.233738, "strategy_rank": 81.893132, "rr": 1.549857, "primary_prob": 26.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.324785, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.507206, "hold30_r": -1.0 }, { "symbol": "WYNN", "date": "2025-10-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.815877, "strategy_rank": 80.35966, "rr": 1.559208, "primary_prob": 26.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.338812, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.522897, "hold30_r": 2.30544 }, { "symbol": "GEV", "date": "2025-10-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.659218, "strategy_rank": 95.244488, "rr": 1.773286, "primary_prob": 22.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.659929, "raw_level_count": 20, "gate_level_count": 20, "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": 98.994413, "strategy_rank": 98.592964, "rr": 1.094052, "primary_prob": 36.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.641078, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.064523, "hold30_r": 5.004836 }, { "symbol": "CEG", "date": "2025-10-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.011173, "strategy_rank": 83.055143, "rr": 0.717178, "primary_prob": 49.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.075767, "raw_level_count": 20, "gate_level_count": 20, "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": 99.664804, "strategy_rank": 98.92831, "rr": 0.759775, "primary_prob": 62.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.139663, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.735764, "hold30_r": -1.0 }, { "symbol": "APP", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.888268, "strategy_rank": 99.285627, "rr": 0.676052, "primary_prob": 50.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.014079, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.651067, "hold30_r": -1.0 }, { "symbol": "AXON", "date": "2025-10-24", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 97.094972, "strategy_rank": 95.857105, "rr": 2.241583, "primary_prob": 31.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 3.362375, "raw_level_count": 20, "gate_level_count": 20, "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": 88.044693, "strategy_rank": 68.762981, "rr": 1.473661, "primary_prob": 27.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.210492, "raw_level_count": 20, "gate_level_count": 20, "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": 83.798883, "strategy_rank": 74.027521, "rr": 1.639504, "primary_prob": 24.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 59, "primary_distance_atr": 2.459256, "raw_level_count": 20, "gate_level_count": 20, "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": 86.145251, "strategy_rank": 79.051676, "rr": 1.269598, "primary_prob": 32.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.904397, "raw_level_count": 20, "gate_level_count": 20, "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": 92.849162, "strategy_rank": 76.445306, "rr": 1.270721, "primary_prob": 32.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.906081, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.221732, "hold30_r": 2.514413 }, { "symbol": "CAH", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.486034, "strategy_rank": 72.389777, "rr": 0.707059, "primary_prob": 64.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.060589, "raw_level_count": 20, "gate_level_count": 20, "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": 89.72067, "strategy_rank": 77.637059, "rr": 1.873531, "primary_prob": 21.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.810296, "raw_level_count": 20, "gate_level_count": 20, "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": 82.458101, "strategy_rank": 64.919331, "rr": 1.582642, "primary_prob": 25.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.373963, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.523295, "hold30_r": 1.798443 }, { "symbol": "CCL", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.469274, "strategy_rank": 83.235634, "rr": 1.86507, "primary_prob": 21.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.797604, "raw_level_count": 20, "gate_level_count": 20, "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": 85.698324, "strategy_rank": 83.392845, "rr": 1.715529, "primary_prob": 38.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.573294, "raw_level_count": 20, "gate_level_count": 20, "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": 81.564246, "strategy_rank": 79.963276, "rr": 1.54414, "primary_prob": 26.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.31621, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.483888, "hold30_r": 6.536182 }, { "symbol": "CME", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.575419, "strategy_rank": 60.94699, "rr": 1.503213, "primary_prob": 27.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.254819, "raw_level_count": 20, "gate_level_count": 20, "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": 94.972067, "strategy_rank": 96.279554, "rr": 2.105666, "primary_prob": 33.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 3.158499, "raw_level_count": 20, "gate_level_count": 20, "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": 98.100559, "strategy_rank": 97.297623, "rr": 1.672103, "primary_prob": 24.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.508154, "raw_level_count": 20, "gate_level_count": 20, "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": 90.391061, "strategy_rank": 79.981332, "rr": 1.587538, "primary_prob": 40.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.381307, "raw_level_count": 20, "gate_level_count": 20, "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": 96.201117, "strategy_rank": 90.008193, "rr": 1.572355, "primary_prob": 25.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.358532, "raw_level_count": 20, "gate_level_count": 20, "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": 92.178771, "strategy_rank": 88.197015, "rr": 2.119939, "primary_prob": 18.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 3.179908, "raw_level_count": 20, "gate_level_count": 20, "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": 93.072626, "strategy_rank": 88.889677, "rr": 2.292387, "primary_prob": 31.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 3.438581, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.251244, "hold30_r": 4.41966 }, { "symbol": "EQT", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.743017, "strategy_rank": 88.08663, "rr": 1.276565, "primary_prob": 31.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.914848, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.241606, "hold30_r": 1.614505 }, { "symbol": "EXE", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.681564, "strategy_rank": 76.827988, "rr": 1.912119, "primary_prob": 20.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.868179, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.873139, "hold30_r": 2.873644 }, { "symbol": "EXPE", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.234637, "strategy_rank": 79.294157, "rr": 1.567006, "primary_prob": 26.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.350509, "raw_level_count": 20, "gate_level_count": 20, "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": 91.396648, "strategy_rank": 81.053546, "rr": 1.357634, "primary_prob": 30.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.036451, "raw_level_count": 20, "gate_level_count": 20, "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": 88.49162, "strategy_rank": 77.714223, "rr": 1.270763, "primary_prob": 32.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.906145, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.209806, "hold30_r": 4.816639 }, { "symbol": "FOXA", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.497207, "strategy_rank": 79.087777, "rr": 1.590833, "primary_prob": 25.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.386249, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.530349, "hold30_r": 5.006366 }, { "symbol": "FSLR", "date": "2025-10-24", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 81.117318, "strategy_rank": 86.313373, "rr": 2.30447, "primary_prob": 30.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 3.456706, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.272186, "hold30_r": 0.96756 }, { "symbol": "GL", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.905028, "strategy_rank": 69.819234, "rr": 1.430566, "primary_prob": 28.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.14585, "raw_level_count": 20, "gate_level_count": 20, "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": 90.949721, "strategy_rank": 79.167037, "rr": 0.959476, "primary_prob": 55.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.439214, "raw_level_count": 20, "gate_level_count": 20, "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": 89.944134, "strategy_rank": 72.670715, "rr": 0.942415, "primary_prob": 41.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.413622, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.889047, "hold30_r": -1.0 }, { "symbol": "IBKR", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.648045, "strategy_rank": 89.785328, "rr": 0.834886, "primary_prob": 59.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.252329, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.797765, "hold30_r": -1.0 }, { "symbol": "IDXX", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.592179, "strategy_rank": 88.270775, "rr": 1.685903, "primary_prob": 23.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.528854, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.627278, "hold30_r": 3.009699 }, { "symbol": "INTC", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.418994, "strategy_rank": 95.889278, "rr": 1.579927, "primary_prob": 40.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.369891, "raw_level_count": 20, "gate_level_count": 20, "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": 95.75419, "strategy_rank": 89.829272, "rr": 1.858473, "primary_prob": 21.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.787709, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.039498, "hold30_r": -1.0 }, { "symbol": "JPM", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.921788, "strategy_rank": 62.15418, "rr": 1.201645, "primary_prob": 33.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.802468, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.142226, "hold30_r": 1.460561 }, { "symbol": "KR", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.24581, "strategy_rank": 73.268942, "rr": 1.428935, "primary_prob": 28.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.143403, "raw_level_count": 20, "gate_level_count": 20, "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": 80.782123, "strategy_rank": 65.319807, "rr": 1.931817, "primary_prob": 20.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.897725, "raw_level_count": 20, "gate_level_count": 20, "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": 87.039106, "strategy_rank": 71.541214, "rr": 1.505108, "primary_prob": 27.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.257663, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.054039, "hold30_r": -1.0 }, { "symbol": "MO", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.167598, "strategy_rank": 66.465533, "rr": 1.154232, "primary_prob": 34.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.731348, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.197604, "hold30_r": -1.11055 }, { "symbol": "MOS", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.709497, "strategy_rank": 85.269416, "rr": 1.489612, "primary_prob": 27.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 80, "primary_distance_atr": 2.234418, "raw_level_count": 20, "gate_level_count": 20, "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": 94.636872, "strategy_rank": 94.739114, "rr": 1.208889, "primary_prob": 33.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.813333, "raw_level_count": 20, "gate_level_count": 20, "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": 93.296089, "strategy_rank": 90.619763, "rr": 1.652232, "primary_prob": 24.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.478348, "raw_level_count": 20, "gate_level_count": 20, "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": 94.413408, "strategy_rank": 83.433135, "rr": 0.802236, "primary_prob": 45.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.203353, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.758612, "hold30_r": -1.0 }, { "symbol": "NTRS", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.027933, "strategy_rank": 75.590982, "rr": 0.763278, "primary_prob": 47.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 1.144916, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.714836, "hold30_r": 1.433692 }, { "symbol": "ORCL", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.871508, "strategy_rank": 97.274342, "rr": 1.317181, "primary_prob": 31.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.975772, "raw_level_count": 20, "gate_level_count": 20, "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": 87.26257, "strategy_rank": 65.536924, "rr": 1.828315, "primary_prob": 21.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.742472, "raw_level_count": 20, "gate_level_count": 20, "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": 86.368715, "strategy_rank": 72.879976, "rr": 1.771471, "primary_prob": 22.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.657206, "raw_level_count": 20, "gate_level_count": 20, "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": 88.938547, "strategy_rank": 87.636448, "rr": 1.209513, "primary_prob": 33.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.81427, "raw_level_count": 20, "gate_level_count": 20, "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": 92.402235, "strategy_rank": 85.875761, "rr": 1.720894, "primary_prob": 23.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.581342, "raw_level_count": 20, "gate_level_count": 20, "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": 99.329609, "strategy_rank": 99.497244, "rr": 1.31122, "primary_prob": 31.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.966831, "raw_level_count": 20, "gate_level_count": 20, "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": 84.692737, "strategy_rank": 63.436702, "rr": 1.344748, "primary_prob": 30.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.017122, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.278014, "hold30_r": -1.0 }, { "symbol": "SMCI", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.843575, "strategy_rank": 93.955681, "rr": 1.330027, "primary_prob": 30.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.995041, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.022022, "hold30_r": -1.0 }, { "symbol": "STX", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.877095, "strategy_rank": 94.763966, "rr": 0.853549, "primary_prob": 58.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.280324, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.82581, "hold30_r": 3.038489 }, { "symbol": "T", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.273743, "strategy_rank": 68.417959, "rr": 1.067769, "primary_prob": 37.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 1.601653, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.012364, "hold30_r": -1.0 }, { "symbol": "TDY", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.340782, "strategy_rank": 59.650601, "rr": 1.599918, "primary_prob": 25.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.399877, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.056704, "hold30_r": -1.0 }, { "symbol": "TJX", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.223464, "strategy_rank": 57.3283, "rr": 0.730484, "primary_prob": 48.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.095726, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.092838, "hold30_r": -1.0 }, { "symbol": "TKO", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.519553, "strategy_rank": 84.849848, "rr": 0.735223, "primary_prob": 48.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.102834, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.055731, "hold30_r": -1.0 }, { "symbol": "TSLA", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.324022, "strategy_rank": 97.387083, "rr": 1.589818, "primary_prob": 25.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.384727, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.030543, "hold30_r": -1.0 }, { "symbol": "TTWO", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.189944, "strategy_rank": 79.493229, "rr": 0.684571, "primary_prob": 50.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.026857, "raw_level_count": 20, "gate_level_count": 20, "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": 92.625698, "strategy_rank": 85.027721, "rr": 1.757826, "primary_prob": 22.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.63674, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.048963, "hold30_r": -1.0 }, { "symbol": "VLO", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.128492, "strategy_rank": 79.015837, "rr": 1.369632, "primary_prob": 44.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.054448, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.325393, "hold30_r": 0.324579 }, { "symbol": "VRSN", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.195531, "strategy_rank": 80.531961, "rr": 1.741331, "primary_prob": 23.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.611996, "raw_level_count": 20, "gate_level_count": 20, "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": 96.424581, "strategy_rank": 94.483814, "rr": 0.94238, "primary_prob": 41.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.41357, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.028621, "hold30_r": -1.0 }, { "symbol": "WRB", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.47486, "strategy_rank": 61.774367, "rr": 1.003221, "primary_prob": 39.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.504832, "raw_level_count": 20, "gate_level_count": 20, "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": 90.726257, "strategy_rank": 86.47713, "rr": 1.2233, "primary_prob": 33.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 1.83495, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.175808, "hold30_r": -1.008408 }, { "symbol": "WYNN", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.0, "strategy_rank": 79.939732, "rr": 1.043977, "primary_prob": 37.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.565965, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.039972, "hold30_r": -1.0 }, { "symbol": "XEL", "date": "2025-10-24", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.351955, "strategy_rank": 63.067351, "rr": 0.830246, "primary_prob": 44.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.245369, "raw_level_count": 20, "gate_level_count": 20, "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": 98.224195, "strategy_rank": 94.366693, "rr": 1.905758, "primary_prob": 20.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.858637, "raw_level_count": 20, "gate_level_count": 20, "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": 99.112098, "strategy_rank": 98.746539, "rr": 2.101189, "primary_prob": 33.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 3.151784, "raw_level_count": 20, "gate_level_count": 20, "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": 84.794673, "strategy_rank": 85.065805, "rr": 0.738626, "primary_prob": 63.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.107939, "raw_level_count": 20, "gate_level_count": 20, "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": 99.889012, "strategy_rank": 99.057564, "rr": 1.132953, "primary_prob": 35.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.699429, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.107126, "hold30_r": -1.0 }, { "symbol": "ABBV", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.684795, "strategy_rank": 71.0849, "rr": 1.383908, "primary_prob": 29.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.075862, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.319458, "hold30_r": 1.390736 }, { "symbol": "ALLE", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.243063, "strategy_rank": 64.819147, "rr": 1.464593, "primary_prob": 27.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.196889, "raw_level_count": 20, "gate_level_count": 20, "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": 99.667037, "strategy_rank": 98.968699, "rr": 1.162869, "primary_prob": 34.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.744304, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.027944, "hold30_r": -1.0 }, { "symbol": "ATO", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.799112, "strategy_rank": 57.490642, "rr": 1.573764, "primary_prob": 25.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.360645, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.477804, "hold30_r": -1.0 }, { "symbol": "AXON", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.781354, "strategy_rank": 95.684864, "rr": 1.437214, "primary_prob": 28.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.155821, "raw_level_count": 20, "gate_level_count": 20, "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": 91.231964, "strategy_rank": 71.146189, "rr": 1.416802, "primary_prob": 28.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.125203, "raw_level_count": 20, "gate_level_count": 20, "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": 87.236404, "strategy_rank": 78.393642, "rr": 1.064973, "primary_prob": 37.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 126, "primary_distance_atr": 1.597459, "raw_level_count": 20, "gate_level_count": 20, "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": 88.790233, "strategy_rank": 73.926999, "rr": 0.690363, "primary_prob": 65.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.035544, "raw_level_count": 20, "gate_level_count": 20, "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": 89.567148, "strategy_rank": 76.932037, "rr": 1.63831, "primary_prob": 24.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.457466, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.580102, "hold30_r": 1.912912 }, { "symbol": "CME", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.463929, "strategy_rank": 60.185948, "rr": 1.952321, "primary_prob": 20.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.928481, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.887456, "hold30_r": 0.817254 }, { "symbol": "CNP", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.791343, "strategy_rank": 62.185647, "rr": 1.926099, "primary_prob": 20.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.889149, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.846606, "hold30_r": -1.0 }, { "symbol": "COIN", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.00333, "strategy_rank": 97.602996, "rr": 1.69562, "primary_prob": 23.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.543431, "raw_level_count": 20, "gate_level_count": 20, "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": 97.558269, "strategy_rank": 97.193227, "rr": 1.727555, "primary_prob": 23.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.591332, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.708496, "hold30_r": 4.393879 }, { "symbol": "CVS", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.45283, "strategy_rank": 81.113877, "rr": 1.368527, "primary_prob": 29.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 2.052791, "raw_level_count": 20, "gate_level_count": 20, "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": 95.338513, "strategy_rank": 89.18707, "rr": 1.864908, "primary_prob": 21.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.797362, "raw_level_count": 20, "gate_level_count": 20, "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": 92.230855, "strategy_rank": 87.809935, "rr": 3.134662, "primary_prob": 9.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 4.701993, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 3.08233, "hold30_r": 9.08886 }, { "symbol": "DLTR", "date": "2025-10-31", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 93.562708, "strategy_rank": 88.87527, "rr": 2.275651, "primary_prob": 31.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 3.413477, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.234518, "hold30_r": 6.650067 }, { "symbol": "EBAY", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.45394, "strategy_rank": 90.059887, "rr": 1.504724, "primary_prob": 27.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.257086, "raw_level_count": 20, "gate_level_count": 20, "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": 89.789123, "strategy_rank": 87.597397, "rr": 1.770745, "primary_prob": 22.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.656117, "raw_level_count": 20, "gate_level_count": 20, "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": 93.784684, "strategy_rank": 87.633758, "rr": 1.37708, "primary_prob": 29.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.065621, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.34057, "hold30_r": 0.541728 }, { "symbol": "EVRG", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.015538, "strategy_rank": 61.507994, "rr": 1.0641, "primary_prob": 37.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.59615, "raw_level_count": 20, "gate_level_count": 20, "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": 83.240844, "strategy_rank": 77.193202, "rr": 1.304321, "primary_prob": 31.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.956481, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.265166, "hold30_r": 1.370097 }, { "symbol": "EXPE", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.576027, "strategy_rank": 78.588806, "rr": 0.79516, "primary_prob": 46.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.19274, "raw_level_count": 20, "gate_level_count": 20, "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": 82.90788, "strategy_rank": 77.658576, "rr": 0.6738, "primary_prob": 51.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 1.0107, "raw_level_count": 20, "gate_level_count": 20, "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": 83.462819, "strategy_rank": 87.991601, "rr": 1.889433, "primary_prob": 35.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.834149, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.295, "hold30_r": -1.265023 }, { "symbol": "GL", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.798002, "strategy_rank": 67.269688, "rr": 0.691521, "primary_prob": 50.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.037281, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.624405, "hold30_r": 2.332287 }, { "symbol": "GRMN", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.118757, "strategy_rank": 83.04344, "rr": 1.502305, "primary_prob": 27.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.253457, "raw_level_count": 20, "gate_level_count": 20, "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": 86.459489, "strategy_rank": 69.967319, "rr": 0.797691, "primary_prob": 46.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.196537, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.740951, "hold30_r": -1.0 }, { "symbol": "IDXX", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.345172, "strategy_rank": 89.914126, "rr": 1.413399, "primary_prob": 28.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 2.120098, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.351404, "hold30_r": 3.498069 }, { "symbol": "INTC", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.00444, "strategy_rank": 96.238584, "rr": 1.738265, "primary_prob": 38.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.607398, "raw_level_count": 20, "gate_level_count": 20, "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": 95.005549, "strategy_rank": 89.087033, "rr": 0.976017, "primary_prob": 54.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.464026, "raw_level_count": 20, "gate_level_count": 20, "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": 91.675916, "strategy_rank": 88.386001, "rr": 0.756233, "primary_prob": 62.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.134349, "raw_level_count": 20, "gate_level_count": 20, "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": 86.237514, "strategy_rank": 75.199963, "rr": 1.245802, "primary_prob": 32.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 1.868704, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.189201, "hold30_r": -1.0 }, { "symbol": "L", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.021088, "strategy_rank": 56.947577, "rr": 1.339605, "primary_prob": 30.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.009407, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.237248, "hold30_r": 3.007171 }, { "symbol": "LYV", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.577137, "strategy_rank": 67.512643, "rr": 1.175438, "primary_prob": 34.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.763157, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.275161, "hold30_r": -1.219319 }, { "symbol": "MCK", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.560488, "strategy_rank": 79.198329, "rr": 0.706677, "primary_prob": 64.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.060015, "raw_level_count": 20, "gate_level_count": 20, "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": 85.793563, "strategy_rank": 68.736203, "rr": 1.501753, "primary_prob": 27.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.25263, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.435271, "hold30_r": 3.989157 }, { "symbol": "MO", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.233074, "strategy_rank": 71.777343, "rr": 1.280053, "primary_prob": 31.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 55, "primary_distance_atr": 1.920079, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.224985, "hold30_r": 1.323468 }, { "symbol": "MOS", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.681465, "strategy_rank": 84.557292, "rr": 1.332938, "primary_prob": 30.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 1.999408, "raw_level_count": 20, "gate_level_count": 20, "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": 82.130966, "strategy_rank": 69.9307, "rr": 1.918547, "primary_prob": 20.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.87782, "raw_level_count": 20, "gate_level_count": 20, "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": 92.674806, "strategy_rank": 93.37569, "rr": 0.911709, "primary_prob": 42.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.367563, "raw_level_count": 20, "gate_level_count": 20, "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": 97.891232, "strategy_rank": 93.867543, "rr": 1.521886, "primary_prob": 26.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.282829, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.49439, "hold30_r": 3.178484 }, { "symbol": "NFLX", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.896781, "strategy_rank": 82.089831, "rr": 1.638169, "primary_prob": 24.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 2.457253, "raw_level_count": 20, "gate_level_count": 20, "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": 82.685905, "strategy_rank": 63.135122, "rr": 1.620132, "primary_prob": 25.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.430198, "raw_level_count": 20, "gate_level_count": 20, "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": 85.127636, "strategy_rank": 68.968503, "rr": 1.935649, "primary_prob": 20.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.903473, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.064076, "hold30_r": -1.0 }, { "symbol": "ORCL", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.782464, "strategy_rank": 96.548833, "rr": 1.764356, "primary_prob": 22.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.646534, "raw_level_count": 20, "gate_level_count": 20, "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": 89.123196, "strategy_rank": 66.776481, "rr": 1.649277, "primary_prob": 24.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.473915, "raw_level_count": 20, "gate_level_count": 20, "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": 84.350721, "strategy_rank": 72.149718, "rr": 1.455381, "primary_prob": 28.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.183072, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.406599, "hold30_r": 2.379444 }, { "symbol": "PODD", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.014428, "strategy_rank": 86.020965, "rr": 1.903624, "primary_prob": 20.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.855435, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.050897, "hold30_r": -1.0 }, { "symbol": "RCL", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.346282, "strategy_rank": 84.359027, "rr": 1.248148, "primary_prob": 32.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.872223, "raw_level_count": 20, "gate_level_count": 20, "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": 91.009989, "strategy_rank": 81.999675, "rr": 1.342652, "primary_prob": 30.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.013978, "raw_level_count": 20, "gate_level_count": 20, "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": 99.445061, "strategy_rank": 99.578283, "rr": 1.239041, "primary_prob": 32.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.858561, "raw_level_count": 20, "gate_level_count": 20, "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": 93.340733, "strategy_rank": 94.972659, "rr": 1.907435, "primary_prob": 35.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.861153, "raw_level_count": 20, "gate_level_count": 20, "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": 98.779134, "strategy_rank": 96.883753, "rr": 0.785861, "primary_prob": 61.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.178791, "raw_level_count": 20, "gate_level_count": 20, "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": 84.128746, "strategy_rank": 65.209413, "rr": 1.453554, "primary_prob": 28.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 2.18033, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.40061, "hold30_r": -0.470613 }, { "symbol": "TJX", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.355161, "strategy_rank": 57.678768, "rr": 1.26262, "primary_prob": 32.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.89393, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.174219, "hold30_r": 5.226223 }, { "symbol": "TKO", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.448391, "strategy_rank": 86.837599, "rr": 1.925181, "primary_prob": 20.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.887772, "raw_level_count": 20, "gate_level_count": 20, "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": 98.557159, "strategy_rank": 94.034357, "rr": 1.370399, "primary_prob": 29.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.055598, "raw_level_count": 20, "gate_level_count": 20, "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": 94.006659, "strategy_rank": 94.241469, "rr": 0.787392, "primary_prob": 61.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.181088, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.032225, "hold30_r": -1.0 }, { "symbol": "ULTA", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.677026, "strategy_rank": 83.762166, "rr": 1.603689, "primary_prob": 25.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.405534, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.047711, "hold30_r": -1.0 }, { "symbol": "VLO", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.133185, "strategy_rank": 76.514516, "rr": 1.612253, "primary_prob": 40.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.41838, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.566998, "hold30_r": -0.221524 }, { "symbol": "VRSN", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.672586, "strategy_rank": 81.037994, "rr": 1.680404, "primary_prob": 24.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.520607, "raw_level_count": 20, "gate_level_count": 20, "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": 94.339623, "strategy_rank": 93.177425, "rr": 1.800488, "primary_prob": 22.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.700732, "raw_level_count": 20, "gate_level_count": 20, "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": 85.349612, "strategy_rank": 64.534085, "rr": 0.825469, "primary_prob": 59.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.238204, "raw_level_count": 20, "gate_level_count": 20, "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": 88.124306, "strategy_rank": 64.480806, "rr": 1.593196, "primary_prob": 25.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.389793, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.530236, "hold30_r": -1.456182 }, { "symbol": "WSM", "date": "2025-10-31", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.011099, "strategy_rank": 86.05655, "rr": 1.393773, "primary_prob": 29.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.09066, "raw_level_count": 20, "gate_level_count": 20, "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": 83.90677, "strategy_rank": 82.415449, "rr": 1.536123, "primary_prob": 26.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.304184, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.495221, "hold30_r": 1.247776 }, { "symbol": "GEV", "date": "2025-11-03", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.433036, "strategy_rank": 93.58774, "rr": 0.693667, "primary_prob": 50.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.0405, "raw_level_count": 20, "gate_level_count": 20, "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": 98.772321, "strategy_rank": 98.471729, "rr": 2.085838, "primary_prob": 33.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 3.128757, "raw_level_count": 20, "gate_level_count": 20, "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": 94.084821, "strategy_rank": 90.575094, "rr": 1.275586, "primary_prob": 31.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.91338, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.026665, "hold30_r": 0.155601 }, { "symbol": "HOOD", "date": "2025-11-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.888393, "strategy_rank": 99.085755, "rr": 1.833845, "primary_prob": 21.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.750768, "raw_level_count": 20, "gate_level_count": 20, "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": 91.964286, "strategy_rank": 93.4051, "rr": 1.555076, "primary_prob": 26.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.332614, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.529344, "hold30_r": -1.0 }, { "symbol": "ANET", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.1875, "strategy_rank": 92.65834, "rr": 1.918651, "primary_prob": 20.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.877977, "raw_level_count": 20, "gate_level_count": 20, "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": 99.441964, "strategy_rank": 98.472251, "rr": 2.123208, "primary_prob": 32.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 3.184812, "raw_level_count": 20, "gate_level_count": 20, "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": 90.290179, "strategy_rank": 84.005801, "rr": 2.042395, "primary_prob": 33.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 54, "primary_distance_atr": 3.063593, "raw_level_count": 20, "gate_level_count": 20, "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": 97.209821, "strategy_rank": 93.030153, "rr": 1.391028, "primary_prob": 29.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.086542, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.356829, "hold30_r": -1.0 }, { "symbol": "AXON", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.986607, "strategy_rank": 95.683267, "rr": 1.20655, "primary_prob": 33.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.809825, "raw_level_count": 20, "gate_level_count": 20, "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": 87.723214, "strategy_rank": 69.198892, "rr": 1.042471, "primary_prob": 37.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.563707, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.992214, "hold30_r": -1.0 }, { "symbol": "BA", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.830357, "strategy_rank": 78.07222, "rr": 1.887648, "primary_prob": 20.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 126, "primary_distance_atr": 2.831472, "raw_level_count": 20, "gate_level_count": 20, "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": 87.946429, "strategy_rank": 72.599289, "rr": 0.755497, "primary_prob": 62.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.133246, "raw_level_count": 20, "gate_level_count": 20, "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": 89.620536, "strategy_rank": 75.777853, "rr": 1.505208, "primary_prob": 27.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.257812, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.448998, "hold30_r": 2.107481 }, { "symbol": "CME", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.816964, "strategy_rank": 61.113347, "rr": 1.358168, "primary_prob": 45.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.037252, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.291012, "hold30_r": -1.0 }, { "symbol": "CNP", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.174107, "strategy_rank": 62.990437, "rr": 0.736655, "primary_prob": 48.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.104982, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.651655, "hold30_r": -1.0 }, { "symbol": "COIN", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.991071, "strategy_rank": 98.393081, "rr": 0.720216, "primary_prob": 49.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.080324, "raw_level_count": 20, "gate_level_count": 20, "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": 89.84375, "strategy_rank": 91.653167, "rr": 1.760763, "primary_prob": 22.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.641145, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.742345, "hold30_r": 3.925934 }, { "symbol": "CVS", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.522321, "strategy_rank": 80.651913, "rr": 1.234812, "primary_prob": 32.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 1.852217, "raw_level_count": 20, "gate_level_count": 20, "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": 94.977679, "strategy_rank": 91.668321, "rr": 1.508418, "primary_prob": 27.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.262627, "raw_level_count": 20, "gate_level_count": 20, "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": 90.513393, "strategy_rank": 86.503188, "rr": 2.689165, "primary_prob": 12.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 4.033748, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.64177, "hold30_r": 9.14747 }, { "symbol": "DGX", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.022321, "strategy_rank": 64.24305, "rr": 0.766222, "primary_prob": 47.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.149332, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.703804, "hold30_r": -0.549412 }, { "symbol": "DLTR", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.848214, "strategy_rank": 87.172345, "rr": 1.9107, "primary_prob": 35.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 2.866049, "raw_level_count": 20, "gate_level_count": 20, "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": 93.303571, "strategy_rank": 91.165343, "rr": 1.803037, "primary_prob": 22.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.704555, "raw_level_count": 20, "gate_level_count": 20, "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": 88.727679, "strategy_rank": 88.564224, "rr": 3.306957, "primary_prob": 8.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 4.960435, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 3.274057, "hold30_r": 3.91804 }, { "symbol": "EME", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.602679, "strategy_rank": 84.804818, "rr": 1.802229, "primary_prob": 22.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.703344, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.093259, "hold30_r": -1.06328 }, { "symbol": "EVRG", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.040179, "strategy_rank": 59.196018, "rr": 1.600296, "primary_prob": 25.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.400444, "raw_level_count": 20, "gate_level_count": 20, "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": 84.821429, "strategy_rank": 60.846572, "rr": 1.090729, "primary_prob": 36.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 1.636094, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.070375, "hold30_r": -1.0 }, { "symbol": "EXE", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.46875, "strategy_rank": 75.926787, "rr": 1.595544, "primary_prob": 40.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.393316, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.555744, "hold30_r": -1.0 }, { "symbol": "FFIV", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.392857, "strategy_rank": 81.674331, "rr": 1.245296, "primary_prob": 32.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 1.867944, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.033714, "hold30_r": -1.0 }, { "symbol": "GILD", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.383929, "strategy_rank": 78.696175, "rr": 0.804432, "primary_prob": 45.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.206648, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.757615, "hold30_r": 1.047915 }, { "symbol": "GL", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.919643, "strategy_rank": 67.544419, "rr": 1.878804, "primary_prob": 21.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.818206, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.811872, "hold30_r": 2.604107 }, { "symbol": "GLW", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.651786, "strategy_rank": 86.853574, "rr": 1.185516, "primary_prob": 34.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.778275, "raw_level_count": 20, "gate_level_count": 20, "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": 86.607143, "strategy_rank": 76.611622, "rr": 0.666781, "primary_prob": 66.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.000172, "raw_level_count": 20, "gate_level_count": 20, "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": 84.263393, "strategy_rank": 67.613138, "rr": 0.841512, "primary_prob": 44.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.262269, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.789047, "hold30_r": -1.0 }, { "symbol": "HII", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.75, "strategy_rank": 80.173495, "rr": 1.163451, "primary_prob": 49.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.745176, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.118882, "hold30_r": 3.164559 }, { "symbol": "INTC", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.3125, "strategy_rank": 95.681961, "rr": 1.625009, "primary_prob": 25.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.437513, "raw_level_count": 20, "gate_level_count": 20, "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": 91.517857, "strategy_rank": 87.139423, "rr": 1.517594, "primary_prob": 41.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.276392, "raw_level_count": 20, "gate_level_count": 20, "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": 83.258929, "strategy_rank": 59.886601, "rr": 0.954845, "primary_prob": 40.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.432268, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.862899, "hold30_r": 5.113041 }, { "symbol": "KLAC", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.397321, "strategy_rank": 86.859061, "rr": 1.019422, "primary_prob": 53.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.529133, "raw_level_count": 20, "gate_level_count": 20, "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": 85.9375, "strategy_rank": 74.303407, "rr": 1.557829, "primary_prob": 26.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 2.336744, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.4984, "hold30_r": -1.0 }, { "symbol": "MNST", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.59375, "strategy_rank": 68.883518, "rr": 0.784562, "primary_prob": 61.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.176843, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.729072, "hold30_r": 3.155277 }, { "symbol": "MO", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.486607, "strategy_rank": 67.100491, "rr": 1.303774, "primary_prob": 31.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.95566, "raw_level_count": 20, "gate_level_count": 20, "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": 92.745536, "strategy_rank": 93.483748, "rr": 0.94303, "primary_prob": 40.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.414544, "raw_level_count": 20, "gate_level_count": 20, "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": 97.767857, "strategy_rank": 93.688336, "rr": 1.915718, "primary_prob": 20.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.873578, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.883772, "hold30_r": 4.116385 }, { "symbol": "NFLX", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.53125, "strategy_rank": 82.760504, "rr": 0.704288, "primary_prob": 49.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.056432, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.65456, "hold30_r": -1.0 }, { "symbol": "NOC", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.5, "strategy_rank": 70.447324, "rr": 1.191223, "primary_prob": 33.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.786835, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.066117, "hold30_r": -1.0 }, { "symbol": "ORCL", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.09375, "strategy_rank": 96.663618, "rr": 1.583924, "primary_prob": 25.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.375886, "raw_level_count": 20, "gate_level_count": 20, "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": 87.053571, "strategy_rank": 65.920778, "rr": 1.809799, "primary_prob": 22.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.714698, "raw_level_count": 20, "gate_level_count": 20, "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": 99.21875, "strategy_rank": 97.312657, "rr": 1.766552, "primary_prob": 22.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.649827, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.025609, "hold30_r": -1.0 }, { "symbol": "PM", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.589286, "strategy_rank": 70.688754, "rr": 1.737078, "primary_prob": 23.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.605617, "raw_level_count": 20, "gate_level_count": 20, "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": 85.044643, "strategy_rank": 74.648307, "rr": 1.656178, "primary_prob": 24.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.484267, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.618328, "hold30_r": -1.0 }, { "symbol": "RCL", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.035714, "strategy_rank": 81.502926, "rr": 1.139616, "primary_prob": 35.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.709424, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.107647, "hold30_r": 2.79219 }, { "symbol": "RL", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.294643, "strategy_rank": 81.866116, "rr": 0.699434, "primary_prob": 64.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.049151, "raw_level_count": 20, "gate_level_count": 20, "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": 99.665179, "strategy_rank": 99.73218, "rr": 1.396186, "primary_prob": 29.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.09428, "raw_level_count": 20, "gate_level_count": 20, "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": 81.361607, "strategy_rank": 60.6655, "rr": 1.104256, "primary_prob": 51.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.656384, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.033798, "hold30_r": -1.0 }, { "symbol": "SMCI", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.995536, "strategy_rank": 98.928982, "rr": 1.879253, "primary_prob": 21.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 2.818879, "raw_level_count": 20, "gate_level_count": 20, "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": 81.584821, "strategy_rank": 62.226432, "rr": 1.4724, "primary_prob": 27.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 2.2086, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.415231, "hold30_r": -0.610142 }, { "symbol": "TKO", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.526786, "strategy_rank": 83.863399, "rr": 1.372606, "primary_prob": 29.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.058909, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.31825, "hold30_r": 4.902377 }, { "symbol": "TPR", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.325893, "strategy_rank": 95.015416, "rr": 1.905988, "primary_prob": 20.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.858983, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.874536, "hold30_r": 3.836003 }, { "symbol": "TSLA", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.308036, "strategy_rank": 94.510608, "rr": 1.568581, "primary_prob": 25.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.352871, "raw_level_count": 20, "gate_level_count": 20, "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": 94.754464, "strategy_rank": 79.271269, "rr": 1.098844, "primary_prob": 36.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.648265, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.052225, "hold30_r": 1.665813 }, { "symbol": "UBER", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.803571, "strategy_rank": 77.231396, "rr": 1.725919, "primary_prob": 23.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.588879, "raw_level_count": 20, "gate_level_count": 20, "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": 91.071429, "strategy_rank": 83.950669, "rr": 1.838364, "primary_prob": 21.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.757546, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.051399, "hold30_r": -1.0 }, { "symbol": "VRSN", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.96875, "strategy_rank": 79.55973, "rr": 1.59824, "primary_prob": 25.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.39736, "raw_level_count": 20, "gate_level_count": 20, "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": 90.066964, "strategy_rank": 90.505069, "rr": 1.165313, "primary_prob": 34.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.74797, "raw_level_count": 20, "gate_level_count": 20, "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": 95.758929, "strategy_rank": 94.054661, "rr": 1.616607, "primary_prob": 25.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.42491, "raw_level_count": 20, "gate_level_count": 20, "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": 81.138393, "strategy_rank": 57.900554, "rr": 1.534021, "primary_prob": 26.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.301031, "raw_level_count": 20, "gate_level_count": 20, "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": 88.950893, "strategy_rank": 65.643551, "rr": 1.035385, "primary_prob": 38.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.553078, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.968856, "hold30_r": -1.078203 }, { "symbol": "WSM", "date": "2025-11-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.160714, "strategy_rank": 83.188754, "rr": 1.955635, "primary_prob": 35.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.933452, "raw_level_count": 20, "gate_level_count": 20, "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": 87.276786, "strategy_rank": 85.307797, "rr": 0.865666, "primary_prob": 58.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.2985, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.829202, "hold30_r": -1.0 }, { "symbol": "GEV", "date": "2025-11-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.548004, "strategy_rank": 93.514712, "rr": 0.698578, "primary_prob": 49.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.047866, "raw_level_count": 20, "gate_level_count": 20, "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": 97.950378, "strategy_rank": 97.887116, "rr": 1.632941, "primary_prob": 39.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.449411, "raw_level_count": 20, "gate_level_count": 20, "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": 96.116505, "strategy_rank": 92.147, "rr": 1.818864, "primary_prob": 21.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.728297, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.024838, "hold30_r": 0.835618 }, { "symbol": "HOOD", "date": "2025-11-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.676375, "strategy_rank": 98.93385, "rr": 1.662916, "primary_prob": 24.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.494373, "raw_level_count": 20, "gate_level_count": 20, "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": 88.565264, "strategy_rank": 71.683521, "rr": 1.164583, "primary_prob": 49.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.746874, "raw_level_count": 20, "gate_level_count": 20, "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": 83.710895, "strategy_rank": 73.80753, "rr": 1.471171, "primary_prob": 27.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 82, "primary_distance_atr": 2.206757, "raw_level_count": 20, "gate_level_count": 20, "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": 82.092772, "strategy_rank": 65.764187, "rr": 1.571034, "primary_prob": 25.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.356551, "raw_level_count": 20, "gate_level_count": 20, "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": 94.282632, "strategy_rank": 95.029059, "rr": 0.724018, "primary_prob": 63.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.086027, "raw_level_count": 20, "gate_level_count": 20, "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": 92.23301, "strategy_rank": 92.464076, "rr": 1.600012, "primary_prob": 25.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.400018, "raw_level_count": 20, "gate_level_count": 20, "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": 95.469256, "strategy_rank": 80.940427, "rr": 1.17663, "primary_prob": 34.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.764944, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.136237, "hold30_r": -1.0 }, { "symbol": "APP", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.597627, "strategy_rank": 97.920384, "rr": 1.70703, "primary_prob": 23.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.560545, "raw_level_count": 20, "gate_level_count": 20, "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": 90.183387, "strategy_rank": 82.956143, "rr": 1.482186, "primary_prob": 27.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 69, "primary_distance_atr": 2.223279, "raw_level_count": 20, "gate_level_count": 20, "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": 82.308522, "strategy_rank": 58.455578, "rr": 0.760488, "primary_prob": 47.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.140732, "raw_level_count": 20, "gate_level_count": 20, "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": 97.518878, "strategy_rank": 92.902612, "rr": 1.731955, "primary_prob": 23.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.597933, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.698442, "hold30_r": -1.0 }, { "symbol": "AZO", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.407767, "strategy_rank": 68.267999, "rr": 1.204728, "primary_prob": 33.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.807092, "raw_level_count": 20, "gate_level_count": 20, "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": 89.536138, "strategy_rank": 80.371744, "rr": 1.048479, "primary_prob": 37.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 107, "primary_distance_atr": 1.572719, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.055504, "hold30_r": -1.0 }, { "symbol": "C", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.731392, "strategy_rank": 71.368594, "rr": 0.865665, "primary_prob": 43.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.298498, "raw_level_count": 20, "gate_level_count": 20, "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": 88.781014, "strategy_rank": 74.805483, "rr": 1.32529, "primary_prob": 30.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.987934, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.265742, "hold30_r": 1.295084 }, { "symbol": "CAT", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.192017, "strategy_rank": 78.967351, "rr": 1.182173, "primary_prob": 34.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.77326, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.140309, "hold30_r": 0.882577 }, { "symbol": "CIEN", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.813376, "strategy_rank": 97.328675, "rr": 1.246614, "primary_prob": 47.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.869921, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.02646, "hold30_r": -1.0 }, { "symbol": "CVNA", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.320388, "strategy_rank": 91.200268, "rr": 0.741306, "primary_prob": 48.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 53, "primary_distance_atr": 1.111958, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.721082, "hold30_r": 3.534186 }, { "symbol": "CVS", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.145631, "strategy_rank": 80.035742, "rr": 1.568955, "primary_prob": 25.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 2.353433, "raw_level_count": 20, "gate_level_count": 20, "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": 90.830636, "strategy_rank": 89.318798, "rr": 0.70604, "primary_prob": 49.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.05906, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.025629, "hold30_r": -1.0 }, { "symbol": "DG", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.959008, "strategy_rank": 88.602306, "rr": 1.541305, "primary_prob": 26.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.311957, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.05203, "hold30_r": -1.0 }, { "symbol": "DLTR", "date": "2025-11-14", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 94.714132, "strategy_rank": 89.744456, "rr": 2.22325, "primary_prob": 31.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 3.334876, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.041689, "hold30_r": -1.0 }, { "symbol": "DTE", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.582524, "strategy_rank": 56.989037, "rr": 0.826998, "primary_prob": 44.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 1.240497, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.085051, "hold30_r": -1.0 }, { "symbol": "EBAY", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.527508, "strategy_rank": 91.755585, "rr": 1.95716, "primary_prob": 20.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.935741, "raw_level_count": 20, "gate_level_count": 20, "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": 93.311758, "strategy_rank": 91.669146, "rr": 3.474091, "primary_prob": 7.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 5.211137, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 3.438491, "hold30_r": 3.564868 }, { "symbol": "EME", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.329018, "strategy_rank": 84.724931, "rr": 1.820478, "primary_prob": 21.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.730718, "raw_level_count": 20, "gate_level_count": 20, "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": 85.544768, "strategy_rank": 61.689734, "rr": 0.809583, "primary_prob": 45.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.214374, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.738144, "hold30_r": -1.0 }, { "symbol": "EVRG", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.279396, "strategy_rank": 58.553919, "rr": 1.195231, "primary_prob": 33.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.792846, "raw_level_count": 20, "gate_level_count": 20, "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": 86.947141, "strategy_rank": 61.896368, "rr": 1.291605, "primary_prob": 31.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 1.937408, "raw_level_count": 20, "gate_level_count": 20, "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": 96.979504, "strategy_rank": 96.109549, "rr": 1.23168, "primary_prob": 47.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.847521, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.205881, "hold30_r": 0.529395 }, { "symbol": "FSLR", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.262136, "strategy_rank": 92.850126, "rr": 1.846001, "primary_prob": 21.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.769002, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.026581, "hold30_r": 0.589213 }, { "symbol": "GLW", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.900755, "strategy_rank": 88.088548, "rr": 1.754509, "primary_prob": 22.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.631764, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.721889, "hold30_r": 1.35158 }, { "symbol": "GOOG", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.81014, "strategy_rank": 77.258271, "rr": 0.878943, "primary_prob": 58.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.318415, "raw_level_count": 20, "gate_level_count": 20, "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": 88.133765, "strategy_rank": 78.615056, "rr": 0.885374, "primary_prob": 57.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.328061, "raw_level_count": 20, "gate_level_count": 20, "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": 90.614887, "strategy_rank": 79.124716, "rr": 0.805076, "primary_prob": 60.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.207614, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.043018, "hold30_r": -1.0 }, { "symbol": "IBKR", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.477886, "strategy_rank": 86.671764, "rr": 0.710341, "primary_prob": 49.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.065511, "raw_level_count": 20, "gate_level_count": 20, "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": 85.976268, "strategy_rank": 76.20061, "rr": 0.970067, "primary_prob": 55.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.4551, "raw_level_count": 20, "gate_level_count": 20, "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": 92.664509, "strategy_rank": 92.636954, "rr": 1.258863, "primary_prob": 47.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.888294, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.20869, "hold30_r": -0.276705 }, { "symbol": "INTC", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.498382, "strategy_rank": 94.986327, "rr": 1.216419, "primary_prob": 33.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 1.824629, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.189679, "hold30_r": 0.670017 }, { "symbol": "IVZ", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.151025, "strategy_rank": 78.420034, "rr": 1.23768, "primary_prob": 32.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 60, "primary_distance_atr": 1.85652, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.042731, "hold30_r": -1.0 }, { "symbol": "JBL", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.880259, "strategy_rank": 88.912844, "rr": 1.652288, "primary_prob": 24.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.478433, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.620739, "hold30_r": 2.320838 }, { "symbol": "JCI", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.229773, "strategy_rank": 68.518538, "rr": 0.697055, "primary_prob": 65.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.045583, "raw_level_count": 20, "gate_level_count": 20, "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": 93.743258, "strategy_rank": 89.452358, "rr": 1.179259, "primary_prob": 34.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.768888, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.036836, "hold30_r": -1.0 }, { "symbol": "KR", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.926645, "strategy_rank": 72.05328, "rr": 1.732667, "primary_prob": 23.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.599001, "raw_level_count": 20, "gate_level_count": 20, "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": 97.195254, "strategy_rank": 97.132479, "rr": 0.866961, "primary_prob": 58.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.300442, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.850085, "hold30_r": 5.053523 }, { "symbol": "LRCX", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.332255, "strategy_rank": 92.847002, "rr": 1.535807, "primary_prob": 26.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.30371, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.029456, "hold30_r": -1.0 }, { "symbol": "MO", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.063646, "strategy_rank": 64.732281, "rr": 1.343019, "primary_prob": 30.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.014528, "raw_level_count": 20, "gate_level_count": 20, "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": 92.448759, "strategy_rank": 91.420267, "rr": 0.84471, "primary_prob": 44.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.267065, "raw_level_count": 20, "gate_level_count": 20, "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": 99.029126, "strategy_rank": 94.928569, "rr": 1.642365, "primary_prob": 24.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.463547, "raw_level_count": 20, "gate_level_count": 20, "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": 89.967638, "strategy_rank": 80.480037, "rr": 1.800406, "primary_prob": 22.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 2.700608, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.049026, "hold30_r": -1.0 }, { "symbol": "NI", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.798274, "strategy_rank": 59.884949, "rr": 1.12784, "primary_prob": 35.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.69176, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.066729, "hold30_r": -1.0 }, { "symbol": "NOC", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.366775, "strategy_rank": 64.620574, "rr": 1.901545, "primary_prob": 20.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.852317, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.068237, "hold30_r": 1.013168 }, { "symbol": "NRG", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.763754, "strategy_rank": 92.309439, "rr": 1.024493, "primary_prob": 38.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.536739, "raw_level_count": 20, "gate_level_count": 20, "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": 95.685005, "strategy_rank": 96.624283, "rr": 1.683156, "primary_prob": 24.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.524735, "raw_level_count": 20, "gate_level_count": 20, "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": 84.358145, "strategy_rank": 63.539399, "rr": 1.402203, "primary_prob": 29.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.103305, "raw_level_count": 20, "gate_level_count": 20, "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": 99.244876, "strategy_rank": 97.178625, "rr": 1.874584, "primary_prob": 21.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.811876, "raw_level_count": 20, "gate_level_count": 20, "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": 87.594391, "strategy_rank": 74.104017, "rr": 1.50991, "primary_prob": 27.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.264865, "raw_level_count": 20, "gate_level_count": 20, "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": 85.760518, "strategy_rank": 77.95486, "rr": 1.241708, "primary_prob": 32.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.862562, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.206758, "hold30_r": -0.019946 }, { "symbol": "SATS", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.892125, "strategy_rank": 99.892195, "rr": 1.112374, "primary_prob": 36.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.668561, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.080457, "hold30_r": 9.897239 }, { "symbol": "SMCI", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.460626, "strategy_rank": 99.073461, "rr": 1.353105, "primary_prob": 30.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 58, "primary_distance_atr": 2.029657, "raw_level_count": 20, "gate_level_count": 20, "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": 98.166127, "strategy_rank": 96.746429, "rr": 0.815725, "primary_prob": 45.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.223587, "raw_level_count": 20, "gate_level_count": 20, "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": 81.877023, "strategy_rank": 61.382807, "rr": 1.650923, "primary_prob": 24.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 62, "primary_distance_atr": 2.476385, "raw_level_count": 20, "gate_level_count": 20, "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": 89.104639, "strategy_rank": 75.354948, "rr": 1.055933, "primary_prob": 52.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.5839, "raw_level_count": 20, "gate_level_count": 20, "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": 82.740022, "strategy_rank": 86.690889, "rr": 0.98367, "primary_prob": 39.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.475505, "raw_level_count": 20, "gate_level_count": 20, "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": 94.929881, "strategy_rank": 85.277612, "rr": 1.128476, "primary_prob": 35.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.692714, "raw_level_count": 20, "gate_level_count": 20, "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": 98.381877, "strategy_rank": 95.282814, "rr": 1.623376, "primary_prob": 25.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.435064, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.591119, "hold30_r": 4.472224 }, { "symbol": "TSLA", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.142395, "strategy_rank": 87.252744, "rr": 1.700814, "primary_prob": 23.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.551221, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.67589, "hold30_r": 1.543471 }, { "symbol": "TTWO", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.693635, "strategy_rank": 77.90998, "rr": 1.74471, "primary_prob": 23.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.617064, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.695442, "hold30_r": 2.398097 }, { "symbol": "UBER", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.897519, "strategy_rank": 79.062278, "rr": 1.943115, "primary_prob": 20.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.914672, "raw_level_count": 20, "gate_level_count": 20, "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": 89.751888, "strategy_rank": 83.138485, "rr": 1.304048, "primary_prob": 31.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.956073, "raw_level_count": 20, "gate_level_count": 20, "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": 91.046386, "strategy_rank": 79.071545, "rr": 0.686958, "primary_prob": 50.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.030437, "raw_level_count": 20, "gate_level_count": 20, "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": 92.01726, "strategy_rank": 91.828659, "rr": 1.644288, "primary_prob": 24.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.466432, "raw_level_count": 20, "gate_level_count": 20, "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": 93.096009, "strategy_rank": 92.002513, "rr": 1.3465, "primary_prob": 30.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.019751, "raw_level_count": 20, "gate_level_count": 20, "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": 97.734628, "strategy_rank": 95.895402, "rr": 1.16475, "primary_prob": 49.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.747125, "raw_level_count": 20, "gate_level_count": 20, "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": 81.445523, "strategy_rank": 57.722308, "rr": 0.724076, "primary_prob": 48.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.086114, "raw_level_count": 20, "gate_level_count": 20, "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": 82.524272, "strategy_rank": 60.737927, "rr": 1.944256, "primary_prob": 20.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.916384, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.074724, "hold30_r": -1.0 }, { "symbol": "WSM", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.399137, "strategy_rank": 85.464541, "rr": 1.767353, "primary_prob": 22.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 2.651029, "raw_level_count": 20, "gate_level_count": 20, "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": 87.378641, "strategy_rank": 85.126297, "rr": 1.643057, "primary_prob": 24.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.464585, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.608253, "hold30_r": -0.057655 }, { "symbol": "XEL", "date": "2025-11-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.014024, "strategy_rank": 59.325532, "rr": 0.706769, "primary_prob": 49.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.060153, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.632054, "hold30_r": -1.0 }, { "symbol": "GEV", "date": "2025-11-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.760259, "strategy_rank": 93.077009, "rr": 0.743158, "primary_prob": 48.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.114737, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.715024, "hold30_r": -1.0 }, { "symbol": "WBD", "date": "2025-11-17", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.408207, "strategy_rank": 97.409883, "rr": 1.835743, "primary_prob": 36.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.753614, "raw_level_count": 20, "gate_level_count": 20, "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": 92.548596, "strategy_rank": 89.837897, "rr": 0.714302, "primary_prob": 49.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.071453, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.690328, "hold30_r": 0.305065 }, { "symbol": "HOOD", "date": "2025-11-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.676026, "strategy_rank": 99.126666, "rr": 1.616668, "primary_prob": 25.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.425002, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.600999, "hold30_r": 1.142634 }, { "symbol": "AEP", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.233261, "strategy_rank": 60.7413, "rr": 0.893412, "primary_prob": 42.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.340118, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.809543, "hold30_r": -1.0 }, { "symbol": "ALLE", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.12959, "strategy_rank": 64.172609, "rr": 1.222405, "primary_prob": 33.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.833607, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.064837, "hold30_r": -1.0 }, { "symbol": "AMAT", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.965443, "strategy_rank": 82.979258, "rr": 1.777958, "primary_prob": 22.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.666937, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.748744, "hold30_r": 4.446901 }, { "symbol": "AMD", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.520518, "strategy_rank": 94.494535, "rr": 1.638487, "primary_prob": 24.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.457731, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.018178, "hold30_r": 0.278313 }, { "symbol": "ANET", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.952484, "strategy_rank": 93.794756, "rr": 1.512039, "primary_prob": 27.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.268058, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.488662, "hold30_r": 1.25912 }, { "symbol": "APH", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.544276, "strategy_rank": 82.936597, "rr": 1.370892, "primary_prob": 29.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.056338, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.334562, "hold30_r": 1.009013 }, { "symbol": "APP", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.732181, "strategy_rank": 97.313389, "rr": 1.81711, "primary_prob": 21.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.725664, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.79751, "hold30_r": 2.122113 }, { "symbol": "APTV", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.304536, "strategy_rank": 86.164468, "rr": 0.794614, "primary_prob": 46.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 1.19192, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.756909, "hold30_r": 2.039623 }, { "symbol": "ATO", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.397408, "strategy_rank": 58.098444, "rr": 0.816846, "primary_prob": 45.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.225269, "raw_level_count": 20, "gate_level_count": 20, "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": 98.38013, "strategy_rank": 93.726005, "rr": 1.620054, "primary_prob": 25.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.430081, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.590781, "hold30_r": 0.141975 }, { "symbol": "AZO", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.421166, "strategy_rank": 66.615937, "rr": 0.965786, "primary_prob": 40.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.448679, "raw_level_count": 20, "gate_level_count": 20, "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": 90.712743, "strategy_rank": 81.020472, "rr": 1.895519, "primary_prob": 20.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 50, "primary_distance_atr": 2.843278, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.848351, "hold30_r": 6.354706 }, { "symbol": "BK", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.285097, "strategy_rank": 62.048275, "rr": 1.634044, "primary_prob": 24.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.451065, "raw_level_count": 20, "gate_level_count": 20, "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": 85.637149, "strategy_rank": 70.226177, "rr": 1.147301, "primary_prob": 35.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.720951, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.103785, "hold30_r": 4.997465 }, { "symbol": "CAT", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.017279, "strategy_rank": 77.174164, "rr": 1.312748, "primary_prob": 46.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.969122, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.271328, "hold30_r": 1.734167 }, { "symbol": "CBOE", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.801296, "strategy_rank": 62.831166, "rr": 0.818252, "primary_prob": 45.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.227378, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.75367, "hold30_r": -1.0 }, { "symbol": "CIEN", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.24406, "strategy_rank": 97.951446, "rr": 0.870337, "primary_prob": 43.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.305505, "raw_level_count": 20, "gate_level_count": 20, "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": 83.585313, "strategy_rank": 60.029116, "rr": 1.663151, "primary_prob": 24.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.494726, "raw_level_count": 20, "gate_level_count": 20, "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": 90.172786, "strategy_rank": 87.269657, "rr": 1.386023, "primary_prob": 29.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.079035, "raw_level_count": 20, "gate_level_count": 20, "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": 86.069114, "strategy_rank": 88.955277, "rr": 1.657147, "primary_prob": 24.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.485721, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.637481, "hold30_r": 4.470887 }, { "symbol": "CVS", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.736501, "strategy_rank": 78.48193, "rr": 1.543112, "primary_prob": 26.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 2.314667, "raw_level_count": 20, "gate_level_count": 20, "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": 89.200864, "strategy_rank": 88.528967, "rr": 1.760513, "primary_prob": 22.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.64077, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.737276, "hold30_r": 2.5054 }, { "symbol": "DG", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.088553, "strategy_rank": 87.241728, "rr": 2.098728, "primary_prob": 18.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 3.148092, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.050105, "hold30_r": 9.994741 }, { "symbol": "DLTR", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.464363, "strategy_rank": 89.906951, "rr": 1.57706, "primary_prob": 25.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.36559, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.538215, "hold30_r": 5.673028 }, { "symbol": "EBAY", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.032397, "strategy_rank": 92.805006, "rr": 1.352858, "primary_prob": 30.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.029287, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.31403, "hold30_r": 2.235831 }, { "symbol": "EL", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.576674, "strategy_rank": 90.482982, "rr": 3.185731, "primary_prob": 9.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 4.778597, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 3.148754, "hold30_r": 3.16099 }, { "symbol": "EME", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.449244, "strategy_rank": 84.03904, "rr": 1.923433, "primary_prob": 20.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.88515, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.894577, "hold30_r": 1.721469 }, { "symbol": "EQT", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.561555, "strategy_rank": 78.408175, "rr": 0.997435, "primary_prob": 39.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.496152, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.960631, "hold30_r": -1.0 }, { "symbol": "ES", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.345572, "strategy_rank": 71.403539, "rr": 1.206881, "primary_prob": 33.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.810322, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.161785, "hold30_r": 0.373766 }, { "symbol": "ETR", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.88121, "strategy_rank": 60.742278, "rr": 1.318472, "primary_prob": 30.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.977708, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.247964, "hold30_r": -1.0 }, { "symbol": "EVRG", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.36933, "strategy_rank": 58.617152, "rr": 1.596962, "primary_prob": 25.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.395443, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.091078, "hold30_r": -1.0 }, { "symbol": "EXC", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.609071, "strategy_rank": 61.531522, "rr": 1.476246, "primary_prob": 27.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 2.214369, "raw_level_count": 20, "gate_level_count": 20, "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": 95.896328, "strategy_rank": 95.543378, "rr": 0.740797, "primary_prob": 48.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.111195, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.716604, "hold30_r": 1.908214 }, { "symbol": "FSLR", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.336933, "strategy_rank": 90.607405, "rr": 0.712221, "primary_prob": 49.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.068331, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.686056, "hold30_r": -0.460673 }, { "symbol": "GE", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.816415, "strategy_rank": 76.780973, "rr": 1.810587, "primary_prob": 22.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.715881, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.764958, "hold30_r": 2.873255 }, { "symbol": "GLW", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.328294, "strategy_rank": 88.92765, "rr": 1.574243, "primary_prob": 25.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.361365, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.54321, "hold30_r": 1.66569 }, { "symbol": "HII", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.168467, "strategy_rank": 81.14422, "rr": 0.781417, "primary_prob": 46.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.172126, "raw_level_count": 20, "gate_level_count": 20, "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": 94.600432, "strategy_rank": 81.058664, "rr": 1.112956, "primary_prob": 35.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.669433, "raw_level_count": 20, "gate_level_count": 20, "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": 88.12095, "strategy_rank": 84.701907, "rr": 1.832803, "primary_prob": 21.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.749205, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.80403, "hold30_r": 2.424885 }, { "symbol": "IBM", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.984881, "strategy_rank": 78.58252, "rr": 1.599607, "primary_prob": 25.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.39941, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.042861, "hold30_r": -0.051155 }, { "symbol": "INCY", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.097192, "strategy_rank": 81.001224, "rr": 1.148577, "primary_prob": 50.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.722866, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.040845, "hold30_r": -1.0 }, { "symbol": "INTC", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.384449, "strategy_rank": 95.034632, "rr": 1.553692, "primary_prob": 26.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.330538, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.528477, "hold30_r": 2.971003 }, { "symbol": "JBL", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.116631, "strategy_rank": 88.307073, "rr": 1.326418, "primary_prob": 30.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 1.989627, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.295537, "hold30_r": 2.178316 }, { "symbol": "JCI", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.74946, "strategy_rank": 69.121174, "rr": 1.875312, "primary_prob": 21.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.812967, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.823836, "hold30_r": -1.0 }, { "symbol": "KLAC", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.112311, "strategy_rank": 91.362669, "rr": 1.599205, "primary_prob": 25.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.398807, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.567255, "hold30_r": 3.823752 }, { "symbol": "KR", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.904968, "strategy_rank": 75.046408, "rr": 1.076625, "primary_prob": 36.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 1.614938, "raw_level_count": 20, "gate_level_count": 20, "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": 80.777538, "strategy_rank": 65.789966, "rr": 1.308663, "primary_prob": 31.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.962995, "raw_level_count": 20, "gate_level_count": 20, "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": 97.192225, "strategy_rank": 93.831971, "rr": 1.878442, "primary_prob": 21.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.817663, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.853007, "hold30_r": 5.387431 }, { "symbol": "MMM", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.153348, "strategy_rank": 71.267688, "rr": 1.441146, "primary_prob": 28.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 2.161719, "raw_level_count": 20, "gate_level_count": 20, "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": 82.181425, "strategy_rank": 63.572256, "rr": 1.485601, "primary_prob": 27.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.228402, "raw_level_count": 20, "gate_level_count": 20, "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": 95.24838, "strategy_rank": 93.570418, "rr": 1.511525, "primary_prob": 27.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.267287, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.486932, "hold30_r": 1.222506 }, { "symbol": "MU", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.164147, "strategy_rank": 96.839903, "rr": 1.576879, "primary_prob": 25.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.365318, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.559345, "hold30_r": 5.588179 }, { "symbol": "NEM", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.812095, "strategy_rank": 94.83657, "rr": 1.811118, "primary_prob": 22.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.716677, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.780574, "hold30_r": 4.485174 }, { "symbol": "NFLX", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.613391, "strategy_rank": 76.514718, "rr": 1.766477, "primary_prob": 22.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.649716, "raw_level_count": 20, "gate_level_count": 20, "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": 88.552916, "strategy_rank": 69.810317, "rr": 1.444786, "primary_prob": 28.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.167179, "raw_level_count": 20, "gate_level_count": 20, "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": 95.680346, "strategy_rank": 91.64219, "rr": 0.855834, "primary_prob": 43.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.283751, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.828769, "hold30_r": -0.874688 }, { "symbol": "ORCL", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.792657, "strategy_rank": 93.931584, "rr": 1.362592, "primary_prob": 30.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.043888, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.341647, "hold30_r": -1.0 }, { "symbol": "ORLY", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.665227, "strategy_rank": 63.694538, "rr": 0.958162, "primary_prob": 55.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 1.437243, "raw_level_count": 20, "gate_level_count": 20, "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": 99.460043, "strategy_rank": 97.326772, "rr": 1.778935, "primary_prob": 22.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.668403, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.758872, "hold30_r": 1.738122 }, { "symbol": "PM", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.853132, "strategy_rank": 72.737278, "rr": 1.57254, "primary_prob": 25.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.35881, "raw_level_count": 20, "gate_level_count": 20, "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": 81.317495, "strategy_rank": 77.450263, "rr": 0.86271, "primary_prob": 43.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.294066, "raw_level_count": 20, "gate_level_count": 20, "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": 81.533477, "strategy_rank": 75.015244, "rr": 1.117579, "primary_prob": 35.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.676369, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.085157, "hold30_r": 0.25401 }, { "symbol": "RCL", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.101512, "strategy_rank": 80.143903, "rr": 1.793389, "primary_prob": 22.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.690083, "raw_level_count": 20, "gate_level_count": 20, "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": 92.764579, "strategy_rank": 73.340378, "rr": 1.699721, "primary_prob": 23.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.549582, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.634256, "hold30_r": 3.096154 }, { "symbol": "SATS", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.892009, "strategy_rank": 99.892078, "rr": 1.645195, "primary_prob": 24.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.467793, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.614091, "hold30_r": 9.864373 }, { "symbol": "SMCI", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.596112, "strategy_rank": 98.435382, "rr": 0.978692, "primary_prob": 39.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.468037, "raw_level_count": 20, "gate_level_count": 20, "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": 99.028078, "strategy_rank": 97.606292, "rr": 1.605275, "primary_prob": 25.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.407912, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.58695, "hold30_r": 2.730292 }, { "symbol": "TEL", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.360691, "strategy_rank": 80.601191, "rr": 1.87634, "primary_prob": 21.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.814511, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.836835, "hold30_r": 0.961777 }, { "symbol": "TER", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.473002, "strategy_rank": 90.067308, "rr": 1.758286, "primary_prob": 22.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.637428, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.734218, "hold30_r": 4.813994 }, { "symbol": "TKO", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.49676, "strategy_rank": 82.711956, "rr": 1.756628, "primary_prob": 22.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.634942, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.710635, "hold30_r": 3.193165 }, { "symbol": "TPR", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.948164, "strategy_rank": 94.716732, "rr": 1.781176, "primary_prob": 22.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.671765, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.747112, "hold30_r": 4.164138 }, { "symbol": "TTWO", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.956803, "strategy_rank": 75.157262, "rr": 1.668221, "primary_prob": 24.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.502332, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.619743, "hold30_r": 2.182282 }, { "symbol": "UBER", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.688985, "strategy_rank": 81.490048, "rr": 1.695328, "primary_prob": 23.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 2.542992, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.659139, "hold30_r": -1.0 }, { "symbol": "ULTA", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.332613, "strategy_rank": 84.902226, "rr": 1.743531, "primary_prob": 23.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.615296, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.697724, "hold30_r": 6.209381 }, { "symbol": "VRSN", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.036717, "strategy_rank": 78.693374, "rr": 1.624381, "primary_prob": 25.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.436572, "raw_level_count": 20, "gate_level_count": 20, "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": 82.937365, "strategy_rank": 85.631587, "rr": 1.607849, "primary_prob": 25.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.411774, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.589505, "hold30_r": 0.671986 }, { "symbol": "WDC", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.976242, "strategy_rank": 95.652766, "rr": 1.737093, "primary_prob": 23.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.605639, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.719846, "hold30_r": 3.759978 }, { "symbol": "WEC", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.993521, "strategy_rank": 57.245033, "rr": 0.694356, "primary_prob": 50.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.041534, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.092831, "hold30_r": -1.0 }, { "symbol": "WSM", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.257019, "strategy_rank": 82.836379, "rr": 1.922957, "primary_prob": 20.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 2.884436, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.890217, "hold30_r": 1.279751 }, { "symbol": "WYNN", "date": "2025-11-21", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.041037, "strategy_rank": 84.495536, "rr": 1.825948, "primary_prob": 21.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.738922, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.791088, "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, "rr": 1.663653, "primary_prob": 24.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.495479, "raw_level_count": 20, "gate_level_count": 20, "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": 86.563877, "strategy_rank": 71.210098, "rr": 1.925857, "primary_prob": 20.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.888786, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.05346, "hold30_r": -1.0 }, { "symbol": "AEP", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.114537, "strategy_rank": 63.123033, "rr": 0.969087, "primary_prob": 40.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.453631, "raw_level_count": 20, "gate_level_count": 20, "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": 96.475771, "strategy_rank": 96.576996, "rr": 1.536421, "primary_prob": 26.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.304631, "raw_level_count": 20, "gate_level_count": 20, "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": 93.722467, "strategy_rank": 93.46287, "rr": 1.324003, "primary_prob": 30.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.986005, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.294991, "hold30_r": -0.341956 }, { "symbol": "APP", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.797357, "strategy_rank": 97.370238, "rr": 1.982071, "primary_prob": 34.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.973106, "raw_level_count": 20, "gate_level_count": 20, "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": 91.519824, "strategy_rank": 84.866074, "rr": 2.015326, "primary_prob": 19.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 69, "primary_distance_atr": 3.022989, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.970995, "hold30_r": 1.725653 }, { "symbol": "ATO", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.167401, "strategy_rank": 57.608389, "rr": 1.653382, "primary_prob": 24.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.480073, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.086576, "hold30_r": -1.0 }, { "symbol": "AXON", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.828194, "strategy_rank": 84.708307, "rr": 1.467387, "primary_prob": 27.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.20108, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.436956, "hold30_r": 2.739742 }, { "symbol": "AZO", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.700441, "strategy_rank": 64.952946, "rr": 1.868855, "primary_prob": 36.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.803283, "raw_level_count": 20, "gate_level_count": 20, "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": 85.242291, "strategy_rank": 76.779494, "rr": 1.066594, "primary_prob": 37.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 50, "primary_distance_atr": 1.599892, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.014824, "hold30_r": 7.795038 }, { "symbol": "CAT", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.647577, "strategy_rank": 80.720337, "rr": 0.734496, "primary_prob": 48.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.101744, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.686148, "hold30_r": 3.008252 }, { "symbol": "CME", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.488987, "strategy_rank": 59.522511, "rr": 1.075791, "primary_prob": 52.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.613687, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.069045, "hold30_r": -1.0 }, { "symbol": "CNP", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.030837, "strategy_rank": 59.546861, "rr": 1.099806, "primary_prob": 36.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.649709, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.089369, "hold30_r": -1.0 }, { "symbol": "COR", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.290749, "strategy_rank": 71.955173, "rr": 0.980513, "primary_prob": 54.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.470769, "raw_level_count": 20, "gate_level_count": 20, "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": 90.528634, "strategy_rank": 87.534879, "rr": 1.845802, "primary_prob": 21.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.768702, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.03656, "hold30_r": -1.0 }, { "symbol": "CVS", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.859031, "strategy_rank": 76.557366, "rr": 1.241893, "primary_prob": 32.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 1.86284, "raw_level_count": 20, "gate_level_count": 20, "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": 88.325991, "strategy_rank": 88.069952, "rr": 1.729264, "primary_prob": 23.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.593897, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.700812, "hold30_r": 0.522455 }, { "symbol": "DG", "date": "2025-12-01", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 93.281938, "strategy_rank": 87.714939, "rr": 2.506071, "primary_prob": 29.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 3.759107, "raw_level_count": 20, "gate_level_count": 20, "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": 93.061674, "strategy_rank": 88.879436, "rr": 2.220009, "primary_prob": 31.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 3.330013, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.178895, "hold30_r": 5.686814 }, { "symbol": "EBAY", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.986784, "strategy_rank": 88.334705, "rr": 1.850038, "primary_prob": 21.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.775057, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.806339, "hold30_r": 3.087447 }, { "symbol": "EL", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.784141, "strategy_rank": 86.562085, "rr": 2.292845, "primary_prob": 16.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 3.439267, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.25218, "hold30_r": 4.765892 }, { "symbol": "EME", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.048458, "strategy_rank": 82.389965, "rr": 1.435771, "primary_prob": 28.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.153657, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.401771, "hold30_r": 1.481059 }, { "symbol": "ES", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.066079, "strategy_rank": 70.947354, "rr": 1.456252, "primary_prob": 28.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.184377, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.402185, "hold30_r": 1.381103 }, { "symbol": "ETR", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.251101, "strategy_rank": 60.920826, "rr": 0.949015, "primary_prob": 40.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.423523, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.068674, "hold30_r": -1.0 }, { "symbol": "EVRG", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.471366, "strategy_rank": 59.723363, "rr": 1.649919, "primary_prob": 24.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.474878, "raw_level_count": 20, "gate_level_count": 20, "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": 85.792952, "strategy_rank": 61.505616, "rr": 1.396716, "primary_prob": 29.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 2.095075, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.065372, "hold30_r": -1.0 }, { "symbol": "FSLR", "date": "2025-12-01", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 88.105727, "strategy_rank": 90.454229, "rr": 2.073126, "primary_prob": 33.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 3.109689, "raw_level_count": 20, "gate_level_count": 20, "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": 83.14978, "strategy_rank": 59.853197, "rr": 1.623664, "primary_prob": 25.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.435496, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.550646, "hold30_r": 3.692842 }, { "symbol": "GE", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.493392, "strategy_rank": 76.826693, "rr": 1.807191, "primary_prob": 22.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.710786, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.75937, "hold30_r": 2.522433 }, { "symbol": "GLW", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.136564, "strategy_rank": 89.589001, "rr": 1.791113, "primary_prob": 22.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.68667, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.753933, "hold30_r": 1.639252 }, { "symbol": "HII", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.594714, "strategy_rank": 82.410805, "rr": 0.783614, "primary_prob": 46.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.175421, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.737912, "hold30_r": 8.102983 }, { "symbol": "HWM", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.933921, "strategy_rank": 81.420777, "rr": 1.003748, "primary_prob": 39.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.505622, "raw_level_count": 20, "gate_level_count": 20, "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": 87.885463, "strategy_rank": 84.629714, "rr": 1.370049, "primary_prob": 29.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.055074, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.337122, "hold30_r": 2.023657 }, { "symbol": "IBM", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.207048, "strategy_rank": 78.631747, "rr": 1.091873, "primary_prob": 36.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.63781, "raw_level_count": 20, "gate_level_count": 20, "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": 92.84141, "strategy_rank": 92.977998, "rr": 0.91918, "primary_prob": 56.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.378771, "raw_level_count": 20, "gate_level_count": 20, "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": 85.572687, "strategy_rank": 81.758024, "rr": 1.190788, "primary_prob": 48.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.786182, "raw_level_count": 20, "gate_level_count": 20, "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": 95.814978, "strategy_rank": 96.048507, "rr": 1.730342, "primary_prob": 38.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.595513, "raw_level_count": 20, "gate_level_count": 20, "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": 80.286344, "strategy_rank": 78.387254, "rr": 1.632589, "primary_prob": 39.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.448884, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.58865, "hold30_r": 3.198361 }, { "symbol": "JBL", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.162996, "strategy_rank": 89.782229, "rr": 1.866625, "primary_prob": 21.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.799938, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.831692, "hold30_r": 2.607611 }, { "symbol": "JCI", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.013216, "strategy_rank": 71.879581, "rr": 1.701962, "primary_prob": 23.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.552943, "raw_level_count": 20, "gate_level_count": 20, "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": 96.9163, "strategy_rank": 91.775476, "rr": 1.631595, "primary_prob": 24.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.447393, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.594371, "hold30_r": 4.4601 }, { "symbol": "KR", "date": "2025-12-01", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 82.268722, "strategy_rank": 71.632062, "rr": 2.203724, "primary_prob": 32.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 3.305586, "raw_level_count": 20, "gate_level_count": 20, "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": 83.370044, "strategy_rank": 63.633756, "rr": 1.131326, "primary_prob": 35.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.696988, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.06923, "hold30_r": 8.041318 }, { "symbol": "LRCX", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.017621, "strategy_rank": 94.128818, "rr": 0.872086, "primary_prob": 58.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.308128, "raw_level_count": 20, "gate_level_count": 20, "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": 91.299559, "strategy_rank": 75.184417, "rr": 0.754786, "primary_prob": 62.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.132179, "raw_level_count": 20, "gate_level_count": 20, "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": 80.506608, "strategy_rank": 69.376604, "rr": 1.169435, "primary_prob": 34.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.754152, "raw_level_count": 20, "gate_level_count": 20, "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": 81.387665, "strategy_rank": 70.949388, "rr": 1.409204, "primary_prob": 29.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.113806, "raw_level_count": 20, "gate_level_count": 20, "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": 96.255507, "strategy_rank": 93.950283, "rr": 0.794798, "primary_prob": 46.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.192197, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.765995, "hold30_r": 0.857093 }, { "symbol": "MU", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.237885, "strategy_rank": 97.052234, "rr": 0.689156, "primary_prob": 65.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.033734, "raw_level_count": 20, "gate_level_count": 20, "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": 98.45815, "strategy_rank": 94.503122, "rr": 0.979212, "primary_prob": 54.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.468819, "raw_level_count": 20, "gate_level_count": 20, "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": 82.929515, "strategy_rank": 76.84187, "rr": 0.877639, "primary_prob": 43.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.316459, "raw_level_count": 20, "gate_level_count": 20, "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": 86.23348, "strategy_rank": 70.187612, "rr": 1.673555, "primary_prob": 24.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.510333, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.610131, "hold30_r": 6.256831 }, { "symbol": "NRG", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.154185, "strategy_rank": 91.695842, "rr": 1.012899, "primary_prob": 38.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.519349, "raw_level_count": 20, "gate_level_count": 20, "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": 89.427313, "strategy_rank": 83.730987, "rr": 1.44659, "primary_prob": 28.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.169886, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.030323, "hold30_r": 0.271345 }, { "symbol": "ORCL", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.30837, "strategy_rank": 92.853222, "rr": 1.332203, "primary_prob": 30.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.998304, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.309594, "hold30_r": -1.0 }, { "symbol": "ORLY", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.60793, "strategy_rank": 61.806869, "rr": 0.732146, "primary_prob": 63.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 1.098219, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.071978, "hold30_r": -1.0 }, { "symbol": "PLTR", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.449339, "strategy_rank": 97.339812, "rr": 1.836903, "primary_prob": 21.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.755355, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.812195, "hold30_r": 0.804715 }, { "symbol": "RTX", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.070485, "strategy_rank": 74.174614, "rr": 1.925242, "primary_prob": 20.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.887862, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.863456, "hold30_r": 5.666639 }, { "symbol": "SATS", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.889868, "strategy_rank": 99.88994, "rr": 1.589874, "primary_prob": 25.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.38481, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.555135, "hold30_r": 13.821573 }, { "symbol": "SMCI", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.035242, "strategy_rank": 96.565329, "rr": 0.800006, "primary_prob": 45.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.200009, "raw_level_count": 20, "gate_level_count": 20, "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": 99.229075, "strategy_rank": 97.877935, "rr": 0.896452, "primary_prob": 57.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.344679, "raw_level_count": 20, "gate_level_count": 20, "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": 93.502203, "strategy_rank": 81.506487, "rr": 0.68942, "primary_prob": 50.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.034129, "raw_level_count": 20, "gate_level_count": 20, "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": 93.942731, "strategy_rank": 94.606066, "rr": 0.703742, "primary_prob": 64.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.055614, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.674974, "hold30_r": 4.048703 }, { "symbol": "TKO", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.867841, "strategy_rank": 82.555841, "rr": 1.882378, "primary_prob": 36.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.823566, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.83155, "hold30_r": 1.834165 }, { "symbol": "TPR", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.696035, "strategy_rank": 93.434477, "rr": 0.693515, "primary_prob": 65.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.040273, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.656011, "hold30_r": 3.52462 }, { "symbol": "TSLA", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.709251, "strategy_rank": 86.248124, "rr": 1.707664, "primary_prob": 38.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.561496, "raw_level_count": 20, "gate_level_count": 20, "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": 90.088106, "strategy_rank": 75.688048, "rr": 1.249171, "primary_prob": 32.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.873757, "raw_level_count": 20, "gate_level_count": 20, "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": 87.555066, "strategy_rank": 81.101733, "rr": 1.241958, "primary_prob": 32.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 1.862937, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.20027, "hold30_r": -1.0 }, { "symbol": "ULTA", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.079295, "strategy_rank": 78.788474, "rr": 0.856536, "primary_prob": 58.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.284804, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.81072, "hold30_r": 4.861133 }, { "symbol": "VRSN", "date": "2025-12-01", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.334802, "strategy_rank": 75.672823, "rr": 1.81333, "primary_prob": 37.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.719995, "raw_level_count": 20, "gate_level_count": 20, "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": 91.740088, "strategy_rank": 91.811468, "rr": 1.134683, "primary_prob": 35.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.702024, "raw_level_count": 20, "gate_level_count": 20, "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": 97.577093, "strategy_rank": 96.35891, "rr": 0.743577, "primary_prob": 63.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.115366, "raw_level_count": 20, "gate_level_count": 20, "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": 95.374449, "strategy_rank": 93.597279, "rr": 0.770385, "primary_prob": 62.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.155578, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.742993, "hold30_r": 0.925467 }, { "symbol": "WBD", "date": "2025-12-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.678414, "strategy_rank": 98.250714, "rr": 1.951151, "primary_prob": 35.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.926727, "raw_level_count": 20, "gate_level_count": 20, "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": 92.511013, "strategy_rank": 89.581885, "rr": 1.857165, "primary_prob": 21.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.785747, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.030641, "hold30_r": -1.0 }, { "symbol": "HOOD", "date": "2025-12-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.669604, "strategy_rank": 99.175316, "rr": 0.876336, "primary_prob": 58.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.314504, "raw_level_count": 20, "gate_level_count": 20, "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": 86.732456, "strategy_rank": 71.905279, "rr": 1.446925, "primary_prob": 28.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.170388, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.389513, "hold30_r": -1.0 }, { "symbol": "AEP", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.035088, "strategy_rank": 64.753445, "rr": 1.646229, "primary_prob": 24.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.469344, "raw_level_count": 20, "gate_level_count": 20, "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": 95.833333, "strategy_rank": 96.131473, "rr": 1.724666, "primary_prob": 23.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.586999, "raw_level_count": 20, "gate_level_count": 20, "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": 87.938596, "strategy_rank": 89.784589, "rr": 1.318097, "primary_prob": 30.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.977146, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.286267, "hold30_r": -1.0 }, { "symbol": "APP", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.135965, "strategy_rank": 97.612024, "rr": 0.739423, "primary_prob": 63.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.109135, "raw_level_count": 20, "gate_level_count": 20, "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": 91.337719, "strategy_rank": 84.778854, "rr": 2.155919, "primary_prob": 17.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 69, "primary_distance_atr": 3.233879, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.107439, "hold30_r": 0.141516 }, { "symbol": "ATO", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.855263, "strategy_rank": 61.017721, "rr": 1.621882, "primary_prob": 25.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.432823, "raw_level_count": 20, "gate_level_count": 20, "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": 81.140351, "strategy_rank": 64.084898, "rr": 0.889204, "primary_prob": 42.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 1.333806, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.063468, "hold30_r": -1.0 }, { "symbol": "BA", "date": "2025-12-08", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 80.921053, "strategy_rank": 77.355897, "rr": 2.232845, "primary_prob": 31.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 75, "primary_distance_atr": 3.349268, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.183788, "hold30_r": 5.367771 }, { "symbol": "CAH", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.491228, "strategy_rank": 88.583247, "rr": 1.898682, "primary_prob": 20.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.848024, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.834805, "hold30_r": 1.286344 }, { "symbol": "CBOE", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.157895, "strategy_rank": 65.714903, "rr": 0.839838, "primary_prob": 44.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.259757, "raw_level_count": 20, "gate_level_count": 20, "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": 91.885965, "strategy_rank": 90.742495, "rr": 1.269723, "primary_prob": 32.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.904584, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.21351, "hold30_r": 4.486827 }, { "symbol": "CME", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.263158, "strategy_rank": 57.595589, "rr": 1.432352, "primary_prob": 28.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.148528, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.070096, "hold30_r": -1.0 }, { "symbol": "CNP", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.97807, "strategy_rank": 60.338041, "rr": 1.351361, "primary_prob": 30.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.027041, "raw_level_count": 20, "gate_level_count": 20, "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": 95.065789, "strategy_rank": 75.966184, "rr": 1.733214, "primary_prob": 23.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.599821, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.673936, "hold30_r": 1.285324 }, { "symbol": "CRWD", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.666667, "strategy_rank": 88.127279, "rr": 1.414997, "primary_prob": 28.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.122496, "raw_level_count": 20, "gate_level_count": 20, "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": 92.763158, "strategy_rank": 78.818237, "rr": 0.870921, "primary_prob": 43.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 1.306381, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.818997, "hold30_r": 2.086302 }, { "symbol": "DG", "date": "2025-12-08", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 90.350877, "strategy_rank": 86.123076, "rr": 2.232293, "primary_prob": 31.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 3.348439, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.196672, "hold30_r": 2.913693 }, { "symbol": "DLTR", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.311404, "strategy_rank": 87.112293, "rr": 1.906061, "primary_prob": 35.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 2.859092, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.871038, "hold30_r": 0.940115 }, { "symbol": "EBAY", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.692982, "strategy_rank": 88.87918, "rr": 1.750491, "primary_prob": 22.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.625736, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.700607, "hold30_r": 2.983521 }, { "symbol": "EME", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.197368, "strategy_rank": 84.878858, "rr": 1.841462, "primary_prob": 21.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.762192, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.036186, "hold30_r": -1.0 }, { "symbol": "EQT", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.609649, "strategy_rank": 84.565266, "rr": 0.738831, "primary_prob": 48.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.108246, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.036011, "hold30_r": -1.0 }, { "symbol": "ETR", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.951754, "strategy_rank": 62.999707, "rr": 1.606592, "primary_prob": 25.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.409887, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.06935, "hold30_r": 0.238882 }, { "symbol": "EVRG", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.429825, "strategy_rank": 59.429105, "rr": 1.120128, "primary_prob": 35.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.680192, "raw_level_count": 20, "gate_level_count": 20, "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": 87.390351, "strategy_rank": 62.781561, "rr": 1.362968, "primary_prob": 30.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 82, "primary_distance_atr": 2.044452, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.298279, "hold30_r": 0.948009 }, { "symbol": "F", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.223684, "strategy_rank": 79.230321, "rr": 2.245957, "primary_prob": 16.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 55, "primary_distance_atr": 3.368935, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.184805, "hold30_r": 1.326353 }, { "symbol": "FSLR", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.188596, "strategy_rank": 94.684753, "rr": 1.254353, "primary_prob": 32.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.88153, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.222247, "hold30_r": -1.017601 }, { "symbol": "GD", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.100877, "strategy_rank": 60.938448, "rr": 1.264485, "primary_prob": 32.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.896728, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.188287, "hold30_r": 3.381182 }, { "symbol": "GE", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.052632, "strategy_rank": 78.133997, "rr": 0.899798, "primary_prob": 42.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.349698, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.849251, "hold30_r": 0.687312 }, { "symbol": "GILD", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.899123, "strategy_rank": 79.15455, "rr": 1.3498, "primary_prob": 30.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.0247, "raw_level_count": 20, "gate_level_count": 20, "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": 83.881579, "strategy_rank": 68.432641, "rr": 1.844556, "primary_prob": 21.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.766835, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.770696, "hold30_r": 1.468649 }, { "symbol": "HCA", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.627193, "strategy_rank": 76.709495, "rr": 1.492315, "primary_prob": 27.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.238472, "raw_level_count": 20, "gate_level_count": 20, "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": 97.149123, "strategy_rank": 85.039397, "rr": 0.692095, "primary_prob": 65.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.038142, "raw_level_count": 20, "gate_level_count": 20, "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": 96.710526, "strategy_rank": 83.583583, "rr": 1.613308, "primary_prob": 25.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.419962, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.56769, "hold30_r": 2.834022 }, { "symbol": "IBKR", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.324561, "strategy_rank": 88.259578, "rr": 1.799242, "primary_prob": 22.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.698864, "raw_level_count": 20, "gate_level_count": 20, "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": 90.131579, "strategy_rank": 79.470661, "rr": 0.880131, "primary_prob": 43.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.320196, "raw_level_count": 20, "gate_level_count": 20, "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": 97.368421, "strategy_rank": 96.516757, "rr": 1.766458, "primary_prob": 22.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.649687, "raw_level_count": 20, "gate_level_count": 20, "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": 93.092105, "strategy_rank": 87.844999, "rr": 1.512589, "primary_prob": 27.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.268883, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.476693, "hold30_r": 1.551639 }, { "symbol": "INTC", "date": "2025-12-08", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 97.916667, "strategy_rank": 97.721098, "rr": 2.697443, "primary_prob": 27.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 4.046165, "raw_level_count": 20, "gate_level_count": 20, "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": 82.894737, "strategy_rank": 80.772486, "rr": 1.257503, "primary_prob": 47.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.886254, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.213864, "hold30_r": 2.899653 }, { "symbol": "JCI", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.118421, "strategy_rank": 75.106746, "rr": 1.858384, "primary_prob": 21.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.787576, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.795938, "hold30_r": -1.0 }, { "symbol": "LDOS", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.578947, "strategy_rank": 65.343775, "rr": 1.506951, "primary_prob": 27.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.260426, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.453471, "hold30_r": 1.127966 }, { "symbol": "LHX", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.359649, "strategy_rank": 62.630091, "rr": 1.825225, "primary_prob": 21.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.737837, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.758374, "hold30_r": 8.793947 }, { "symbol": "LLY", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.04386, "strategy_rank": 80.549301, "rr": 1.128328, "primary_prob": 35.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.692492, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.08095, "hold30_r": 2.132192 }, { "symbol": "MCK", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.530702, "strategy_rank": 78.305189, "rr": 1.541773, "primary_prob": 26.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.31266, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.486454, "hold30_r": 0.662781 }, { "symbol": "MMM", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.907895, "strategy_rank": 70.694388, "rr": 1.248854, "primary_prob": 32.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.873281, "raw_level_count": 20, "gate_level_count": 20, "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": 85.416667, "strategy_rank": 73.511579, "rr": 1.234523, "primary_prob": 32.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.851784, "raw_level_count": 20, "gate_level_count": 20, "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": 95.285088, "strategy_rank": 93.548577, "rr": 2.044393, "primary_prob": 33.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 3.066589, "raw_level_count": 20, "gate_level_count": 20, "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": 98.684211, "strategy_rank": 94.746343, "rr": 1.64479, "primary_prob": 24.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.467184, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.607489, "hold30_r": 6.850234 }, { "symbol": "NFLX", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.482456, "strategy_rank": 76.162665, "rr": 1.906623, "primary_prob": 20.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.859935, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.034131, "hold30_r": -1.0 }, { "symbol": "NOC", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.635965, "strategy_rank": 70.054585, "rr": 1.340424, "primary_prob": 30.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.010636, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.268866, "hold30_r": 7.554487 }, { "symbol": "NRG", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.929825, "strategy_rank": 93.222868, "rr": 1.236566, "primary_prob": 32.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.854849, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.032027, "hold30_r": -1.0 }, { "symbol": "NVDA", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.662281, "strategy_rank": 80.02968, "rr": 1.113095, "primary_prob": 35.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.669643, "raw_level_count": 20, "gate_level_count": 20, "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": 89.912281, "strategy_rank": 92.643192, "rr": 1.142594, "primary_prob": 35.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.713892, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.892806, "hold30_r": -1.865308 }, { "symbol": "ORLY", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.701754, "strategy_rank": 61.480287, "rr": 1.820912, "primary_prob": 21.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.731368, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.068849, "hold30_r": -1.0 }, { "symbol": "PLTR", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.232456, "strategy_rank": 97.263595, "rr": 1.730441, "primary_prob": 38.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.595662, "raw_level_count": 20, "gate_level_count": 20, "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": 83.442982, "strategy_rank": 72.491051, "rr": 1.89366, "primary_prob": 20.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.840489, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.836607, "hold30_r": 4.185903 }, { "symbol": "PODD", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.346491, "strategy_rank": 79.86355, "rr": 1.656444, "primary_prob": 24.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 55, "primary_distance_atr": 2.484666, "raw_level_count": 20, "gate_level_count": 20, "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": 93.75, "strategy_rank": 75.668764, "rr": 1.400663, "primary_prob": 29.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.100995, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.331738, "hold30_r": 4.98694 }, { "symbol": "TEL", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.407895, "strategy_rank": 82.2015, "rr": 1.499621, "primary_prob": 27.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.249431, "raw_level_count": 20, "gate_level_count": 20, "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": 82.675439, "strategy_rank": 85.837796, "rr": 1.501994, "primary_prob": 42.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.25299, "raw_level_count": 20, "gate_level_count": 20, "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": 90.570175, "strategy_rank": 76.035884, "rr": 1.638188, "primary_prob": 39.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.457282, "raw_level_count": 20, "gate_level_count": 20, "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": 86.074561, "strategy_rank": 80.602302, "rr": 1.839945, "primary_prob": 36.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.759918, "raw_level_count": 20, "gate_level_count": 20, "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": 88.596491, "strategy_rank": 82.105071, "rr": 1.050717, "primary_prob": 37.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.576076, "raw_level_count": 20, "gate_level_count": 20, "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": 89.254386, "strategy_rank": 77.018552, "rr": 1.059968, "primary_prob": 37.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.589951, "raw_level_count": 20, "gate_level_count": 20, "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": 92.105263, "strategy_rank": 92.504319, "rr": 0.803182, "primary_prob": 60.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.204774, "raw_level_count": 20, "gate_level_count": 20, "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": 92.54386, "strategy_rank": 67.767573, "rr": 0.796195, "primary_prob": 61.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.194292, "raw_level_count": 20, "gate_level_count": 20, "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": 82.127193, "strategy_rank": 64.972624, "rr": 1.514571, "primary_prob": 26.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.271856, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.46451, "hold30_r": 0.341957 }, { "symbol": "WYNN", "date": "2025-12-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.403509, "strategy_rank": 84.705651, "rr": 0.760869, "primary_prob": 47.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.141303, "raw_level_count": 20, "gate_level_count": 20, "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": 96.27193, "strategy_rank": 94.534771, "rr": 0.877611, "primary_prob": 58.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.316416, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.848753, "hold30_r": 0.749481 }, { "symbol": "CEG", "date": "2025-12-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.969298, "strategy_rank": 91.314614, "rr": 1.304449, "primary_prob": 31.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.956673, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.027885, "hold30_r": -1.0 }, { "symbol": "HOOD", "date": "2025-12-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.780702, "strategy_rank": 99.419795, "rr": 1.927068, "primary_prob": 20.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.890601, "raw_level_count": 20, "gate_level_count": 20, "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": 88.888889, "strategy_rank": 73.286986, "rr": 1.895389, "primary_prob": 20.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.843084, "raw_level_count": 20, "gate_level_count": 20, "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": 89.108911, "strategy_rank": 64.681397, "rr": 1.66385, "primary_prob": 24.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.495775, "raw_level_count": 20, "gate_level_count": 20, "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": 97.79978, "strategy_rank": 97.406059, "rr": 0.719856, "primary_prob": 49.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.079783, "raw_level_count": 20, "gate_level_count": 20, "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": 81.628163, "strategy_rank": 74.164961, "rr": 1.562359, "primary_prob": 26.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.343539, "raw_level_count": 20, "gate_level_count": 20, "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": 96.69967, "strategy_rank": 85.834665, "rr": 1.778915, "primary_prob": 22.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.668372, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.739182, "hold30_r": 3.009796 }, { "symbol": "APP", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.919692, "strategy_rank": 96.658274, "rr": 1.016366, "primary_prob": 53.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.524549, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.98999, "hold30_r": -1.0 }, { "symbol": "APTV", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.458746, "strategy_rank": 80.584459, "rr": 2.115721, "primary_prob": 18.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 69, "primary_distance_atr": 3.173582, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.066021, "hold30_r": 0.475479 }, { "symbol": "ATO", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.908691, "strategy_rank": 61.593493, "rr": 1.82291, "primary_prob": 21.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.734365, "raw_level_count": 20, "gate_level_count": 20, "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": 97.359736, "strategy_rank": 95.319762, "rr": 1.701669, "primary_prob": 23.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.552503, "raw_level_count": 20, "gate_level_count": 20, "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": 97.139714, "strategy_rank": 88.25027, "rr": 1.960258, "primary_prob": 19.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.940388, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.887286, "hold30_r": 2.056419 }, { "symbol": "CASY", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.278328, "strategy_rank": 65.177376, "rr": 0.789394, "primary_prob": 46.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.184092, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.737895, "hold30_r": 3.032058 }, { "symbol": "CAT", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.448845, "strategy_rank": 80.783566, "rr": 0.996641, "primary_prob": 54.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.494962, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.045097, "hold30_r": -1.0 }, { "symbol": "CBOE", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.209021, "strategy_rank": 67.098016, "rr": 1.679229, "primary_prob": 24.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.518844, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.611585, "hold30_r": 2.572801 }, { "symbol": "CIEN", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.339934, "strategy_rank": 98.088997, "rr": 0.860924, "primary_prob": 58.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.291386, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.837797, "hold30_r": 1.997882 }, { "symbol": "CME", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.038504, "strategy_rank": 61.008841, "rr": 1.182498, "primary_prob": 34.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 1.773748, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.069278, "hold30_r": -1.0 }, { "symbol": "CNP", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.808581, "strategy_rank": 60.757554, "rr": 1.265787, "primary_prob": 32.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 1.898681, "raw_level_count": 20, "gate_level_count": 20, "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": 88.668867, "strategy_rank": 91.376659, "rr": 0.972172, "primary_prob": 55.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.458258, "raw_level_count": 20, "gate_level_count": 20, "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": 95.819582, "strategy_rank": 75.405211, "rr": 1.934501, "primary_prob": 20.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.901751, "raw_level_count": 20, "gate_level_count": 20, "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": 91.089109, "strategy_rank": 87.538446, "rr": 1.565909, "primary_prob": 26.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.348863, "raw_level_count": 20, "gate_level_count": 20, "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": 84.488449, "strategy_rank": 88.022265, "rr": 0.789404, "primary_prob": 61.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.184106, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.761569, "hold30_r": -1.0 }, { "symbol": "CVS", "date": "2025-12-15", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 94.829483, "strategy_rank": 79.981077, "rr": 2.030843, "primary_prob": 34.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 3.046264, "raw_level_count": 20, "gate_level_count": 20, "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": 92.629263, "strategy_rank": 87.925007, "rr": 2.503657, "primary_prob": 29.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 3.755486, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.46381, "hold30_r": 1.326439 }, { "symbol": "DGX", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.088009, "strategy_rank": 63.965009, "rr": 1.609385, "primary_prob": 25.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.414078, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.078047, "hold30_r": -1.0 }, { "symbol": "DLTR", "date": "2025-12-15", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 93.619362, "strategy_rank": 87.432565, "rr": 2.992958, "primary_prob": 25.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 59, "primary_distance_atr": 4.489437, "raw_level_count": 20, "gate_level_count": 20, "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": 90.869087, "strategy_rank": 89.68959, "rr": 1.158019, "primary_prob": 34.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.737028, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.108761, "hold30_r": 3.524781 }, { "symbol": "EME", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.848185, "strategy_rank": 82.387033, "rr": 1.018224, "primary_prob": 38.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.527336, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.981934, "hold30_r": 3.090937 }, { "symbol": "EQT", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.228823, "strategy_rank": 84.581252, "rr": 1.203999, "primary_prob": 33.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.805998, "raw_level_count": 20, "gate_level_count": 20, "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": 80.968097, "strategy_rank": 71.56241, "rr": 1.838999, "primary_prob": 21.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 2.758499, "raw_level_count": 20, "gate_level_count": 20, "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": 84.818482, "strategy_rank": 61.184134, "rr": 1.31083, "primary_prob": 31.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.966245, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.071152, "hold30_r": -1.0 }, { "symbol": "EVRG", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.288229, "strategy_rank": 57.832276, "rr": 1.738732, "primary_prob": 23.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.608098, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.093057, "hold30_r": -1.0 }, { "symbol": "EXC", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.468647, "strategy_rank": 61.812356, "rr": 1.071985, "primary_prob": 37.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 82, "primary_distance_atr": 1.607978, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.998841, "hold30_r": 0.450169 }, { "symbol": "F", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.718372, "strategy_rank": 79.283431, "rr": 1.05922, "primary_prob": 52.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 55, "primary_distance_atr": 1.588831, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.063525, "hold30_r": -1.0 }, { "symbol": "FSLR", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.079208, "strategy_rank": 93.105281, "rr": 1.789586, "primary_prob": 22.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.684379, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.028318, "hold30_r": -1.0 }, { "symbol": "GD", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.258526, "strategy_rank": 61.623888, "rr": 1.736634, "primary_prob": 23.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.604951, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.659616, "hold30_r": 1.046682 }, { "symbol": "GE", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.479648, "strategy_rank": 77.480869, "rr": 0.771208, "primary_prob": 47.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.156812, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.721137, "hold30_r": -0.176343 }, { "symbol": "GILD", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.529153, "strategy_rank": 78.856357, "rr": 1.600862, "primary_prob": 25.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.401293, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.547087, "hold30_r": 4.43786 }, { "symbol": "GL", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.528053, "strategy_rank": 66.150098, "rr": 1.217384, "primary_prob": 48.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.826076, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.229208, "hold30_r": -1.152391 }, { "symbol": "GLW", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.269527, "strategy_rank": 89.839053, "rr": 1.259382, "primary_prob": 47.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.889072, "raw_level_count": 20, "gate_level_count": 20, "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": 89.658966, "strategy_rank": 79.720661, "rr": 0.979331, "primary_prob": 54.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.468997, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.933501, "hold30_r": 2.173575 }, { "symbol": "GOOGL", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.878988, "strategy_rank": 80.665017, "rr": 1.064752, "primary_prob": 52.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.597129, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.019401, "hold30_r": 2.209298 }, { "symbol": "HCA", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.279428, "strategy_rank": 77.68605, "rr": 1.881271, "primary_prob": 21.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.821906, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.82869, "hold30_r": 0.305904 }, { "symbol": "HWM", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.489549, "strategy_rank": 82.056735, "rr": 1.210263, "primary_prob": 33.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.815395, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.162977, "hold30_r": 1.401275 }, { "symbol": "IBKR", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.859186, "strategy_rank": 87.616469, "rr": 1.823622, "primary_prob": 21.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.735433, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.785132, "hold30_r": 3.915086 }, { "symbol": "IBM", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.678768, "strategy_rank": 77.116082, "rr": 0.990931, "primary_prob": 39.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.486397, "raw_level_count": 20, "gate_level_count": 20, "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": 95.049505, "strategy_rank": 94.591734, "rr": 1.251133, "primary_prob": 32.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.8767, "raw_level_count": 20, "gate_level_count": 20, "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": 93.289329, "strategy_rank": 87.662574, "rr": 1.787489, "primary_prob": 22.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.681234, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.748992, "hold30_r": 0.476149 }, { "symbol": "INTC", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.019802, "strategy_rank": 97.625936, "rr": 1.76835, "primary_prob": 22.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 2.652525, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.74312, "hold30_r": 3.749853 }, { "symbol": "JBL", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.409241, "strategy_rank": 88.989432, "rr": 0.900555, "primary_prob": 57.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.350832, "raw_level_count": 20, "gate_level_count": 20, "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": 89.438944, "strategy_rank": 74.034264, "rr": 1.263385, "primary_prob": 32.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.895078, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.203644, "hold30_r": -1.096374 }, { "symbol": "LDOS", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.49835, "strategy_rank": 66.483971, "rr": 1.494086, "primary_prob": 27.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.241129, "raw_level_count": 20, "gate_level_count": 20, "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": 84.048405, "strategy_rank": 63.608856, "rr": 1.747216, "primary_prob": 23.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.620824, "raw_level_count": 20, "gate_level_count": 20, "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": 99.119912, "strategy_rank": 99.120492, "rr": 0.868625, "primary_prob": 58.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.302937, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.85117, "hold30_r": 1.219081 }, { "symbol": "MCK", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.059406, "strategy_rank": 78.15772, "rr": 0.729219, "primary_prob": 48.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.093829, "raw_level_count": 20, "gate_level_count": 20, "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": 82.728273, "strategy_rank": 70.588166, "rr": 0.942468, "primary_prob": 41.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.413701, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.061277, "hold30_r": -1.0 }, { "symbol": "MPC", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.748075, "strategy_rank": 69.893576, "rr": 1.930353, "primary_prob": 20.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.895529, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.050313, "hold30_r": -1.0 }, { "symbol": "MPWR", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.539054, "strategy_rank": 89.326844, "rr": 1.270378, "primary_prob": 32.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.905568, "raw_level_count": 20, "gate_level_count": 20, "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": 98.459846, "strategy_rank": 97.242419, "rr": 1.051428, "primary_prob": 37.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.577142, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.028563, "hold30_r": 9.545265 }, { "symbol": "NOC", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.408141, "strategy_rank": 64.098761, "rr": 1.817398, "primary_prob": 36.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.726097, "raw_level_count": 20, "gate_level_count": 20, "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": 96.149615, "strategy_rank": 92.59562, "rr": 1.608103, "primary_prob": 25.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.412155, "raw_level_count": 20, "gate_level_count": 20, "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": 82.068207, "strategy_rank": 78.622278, "rr": 1.131278, "primary_prob": 35.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.696917, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.094096, "hold30_r": 1.71051 }, { "symbol": "ORCL", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.188119, "strategy_rank": 86.403582, "rr": 1.439698, "primary_prob": 28.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.159547, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.020919, "hold30_r": -1.0 }, { "symbol": "PLTR", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.89989, "strategy_rank": 96.661317, "rr": 1.623932, "primary_prob": 40.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.435897, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.030953, "hold30_r": -1.0 }, { "symbol": "PM", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.478548, "strategy_rank": 73.863524, "rr": 1.899821, "primary_prob": 35.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.849732, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.840274, "hold30_r": 3.66131 }, { "symbol": "STE", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.308031, "strategy_rank": 64.612987, "rr": 1.537227, "primary_prob": 26.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.305841, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.471004, "hold30_r": 0.986563 }, { "symbol": "STX", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.559956, "strategy_rank": 98.17715, "rr": 0.705692, "primary_prob": 64.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.058538, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.681719, "hold30_r": 6.757032 }, { "symbol": "TEL", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.069307, "strategy_rank": 82.404278, "rr": 1.754453, "primary_prob": 22.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.631679, "raw_level_count": 20, "gate_level_count": 20, "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": 82.948295, "strategy_rank": 69.326155, "rr": 0.949345, "primary_prob": 40.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.424017, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.884092, "hold30_r": -1.0 }, { "symbol": "UBER", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.849285, "strategy_rank": 86.630065, "rr": 1.298633, "primary_prob": 31.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.94795, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.261743, "hold30_r": -0.036052 }, { "symbol": "VLO", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.028603, "strategy_rank": 79.780944, "rr": 1.811728, "primary_prob": 22.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.717591, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.769917, "hold30_r": 1.816608 }, { "symbol": "VRSN", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.268427, "strategy_rank": 73.378678, "rr": 1.178734, "primary_prob": 34.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 1.768101, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.124239, "hold30_r": 0.262472 }, { "symbol": "VRT", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.128713, "strategy_rank": 88.915456, "rr": 1.653717, "primary_prob": 24.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.480575, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.633227, "hold30_r": 2.113044 }, { "symbol": "VTR", "date": "2025-12-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.688669, "strategy_rank": 62.559126, "rr": 0.956856, "primary_prob": 40.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.435284, "raw_level_count": 20, "gate_level_count": 20, "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": 98.679868, "strategy_rank": 97.330573, "rr": 0.813034, "primary_prob": 60.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.219551, "raw_level_count": 20, "gate_level_count": 20, "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": 93.839384, "strategy_rank": 70.100302, "rr": 1.11368, "primary_prob": 35.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.67052, "raw_level_count": 20, "gate_level_count": 20, "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": 86.248625, "strategy_rank": 67.651754, "rr": 1.636075, "primary_prob": 24.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 55, "primary_distance_atr": 2.454113, "raw_level_count": 20, "gate_level_count": 20, "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": 82.508251, "strategy_rank": 81.202537, "rr": 0.92904, "primary_prob": 41.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.393559, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.036901, "hold30_r": -1.0 }, { "symbol": "CEG", "date": "2025-12-19", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.609461, "strategy_rank": 92.24199, "rr": 1.725904, "primary_prob": 23.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.588856, "raw_level_count": 20, "gate_level_count": 20, "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": 99.779978, "strategy_rank": 99.28616, "rr": 1.843682, "primary_prob": 21.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.765523, "raw_level_count": 20, "gate_level_count": 20, "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": 89.921613, "strategy_rank": 74.132139, "rr": 1.837877, "primary_prob": 21.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.756816, "raw_level_count": 20, "gate_level_count": 20, "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": 92.049272, "strategy_rank": 66.786114, "rr": 1.200495, "primary_prob": 33.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.800742, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.115882, "hold30_r": 2.210903 }, { "symbol": "ALB", "date": "2025-12-22", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 84.994401, "strategy_rank": 88.992161, "rr": 2.697474, "primary_prob": 27.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 4.046211, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.666382, "hold30_r": 1.186944 }, { "symbol": "AMAT", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.963046, "strategy_rank": 82.81075, "rr": 0.865194, "primary_prob": 58.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.297791, "raw_level_count": 20, "gate_level_count": 20, "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": 96.304591, "strategy_rank": 96.674132, "rr": 1.626985, "primary_prob": 39.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.440478, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.599627, "hold30_r": -1.0 }, { "symbol": "AMGN", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.577828, "strategy_rank": 77.928331, "rr": 1.116172, "primary_prob": 35.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.674258, "raw_level_count": 20, "gate_level_count": 20, "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": 97.760358, "strategy_rank": 87.74916, "rr": 0.965521, "primary_prob": 55.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.448281, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.924693, "hold30_r": -1.0 }, { "symbol": "ATO", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.681971, "strategy_rank": 62.318029, "rr": 1.537442, "primary_prob": 26.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.306163, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.454399, "hold30_r": 1.032207 }, { "symbol": "AVGO", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.505039, "strategy_rank": 92.900336, "rr": 1.764257, "primary_prob": 22.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.646385, "raw_level_count": 20, "gate_level_count": 20, "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": 98.544233, "strategy_rank": 89.641657, "rr": 1.011878, "primary_prob": 38.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.517818, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.936415, "hold30_r": 4.04163 }, { "symbol": "CAT", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.833147, "strategy_rank": 84.736842, "rr": 1.297107, "primary_prob": 46.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.945661, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.251894, "hold30_r": 3.722378 }, { "symbol": "CBOE", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.705487, "strategy_rank": 67.894737, "rr": 0.971844, "primary_prob": 40.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.457767, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.903585, "hold30_r": 3.178088 }, { "symbol": "CNP", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.218365, "strategy_rank": 60.425532, "rr": 1.734248, "primary_prob": 23.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.601372, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.645625, "hold30_r": 2.836879 }, { "symbol": "COR", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.976484, "strategy_rank": 76.853303, "rr": 1.716514, "primary_prob": 23.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.57477, "raw_level_count": 20, "gate_level_count": 20, "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": 90.369541, "strategy_rank": 87.379619, "rr": 1.901876, "primary_prob": 20.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.852814, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.038158, "hold30_r": -1.0 }, { "symbol": "CSCO", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.74692, "strategy_rank": 63.840985, "rr": 0.669915, "primary_prob": 51.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.004873, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.063438, "hold30_r": -1.0 }, { "symbol": "CVNA", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.801792, "strategy_rank": 91.287794, "rr": 1.214415, "primary_prob": 48.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.821623, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.026524, "hold30_r": -1.0 }, { "symbol": "CVS", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.984323, "strategy_rank": 82.732363, "rr": 1.462176, "primary_prob": 27.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 2.193263, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.40658, "hold30_r": -1.053584 }, { "symbol": "DG", "date": "2025-12-22", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 93.952968, "strategy_rank": 89.216125, "rr": 2.040028, "primary_prob": 33.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 3.060042, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.993712, "hold30_r": 1.242769 }, { "symbol": "DGX", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.31467, "strategy_rank": 66.920493, "rr": 1.611766, "primary_prob": 25.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.417649, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.075121, "hold30_r": -1.0 }, { "symbol": "DLTR", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.512878, "strategy_rank": 88.902576, "rr": 1.690429, "primary_prob": 23.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 2.535644, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.652567, "hold30_r": -0.44666 }, { "symbol": "EBAY", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.770437, "strategy_rank": 85.543113, "rr": 1.859804, "primary_prob": 36.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.789707, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.805322, "hold30_r": 0.81724 }, { "symbol": "EQT", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.025756, "strategy_rank": 85.699888, "rr": 1.909603, "primary_prob": 20.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.864404, "raw_level_count": 20, "gate_level_count": 20, "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": 82.978723, "strategy_rank": 60.033595, "rr": 1.005882, "primary_prob": 39.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.508822, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.930736, "hold30_r": 2.001389 }, { "symbol": "EVRG", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.762598, "strategy_rank": 58.768197, "rr": 1.852562, "primary_prob": 21.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.778843, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.758059, "hold30_r": 3.353231 }, { "symbol": "EXC", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.786114, "strategy_rank": 62.026876, "rr": 1.423292, "primary_prob": 28.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 82, "primary_distance_atr": 2.134938, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.346096, "hold30_r": 0.452007 }, { "symbol": "F", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.194849, "strategy_rank": 78.49944, "rr": 1.527462, "primary_prob": 26.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 55, "primary_distance_atr": 2.291193, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.463731, "hold30_r": 0.61553 }, { "symbol": "FE", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.291153, "strategy_rank": 56.203807, "rr": 0.698227, "primary_prob": 49.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.04734, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.606898, "hold30_r": 2.641994 }, { "symbol": "FIX", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.768197, "strategy_rank": 97.827548, "rr": 0.848325, "primary_prob": 59.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.272488, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.822161, "hold30_r": 2.712996 }, { "symbol": "FSLR", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.281075, "strategy_rank": 93.818589, "rr": 0.876489, "primary_prob": 58.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.314733, "raw_level_count": 20, "gate_level_count": 20, "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": 83.986562, "strategy_rank": 60.907055, "rr": 1.210116, "primary_prob": 33.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.815174, "raw_level_count": 20, "gate_level_count": 20, "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": 95.296753, "strategy_rank": 90.324748, "rr": 1.289952, "primary_prob": 46.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.934928, "raw_level_count": 20, "gate_level_count": 20, "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": 93.729003, "strategy_rank": 82.676372, "rr": 0.873075, "primary_prob": 58.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.309613, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.824578, "hold30_r": 1.557742 }, { "symbol": "GOOGL", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.288914, "strategy_rank": 83.908175, "rr": 1.003061, "primary_prob": 39.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.504591, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.954933, "hold30_r": 1.667793 }, { "symbol": "HAS", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.530795, "strategy_rank": 67.346025, "rr": 1.319322, "primary_prob": 30.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.978983, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.260717, "hold30_r": 4.983114 }, { "symbol": "HCA", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.528555, "strategy_rank": 79.899216, "rr": 1.174704, "primary_prob": 34.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.762056, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.122652, "hold30_r": 2.300866 }, { "symbol": "IBKR", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.129899, "strategy_rank": 85.37514, "rr": 1.979607, "primary_prob": 34.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.96941, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.936531, "hold30_r": 1.209532 }, { "symbol": "IBM", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.56215, "strategy_rank": 76.181411, "rr": 1.577856, "primary_prob": 25.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.366784, "raw_level_count": 20, "gate_level_count": 20, "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": 96.75252, "strategy_rank": 95.912654, "rr": 1.269219, "primary_prob": 32.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.903828, "raw_level_count": 20, "gate_level_count": 20, "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": 94.848824, "strategy_rank": 89.272116, "rr": 0.826144, "primary_prob": 44.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.239216, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.785946, "hold30_r": 0.40912 }, { "symbol": "INTC", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.320269, "strategy_rank": 98.017917, "rr": 1.587093, "primary_prob": 25.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.38064, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.560795, "hold30_r": 4.291396 }, { "symbol": "LDOS", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.322508, "strategy_rank": 67.693169, "rr": 1.541052, "primary_prob": 26.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.311578, "raw_level_count": 20, "gate_level_count": 20, "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": 89.697648, "strategy_rank": 68.432251, "rr": 0.980651, "primary_prob": 54.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.470977, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.918572, "hold30_r": 4.95627 }, { "symbol": "MCK", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.072788, "strategy_rank": 79.451288, "rr": 0.969193, "primary_prob": 40.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.45379, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.903114, "hold30_r": 5.627685 }, { "symbol": "MDT", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.18701, "strategy_rank": 59.955207, "rr": 1.203296, "primary_prob": 33.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.804945, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.078943, "hold30_r": -1.0 }, { "symbol": "MMM", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.739082, "strategy_rank": 68.980963, "rr": 0.941853, "primary_prob": 41.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 1.41278, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.880393, "hold30_r": -1.0 }, { "symbol": "MPC", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.473684, "strategy_rank": 78.152296, "rr": 1.171085, "primary_prob": 34.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 70, "primary_distance_atr": 1.756627, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.129752, "hold30_r": 3.895672 }, { "symbol": "MPWR", "date": "2025-12-22", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 87.905935, "strategy_rank": 87.805151, "rr": 2.036712, "primary_prob": 34.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 3.055068, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.003691, "hold30_r": 3.682887 }, { "symbol": "NOC", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.00224, "strategy_rank": 67.155655, "rr": 1.136901, "primary_prob": 50.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.705351, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.069097, "hold30_r": -1.0 }, { "symbol": "NRG", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.536394, "strategy_rank": 94.344905, "rr": 1.940263, "primary_prob": 20.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.910395, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.030727, "hold30_r": -1.0 }, { "symbol": "NVDA", "date": "2025-12-22", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 84.546473, "strategy_rank": 81.455767, "rr": 2.602582, "primary_prob": 28.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 3.903873, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.040747, "hold30_r": -1.0 }, { "symbol": "ORCL", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.442329, "strategy_rank": 89.574468, "rr": 1.596443, "primary_prob": 25.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.394665, "raw_level_count": 20, "gate_level_count": 20, "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": 81.970885, "strategy_rank": 62.385218, "rr": 1.517784, "primary_prob": 26.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.276676, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.453449, "hold30_r": 0.389166 }, { "symbol": "PLTR", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.216125, "strategy_rank": 97.368421, "rr": 0.692575, "primary_prob": 65.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.038863, "raw_level_count": 20, "gate_level_count": 20, "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": 87.458007, "strategy_rank": 75.599104, "rr": 1.722737, "primary_prob": 23.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.584105, "raw_level_count": 20, "gate_level_count": 20, "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": 85.666293, "strategy_rank": 80.358343, "rr": 1.320639, "primary_prob": 30.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.980958, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.036635, "hold30_r": -1.0 }, { "symbol": "STE", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.067189, "strategy_rank": 64.580067, "rr": 0.716904, "primary_prob": 49.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.075355, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.069468, "hold30_r": -1.0 }, { "symbol": "STX", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.664054, "strategy_rank": 98.521837, "rr": 0.776858, "primary_prob": 61.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.165287, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.754372, "hold30_r": 4.873376 }, { "symbol": "TEL", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.601344, "strategy_rank": 82.329227, "rr": 0.679989, "primary_prob": 65.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.019984, "raw_level_count": 20, "gate_level_count": 20, "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": 86.338186, "strategy_rank": 72.631579, "rr": 1.58921, "primary_prob": 40.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.383814, "raw_level_count": 20, "gate_level_count": 20, "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": 87.010078, "strategy_rank": 81.50056, "rr": 1.571268, "primary_prob": 25.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.356902, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.531138, "hold30_r": -1.39141 }, { "symbol": "UHS", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.538634, "strategy_rank": 74.468085, "rr": 1.94304, "primary_prob": 20.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.91456, "raw_level_count": 20, "gate_level_count": 20, "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": 91.153415, "strategy_rank": 83.393057, "rr": 1.738534, "primary_prob": 23.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.607801, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.693266, "hold30_r": 4.233441 }, { "symbol": "VRSN", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.234043, "strategy_rank": 75.509518, "rr": 1.750685, "primary_prob": 22.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.626028, "raw_level_count": 20, "gate_level_count": 20, "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": 91.825308, "strategy_rank": 92.530795, "rr": 0.788751, "primary_prob": 46.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.183126, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.766645, "hold30_r": 0.764564 }, { "symbol": "VST", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.353863, "strategy_rank": 89.361702, "rr": 1.739698, "primary_prob": 23.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.609547, "raw_level_count": 20, "gate_level_count": 20, "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": 92.273236, "strategy_rank": 66.640538, "rr": 0.728953, "primary_prob": 48.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.09343, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.074668, "hold30_r": -1.0 }, { "symbol": "WELL", "date": "2025-12-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.856663, "strategy_rank": 71.702128, "rr": 1.875229, "primary_prob": 21.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.812843, "raw_level_count": 20, "gate_level_count": 20, "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": 90.929451, "strategy_rank": 71.276596, "rr": 1.294959, "primary_prob": 31.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 55, "primary_distance_atr": 1.942439, "raw_level_count": 20, "gate_level_count": 20, "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": 82.754759, "strategy_rank": 81.81411, "rr": 1.119331, "primary_prob": 50.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.678997, "raw_level_count": 20, "gate_level_count": 20, "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": 95.632699, "strategy_rank": 95.397536, "rr": 1.072962, "primary_prob": 52.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.609444, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.046798, "hold30_r": 2.331839 }, { "symbol": "CEG", "date": "2025-12-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.507973, "strategy_rank": 91.501035, "rr": 1.952025, "primary_prob": 20.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.928037, "raw_level_count": 20, "gate_level_count": 20, "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": 99.658314, "strategy_rank": 99.181275, "rr": 1.872408, "primary_prob": 21.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.808612, "raw_level_count": 20, "gate_level_count": 20, "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": 82.574032, "strategy_rank": 68.472277, "rr": 1.892482, "primary_prob": 20.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.838722, "raw_level_count": 20, "gate_level_count": 20, "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": 89.863326, "strategy_rank": 65.120237, "rr": 0.826964, "primary_prob": 44.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.240445, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.101907, "hold30_r": -1.0 }, { "symbol": "ALB", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.774487, "strategy_rank": 92.894414, "rr": 1.607977, "primary_prob": 40.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.411966, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.576129, "hold30_r": 1.897265 }, { "symbol": "AMAT", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.268793, "strategy_rank": 87.765428, "rr": 0.98146, "primary_prob": 39.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.47219, "raw_level_count": 20, "gate_level_count": 20, "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": 94.191344, "strategy_rank": 95.047577, "rr": 1.14193, "primary_prob": 35.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.712895, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.10813, "hold30_r": -1.111268 }, { "symbol": "AMGN", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.218679, "strategy_rank": 75.421257, "rr": 1.580978, "primary_prob": 25.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.371467, "raw_level_count": 20, "gate_level_count": 20, "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": 97.38041, "strategy_rank": 87.325378, "rr": 0.963714, "primary_prob": 40.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.445571, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.914477, "hold30_r": -1.0 }, { "symbol": "APP", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.15262, "strategy_rank": 96.711379, "rr": 0.742482, "primary_prob": 63.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.113723, "raw_level_count": 20, "gate_level_count": 20, "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": 83.371298, "strategy_rank": 59.109909, "rr": 1.442412, "primary_prob": 28.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.163618, "raw_level_count": 20, "gate_level_count": 20, "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": 92.14123, "strategy_rank": 91.703407, "rr": 1.776614, "primary_prob": 22.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.66492, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.0338, "hold30_r": -1.0 }, { "symbol": "AZO", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.637813, "strategy_rank": 66.264651, "rr": 1.61486, "primary_prob": 25.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.422291, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.061314, "hold30_r": -1.0 }, { "symbol": "BG", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.068337, "strategy_rank": 78.3092, "rr": 1.267804, "primary_prob": 32.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 114, "primary_distance_atr": 1.901706, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.205419, "hold30_r": 11.15111 }, { "symbol": "C", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.079727, "strategy_rank": 70.635354, "rr": 0.921074, "primary_prob": 56.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.381612, "raw_level_count": 20, "gate_level_count": 20, "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": 97.6082, "strategy_rank": 88.678013, "rr": 0.753005, "primary_prob": 47.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.129507, "raw_level_count": 20, "gate_level_count": 20, "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": 91.685649, "strategy_rank": 84.020864, "rr": 1.833986, "primary_prob": 21.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.750979, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.778887, "hold30_r": 8.631363 }, { "symbol": "CBOE", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.318907, "strategy_rank": 67.450507, "rr": 0.687186, "primary_prob": 50.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.030778, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.078422, "hold30_r": -1.0 }, { "symbol": "CHRW", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.052392, "strategy_rank": 91.488947, "rr": 0.693286, "primary_prob": 50.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.03993, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.626599, "hold30_r": -1.0 }, { "symbol": "CNP", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.410023, "strategy_rank": 57.20747, "rr": 0.906125, "primary_prob": 42.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 1.359188, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.104528, "hold30_r": -1.0 }, { "symbol": "CRWD", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.776765, "strategy_rank": 81.03919, "rr": 1.511895, "primary_prob": 27.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.267842, "raw_level_count": 20, "gate_level_count": 20, "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": 93.963554, "strategy_rank": 94.683578, "rr": 1.614903, "primary_prob": 40.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.422355, "raw_level_count": 20, "gate_level_count": 20, "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": 97.949886, "strategy_rank": 82.43992, "rr": 1.151722, "primary_prob": 34.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 1.727583, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.081834, "hold30_r": -1.951775 }, { "symbol": "DG", "date": "2025-12-30", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 95.330296, "strategy_rank": 90.185753, "rr": 2.567207, "primary_prob": 28.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 3.850811, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.516727, "hold30_r": 2.367546 }, { "symbol": "DGX", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.093394, "strategy_rank": 65.731285, "rr": 1.152424, "primary_prob": 34.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 60, "primary_distance_atr": 1.728636, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.089506, "hold30_r": -1.0 }, { "symbol": "DLTR", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.369021, "strategy_rank": 87.328769, "rr": 1.593978, "primary_prob": 40.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 2.390967, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.551951, "hold30_r": -1.0 }, { "symbol": "EBAY", "date": "2025-12-30", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 85.990888, "strategy_rank": 86.443622, "rr": 2.060311, "primary_prob": 33.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 3.090466, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.999441, "hold30_r": -1.0 }, { "symbol": "EQT", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.179954, "strategy_rank": 85.437332, "rr": 1.775503, "primary_prob": 22.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.663255, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.047188, "hold30_r": -1.0 }, { "symbol": "ETR", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.321185, "strategy_rank": 58.561193, "rr": 1.838199, "primary_prob": 21.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.757299, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.089525, "hold30_r": -1.0 }, { "symbol": "EVRG", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.801822, "strategy_rank": 57.995367, "rr": 1.575834, "primary_prob": 25.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.363751, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.111466, "hold30_r": -1.0 }, { "symbol": "EXC", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.535308, "strategy_rank": 61.101988, "rr": 1.293053, "primary_prob": 31.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 82, "primary_distance_atr": 1.939579, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.091902, "hold30_r": -1.0 }, { "symbol": "EXE", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.865604, "strategy_rank": 77.50365, "rr": 1.888712, "primary_prob": 20.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.833068, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.048536, "hold30_r": -1.0 }, { "symbol": "EXPD", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.004556, "strategy_rank": 73.289553, "rr": 0.818889, "primary_prob": 45.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.228333, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.74196, "hold30_r": -1.0 }, { "symbol": "FIX", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.633257, "strategy_rank": 97.54328, "rr": 1.129745, "primary_prob": 35.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.694617, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.097087, "hold30_r": 6.088604 }, { "symbol": "FSLR", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.419134, "strategy_rank": 94.42294, "rr": 0.68414, "primary_prob": 50.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.02621, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.652894, "hold30_r": -1.0 }, { "symbol": "GILD", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.724374, "strategy_rank": 76.868425, "rr": 0.941574, "primary_prob": 41.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.412361, "raw_level_count": 20, "gate_level_count": 20, "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": 95.558087, "strategy_rank": 90.48157, "rr": 1.494764, "primary_prob": 42.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.242147, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.044308, "hold30_r": -1.0 }, { "symbol": "GOOG", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.824601, "strategy_rank": 81.886312, "rr": 0.75336, "primary_prob": 47.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.130041, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.69404, "hold30_r": -0.488442 }, { "symbol": "GOOGL", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.280182, "strategy_rank": 82.580218, "rr": 0.827585, "primary_prob": 44.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.241377, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.768838, "hold30_r": -0.453909 }, { "symbol": "GS", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.548975, "strategy_rank": 67.686555, "rr": 0.668222, "primary_prob": 66.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.002333, "raw_level_count": 20, "gate_level_count": 20, "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": 88.496583, "strategy_rank": 70.163517, "rr": 1.110764, "primary_prob": 36.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.666146, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.039086, "hold30_r": 8.193523 }, { "symbol": "HCA", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.583144, "strategy_rank": 79.915019, "rr": 1.301349, "primary_prob": 31.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.952024, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.239992, "hold30_r": 4.016478 }, { "symbol": "HII", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.013667, "strategy_rank": 85.039113, "rr": 0.954211, "primary_prob": 55.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.431316, "raw_level_count": 20, "gate_level_count": 20, "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": 83.599089, "strategy_rank": 81.905726, "rr": 1.487072, "primary_prob": 27.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.230608, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.436564, "hold30_r": 3.131496 }, { "symbol": "IBM", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.357631, "strategy_rank": 76.900342, "rr": 1.903317, "primary_prob": 20.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.854975, "raw_level_count": 20, "gate_level_count": 20, "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": 96.924829, "strategy_rank": 95.97238, "rr": 1.316992, "primary_prob": 31.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.975489, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.259102, "hold30_r": -1.073702 }, { "symbol": "INCY", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.596811, "strategy_rank": 86.942768, "rr": 0.719211, "primary_prob": 49.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.078816, "raw_level_count": 20, "gate_level_count": 20, "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": 98.405467, "strategy_rank": 97.929281, "rr": 1.43187, "primary_prob": 28.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.147806, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.400997, "hold30_r": 3.799119 }, { "symbol": "LDOS", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.624146, "strategy_rank": 68.066448, "rr": 1.104151, "primary_prob": 36.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 1.656226, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.039588, "hold30_r": -1.0 }, { "symbol": "LHX", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.396355, "strategy_rank": 64.702449, "rr": 1.140172, "primary_prob": 50.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.710258, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.064917, "hold30_r": 5.658071 }, { "symbol": "MCK", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.646925, "strategy_rank": 79.377847, "rr": 0.735159, "primary_prob": 48.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.102738, "raw_level_count": 20, "gate_level_count": 20, "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": 82.232346, "strategy_rank": 60.767188, "rr": 1.912554, "primary_prob": 20.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.868831, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.820779, "hold30_r": 2.003371 }, { "symbol": "MPC", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.813212, "strategy_rank": 77.082885, "rr": 1.565039, "primary_prob": 26.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 70, "primary_distance_atr": 2.347558, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.515192, "hold30_r": 5.203104 }, { "symbol": "MPWR", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.851936, "strategy_rank": 85.578174, "rr": 1.199937, "primary_prob": 33.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.799905, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.160111, "hold30_r": 5.000679 }, { "symbol": "NOC", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.143508, "strategy_rank": 65.802728, "rr": 0.986823, "primary_prob": 39.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.480235, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.908773, "hold30_r": 8.183738 }, { "symbol": "NRG", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.355353, "strategy_rank": 93.016929, "rr": 1.906642, "primary_prob": 20.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.859964, "raw_level_count": 20, "gate_level_count": 20, "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": 84.168565, "strategy_rank": 63.96345, "rr": 1.92491, "primary_prob": 20.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.887365, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.848508, "hold30_r": 1.561945 }, { "symbol": "PLTR", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.177677, "strategy_rank": 96.201646, "rr": 1.088839, "primary_prob": 36.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.633259, "raw_level_count": 20, "gate_level_count": 20, "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": 88.952164, "strategy_rank": 76.652878, "rr": 1.486158, "primary_prob": 42.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.229237, "raw_level_count": 20, "gate_level_count": 20, "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": 85.307517, "strategy_rank": 79.931171, "rr": 1.89864, "primary_prob": 20.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.84796, "raw_level_count": 20, "gate_level_count": 20, "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": 91.116173, "strategy_rank": 81.235867, "rr": 1.031542, "primary_prob": 38.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.547313, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.978292, "hold30_r": -1.0 }, { "symbol": "STLD", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.763098, "strategy_rank": 80.011441, "rr": 0.70268, "primary_prob": 49.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.05402, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.644545, "hold30_r": 4.840327 }, { "symbol": "STX", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.430524, "strategy_rank": 98.169549, "rr": 1.074746, "primary_prob": 37.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.612119, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.047765, "hold30_r": 7.27736 }, { "symbol": "TEL", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.091116, "strategy_rank": 81.336509, "rr": 1.238819, "primary_prob": 32.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.858228, "raw_level_count": 20, "gate_level_count": 20, "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": 87.129841, "strategy_rank": 81.070434, "rr": 1.679915, "primary_prob": 24.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.519872, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.62978, "hold30_r": -1.0 }, { "symbol": "UHS", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.67426, "strategy_rank": 75.6038, "rr": 1.312501, "primary_prob": 31.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.968752, "raw_level_count": 20, "gate_level_count": 20, "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": 90.546697, "strategy_rank": 82.678142, "rr": 1.790684, "primary_prob": 22.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.686026, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.738213, "hold30_r": 5.100417 }, { "symbol": "VRT", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.343964, "strategy_rank": 91.929411, "rr": 1.935485, "primary_prob": 20.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.903227, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.908424, "hold30_r": 5.941898 }, { "symbol": "VTR", "date": "2025-12-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.52164, "strategy_rank": 64.710603, "rr": 1.036006, "primary_prob": 38.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.554009, "raw_level_count": 20, "gate_level_count": 20, "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": 95.785877, "strategy_rank": 71.618296, "rr": 1.891868, "primary_prob": 20.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.837803, "raw_level_count": 20, "gate_level_count": 20, "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": 87.585421, "strategy_rank": 68.673431, "rr": 1.225714, "primary_prob": 33.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 55, "primary_distance_atr": 1.838571, "raw_level_count": 20, "gate_level_count": 20, "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": 88.041002, "strategy_rank": 84.367338, "rr": 1.572891, "primary_prob": 25.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.359337, "raw_level_count": 20, "gate_level_count": 20, "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": 94.98861, "strategy_rank": 94.685209, "rr": 1.516899, "primary_prob": 41.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.275349, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.484986, "hold30_r": 3.627082 }, { "symbol": "CEG", "date": "2026-01-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.489362, "strategy_rank": 89.847922, "rr": 1.310477, "primary_prob": 31.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.965716, "raw_level_count": 20, "gate_level_count": 20, "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": 99.664054, "strategy_rank": 99.295039, "rr": 1.500752, "primary_prob": 27.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.251127, "raw_level_count": 20, "gate_level_count": 20, "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": 82.754759, "strategy_rank": 70.881352, "rr": 1.023256, "primary_prob": 53.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.534885, "raw_level_count": 20, "gate_level_count": 20, "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": 88.68981, "strategy_rank": 64.331189, "rr": 1.683003, "primary_prob": 24.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.524504, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.591279, "hold30_r": 6.320587 }, { "symbol": "ALB", "date": "2026-01-07", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 89.137738, "strategy_rank": 91.859504, "rr": 2.393536, "primary_prob": 30.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 3.590304, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.36033, "hold30_r": 0.703918 }, { "symbol": "AMD", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.288914, "strategy_rank": 95.129756, "rr": 0.690036, "primary_prob": 50.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.035053, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.658685, "hold30_r": -1.0 }, { "symbol": "APP", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.536394, "strategy_rank": 97.033865, "rr": 1.875306, "primary_prob": 21.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.812959, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.025179, "hold30_r": -1.0 }, { "symbol": "ATO", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.322508, "strategy_rank": 59.730454, "rr": 0.702066, "primary_prob": 49.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.053099, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.61382, "hold30_r": 3.935628 }, { "symbol": "AVGO", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.393057, "strategy_rank": 92.589905, "rr": 1.209495, "primary_prob": 33.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.814243, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.229981, "hold30_r": -1.196027 }, { "symbol": "BG", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.515118, "strategy_rank": 77.837092, "rr": 1.176818, "primary_prob": 34.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 163, "primary_distance_atr": 1.765227, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.119243, "hold30_r": 9.128502 }, { "symbol": "CAH", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.640538, "strategy_rank": 87.413477, "rr": 0.678703, "primary_prob": 65.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.018054, "raw_level_count": 20, "gate_level_count": 20, "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": 94.06495, "strategy_rank": 86.617277, "rr": 0.792039, "primary_prob": 46.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.188059, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.743098, "hold30_r": 6.695669 }, { "symbol": "CME", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.970885, "strategy_rank": 59.124586, "rr": 1.819602, "primary_prob": 21.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.729403, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.753209, "hold30_r": 5.131028 }, { "symbol": "CNP", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.74692, "strategy_rank": 57.994656, "rr": 1.835133, "primary_prob": 21.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.7527, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.74454, "hold30_r": 6.299496 }, { "symbol": "COR", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.18477, "strategy_rank": 75.085715, "rr": 1.774435, "primary_prob": 22.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.661653, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.704055, "hold30_r": -1.0 }, { "symbol": "CRWD", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.882419, "strategy_rank": 83.377425, "rr": 1.277741, "primary_prob": 31.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.916611, "raw_level_count": 20, "gate_level_count": 20, "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": 98.208287, "strategy_rank": 97.671975, "rr": 0.792674, "primary_prob": 61.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.189011, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.760918, "hold30_r": -1.0 }, { "symbol": "CVS", "date": "2026-01-07", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 97.088466, "strategy_rank": 81.183403, "rr": 2.473208, "primary_prob": 29.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 3.709811, "raw_level_count": 20, "gate_level_count": 20, "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": 97.984323, "strategy_rank": 92.213187, "rr": 2.677215, "primary_prob": 27.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 4.015823, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.048288, "hold30_r": 1.199549 }, { "symbol": "DGX", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.179171, "strategy_rank": 66.192534, "rr": 1.278785, "primary_prob": 31.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 1.918177, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.079002, "hold30_r": -1.0 }, { "symbol": "DLTR", "date": "2026-01-07", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 96.864502, "strategy_rank": 90.925957, "rr": 2.214072, "primary_prob": 31.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 78, "primary_distance_atr": 3.321108, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.043034, "hold30_r": -1.0 }, { "symbol": "EBAY", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.80963, "strategy_rank": 89.175466, "rr": 1.893627, "primary_prob": 35.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.840441, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.837728, "hold30_r": -1.0 }, { "symbol": "EL", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.585666, "strategy_rank": 87.77708, "rr": 3.849824, "primary_prob": 6.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 5.774736, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.049388, "hold30_r": -1.0 }, { "symbol": "EQT", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.202688, "strategy_rank": 81.262016, "rr": 1.815154, "primary_prob": 21.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.722731, "raw_level_count": 20, "gate_level_count": 20, "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": 83.426652, "strategy_rank": 78.096643, "rr": 0.963461, "primary_prob": 55.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 55, "primary_distance_atr": 1.445192, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.890964, "hold30_r": -1.0 }, { "symbol": "FSLR", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.273236, "strategy_rank": 92.980527, "rr": 1.79578, "primary_prob": 22.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.69367, "raw_level_count": 20, "gate_level_count": 20, "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": 82.306831, "strategy_rank": 61.775855, "rr": 1.259321, "primary_prob": 47.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.888982, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.191583, "hold30_r": 0.566383 }, { "symbol": "GLW", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.632699, "strategy_rank": 90.768392, "rr": 0.715666, "primary_prob": 49.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.073499, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.677461, "hold30_r": 11.184925 }, { "symbol": "HAS", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.681971, "strategy_rank": 70.471339, "rr": 1.686841, "primary_prob": 38.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.530261, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.62188, "hold30_r": 5.389769 }, { "symbol": "HCA", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.416573, "strategy_rank": 79.874152, "rr": 1.402113, "primary_prob": 29.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.103169, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.343933, "hold30_r": 3.810424 }, { "symbol": "HII", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.968645, "strategy_rank": 85.936441, "rr": 0.813169, "primary_prob": 60.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.219753, "raw_level_count": 20, "gate_level_count": 20, "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": 88.465845, "strategy_rank": 77.999917, "rr": 1.235792, "primary_prob": 32.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.853688, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.176621, "hold30_r": -1.0 }, { "symbol": "IDXX", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.192609, "strategy_rank": 95.58986, "rr": 1.741993, "primary_prob": 38.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.612989, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.056442, "hold30_r": -1.0 }, { "symbol": "INTC", "date": "2026-01-07", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 97.760358, "strategy_rank": 97.459096, "rr": 2.856229, "primary_prob": 26.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 4.284344, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.826426, "hold30_r": 0.517338 }, { "symbol": "JBL", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.450168, "strategy_rank": 85.313775, "rr": 0.675709, "primary_prob": 50.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.013564, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.643897, "hold30_r": 3.305199 }, { "symbol": "JCI", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.226204, "strategy_rank": 74.955658, "rr": 1.263736, "primary_prob": 32.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.895603, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.214485, "hold30_r": 6.874343 }, { "symbol": "LDOS", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.098544, "strategy_rank": 70.81529, "rr": 0.874772, "primary_prob": 58.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.312158, "raw_level_count": 20, "gate_level_count": 20, "outcome": "ambiguous", "net_r": -1.058003, "hold30_r": -1.0 }, { "symbol": "LHX", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.241881, "strategy_rank": 68.648512, "rr": 0.797036, "primary_prob": 61.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.195554, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.733103, "hold30_r": 4.786304 }, { "symbol": "LVS", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.075028, "strategy_rank": 79.336412, "rr": 1.850181, "primary_prob": 21.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.775272, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.059396, "hold30_r": -1.0 }, { "symbol": "MCK", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.721165, "strategy_rank": 76.079312, "rr": 0.799417, "primary_prob": 45.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.199126, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.728044, "hold30_r": 5.350294 }, { "symbol": "MDT", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.298992, "strategy_rank": 60.701241, "rr": 1.793002, "primary_prob": 22.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 50, "primary_distance_atr": 2.689503, "raw_level_count": 20, "gate_level_count": 20, "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": 81.522956, "strategy_rank": 73.911707, "rr": 1.346878, "primary_prob": 30.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.020317, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.301063, "hold30_r": 3.220131 }, { "symbol": "MPWR", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.346025, "strategy_rank": 87.685841, "rr": 1.913904, "primary_prob": 20.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.870856, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.878148, "hold30_r": 4.567349 }, { "symbol": "NOC", "date": "2026-01-07", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 82.530795, "strategy_rank": 69.281624, "rr": 2.002685, "primary_prob": 34.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 3.004028, "raw_level_count": 20, "gate_level_count": 20, "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": 93.840985, "strategy_rank": 91.762515, "rr": 1.344334, "primary_prob": 30.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 50, "primary_distance_atr": 2.016501, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.313162, "hold30_r": 3.168323 }, { "symbol": "NUE", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.978723, "strategy_rank": 76.608596, "rr": 1.076121, "primary_prob": 37.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 81, "primary_distance_atr": 1.614182, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.021427, "hold30_r": 2.522173 }, { "symbol": "ORCL", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.87458, "strategy_rank": 88.410193, "rr": 1.518565, "primary_prob": 26.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.277847, "raw_level_count": 20, "gate_level_count": 20, "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": 85.106383, "strategy_rank": 63.668428, "rr": 0.71399, "primary_prob": 49.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 1.070984, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.633854, "hold30_r": 1.16874 }, { "symbol": "PLTR", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.544233, "strategy_rank": 96.564856, "rr": 1.835447, "primary_prob": 21.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.75317, "raw_level_count": 20, "gate_level_count": 20, "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": 85.330347, "strategy_rank": 74.026545, "rr": 1.736379, "primary_prob": 23.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.604568, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.670479, "hold30_r": 5.999596 }, { "symbol": "PWR", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.674132, "strategy_rank": 80.638335, "rr": 1.376525, "primary_prob": 29.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.064788, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.043961, "hold30_r": -1.0 }, { "symbol": "RL", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.041433, "strategy_rank": 81.212225, "rr": 0.869433, "primary_prob": 43.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.30415, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.815401, "hold30_r": -1.0 }, { "symbol": "ROL", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.361702, "strategy_rank": 71.244467, "rr": 0.985783, "primary_prob": 39.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.478674, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.910484, "hold30_r": -2.40651 }, { "symbol": "RTX", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.4972, "strategy_rank": 74.278242, "rr": 0.919565, "primary_prob": 56.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.379348, "raw_level_count": 20, "gate_level_count": 20, "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": 83.650616, "strategy_rank": 67.448049, "rr": 0.931051, "primary_prob": 41.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.396576, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.858638, "hold30_r": -2.655436 }, { "symbol": "STLD", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.017917, "strategy_rank": 81.914555, "rr": 1.086713, "primary_prob": 36.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.63007, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.03698, "hold30_r": 3.787087 }, { "symbol": "TEL", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.057111, "strategy_rank": 83.260783, "rr": 1.265387, "primary_prob": 32.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.898081, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.208067, "hold30_r": -1.0 }, { "symbol": "TKO", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.033595, "strategy_rank": 82.218147, "rr": 1.631255, "primary_prob": 24.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.446882, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.060636, "hold30_r": -1.0 }, { "symbol": "UBER", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.898096, "strategy_rank": 81.399137, "rr": 1.552724, "primary_prob": 26.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 2.329086, "raw_level_count": 20, "gate_level_count": 20, "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": 84.658455, "strategy_rank": 76.039442, "rr": 1.089007, "primary_prob": 36.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.633511, "raw_level_count": 20, "gate_level_count": 20, "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": 90.481523, "strategy_rank": 91.659214, "rr": 1.238898, "primary_prob": 32.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.858347, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.212835, "hold30_r": 5.485602 }, { "symbol": "VTR", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.713326, "strategy_rank": 66.514764, "rr": 1.417838, "primary_prob": 28.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.126757, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.33858, "hold30_r": 5.366633 }, { "symbol": "WDC", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.328108, "strategy_rank": 98.79142, "rr": 0.88564, "primary_prob": 57.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.328461, "raw_level_count": 20, "gate_level_count": 20, "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": 95.856663, "strategy_rank": 71.394966, "rr": 0.833848, "primary_prob": 44.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.250772, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.762367, "hold30_r": 4.33933 }, { "symbol": "WMT", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.851064, "strategy_rank": 63.407825, "rr": 0.979758, "primary_prob": 39.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.469637, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.07971, "hold30_r": -1.0 }, { "symbol": "WYNN", "date": "2026-01-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.817469, "strategy_rank": 86.458134, "rr": 1.553055, "primary_prob": 26.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 2.329583, "raw_level_count": 20, "gate_level_count": 20, "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": 94.960806, "strategy_rank": 94.996054, "rr": 1.331052, "primary_prob": 30.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.996577, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.301548, "hold30_r": 4.772536 }, { "symbol": "WBD", "date": "2026-01-08", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.992161, "strategy_rank": 98.623372, "rr": 1.136163, "primary_prob": 35.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.704245, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.077448, "hold30_r": -1.0 }, { "symbol": "HOOD", "date": "2026-01-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.004425, "strategy_rank": 98.739561, "rr": 1.826689, "primary_prob": 21.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.740034, "raw_level_count": 20, "gate_level_count": 20, "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": 85.39823, "strategy_rank": 72.408595, "rr": 1.516608, "primary_prob": 26.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.274912, "raw_level_count": 20, "gate_level_count": 20, "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": 85.176991, "strategy_rank": 61.579695, "rr": 0.963656, "primary_prob": 55.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.445484, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.873806, "hold30_r": 5.975542 }, { "symbol": "ALB", "date": "2026-01-14", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 89.60177, "strategy_rank": 91.89251, "rr": 2.113028, "primary_prob": 33.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 3.169542, "raw_level_count": 20, "gate_level_count": 20, "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": 94.579646, "strategy_rank": 95.178128, "rr": 2.018284, "primary_prob": 34.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 3.027425, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.985512, "hold30_r": -1.0 }, { "symbol": "APP", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.00885, "strategy_rank": 97.379675, "rr": 1.301372, "primary_prob": 31.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.952058, "raw_level_count": 20, "gate_level_count": 20, "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": 84.845133, "strategy_rank": 59.92198, "rr": 1.335885, "primary_prob": 30.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.003828, "raw_level_count": 20, "gate_level_count": 20, "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": 91.482301, "strategy_rank": 91.418826, "rr": 1.369163, "primary_prob": 29.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.053745, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.037009, "hold30_r": -1.003866 }, { "symbol": "AWK", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.641593, "strategy_rank": 63.145248, "rr": 1.430813, "primary_prob": 28.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 108, "primary_distance_atr": 2.146219, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.066604, "hold30_r": -1.0 }, { "symbol": "C", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.933628, "strategy_rank": 74.522601, "rr": 1.171526, "primary_prob": 34.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.757289, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.121925, "hold30_r": -1.0 }, { "symbol": "CIEN", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.561947, "strategy_rank": 98.264081, "rr": 0.771123, "primary_prob": 47.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.156684, "raw_level_count": 20, "gate_level_count": 20, "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": 86.172566, "strategy_rank": 62.144001, "rr": 1.527898, "primary_prob": 41.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.291848, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.460366, "hold30_r": 5.431235 }, { "symbol": "CNP", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.526549, "strategy_rank": 57.831015, "rr": 1.220077, "primary_prob": 48.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.830115, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.127818, "hold30_r": 5.243578 }, { "symbol": "COR", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.243363, "strategy_rank": 74.858199, "rr": 0.750569, "primary_prob": 47.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.125854, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.681859, "hold30_r": -1.0 }, { "symbol": "CRH", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.862832, "strategy_rank": 75.797352, "rr": 1.387783, "primary_prob": 29.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.081674, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.340478, "hold30_r": -1.0 }, { "symbol": "CRWD", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.610619, "strategy_rank": 84.929644, "rr": 0.991478, "primary_prob": 39.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 1.487218, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.951993, "hold30_r": -1.0 }, { "symbol": "CSCO", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.420354, "strategy_rank": 62.095353, "rr": 1.658194, "primary_prob": 24.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.487292, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.582011, "hold30_r": 2.58517 }, { "symbol": "CVS", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.464602, "strategy_rank": 79.521354, "rr": 1.2733, "primary_prob": 31.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 1.90995, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.209203, "hold30_r": -1.591726 }, { "symbol": "DASH", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.969027, "strategy_rank": 83.765059, "rr": 1.42848, "primary_prob": 28.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.14272, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.034915, "hold30_r": -1.0 }, { "symbol": "DG", "date": "2026-01-14", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 98.230088, "strategy_rank": 92.42957, "rr": 2.993141, "primary_prob": 25.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 4.489711, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.049482, "hold30_r": -1.0 }, { "symbol": "DGX", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.199115, "strategy_rank": 66.813414, "rr": 1.67673, "primary_prob": 39.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.515095, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.070924, "hold30_r": -1.0 }, { "symbol": "DLTR", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.345133, "strategy_rank": 91.080819, "rr": 1.804655, "primary_prob": 37.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 59, "primary_distance_atr": 2.706982, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.047578, "hold30_r": -1.0 }, { "symbol": "EBAY", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.942478, "strategy_rank": 87.74758, "rr": 1.642572, "primary_prob": 39.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.463858, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.06083, "hold30_r": -1.0 }, { "symbol": "EL", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.840708, "strategy_rank": 84.652031, "rr": 0.961465, "primary_prob": 55.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.442198, "raw_level_count": 20, "gate_level_count": 20, "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": 81.747788, "strategy_rank": 73.168203, "rr": 2.915613, "primary_prob": 25.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 4.37342, "raw_level_count": 20, "gate_level_count": 20, "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": 83.628319, "strategy_rank": 58.606121, "rr": 1.009602, "primary_prob": 53.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.514403, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.91636, "hold30_r": 5.203494 }, { "symbol": "EXC", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.522124, "strategy_rank": 58.925708, "rr": 1.484567, "primary_prob": 27.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 82, "primary_distance_atr": 2.22685, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.401364, "hold30_r": 5.600878 }, { "symbol": "F", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.380531, "strategy_rank": 82.256979, "rr": 2.674668, "primary_prob": 12.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 4.012001, "raw_level_count": 20, "gate_level_count": 20, "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": 91.924779, "strategy_rank": 79.529666, "rr": 0.966193, "primary_prob": 40.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.449289, "raw_level_count": 20, "gate_level_count": 20, "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": 92.588496, "strategy_rank": 92.922444, "rr": 1.507026, "primary_prob": 27.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.260538, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.026332, "hold30_r": -1.0 }, { "symbol": "GLW", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.681416, "strategy_rank": 91.411798, "rr": 1.028323, "primary_prob": 53.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.542484, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.988385, "hold30_r": 13.319166 }, { "symbol": "GM", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.911504, "strategy_rank": 89.642473, "rr": 0.892683, "primary_prob": 42.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.339025, "raw_level_count": 20, "gate_level_count": 20, "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": 86.725664, "strategy_rank": 69.857136, "rr": 1.027864, "primary_prob": 38.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 1.541797, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.968656, "hold30_r": 4.910931 }, { "symbol": "HCA", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.128319, "strategy_rank": 78.726287, "rr": 0.897775, "primary_prob": 42.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.346662, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.059315, "hold30_r": -1.0 }, { "symbol": "HIG", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.084071, "strategy_rank": 58.648352, "rr": 0.781652, "primary_prob": 46.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.172478, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.081779, "hold30_r": -1.0 }, { "symbol": "HSY", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.300885, "strategy_rank": 70.638244, "rr": 1.913944, "primary_prob": 35.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.870916, "raw_level_count": 20, "gate_level_count": 20, "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": 90.597345, "strategy_rank": 80.059026, "rr": 0.956094, "primary_prob": 55.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.434142, "raw_level_count": 20, "gate_level_count": 20, "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": 95.685841, "strategy_rank": 95.156884, "rr": 1.900766, "primary_prob": 20.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.851149, "raw_level_count": 20, "gate_level_count": 20, "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": 88.495575, "strategy_rank": 84.45519, "rr": 0.923019, "primary_prob": 41.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.384529, "raw_level_count": 20, "gate_level_count": 20, "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": 97.566372, "strategy_rank": 97.666626, "rr": 1.828229, "primary_prob": 36.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.742343, "raw_level_count": 20, "gate_level_count": 20, "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": 86.946903, "strategy_rank": 75.150125, "rr": 1.455239, "primary_prob": 28.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.182858, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.401285, "hold30_r": 7.739685 }, { "symbol": "L", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.30531, "strategy_rank": 57.245209, "rr": 1.775406, "primary_prob": 22.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.663109, "raw_level_count": 20, "gate_level_count": 20, "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": 83.075221, "strategy_rank": 70.285252, "rr": 1.367676, "primary_prob": 29.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.051514, "raw_level_count": 20, "gate_level_count": 20, "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": 89.159292, "strategy_rank": 71.759571, "rr": 0.96508, "primary_prob": 55.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.44762, "raw_level_count": 20, "gate_level_count": 20, "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": 99.778761, "strategy_rank": 99.679387, "rr": 0.983889, "primary_prob": 39.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.475834, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.968928, "hold30_r": 8.330344 }, { "symbol": "LLY", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.168142, "strategy_rank": 85.448638, "rr": 0.848414, "primary_prob": 44.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.272621, "raw_level_count": 20, "gate_level_count": 20, "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": 97.123894, "strategy_rank": 95.566836, "rr": 0.727983, "primary_prob": 63.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.091974, "raw_level_count": 20, "gate_level_count": 20, "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": 87.389381, "strategy_rank": 83.879749, "rr": 1.47852, "primary_prob": 27.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.21778, "raw_level_count": 20, "gate_level_count": 20, "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": 93.030973, "strategy_rank": 76.193505, "rr": 1.783265, "primary_prob": 22.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.674898, "raw_level_count": 20, "gate_level_count": 20, "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": 82.853982, "strategy_rank": 64.130384, "rr": 1.241667, "primary_prob": 47.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.862501, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.16384, "hold30_r": -1.0 }, { "symbol": "MPWR", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.716814, "strategy_rank": 88.422212, "rr": 1.54253, "primary_prob": 41.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.313795, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.503703, "hold30_r": 3.140984 }, { "symbol": "MS", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.513274, "strategy_rank": 65.092994, "rr": 0.973398, "primary_prob": 40.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.460096, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.903775, "hold30_r": -1.0 }, { "symbol": "NEE", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.960177, "strategy_rank": 67.357759, "rr": 1.611611, "primary_prob": 40.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 99, "primary_distance_atr": 2.417417, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.538162, "hold30_r": 5.281548 }, { "symbol": "NRG", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.473451, "strategy_rank": 91.486665, "rr": 1.334329, "primary_prob": 30.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 50, "primary_distance_atr": 2.001494, "raw_level_count": 20, "gate_level_count": 20, "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": 98.783186, "strategy_rank": 96.595744, "rr": 1.278639, "primary_prob": 31.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.917958, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.032601, "hold30_r": -1.0 }, { "symbol": "PM", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.70354, "strategy_rank": 79.010157, "rr": 1.521953, "primary_prob": 41.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.282929, "raw_level_count": 20, "gate_level_count": 20, "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": 85.619469, "strategy_rank": 81.248545, "rr": 1.237414, "primary_prob": 32.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.856121, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.197618, "hold30_r": 5.73675 }, { "symbol": "RL", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.376106, "strategy_rank": 80.998081, "rr": 0.687814, "primary_prob": 50.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.031721, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.636332, "hold30_r": -1.0 }, { "symbol": "TEL", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.809735, "strategy_rank": 83.265157, "rr": 1.244426, "primary_prob": 47.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.866639, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.406011, "hold30_r": -1.345263 }, { "symbol": "TKO", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.146018, "strategy_rank": 84.093373, "rr": 0.793796, "primary_prob": 46.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.190694, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.056466, "hold30_r": -1.0 }, { "symbol": "TTWO", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.938053, "strategy_rank": 74.521831, "rr": 1.90003, "primary_prob": 20.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.850045, "raw_level_count": 20, "gate_level_count": 20, "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": 90.929204, "strategy_rank": 65.407349, "rr": 1.804647, "primary_prob": 22.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.70697, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.731702, "hold30_r": 4.381223 }, { "symbol": "WELL", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.247788, "strategy_rank": 69.255219, "rr": 1.701085, "primary_prob": 23.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.551627, "raw_level_count": 20, "gate_level_count": 20, "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": 84.181416, "strategy_rank": 66.252958, "rr": 1.777855, "primary_prob": 22.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 55, "primary_distance_atr": 2.666782, "raw_level_count": 20, "gate_level_count": 20, "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": 91.261062, "strategy_rank": 86.457329, "rr": 1.497792, "primary_prob": 27.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 2.246688, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.048127, "hold30_r": -1.0 }, { "symbol": "YUM", "date": "2026-01-14", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.40708, "strategy_rank": 67.79932, "rr": 1.205494, "primary_prob": 48.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.808241, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.080834, "hold30_r": -1.0 }, { "symbol": "GEV", "date": "2026-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.90708, "strategy_rank": 95.643243, "rr": 1.883245, "primary_prob": 21.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.824867, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.850321, "hold30_r": 6.124968 }, { "symbol": "WBD", "date": "2026-01-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.446903, "strategy_rank": 98.717804, "rr": 0.921393, "primary_prob": 41.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.38209, "raw_level_count": 20, "gate_level_count": 20, "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": 98.537683, "strategy_rank": 98.369636, "rr": 1.823289, "primary_prob": 21.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.734934, "raw_level_count": 20, "gate_level_count": 20, "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": 88.301462, "strategy_rank": 73.811024, "rr": 1.153814, "primary_prob": 34.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 1.730721, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.099658, "hold30_r": -1.03478 }, { "symbol": "AEP", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.577053, "strategy_rank": 60.728656, "rr": 1.21847, "primary_prob": 33.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.827704, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.136021, "hold30_r": 5.167986 }, { "symbol": "ALB", "date": "2026-01-22", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 94.825647, "strategy_rank": 95.434133, "rr": 2.106006, "primary_prob": 33.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 65, "primary_distance_atr": 3.159009, "raw_level_count": 20, "gate_level_count": 20, "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": 98.200225, "strategy_rank": 97.59409, "rr": 1.68697, "primary_prob": 23.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.530455, "raw_level_count": 20, "gate_level_count": 20, "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": 87.176603, "strategy_rank": 88.596656, "rr": 1.178692, "primary_prob": 34.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 1.768038, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.032203, "hold30_r": -1.0 }, { "symbol": "BG", "date": "2026-01-22", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 80.652418, "strategy_rank": 78.670176, "rr": 2.031162, "primary_prob": 34.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 3.046743, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.974765, "hold30_r": 1.003692 }, { "symbol": "BIIB", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.926884, "strategy_rank": 81.156684, "rr": 1.013209, "primary_prob": 38.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.519814, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.970812, "hold30_r": 1.350214 }, { "symbol": "BK", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.276715, "strategy_rank": 62.315049, "rr": 1.049759, "primary_prob": 37.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.574639, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.977009, "hold30_r": -1.0 }, { "symbol": "C", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.501687, "strategy_rank": 73.764664, "rr": 1.306022, "primary_prob": 31.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.959033, "raw_level_count": 20, "gate_level_count": 20, "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": 96.625422, "strategy_rank": 87.862514, "rr": 0.715564, "primary_prob": 49.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.073346, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.647486, "hold30_r": 1.791708 }, { "symbol": "CASY", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.776153, "strategy_rank": 71.86915, "rr": 0.801432, "primary_prob": 60.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.202148, "raw_level_count": 20, "gate_level_count": 20, "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": 98.762655, "strategy_rank": 98.425993, "rr": 1.133043, "primary_prob": 35.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.699564, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.112625, "hold30_r": 2.846587 }, { "symbol": "CME", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.364454, "strategy_rank": 61.684332, "rr": 0.765011, "primary_prob": 62.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.147517, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.696606, "hold30_r": 4.34048 }, { "symbol": "COR", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.813273, "strategy_rank": 73.59064, "rr": 1.740334, "primary_prob": 38.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.610502, "raw_level_count": 20, "gate_level_count": 20, "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": 83.352081, "strategy_rank": 82.043086, "rr": 1.299635, "primary_prob": 31.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 1.949452, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.260405, "hold30_r": -1.0 }, { "symbol": "CSCO", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.902137, "strategy_rank": 64.503406, "rr": 1.632701, "primary_prob": 24.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.449052, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.559576, "hold30_r": 2.120072 }, { "symbol": "CVS", "date": "2026-01-22", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 94.600675, "strategy_rank": 79.636203, "rr": 2.259288, "primary_prob": 31.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 3.388932, "raw_level_count": 20, "gate_level_count": 20, "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": 85.376828, "strategy_rank": 86.190746, "rr": 0.909696, "primary_prob": 42.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 1.364544, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.035266, "hold30_r": -1.0 }, { "symbol": "DG", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.975253, "strategy_rank": 92.178183, "rr": 0.811673, "primary_prob": 45.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.217509, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.765046, "hold30_r": 0.275695 }, { "symbol": "DGX", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.202475, "strategy_rank": 61.838361, "rr": 1.741201, "primary_prob": 23.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.611801, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.674728, "hold30_r": 3.110916 }, { "symbol": "DLTR", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.412823, "strategy_rank": 91.514819, "rr": 1.879818, "primary_prob": 21.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 105, "primary_distance_atr": 2.819727, "raw_level_count": 20, "gate_level_count": 20, "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": 89.088864, "strategy_rank": 88.452092, "rr": 1.658344, "primary_prob": 39.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.487517, "raw_level_count": 20, "gate_level_count": 20, "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": 87.514061, "strategy_rank": 85.832876, "rr": 3.841923, "primary_prob": 21.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 5.762885, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.049674, "hold30_r": -1.0 }, { "symbol": "EW", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.339708, "strategy_rank": 64.98611, "rr": 1.960466, "primary_prob": 19.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 50, "primary_distance_atr": 2.940699, "raw_level_count": 20, "gate_level_count": 20, "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": 94.150731, "strategy_rank": 91.82686, "rr": 1.375131, "primary_prob": 29.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.062697, "raw_level_count": 20, "gate_level_count": 20, "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": 85.6018, "strategy_rank": 80.247103, "rr": 0.901974, "primary_prob": 42.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 61, "primary_distance_atr": 1.352961, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.839393, "hold30_r": -1.0 }, { "symbol": "FOX", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.313836, "strategy_rank": 77.148899, "rr": 1.211277, "primary_prob": 33.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.816915, "raw_level_count": 20, "gate_level_count": 20, "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": 92.575928, "strategy_rank": 79.937981, "rr": 1.370448, "primary_prob": 29.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.055672, "raw_level_count": 20, "gate_level_count": 20, "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": 95.500562, "strategy_rank": 95.030169, "rr": 0.673349, "primary_prob": 51.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.010024, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.645225, "hold30_r": -1.0 }, { "symbol": "GE", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.050619, "strategy_rank": 82.041051, "rr": 1.217439, "primary_prob": 33.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.826159, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.175981, "hold30_r": 1.975251 }, { "symbol": "GM", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.375703, "strategy_rank": 86.793329, "rr": 0.859697, "primary_prob": 43.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.289545, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.80537, "hold30_r": -1.0 }, { "symbol": "HAS", "date": "2026-01-22", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 88.526434, "strategy_rank": 71.474122, "rr": 2.088676, "primary_prob": 33.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 3.133013, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.02629, "hold30_r": 2.017433 }, { "symbol": "HCA", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.275591, "strategy_rank": 77.47943, "rr": 1.744045, "primary_prob": 23.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.616067, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.683788, "hold30_r": 4.294344 }, { "symbol": "HIG", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.026997, "strategy_rank": 60.976201, "rr": 1.428254, "primary_prob": 28.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.142381, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.345801, "hold30_r": 2.950414 }, { "symbol": "HSY", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.951631, "strategy_rank": 71.854906, "rr": 1.089931, "primary_prob": 36.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 97, "primary_distance_atr": 1.634897, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.035241, "hold30_r": 4.925416 }, { "symbol": "IBM", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.739033, "strategy_rank": 80.394851, "rr": 1.155159, "primary_prob": 34.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.732738, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.10806, "hold30_r": -1.0 }, { "symbol": "IDXX", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.40045, "strategy_rank": 95.862337, "rr": 1.710503, "primary_prob": 23.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.565755, "raw_level_count": 20, "gate_level_count": 20, "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": 91.563555, "strategy_rank": 87.015837, "rr": 1.072069, "primary_prob": 37.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.608104, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.039662, "hold30_r": -1.0 }, { "symbol": "JCI", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.651294, "strategy_rank": 76.74467, "rr": 0.962534, "primary_prob": 40.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.443802, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.902448, "hold30_r": 4.69369 }, { "symbol": "L", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.564679, "strategy_rank": 58.233478, "rr": 0.981516, "primary_prob": 39.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.472275, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.889414, "hold30_r": 3.264976 }, { "symbol": "LITE", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.775028, "strategy_rank": 99.67398, "rr": 0.844829, "primary_prob": 44.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.267244, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.829518, "hold30_r": 4.404606 }, { "symbol": "LRCX", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.750281, "strategy_rank": 96.133062, "rr": 0.700457, "primary_prob": 64.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.050686, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.670283, "hold30_r": -1.0 }, { "symbol": "LVS", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.013498, "strategy_rank": 87.465629, "rr": 1.453105, "primary_prob": 28.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.179658, "raw_level_count": 20, "gate_level_count": 20, "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": 93.138358, "strategy_rank": 76.25303, "rr": 1.012164, "primary_prob": 38.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.518247, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.946938, "hold30_r": 4.079824 }, { "symbol": "MO", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.102362, "strategy_rank": 62.839069, "rr": 1.523683, "primary_prob": 26.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.285524, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.446236, "hold30_r": -1.0 }, { "symbol": "NRG", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.964004, "strategy_rank": 87.866938, "rr": 1.956033, "primary_prob": 20.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 2.93405, "raw_level_count": 20, "gate_level_count": 20, "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": 80.87739, "strategy_rank": 75.45687, "rr": 2.156377, "primary_prob": 32.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 3.234566, "raw_level_count": 20, "gate_level_count": 20, "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": 99.100112, "strategy_rank": 96.808281, "rr": 1.527613, "primary_prob": 26.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 2.291419, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.030887, "hold30_r": -1.0 }, { "symbol": "PM", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.876265, "strategy_rank": 74.272936, "rr": 1.552206, "primary_prob": 41.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.32831, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.49257, "hold30_r": -0.012275 }, { "symbol": "ROST", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.427447, "strategy_rank": 64.321685, "rr": 0.951099, "primary_prob": 40.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.426648, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.876491, "hold30_r": 4.935021 }, { "symbol": "STT", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.43982, "strategy_rank": 66.378661, "rr": 1.412289, "primary_prob": 28.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.118433, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.357553, "hold30_r": -1.0 }, { "symbol": "TEL", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.788526, "strategy_rank": 75.948598, "rr": 1.67998, "primary_prob": 24.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.51997, "raw_level_count": 20, "gate_level_count": 20, "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": 84.701912, "strategy_rank": 60.201451, "rr": 0.950568, "primary_prob": 40.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.425852, "raw_level_count": 20, "gate_level_count": 20, "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": 92.350956, "strategy_rank": 84.465894, "rr": 1.669989, "primary_prob": 24.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.504983, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.62119, "hold30_r": 0.310894 }, { "symbol": "TPR", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.062992, "strategy_rank": 92.626117, "rr": 0.714398, "primary_prob": 49.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.071597, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.665294, "hold30_r": 2.773276 }, { "symbol": "TRV", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.802025, "strategy_rank": 60.953552, "rr": 1.881113, "primary_prob": 21.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.82167, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.809273, "hold30_r": 3.589694 }, { "symbol": "TTWO", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.751406, "strategy_rank": 73.687782, "rr": 1.309255, "primary_prob": 31.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 1.963883, "raw_level_count": 20, "gate_level_count": 20, "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": 81.664792, "strategy_rank": 72.603557, "rr": 1.415599, "primary_prob": 28.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.123398, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.366844, "hold30_r": -1.0 }, { "symbol": "VTR", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.101237, "strategy_rank": 65.430417, "rr": 1.825869, "primary_prob": 21.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.738803, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.758418, "hold30_r": 3.650857 }, { "symbol": "WELL", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.338583, "strategy_rank": 68.01566, "rr": 1.394184, "primary_prob": 29.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.091276, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.330931, "hold30_r": 3.881183 }, { "symbol": "WRB", "date": "2026-01-22", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.00225, "strategy_rank": 64.345395, "rr": 1.471032, "primary_prob": 27.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 2.206548, "raw_level_count": 20, "gate_level_count": 20, "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": 91.113611, "strategy_rank": 86.768292, "rr": 1.886538, "primary_prob": 20.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 2.829807, "raw_level_count": 20, "gate_level_count": 20, "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": 85.151856, "strategy_rank": 69.819782, "rr": 1.895748, "primary_prob": 20.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.843622, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.825501, "hold30_r": 1.48016 }, { "symbol": "GEV", "date": "2026-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.588301, "strategy_rank": 93.421923, "rr": 1.354854, "primary_prob": 30.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.032281, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.32408, "hold30_r": 4.030877 }, { "symbol": "WBD", "date": "2026-01-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.43757, "strategy_rank": 98.729895, "rr": 0.923808, "primary_prob": 41.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.385712, "raw_level_count": 20, "gate_level_count": 20, "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": 98.647125, "strategy_rank": 98.309744, "rr": 1.329327, "primary_prob": 30.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.993991, "raw_level_count": 20, "gate_level_count": 20, "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": 87.598647, "strategy_rank": 73.650134, "rr": 1.722477, "primary_prob": 23.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.583715, "raw_level_count": 20, "gate_level_count": 20, "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": 80.834273, "strategy_rank": 58.340748, "rr": 1.435301, "primary_prob": 43.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.152952, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.353911, "hold30_r": 4.915766 }, { "symbol": "AES", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.990981, "strategy_rank": 83.320714, "rr": 1.501027, "primary_prob": 42.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.25154, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.458424, "hold30_r": -1.0 }, { "symbol": "ALB", "date": "2026-01-29", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 95.603157, "strategy_rank": 95.604642, "rr": 2.58279, "primary_prob": 28.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 65, "primary_distance_atr": 3.874185, "raw_level_count": 20, "gate_level_count": 20, "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": 97.181511, "strategy_rank": 92.486517, "rr": 0.692116, "primary_prob": 65.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.038174, "raw_level_count": 20, "gate_level_count": 20, "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": 97.632469, "strategy_rank": 97.295431, "rr": 1.660442, "primary_prob": 24.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.490663, "raw_level_count": 20, "gate_level_count": 20, "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": 82.525366, "strategy_rank": 58.679919, "rr": 1.848059, "primary_prob": 21.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.772089, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.766645, "hold30_r": 5.537164 }, { "symbol": "AVGO", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.024803, "strategy_rank": 93.486281, "rr": 1.887656, "primary_prob": 20.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.831483, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.033526, "hold30_r": -1.0 }, { "symbol": "BIIB", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.51071, "strategy_rank": 78.442632, "rr": 0.794286, "primary_prob": 46.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.191429, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.747065, "hold30_r": 0.719641 }, { "symbol": "BK", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.667418, "strategy_rank": 61.767193, "rr": 0.68112, "primary_prob": 65.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.02168, "raw_level_count": 20, "gate_level_count": 20, "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": 88.613303, "strategy_rank": 75.238772, "rr": 1.514798, "primary_prob": 26.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.272197, "raw_level_count": 20, "gate_level_count": 20, "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": 89.966178, "strategy_rank": 71.016865, "rr": 1.206199, "primary_prob": 48.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.809298, "raw_level_count": 20, "gate_level_count": 20, "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": 89.064262, "strategy_rank": 66.027416, "rr": 1.08612, "primary_prob": 36.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.62918, "raw_level_count": 20, "gate_level_count": 20, "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": 91.770011, "strategy_rank": 71.806575, "rr": 1.741553, "primary_prob": 23.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.612329, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.065286, "hold30_r": -1.0 }, { "symbol": "CRL", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.736189, "strategy_rank": 82.113981, "rr": 1.831363, "primary_prob": 21.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 73, "primary_distance_atr": 2.747045, "raw_level_count": 20, "gate_level_count": 20, "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": 95.828636, "strategy_rank": 96.404369, "rr": 1.205702, "primary_prob": 33.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.808553, "raw_level_count": 20, "gate_level_count": 20, "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": 92.333709, "strategy_rank": 84.599813, "rr": 1.198559, "primary_prob": 33.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 63, "primary_distance_atr": 1.797838, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.160244, "hold30_r": 0.434922 }, { "symbol": "DG", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.196167, "strategy_rank": 92.453533, "rr": 1.239735, "primary_prob": 32.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.859602, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.194978, "hold30_r": -1.614698 }, { "symbol": "DLTR", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.392334, "strategy_rank": 91.123282, "rr": 1.569584, "primary_prob": 25.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 2.354376, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.53377, "hold30_r": -1.03952 }, { "symbol": "EBAY", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.824126, "strategy_rank": 87.929591, "rr": 1.508474, "primary_prob": 42.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.26271, "raw_level_count": 20, "gate_level_count": 20, "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": 81.961669, "strategy_rank": 81.49479, "rr": 1.395431, "primary_prob": 44.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.093147, "raw_level_count": 20, "gate_level_count": 20, "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": 86.471251, "strategy_rank": 85.631227, "rr": 0.972446, "primary_prob": 55.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.45867, "raw_level_count": 20, "gate_level_count": 20, "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": 94.475761, "strategy_rank": 92.383033, "rr": 1.110595, "primary_prob": 36.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.665893, "raw_level_count": 20, "gate_level_count": 20, "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": 84.892897, "strategy_rank": 79.79665, "rr": 2.234271, "primary_prob": 31.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 3.351407, "raw_level_count": 20, "gate_level_count": 20, "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": 86.696731, "strategy_rank": 87.072847, "rr": 0.876774, "primary_prob": 58.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.315161, "raw_level_count": 20, "gate_level_count": 20, "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": 86.020293, "strategy_rank": 75.045286, "rr": 1.490116, "primary_prob": 27.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.235174, "raw_level_count": 20, "gate_level_count": 20, "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": 90.980834, "strategy_rank": 78.956854, "rr": 1.718946, "primary_prob": 23.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.578419, "raw_level_count": 20, "gate_level_count": 20, "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": 96.843292, "strategy_rank": 96.270034, "rr": 0.743174, "primary_prob": 48.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 1.114761, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.720659, "hold30_r": -1.330238 }, { "symbol": "GD", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.441939, "strategy_rank": 61.676925, "rr": 1.183904, "primary_prob": 34.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.775856, "raw_level_count": 20, "gate_level_count": 20, "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": 93.348365, "strategy_rank": 81.154667, "rr": 0.999621, "primary_prob": 39.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.499432, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.955249, "hold30_r": 0.061616 }, { "symbol": "GLW", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.81398, "strategy_rank": 91.538705, "rr": 1.24977, "primary_prob": 47.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.874655, "raw_level_count": 20, "gate_level_count": 20, "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": 83.314543, "strategy_rank": 71.901261, "rr": 0.789694, "primary_prob": 61.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.184541, "raw_level_count": 20, "gate_level_count": 20, "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": 87.373168, "strategy_rank": 69.877434, "rr": 1.674162, "primary_prob": 39.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 2.511243, "raw_level_count": 20, "gate_level_count": 20, "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": 93.122886, "strategy_rank": 78.530615, "rr": 1.700866, "primary_prob": 38.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.551299, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.655204, "hold30_r": 2.386563 }, { "symbol": "HIG", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.608794, "strategy_rank": 58.385615, "rr": 1.88442, "primary_prob": 21.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.82663, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.802823, "hold30_r": 0.1726 }, { "symbol": "HSY", "date": "2026-01-29", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 85.118377, "strategy_rank": 70.022053, "rr": 2.186276, "primary_prob": 32.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 3.279415, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.129002, "hold30_r": 3.990351 }, { "symbol": "HWM", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.250282, "strategy_rank": 81.313035, "rr": 1.473487, "primary_prob": 27.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.210231, "raw_level_count": 20, "gate_level_count": 20, "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": 87.147689, "strategy_rank": 78.334463, "rr": 0.799992, "primary_prob": 60.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.199988, "raw_level_count": 20, "gate_level_count": 20, "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": 95.377678, "strategy_rank": 95.142753, "rr": 1.48225, "primary_prob": 27.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.223375, "raw_level_count": 20, "gate_level_count": 20, "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": 90.417136, "strategy_rank": 84.035239, "rr": 1.865381, "primary_prob": 21.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.798071, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.03904, "hold30_r": -1.0 }, { "symbol": "INTC", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.40699, "strategy_rank": 97.948406, "rr": 1.775292, "primary_prob": 22.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.662938, "raw_level_count": 20, "gate_level_count": 20, "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": 83.089064, "strategy_rank": 76.979913, "rr": 1.018247, "primary_prob": 38.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.527371, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.039211, "hold30_r": -1.0 }, { "symbol": "L", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.059752, "strategy_rank": 57.214799, "rr": 1.306147, "primary_prob": 31.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.959221, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.211444, "hold30_r": 1.510834 }, { "symbol": "LDOS", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.794814, "strategy_rank": 71.982045, "rr": 1.900342, "primary_prob": 20.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.850513, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.046348, "hold30_r": -1.0 }, { "symbol": "LLY", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.838782, "strategy_rank": 86.376337, "rr": 1.878107, "primary_prob": 21.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.81716, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.833873, "hold30_r": -1.0 }, { "symbol": "LVS", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.559188, "strategy_rank": 89.825216, "rr": 0.675613, "primary_prob": 50.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 62, "primary_distance_atr": 1.01342, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.64252, "hold30_r": 0.3045 }, { "symbol": "MCK", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.99549, "strategy_rank": 75.511708, "rr": 0.763119, "primary_prob": 47.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.144678, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.700702, "hold30_r": 4.501525 }, { "symbol": "MNST", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.152198, "strategy_rank": 76.43762, "rr": 0.881572, "primary_prob": 43.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.322358, "raw_level_count": 20, "gate_level_count": 20, "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": 98.872604, "strategy_rank": 95.055418, "rr": 0.780817, "primary_prob": 61.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.171226, "raw_level_count": 20, "gate_level_count": 20, "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": 92.897407, "strategy_rank": 91.751158, "rr": 1.769002, "primary_prob": 22.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 2.653503, "raw_level_count": 20, "gate_level_count": 20, "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": 81.285231, "strategy_rank": 75.413175, "rr": 1.912539, "primary_prob": 35.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.868808, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.864892, "hold30_r": -1.0 }, { "symbol": "NVDA", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.456595, "strategy_rank": 81.306103, "rr": 1.880581, "primary_prob": 36.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.820871, "raw_level_count": 20, "gate_level_count": 20, "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": 98.421646, "strategy_rank": 96.699206, "rr": 1.92338, "primary_prob": 20.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.88507, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.028684, "hold30_r": -1.0 }, { "symbol": "PM", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.049605, "strategy_rank": 72.141481, "rr": 1.089769, "primary_prob": 51.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.634653, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.027274, "hold30_r": -1.0 }, { "symbol": "RL", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.765502, "strategy_rank": 76.946662, "rr": 1.200411, "primary_prob": 33.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.800617, "raw_level_count": 20, "gate_level_count": 20, "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": 99.88726, "strategy_rank": 99.887299, "rr": 1.541645, "primary_prob": 26.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.312467, "raw_level_count": 20, "gate_level_count": 20, "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": 80.270575, "strategy_rank": 65.952916, "rr": 0.845523, "primary_prob": 44.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.268284, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.784781, "hold30_r": -1.0 }, { "symbol": "TEL", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.206313, "strategy_rank": 77.932257, "rr": 1.388333, "primary_prob": 29.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.0825, "raw_level_count": 20, "gate_level_count": 20, "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": 82.863585, "strategy_rank": 59.288293, "rr": 1.07827, "primary_prob": 36.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.617405, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.000241, "hold30_r": 2.105904 }, { "symbol": "TKO", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.92221, "strategy_rank": 81.31852, "rr": 1.485001, "primary_prob": 27.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.227502, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.438074, "hold30_r": -0.761898 }, { "symbol": "TPR", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.054115, "strategy_rank": 92.812205, "rr": 1.138797, "primary_prob": 35.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.708196, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.090128, "hold30_r": 2.822769 }, { "symbol": "TTWO", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.289741, "strategy_rank": 74.496062, "rr": 1.512487, "primary_prob": 27.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.268731, "raw_level_count": 20, "gate_level_count": 20, "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": 91.544532, "strategy_rank": 86.141983, "rr": 1.517835, "primary_prob": 26.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.276752, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.463509, "hold30_r": -2.789883 }, { "symbol": "VTR", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.387824, "strategy_rank": 63.932288, "rr": 1.818782, "primary_prob": 21.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.728173, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.746267, "hold30_r": 4.570539 }, { "symbol": "WELL", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.755355, "strategy_rank": 66.231451, "rr": 0.805923, "primary_prob": 45.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.208885, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.736177, "hold30_r": 4.156103 }, { "symbol": "WRB", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.299887, "strategy_rank": 64.468029, "rr": 1.920593, "primary_prob": 20.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 55, "primary_distance_atr": 2.880889, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.86548, "hold30_r": 0.201849 }, { "symbol": "WYNN", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.627959, "strategy_rank": 85.644977, "rr": 1.396917, "primary_prob": 29.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.095376, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.352125, "hold30_r": -1.200942 }, { "symbol": "YUM", "date": "2026-01-29", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.045096, "strategy_rank": 65.592378, "rr": 1.483443, "primary_prob": 27.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.225164, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.410645, "hold30_r": 1.151807 }, { "symbol": "WBD", "date": "2026-01-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.098083, "strategy_rank": 98.524064, "rr": 0.859275, "primary_prob": 43.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.288913, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.066849, "hold30_r": -1.0 }, { "symbol": "HOOD", "date": "2026-02-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.637795, "strategy_rank": 97.403696, "rr": 1.244716, "primary_prob": 32.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.867073, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.018681, "hold30_r": -1.0 }, { "symbol": "ADM", "date": "2026-02-05", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 83.239595, "strategy_rank": 71.4327, "rr": 2.96559, "primary_prob": 25.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 76, "primary_distance_atr": 4.448385, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.043888, "hold30_r": 0.248181 }, { "symbol": "AES", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.514061, "strategy_rank": 85.973647, "rr": 1.925437, "primary_prob": 35.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 68, "primary_distance_atr": 2.888155, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.886232, "hold30_r": -1.565447 }, { "symbol": "ALB", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.287964, "strategy_rank": 96.189454, "rr": 0.996181, "primary_prob": 39.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.494272, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.974111, "hold30_r": 0.015515 }, { "symbol": "AMAT", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.788526, "strategy_rank": 91.625706, "rr": 1.5305, "primary_prob": 26.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.295749, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.502948, "hold30_r": 2.404987 }, { "symbol": "AMD", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.150731, "strategy_rank": 95.030091, "rr": 1.783873, "primary_prob": 22.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.67581, "raw_level_count": 20, "gate_level_count": 20, "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": 96.062992, "strategy_rank": 92.69864, "rr": 0.790762, "primary_prob": 46.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.186142, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.767733, "hold30_r": -0.080294 }, { "symbol": "APP", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.163105, "strategy_rank": 95.974443, "rr": 1.546765, "primary_prob": 26.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.320148, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.534443, "hold30_r": 1.102724 }, { "symbol": "APTV", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.314961, "strategy_rank": 77.466264, "rr": 0.980851, "primary_prob": 39.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 72, "primary_distance_atr": 1.471276, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.943753, "hold30_r": -1.0 }, { "symbol": "AVGO", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.964004, "strategy_rank": 88.84753, "rr": 1.709574, "primary_prob": 23.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 2.564361, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.682216, "hold30_r": 0.0 }, { "symbol": "BG", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.564679, "strategy_rank": 77.694265, "rr": 1.849357, "primary_prob": 36.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.774036, "raw_level_count": 20, "gate_level_count": 20, "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": 82.339708, "strategy_rank": 78.243856, "rr": 3.004306, "primary_prob": 25.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 68, "primary_distance_atr": 4.506459, "raw_level_count": 20, "gate_level_count": 20, "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": 84.701912, "strategy_rank": 61.614571, "rr": 0.890374, "primary_prob": 42.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.33556, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.821993, "hold30_r": -1.0 }, { "symbol": "C", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.426322, "strategy_rank": 73.339166, "rr": 1.359661, "primary_prob": 30.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.039491, "raw_level_count": 20, "gate_level_count": 20, "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": 93.700787, "strategy_rank": 87.139373, "rr": 0.920982, "primary_prob": 56.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.381474, "raw_level_count": 20, "gate_level_count": 20, "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": 98.650169, "strategy_rank": 98.045017, "rr": 0.979536, "primary_prob": 39.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.469303, "raw_level_count": 20, "gate_level_count": 20, "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": 86.614173, "strategy_rank": 79.4178, "rr": 1.605836, "primary_prob": 25.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.408754, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.567079, "hold30_r": -0.254843 }, { "symbol": "COHR", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.187852, "strategy_rank": 97.627456, "rr": 0.978084, "primary_prob": 54.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.467126, "raw_level_count": 20, "gate_level_count": 20, "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": 92.013498, "strategy_rank": 78.281503, "rr": 1.162322, "primary_prob": 34.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.743482, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.118602, "hold30_r": -1.0 }, { "symbol": "CRL", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.789651, "strategy_rank": 82.19518, "rr": 0.772462, "primary_prob": 46.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 89, "primary_distance_atr": 1.158692, "raw_level_count": 20, "gate_level_count": 20, "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": 93.138358, "strategy_rank": 93.850049, "rr": 1.594895, "primary_prob": 25.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.392342, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.018282, "hold30_r": -1.0 }, { "symbol": "CVS", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.23847, "strategy_rank": 83.556828, "rr": 1.686973, "primary_prob": 23.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 2.530459, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.041863, "hold30_r": -1.0 }, { "symbol": "DG", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.200225, "strategy_rank": 91.804131, "rr": 0.725195, "primary_prob": 48.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.087793, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.680805, "hold30_r": -2.044896 }, { "symbol": "DLTR", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.512936, "strategy_rank": 90.825048, "rr": 1.283719, "primary_prob": 31.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 1.925579, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.2453, "hold30_r": -1.0 }, { "symbol": "EBAY", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.413948, "strategy_rank": 85.088417, "rr": 0.70714, "primary_prob": 49.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.06071, "raw_level_count": 20, "gate_level_count": 20, "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": 90.438695, "strategy_rank": 90.512474, "rr": 1.103648, "primary_prob": 36.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.655473, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.07921, "hold30_r": -1.0 }, { "symbol": "EME", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.714286, "strategy_rank": 85.117845, "rr": 1.219232, "primary_prob": 48.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.828848, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.17935, "hold30_r": 0.201445 }, { "symbol": "EXPE", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.600675, "strategy_rank": 94.03192, "rr": 1.839011, "primary_prob": 21.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.758516, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.076746, "hold30_r": -1.051542 }, { "symbol": "F", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.689539, "strategy_rank": 77.774596, "rr": 0.890739, "primary_prob": 42.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 63, "primary_distance_atr": 1.336108, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.827286, "hold30_r": -1.0 }, { "symbol": "FCX", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.863892, "strategy_rank": 89.275431, "rr": 1.555948, "primary_prob": 26.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.333922, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.529131, "hold30_r": -1.526061 }, { "symbol": "FOX", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.43982, "strategy_rank": 71.351308, "rr": 1.644838, "primary_prob": 24.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.467258, "raw_level_count": 20, "gate_level_count": 20, "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": 84.47694, "strategy_rank": 74.049683, "rr": 1.676464, "primary_prob": 24.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.514697, "raw_level_count": 20, "gate_level_count": 20, "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": 95.725534, "strategy_rank": 95.324372, "rr": 1.507816, "primary_prob": 27.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.261724, "raw_level_count": 20, "gate_level_count": 20, "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": 87.064117, "strategy_rank": 63.503804, "rr": 1.018575, "primary_prob": 38.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.527863, "raw_level_count": 20, "gate_level_count": 20, "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": 92.8009, "strategy_rank": 79.607095, "rr": 1.471989, "primary_prob": 27.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.207983, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.425968, "hold30_r": -1.0 }, { "symbol": "GM", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.825647, "strategy_rank": 88.398155, "rr": 0.793746, "primary_prob": 46.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.190619, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.047448, "hold30_r": -1.0 }, { "symbol": "GOOG", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.651294, "strategy_rank": 78.008431, "rr": 0.80624, "primary_prob": 45.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.20936, "raw_level_count": 20, "gate_level_count": 20, "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": 90.101237, "strategy_rank": 79.064132, "rr": 0.733191, "primary_prob": 48.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.099786, "raw_level_count": 20, "gate_level_count": 20, "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": 84.926884, "strategy_rank": 71.738381, "rr": 1.834945, "primary_prob": 21.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.752418, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.792296, "hold30_r": -1.207275 }, { "symbol": "HAS", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.876265, "strategy_rank": 72.037965, "rr": 1.784763, "primary_prob": 37.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.677145, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.723605, "hold30_r": -1.0 }, { "symbol": "HII", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.96288, "strategy_rank": 88.210716, "rr": 1.815513, "primary_prob": 21.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.723269, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.786336, "hold30_r": 1.524459 }, { "symbol": "HSY", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.026997, "strategy_rank": 73.667382, "rr": 1.698727, "primary_prob": 38.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.548091, "raw_level_count": 20, "gate_level_count": 20, "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": 93.475816, "strategy_rank": 77.082903, "rr": 1.353156, "primary_prob": 30.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.029733, "raw_level_count": 20, "gate_level_count": 20, "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": 91.563555, "strategy_rank": 84.195498, "rr": 1.701515, "primary_prob": 23.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 2.552273, "raw_level_count": 20, "gate_level_count": 20, "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": 91.113611, "strategy_rank": 83.240807, "rr": 1.571216, "primary_prob": 25.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.356824, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.040468, "hold30_r": -1.0 }, { "symbol": "INTC", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.412823, "strategy_rank": 97.919616, "rr": 1.779941, "primary_prob": 37.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.669911, "raw_level_count": 20, "gate_level_count": 20, "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": 86.839145, "strategy_rank": 79.27225, "rr": 1.60692, "primary_prob": 25.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.410381, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.214641, "hold30_r": -1.181369 }, { "symbol": "JBL", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.664792, "strategy_rank": 81.778149, "rr": 0.710387, "primary_prob": 64.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.065581, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.67912, "hold30_r": 0.762828 }, { "symbol": "KLAC", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.375703, "strategy_rank": 93.77343, "rr": 1.601629, "primary_prob": 25.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.402443, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.578192, "hold30_r": 1.476492 }, { "symbol": "LDOS", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.188976, "strategy_rank": 68.53363, "rr": 1.325856, "primary_prob": 30.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.988784, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.049339, "hold30_r": -1.0 }, { "symbol": "LHX", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.463442, "strategy_rank": 75.39781, "rr": 0.731811, "primary_prob": 63.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.097716, "raw_level_count": 20, "gate_level_count": 20, "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": 83.464567, "strategy_rank": 83.980752, "rr": 0.708357, "primary_prob": 49.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.062536, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.675915, "hold30_r": -1.0 }, { "symbol": "LRCX", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.975253, "strategy_rank": 96.730825, "rr": 1.755861, "primary_prob": 22.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.633791, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.73317, "hold30_r": -1.0 }, { "symbol": "LUV", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.00225, "strategy_rank": 83.327501, "rr": 1.15108, "primary_prob": 49.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.72662, "raw_level_count": 20, "gate_level_count": 20, "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": 86.164229, "strategy_rank": 85.298126, "rr": 1.307831, "primary_prob": 31.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.961747, "raw_level_count": 20, "gate_level_count": 20, "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": 80.539933, "strategy_rank": 82.707919, "rr": 1.622444, "primary_prob": 25.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 76, "primary_distance_atr": 2.433665, "raw_level_count": 20, "gate_level_count": 20, "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": 99.550056, "strategy_rank": 98.540258, "rr": 1.617269, "primary_prob": 25.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.425904, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.597432, "hold30_r": 1.036417 }, { "symbol": "NEM", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.425197, "strategy_rank": 95.698985, "rr": 1.516539, "primary_prob": 26.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.274808, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.491539, "hold30_r": -1.420082 }, { "symbol": "NRG", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.663667, "strategy_rank": 88.313052, "rr": 1.82455, "primary_prob": 21.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 50, "primary_distance_atr": 2.736825, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.794107, "hold30_r": 0.143319 }, { "symbol": "NVDA", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.289089, "strategy_rank": 81.910443, "rr": 1.740261, "primary_prob": 23.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.610392, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.700741, "hold30_r": 0.094271 }, { "symbol": "PLTR", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.925759, "strategy_rank": 93.626819, "rr": 1.661655, "primary_prob": 24.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.492482, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.642058, "hold30_r": 1.557801 }, { "symbol": "RL", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.251969, "strategy_rank": 76.249105, "rr": 1.111012, "primary_prob": 36.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 1.666518, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.071421, "hold30_r": -0.513792 }, { "symbol": "ROK", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.63892, "strategy_rank": 72.956335, "rr": 0.734897, "primary_prob": 48.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.102345, "raw_level_count": 20, "gate_level_count": 20, "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": 91.338583, "strategy_rank": 72.219836, "rr": 0.93877, "primary_prob": 41.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.408156, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.886668, "hold30_r": 0.291127 }, { "symbol": "SATS", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.887514, "strategy_rank": 99.88759, "rr": 0.912976, "primary_prob": 41.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.369465, "raw_level_count": 20, "gate_level_count": 20, "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": 80.989876, "strategy_rank": 65.615472, "rr": 1.366187, "primary_prob": 29.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.04928, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.311055, "hold30_r": -1.0 }, { "symbol": "STX", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.100112, "strategy_rank": 98.865028, "rr": 1.023865, "primary_prob": 38.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.535798, "raw_level_count": 20, "gate_level_count": 20, "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": 90.888639, "strategy_rank": 77.763461, "rr": 1.542937, "primary_prob": 26.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.314405, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.503778, "hold30_r": -1.0 }, { "symbol": "TER", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.737908, "strategy_rank": 96.235054, "rr": 0.90693, "primary_prob": 57.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.360395, "raw_level_count": 20, "gate_level_count": 20, "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": 87.739033, "strategy_rank": 78.25234, "rr": 1.839118, "primary_prob": 21.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.758677, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.808845, "hold30_r": 0.578859 }, { "symbol": "VRT", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.20135, "strategy_rank": 90.656433, "rr": 1.280593, "primary_prob": 31.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.92089, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.257639, "hold30_r": 5.044811 }, { "symbol": "WDC", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.325084, "strategy_rank": 98.820488, "rr": 0.964864, "primary_prob": 40.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.447297, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.947912, "hold30_r": 1.0721 }, { "symbol": "WELL", "date": "2026-02-05", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 86.389201, "strategy_rank": 63.098704, "rr": 2.388452, "primary_prob": 30.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 3.582678, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.324072, "hold30_r": 0.822192 }, { "symbol": "WYNN", "date": "2026-02-05", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.376828, "strategy_rank": 82.221692, "rr": 1.334642, "primary_prob": 30.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.001964, "raw_level_count": 20, "gate_level_count": 20, "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": 98.875141, "strategy_rank": 97.933137, "rr": 1.089036, "primary_prob": 36.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.633554, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.021928, "hold30_r": 0.049056 }, { "symbol": "HOOD", "date": "2026-02-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.524664, "strategy_rank": 96.830657, "rr": 1.380488, "primary_prob": 29.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.070732, "raw_level_count": 20, "gate_level_count": 20, "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": 88.565022, "strategy_rank": 73.613819, "rr": 1.65548, "primary_prob": 39.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 76, "primary_distance_atr": 2.48322, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.048216, "hold30_r": -1.0 }, { "symbol": "AES", "date": "2026-02-12", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 85.650224, "strategy_rank": 84.464086, "rr": 2.479199, "primary_prob": 29.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 3.718798, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -2.408627, "hold30_r": -2.367279 }, { "symbol": "ALB", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.64574, "strategy_rank": 96.97925, "rr": 1.722502, "primary_prob": 23.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.583753, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.701389, "hold30_r": 1.363011 }, { "symbol": "AMD", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.964126, "strategy_rank": 96.203906, "rr": 1.72849, "primary_prob": 23.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.592735, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.02059, "hold30_r": -0.197463 }, { "symbol": "APH", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.748879, "strategy_rank": 93.405019, "rr": 1.790461, "primary_prob": 37.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.685691, "raw_level_count": 20, "gate_level_count": 20, "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": 96.188341, "strategy_rank": 96.997017, "rr": 1.560527, "primary_prob": 26.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.34079, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.549357, "hold30_r": 0.21751 }, { "symbol": "APTV", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.278027, "strategy_rank": 76.146851, "rr": 1.729509, "primary_prob": 38.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 54, "primary_distance_atr": 2.594264, "raw_level_count": 20, "gate_level_count": 20, "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": 86.547085, "strategy_rank": 88.138763, "rr": 1.574846, "primary_prob": 40.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.362269, "raw_level_count": 20, "gate_level_count": 20, "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": 81.053812, "strategy_rank": 74.550168, "rr": 1.543131, "primary_prob": 26.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.314696, "raw_level_count": 20, "gate_level_count": 20, "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": 91.255605, "strategy_rank": 83.532942, "rr": 0.937052, "primary_prob": 56.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.405579, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.044431, "hold30_r": -1.0 }, { "symbol": "BIIB", "date": "2026-02-12", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 83.071749, "strategy_rank": 79.913617, "rr": 2.768015, "primary_prob": 26.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 68, "primary_distance_atr": 4.152022, "raw_level_count": 20, "gate_level_count": 20, "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": 85.874439, "strategy_rank": 64.598715, "rr": 1.316246, "primary_prob": 31.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.974368, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.272465, "hold30_r": -0.047624 }, { "symbol": "C", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.856502, "strategy_rank": 72.628123, "rr": 1.928374, "primary_prob": 20.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.89256, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.036221, "hold30_r": -1.0 }, { "symbol": "CAH", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.394619, "strategy_rank": 87.370876, "rr": 1.119581, "primary_prob": 35.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.679371, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.076299, "hold30_r": -1.0 }, { "symbol": "CBOE", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.340807, "strategy_rank": 64.784994, "rr": 0.731767, "primary_prob": 48.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.09765, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.682553, "hold30_r": 0.218242 }, { "symbol": "CHRW", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.73991, "strategy_rank": 92.129544, "rr": 1.525839, "primary_prob": 26.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.288759, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.497811, "hold30_r": -0.518706 }, { "symbol": "COHR", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.197309, "strategy_rank": 97.502402, "rr": 0.888768, "primary_prob": 57.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.333152, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.873718, "hold30_r": 0.953411 }, { "symbol": "COR", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.040359, "strategy_rank": 77.85459, "rr": 1.17247, "primary_prob": 34.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.758705, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.130946, "hold30_r": -1.0 }, { "symbol": "CRL", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.107623, "strategy_rank": 86.153908, "rr": 1.126298, "primary_prob": 35.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 1.689447, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.103949, "hold30_r": 0.029566 }, { "symbol": "CVNA", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.609865, "strategy_rank": 94.288067, "rr": 1.822047, "primary_prob": 21.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.73307, "raw_level_count": 20, "gate_level_count": 20, "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": 92.264574, "strategy_rank": 83.502613, "rr": 1.140716, "primary_prob": 35.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 1.711074, "raw_level_count": 20, "gate_level_count": 20, "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": 98.318386, "strategy_rank": 91.490281, "rr": 1.755355, "primary_prob": 22.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.633032, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.048011, "hold30_r": -1.0 }, { "symbol": "DHI", "date": "2026-02-12", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 82.511211, "strategy_rank": 80.090437, "rr": 2.107728, "primary_prob": 33.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 3.161593, "raw_level_count": 20, "gate_level_count": 20, "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": 96.973094, "strategy_rank": 91.218219, "rr": 1.787807, "primary_prob": 22.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 105, "primary_distance_atr": 2.68171, "raw_level_count": 20, "gate_level_count": 20, "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": 93.161435, "strategy_rank": 74.688451, "rr": 0.909567, "primary_prob": 42.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.36435, "raw_level_count": 20, "gate_level_count": 20, "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": 88.789238, "strategy_rank": 85.288627, "rr": 0.802626, "primary_prob": 45.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.203939, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.769097, "hold30_r": 1.809277 }, { "symbol": "EL", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.816143, "strategy_rank": 91.224425, "rr": 1.855177, "primary_prob": 21.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.782766, "raw_level_count": 20, "gate_level_count": 20, "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": 88.116592, "strategy_rank": 87.061079, "rr": 0.786703, "primary_prob": 61.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.180054, "raw_level_count": 20, "gate_level_count": 20, "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": 87.892377, "strategy_rank": 80.576003, "rr": 1.588212, "primary_prob": 25.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.382318, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.552309, "hold30_r": 0.084291 }, { "symbol": "EXPE", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.883408, "strategy_rank": 88.307225, "rr": 1.932242, "primary_prob": 20.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.898363, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.023224, "hold30_r": -1.0 }, { "symbol": "F", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.919283, "strategy_rank": 82.360016, "rr": 2.192144, "primary_prob": 17.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 3.288215, "raw_level_count": 20, "gate_level_count": 20, "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": 89.910314, "strategy_rank": 90.057755, "rr": 0.924544, "primary_prob": 56.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.386816, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.896233, "hold30_r": -1.090652 }, { "symbol": "FIX", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.09417, "strategy_rank": 96.891366, "rr": 0.699767, "primary_prob": 64.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.049651, "raw_level_count": 20, "gate_level_count": 20, "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": 81.502242, "strategy_rank": 72.587284, "rr": 1.840563, "primary_prob": 21.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.760845, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.036833, "hold30_r": 0.713147 }, { "symbol": "FOXA", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.41704, "strategy_rank": 75.36425, "rr": 1.324675, "primary_prob": 30.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.987013, "raw_level_count": 20, "gate_level_count": 20, "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": 93.38565, "strategy_rank": 93.762812, "rr": 1.620423, "primary_prob": 25.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.430635, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.23225, "hold30_r": -1.208984 }, { "symbol": "GD", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.668161, "strategy_rank": 64.213695, "rr": 1.826424, "primary_prob": 21.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.739636, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.775147, "hold30_r": 0.452204 }, { "symbol": "GE", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.470852, "strategy_rank": 77.358614, "rr": 0.939102, "primary_prob": 41.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.408653, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.894168, "hold30_r": -1.205607 }, { "symbol": "GM", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.515695, "strategy_rank": 89.026165, "rr": 1.683482, "primary_prob": 24.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.525224, "raw_level_count": 20, "gate_level_count": 20, "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": 94.843049, "strategy_rank": 81.62451, "rr": 1.381864, "primary_prob": 29.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.072796, "raw_level_count": 20, "gate_level_count": 20, "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": 95.067265, "strategy_rank": 82.417621, "rr": 1.315775, "primary_prob": 31.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.973662, "raw_level_count": 20, "gate_level_count": 20, "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": 83.520179, "strategy_rank": 71.053411, "rr": 1.314978, "primary_prob": 31.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.972468, "raw_level_count": 20, "gate_level_count": 20, "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": 86.32287, "strategy_rank": 73.41708, "rr": 0.860902, "primary_prob": 58.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.291352, "raw_level_count": 20, "gate_level_count": 20, "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": 98.542601, "strategy_rank": 91.078035, "rr": 0.839759, "primary_prob": 59.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.259638, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.809332, "hold30_r": -1.0 }, { "symbol": "HSY", "date": "2026-02-12", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 84.192825, "strategy_rank": 71.457299, "rr": 3.005439, "primary_prob": 25.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 4.508159, "raw_level_count": 20, "gate_level_count": 20, "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": 91.591928, "strategy_rank": 83.701403, "rr": 1.831291, "primary_prob": 21.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 2.746937, "raw_level_count": 20, "gate_level_count": 20, "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": 92.93722, "strategy_rank": 86.08284, "rr": 1.692763, "primary_prob": 23.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.539144, "raw_level_count": 20, "gate_level_count": 20, "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": 97.869955, "strategy_rank": 97.90629, "rr": 1.737978, "primary_prob": 23.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 2.606966, "raw_level_count": 20, "gate_level_count": 20, "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": 86.098655, "strategy_rank": 78.382898, "rr": 1.746364, "primary_prob": 23.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.619546, "raw_level_count": 20, "gate_level_count": 20, "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": 83.295964, "strategy_rank": 82.983514, "rr": 0.747255, "primary_prob": 62.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.120883, "raw_level_count": 20, "gate_level_count": 20, "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": 94.618834, "strategy_rank": 94.090327, "rr": 1.926199, "primary_prob": 35.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.889298, "raw_level_count": 20, "gate_level_count": 20, "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": 89.573991, "strategy_rank": 77.065633, "rr": 1.829095, "primary_prob": 21.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 56, "primary_distance_atr": 2.743643, "raw_level_count": 20, "gate_level_count": 20, "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": 94.058296, "strategy_rank": 75.718039, "rr": 1.681074, "primary_prob": 24.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.521611, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.634347, "hold30_r": 0.213085 }, { "symbol": "LLY", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.286996, "strategy_rank": 80.201343, "rr": 1.177443, "primary_prob": 34.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.766165, "raw_level_count": 20, "gate_level_count": 20, "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": 97.421525, "strategy_rank": 96.487478, "rr": 0.817845, "primary_prob": 60.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.226768, "raw_level_count": 20, "gate_level_count": 20, "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": 85.201794, "strategy_rank": 85.389023, "rr": 1.637063, "primary_prob": 39.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.455594, "raw_level_count": 20, "gate_level_count": 20, "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": 87.331839, "strategy_rank": 85.942555, "rr": 0.722698, "primary_prob": 48.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 53, "primary_distance_atr": 1.084047, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.685192, "hold30_r": -1.0 }, { "symbol": "MCHP", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.381166, "strategy_rank": 82.449852, "rr": 1.965123, "primary_prob": 34.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 66, "primary_distance_atr": 2.947684, "raw_level_count": 20, "gate_level_count": 20, "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": 89.013453, "strategy_rank": 82.833971, "rr": 0.764463, "primary_prob": 62.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.146694, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.725878, "hold30_r": -1.0 }, { "symbol": "MRK", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.735426, "strategy_rank": 72.646941, "rr": 1.577912, "primary_prob": 40.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 59, "primary_distance_atr": 2.366869, "raw_level_count": 20, "gate_level_count": 20, "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": 85.426009, "strategy_rank": 88.994635, "rr": 3.811691, "primary_prob": 6.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 5.717537, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 3.794523, "hold30_r": 2.022407 }, { "symbol": "MU", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.55157, "strategy_rank": 98.61467, "rr": 0.797146, "primary_prob": 61.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.195719, "raw_level_count": 20, "gate_level_count": 20, "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": 98.878924, "strategy_rank": 96.469711, "rr": 1.677325, "primary_prob": 39.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.515988, "raw_level_count": 20, "gate_level_count": 20, "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": 84.865471, "strategy_rank": 84.149133, "rr": 1.581555, "primary_prob": 40.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.372332, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.547396, "hold30_r": -1.173813 }, { "symbol": "PHM", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.605381, "strategy_rank": 75.609035, "rr": 1.189072, "primary_prob": 49.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.783608, "raw_level_count": 20, "gate_level_count": 20, "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": 90.695067, "strategy_rank": 91.578065, "rr": 1.750837, "primary_prob": 22.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.626256, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.731116, "hold30_r": 1.063728 }, { "symbol": "ROK", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.829596, "strategy_rank": 68.03161, "rr": 1.69943, "primary_prob": 23.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.549146, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.034103, "hold30_r": -1.0 }, { "symbol": "ROL", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.950673, "strategy_rank": 68.381096, "rr": 1.834195, "primary_prob": 21.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.751293, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.046527, "hold30_r": -1.0 }, { "symbol": "SATS", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.887892, "strategy_rank": 99.888043, "rr": 1.88204, "primary_prob": 21.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.82306, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.022278, "hold30_r": 0.473735 }, { "symbol": "STT", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.044843, "strategy_rank": 65.138533, "rr": 0.813639, "primary_prob": 45.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.220458, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.771323, "hold30_r": -1.0 }, { "symbol": "TEL", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.246637, "strategy_rank": 77.77086, "rr": 1.944631, "primary_prob": 20.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.916947, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.040626, "hold30_r": -1.0 }, { "symbol": "ULTA", "date": "2026-02-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.29148, "strategy_rank": 86.759839, "rr": 0.913035, "primary_prob": 41.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.369552, "raw_level_count": 20, "gate_level_count": 20, "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": 89.349776, "strategy_rank": 85.547075, "rr": 1.346987, "primary_prob": 30.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.02048, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.309989, "hold30_r": -1.0 }, { "symbol": "WBD", "date": "2026-02-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.103139, "strategy_rank": 97.832019, "rr": 1.809415, "primary_prob": 22.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.714123, "raw_level_count": 20, "gate_level_count": 20, "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": 95.652174, "strategy_rank": 96.47707, "rr": 1.756653, "primary_prob": 22.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.634979, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.016914, "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, "rr": 1.085674, "primary_prob": 51.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.628511, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.015594, "hold30_r": -1.0 }, { "symbol": "ADM", "date": "2026-02-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.87643, "strategy_rank": 75.92309, "rr": 1.214979, "primary_prob": 33.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 1.822469, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.167818, "hold30_r": 1.910618 }, { "symbol": "AES", "date": "2026-02-20", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 88.100686, "strategy_rank": 85.985549, "rr": 2.274272, "primary_prob": 31.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 3.411408, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -3.061736, "hold30_r": -3.01574 }, { "symbol": "ALB", "date": "2026-02-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.826087, "strategy_rank": 97.176891, "rr": 1.190577, "primary_prob": 33.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 1.785865, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.166186, "hold30_r": 0.333811 }, { "symbol": "ALLE", "date": "2026-02-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.011442, "strategy_rank": 66.768283, "rr": 1.382837, "primary_prob": 29.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.074256, "raw_level_count": 20, "gate_level_count": 20, "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": 97.139588, "strategy_rank": 97.107301, "rr": 1.710814, "primary_prob": 23.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.566221, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.023027, "hold30_r": 1.152212 }, { "symbol": "APH", "date": "2026-02-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.368421, "strategy_rank": 93.877073, "rr": 1.239928, "primary_prob": 47.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.859892, "raw_level_count": 20, "gate_level_count": 20, "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": 87.070938, "strategy_rank": 88.381164, "rr": 1.638989, "primary_prob": 24.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.458483, "raw_level_count": 20, "gate_level_count": 20, "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": 84.09611, "strategy_rank": 76.127551, "rr": 1.566778, "primary_prob": 26.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.350167, "raw_level_count": 20, "gate_level_count": 20, "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": 94.393593, "strategy_rank": 85.185104, "rr": 0.938524, "primary_prob": 56.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.407786, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.046478, "hold30_r": -1.0 }, { "symbol": "BIIB", "date": "2026-02-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.324943, "strategy_rank": 80.157597, "rr": 1.964439, "primary_prob": 34.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 68, "primary_distance_atr": 2.946658, "raw_level_count": 20, "gate_level_count": 20, "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": 85.354691, "strategy_rank": 64.097599, "rr": 1.677895, "primary_prob": 24.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.516842, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.048037, "hold30_r": -1.0 }, { "symbol": "C", "date": "2026-02-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.180778, "strategy_rank": 71.959421, "rr": 1.259207, "primary_prob": 47.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.888811, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.041822, "hold30_r": -1.0 }, { "symbol": "CFG", "date": "2026-02-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.837529, "strategy_rank": 70.725996, "rr": 0.939612, "primary_prob": 41.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.409418, "raw_level_count": 20, "gate_level_count": 20, "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": 96.567506, "strategy_rank": 93.008213, "rr": 0.82254, "primary_prob": 60.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.23381, "raw_level_count": 20, "gate_level_count": 20, "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": 88.329519, "strategy_rank": 87.036143, "rr": 1.668295, "primary_prob": 24.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 89, "primary_distance_atr": 2.502442, "raw_level_count": 20, "gate_level_count": 20, "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": 93.249428, "strategy_rank": 94.110216, "rr": 0.944624, "primary_prob": 40.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.416937, "raw_level_count": 20, "gate_level_count": 20, "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": 83.524027, "strategy_rank": 76.549011, "rr": 1.646708, "primary_prob": 24.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 2.470061, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.043609, "hold30_r": -1.0 }, { "symbol": "DG", "date": "2026-02-20", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 98.05492, "strategy_rank": 91.549403, "rr": 2.691872, "primary_prob": 27.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 4.037808, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.043669, "hold30_r": -1.0 }, { "symbol": "DHI", "date": "2026-02-20", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 85.812357, "strategy_rank": 82.054951, "rr": 2.313992, "primary_prob": 30.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 3.470987, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.041837, "hold30_r": -1.0 }, { "symbol": "DLTR", "date": "2026-02-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.338673, "strategy_rank": 90.724742, "rr": 1.550498, "primary_prob": 41.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 78, "primary_distance_atr": 2.325747, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.039397, "hold30_r": -1.0 }, { "symbol": "EA", "date": "2026-02-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.050343, "strategy_rank": 73.985925, "rr": 0.995803, "primary_prob": 39.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.493705, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.266662, "hold30_r": -1.074418 }, { "symbol": "EBAY", "date": "2026-02-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.787185, "strategy_rank": 85.84966, "rr": 1.594803, "primary_prob": 25.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.392205, "raw_level_count": 20, "gate_level_count": 20, "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": 93.020595, "strategy_rank": 91.860992, "rr": 1.047212, "primary_prob": 37.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.570817, "raw_level_count": 20, "gate_level_count": 20, "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": 87.643021, "strategy_rank": 80.528197, "rr": 1.168945, "primary_prob": 49.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.753418, "raw_level_count": 20, "gate_level_count": 20, "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": 81.235698, "strategy_rank": 84.775947, "rr": 0.881977, "primary_prob": 42.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 1.322966, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.86122, "hold30_r": 1.303739 }, { "symbol": "F", "date": "2026-02-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.160183, "strategy_rank": 81.673772, "rr": 2.116951, "primary_prob": 18.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 3.175427, "raw_level_count": 20, "gate_level_count": 20, "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": 91.304348, "strategy_rank": 91.139071, "rr": 0.927666, "primary_prob": 56.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.391499, "raw_level_count": 20, "gate_level_count": 20, "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": 81.464531, "strategy_rank": 72.74435, "rr": 1.264594, "primary_prob": 32.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.896891, "raw_level_count": 20, "gate_level_count": 20, "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": 93.82151, "strategy_rank": 93.791496, "rr": 1.771017, "primary_prob": 37.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.656526, "raw_level_count": 20, "gate_level_count": 20, "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": 90.732265, "strategy_rank": 66.594778, "rr": 1.060493, "primary_prob": 37.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.590739, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.05479, "hold30_r": -1.0 }, { "symbol": "GM", "date": "2026-02-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.622426, "strategy_rank": 88.290492, "rr": 1.318754, "primary_prob": 30.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.978131, "raw_level_count": 20, "gate_level_count": 20, "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": 94.965675, "strategy_rank": 82.023918, "rr": 1.096241, "primary_prob": 36.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.644361, "raw_level_count": 20, "gate_level_count": 20, "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": 95.194508, "strategy_rank": 82.697799, "rr": 1.934699, "primary_prob": 20.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.902048, "raw_level_count": 20, "gate_level_count": 20, "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": 86.270023, "strategy_rank": 72.615043, "rr": 0.992511, "primary_prob": 39.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.488767, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.040874, "hold30_r": -1.0 }, { "symbol": "HAL", "date": "2026-02-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.20595, "strategy_rank": 80.253754, "rr": 1.707217, "primary_prob": 38.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 109, "primary_distance_atr": 2.560825, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.66714, "hold30_r": 1.546671 }, { "symbol": "HAS", "date": "2026-02-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.871854, "strategy_rank": 74.113037, "rr": 0.95826, "primary_prob": 55.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.43739, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.049706, "hold30_r": -1.0 }, { "symbol": "HSY", "date": "2026-02-20", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 83.867277, "strategy_rank": 71.070108, "rr": 2.741403, "primary_prob": 27.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 4.112104, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.049952, "hold30_r": -1.0 }, { "symbol": "IDXX", "date": "2026-02-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.562929, "strategy_rank": 84.280352, "rr": 1.220277, "primary_prob": 33.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 1.830416, "raw_level_count": 20, "gate_level_count": 20, "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": 92.105263, "strategy_rank": 84.91889, "rr": 1.725278, "primary_prob": 23.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.587917, "raw_level_count": 20, "gate_level_count": 20, "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": 97.597254, "strategy_rank": 97.667393, "rr": 1.608167, "primary_prob": 25.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.41225, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.586964, "hold30_r": 1.603096 }, { "symbol": "IVZ", "date": "2026-02-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.961098, "strategy_rank": 81.480988, "rr": 1.752133, "primary_prob": 22.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.6282, "raw_level_count": 20, "gate_level_count": 20, "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": 95.995423, "strategy_rank": 94.55981, "rr": 1.689703, "primary_prob": 23.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.534554, "raw_level_count": 20, "gate_level_count": 20, "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": 80.434783, "strategy_rank": 56.509827, "rr": 1.215238, "primary_prob": 48.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.822857, "raw_level_count": 20, "gate_level_count": 20, "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": 90.503432, "strategy_rank": 82.188019, "rr": 0.874714, "primary_prob": 43.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.312071, "raw_level_count": 20, "gate_level_count": 20, "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": 84.782609, "strategy_rank": 81.676593, "rr": 1.848878, "primary_prob": 21.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.773316, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.036747, "hold30_r": -1.0 }, { "symbol": "LUV", "date": "2026-02-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.299771, "strategy_rank": 87.171484, "rr": 1.134303, "primary_prob": 50.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.701455, "raw_level_count": 20, "gate_level_count": 20, "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": 86.498856, "strategy_rank": 85.377966, "rr": 1.852166, "primary_prob": 21.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.77825, "raw_level_count": 20, "gate_level_count": 20, "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": 86.727689, "strategy_rank": 75.024451, "rr": 1.751234, "primary_prob": 37.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 2.626852, "raw_level_count": 20, "gate_level_count": 20, "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": 91.647597, "strategy_rank": 93.43414, "rr": 1.63952, "primary_prob": 39.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.45928, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.619208, "hold30_r": -0.224014 }, { "symbol": "NEE", "date": "2026-02-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.608696, "strategy_rank": 61.045265, "rr": 0.717781, "primary_prob": 64.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.076671, "raw_level_count": 20, "gate_level_count": 20, "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": 98.741419, "strategy_rank": 96.858719, "rr": 1.154608, "primary_prob": 34.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.731912, "raw_level_count": 20, "gate_level_count": 20, "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": 81.006865, "strategy_rank": 73.622614, "rr": 1.707627, "primary_prob": 23.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.561441, "raw_level_count": 20, "gate_level_count": 20, "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": 82.379863, "strategy_rank": 76.364534, "rr": 1.043454, "primary_prob": 52.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.565181, "raw_level_count": 20, "gate_level_count": 20, "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": 89.588101, "strategy_rank": 90.759616, "rr": 1.399925, "primary_prob": 29.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.099888, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.37741, "hold30_r": 1.056312 }, { "symbol": "ROK", "date": "2026-02-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.04119, "strategy_rank": 72.043901, "rr": 1.573046, "primary_prob": 25.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.359569, "raw_level_count": 20, "gate_level_count": 20, "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": 84.553776, "strategy_rank": 70.660246, "rr": 1.593929, "primary_prob": 25.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.390894, "raw_level_count": 20, "gate_level_count": 20, "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, "rr": 0.704506, "primary_prob": 49.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.056758, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.680765, "hold30_r": 1.784389 }, { "symbol": "STLD", "date": "2026-02-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.922197, "strategy_rank": 77.859236, "rr": 1.075277, "primary_prob": 52.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.612916, "raw_level_count": 20, "gate_level_count": 20, "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": 99.084668, "strategy_rank": 98.777076, "rr": 0.952195, "primary_prob": 55.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.428293, "raw_level_count": 20, "gate_level_count": 20, "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": 88.558352, "strategy_rank": 77.401806, "rr": 1.088706, "primary_prob": 51.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.633059, "raw_level_count": 20, "gate_level_count": 20, "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": 96.796339, "strategy_rank": 88.579355, "rr": 0.757485, "primary_prob": 47.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.136228, "raw_level_count": 20, "gate_level_count": 20, "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": 82.15103, "strategy_rank": 80.2112, "rr": 1.134212, "primary_prob": 35.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.701318, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.038881, "hold30_r": -1.0 }, { "symbol": "WST", "date": "2026-02-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.583524, "strategy_rank": 81.826275, "rr": 1.761431, "primary_prob": 22.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 2.642147, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.033327, "hold30_r": 1.087073 }, { "symbol": "HOOD", "date": "2026-02-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.864502, "strategy_rank": 97.335877, "rr": 1.48045, "primary_prob": 27.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.220675, "raw_level_count": 20, "gate_level_count": 20, "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": 99.888018, "strategy_rank": 99.888093, "rr": 0.716555, "primary_prob": 64.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.074832, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.016781, "hold30_r": -1.0 }, { "symbol": "ADM", "date": "2026-02-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.041433, "strategy_rank": 73.918947, "rr": 1.781489, "primary_prob": 37.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 76, "primary_distance_atr": 2.672233, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.047012, "hold30_r": -1.0 }, { "symbol": "AES", "date": "2026-02-27", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 87.458007, "strategy_rank": 85.354683, "rr": 2.425565, "primary_prob": 29.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 3.638347, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -3.822565, "hold30_r": -3.778078 }, { "symbol": "ALB", "date": "2026-02-27", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 97.760358, "strategy_rank": 97.091469, "rr": 2.275291, "primary_prob": 31.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 65, "primary_distance_atr": 3.412936, "raw_level_count": 20, "gate_level_count": 20, "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": 81.634938, "strategy_rank": 64.183563, "rr": 1.500672, "primary_prob": 27.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.251009, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.048427, "hold30_r": -1.0 }, { "symbol": "AMD", "date": "2026-02-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.31243, "strategy_rank": 97.213673, "rr": 1.813736, "primary_prob": 22.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.720604, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.789267, "hold30_r": 2.848867 }, { "symbol": "ANET", "date": "2026-02-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.033595, "strategy_rank": 90.375472, "rr": 1.39328, "primary_prob": 29.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.08992, "raw_level_count": 20, "gate_level_count": 20, "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": 96.640538, "strategy_rank": 92.8886, "rr": 1.77571, "primary_prob": 22.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.663565, "raw_level_count": 20, "gate_level_count": 20, "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": 92.609183, "strategy_rank": 94.62531, "rr": 1.319914, "primary_prob": 30.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.979871, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.303859, "hold30_r": -1.0 }, { "symbol": "AVGO", "date": "2026-02-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.681971, "strategy_rank": 88.494698, "rr": 1.357201, "primary_prob": 30.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 2.035802, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.328063, "hold30_r": -1.0 }, { "symbol": "BA", "date": "2026-02-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.546473, "strategy_rank": 74.802643, "rr": 1.334383, "primary_prob": 30.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 2.001574, "raw_level_count": 20, "gate_level_count": 20, "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": 92.945129, "strategy_rank": 82.35768, "rr": 1.178642, "primary_prob": 34.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.767964, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.045688, "hold30_r": -1.0 }, { "symbol": "BIIB", "date": "2026-02-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.306831, "strategy_rank": 78.430424, "rr": 1.949142, "primary_prob": 35.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 68, "primary_distance_atr": 2.923712, "raw_level_count": 20, "gate_level_count": 20, "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": 84.994401, "strategy_rank": 63.887142, "rr": 1.39658, "primary_prob": 29.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.09487, "raw_level_count": 20, "gate_level_count": 20, "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": 85.442329, "strategy_rank": 75.56382, "rr": 1.33346, "primary_prob": 30.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.000189, "raw_level_count": 20, "gate_level_count": 20, "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": 94.736842, "strategy_rank": 87.399588, "rr": 0.847923, "primary_prob": 59.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.271885, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.040312, "hold30_r": -1.0 }, { "symbol": "CF", "date": "2026-02-27", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 82.082867, "strategy_rank": 74.117225, "rr": 2.073351, "primary_prob": 33.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 3.110026, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.034064, "hold30_r": 4.369061 }, { "symbol": "CFG", "date": "2026-02-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.31467, "strategy_rank": 72.096805, "rr": 1.80298, "primary_prob": 22.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.70447, "raw_level_count": 20, "gate_level_count": 20, "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": 95.744681, "strategy_rank": 92.429098, "rr": 1.230505, "primary_prob": 33.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.845757, "raw_level_count": 20, "gate_level_count": 20, "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": 89.361702, "strategy_rank": 81.190063, "rr": 0.870915, "primary_prob": 43.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.306372, "raw_level_count": 20, "gate_level_count": 20, "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": 81.298992, "strategy_rank": 81.914881, "rr": 1.053464, "primary_prob": 37.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 89, "primary_distance_atr": 1.580195, "raw_level_count": 20, "gate_level_count": 20, "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": 92.273236, "strategy_rank": 93.418081, "rr": 1.673227, "primary_prob": 24.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.50984, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.016405, "hold30_r": -1.0 }, { "symbol": "CVS", "date": "2026-02-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.291153, "strategy_rank": 74.170288, "rr": 1.623284, "primary_prob": 40.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.434926, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.043478, "hold30_r": -1.0 }, { "symbol": "DG", "date": "2026-02-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.536394, "strategy_rank": 90.364861, "rr": 1.979068, "primary_prob": 34.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.968602, "raw_level_count": 20, "gate_level_count": 20, "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": 93.617021, "strategy_rank": 88.526328, "rr": 1.889631, "primary_prob": 20.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 106, "primary_distance_atr": 2.834446, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.351599, "hold30_r": -1.314204 }, { "symbol": "EA", "date": "2026-02-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.169093, "strategy_rank": 72.693225, "rr": 0.98058, "primary_prob": 39.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 1.47087, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.446171, "hold30_r": -1.239808 }, { "symbol": "EBAY", "date": "2026-02-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.913774, "strategy_rank": 85.770368, "rr": 1.651164, "primary_prob": 24.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.476746, "raw_level_count": 20, "gate_level_count": 20, "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": 89.585666, "strategy_rank": 88.955776, "rr": 1.758207, "primary_prob": 22.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.63731, "raw_level_count": 20, "gate_level_count": 20, "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": 92.049272, "strategy_rank": 89.741753, "rr": 1.19453, "primary_prob": 33.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.791795, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.163013, "hold30_r": 1.904836 }, { "symbol": "EXPD", "date": "2026-02-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.450168, "strategy_rank": 81.230201, "rr": 1.88991, "primary_prob": 20.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.834864, "raw_level_count": 20, "gate_level_count": 20, "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": 88.241881, "strategy_rank": 79.601719, "rr": 1.613614, "primary_prob": 25.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.42042, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.051288, "hold30_r": -1.0 }, { "symbol": "FSLR", "date": "2026-02-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.840985, "strategy_rank": 93.912153, "rr": 0.7862, "primary_prob": 46.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 1.179299, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.018368, "hold30_r": 0.146703 }, { "symbol": "GILD", "date": "2026-02-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.778275, "strategy_rank": 71.877195, "rr": 0.963233, "primary_prob": 55.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.444849, "raw_level_count": 20, "gate_level_count": 20, "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": 96.192609, "strategy_rank": 94.217508, "rr": 0.750539, "primary_prob": 62.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.125809, "raw_level_count": 20, "gate_level_count": 20, "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": 94.288914, "strategy_rank": 87.488273, "rr": 1.176519, "primary_prob": 34.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.764778, "raw_level_count": 20, "gate_level_count": 20, "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": 95.296753, "strategy_rank": 81.389291, "rr": 1.411768, "primary_prob": 28.98, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.117652, "raw_level_count": 20, "gate_level_count": 20, "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": 95.520717, "strategy_rank": 82.115898, "rr": 1.286231, "primary_prob": 31.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.929347, "raw_level_count": 20, "gate_level_count": 20, "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": 87.12206, "strategy_rank": 76.035722, "rr": 0.747976, "primary_prob": 47.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.121965, "raw_level_count": 20, "gate_level_count": 20, "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": 84.098544, "strategy_rank": 82.734903, "rr": 0.667041, "primary_prob": 51.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.000561, "raw_level_count": 20, "gate_level_count": 20, "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": 90.705487, "strategy_rank": 82.868143, "rr": 1.238662, "primary_prob": 32.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 1.857993, "raw_level_count": 20, "gate_level_count": 20, "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": 87.905935, "strategy_rank": 81.176613, "rr": 1.877584, "primary_prob": 21.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.816376, "raw_level_count": 20, "gate_level_count": 20, "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": 97.088466, "strategy_rank": 97.258015, "rr": 1.843731, "primary_prob": 21.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.765596, "raw_level_count": 20, "gate_level_count": 20, "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": 89.137738, "strategy_rank": 80.16178, "rr": 1.85042, "primary_prob": 21.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.775629, "raw_level_count": 20, "gate_level_count": 20, "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": 95.968645, "strategy_rank": 94.228331, "rr": 1.389348, "primary_prob": 29.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.084022, "raw_level_count": 20, "gate_level_count": 20, "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": 90.257559, "strategy_rank": 81.448448, "rr": 0.816664, "primary_prob": 45.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.224996, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.035476, "hold30_r": -1.0 }, { "symbol": "LRCX", "date": "2026-02-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.208287, "strategy_rank": 96.667588, "rr": 0.982727, "primary_prob": 39.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.47409, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.026848, "hold30_r": -1.0 }, { "symbol": "LVS", "date": "2026-02-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.674132, "strategy_rank": 85.141166, "rr": 1.550234, "primary_prob": 41.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.32535, "raw_level_count": 20, "gate_level_count": 20, "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": 85.218365, "strategy_rank": 67.429392, "rr": 0.8492, "primary_prob": 44.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.273799, "raw_level_count": 20, "gate_level_count": 20, "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": 90.481523, "strategy_rank": 89.180641, "rr": 1.061235, "primary_prob": 37.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.591853, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.027065, "hold30_r": -1.0 }, { "symbol": "MRK", "date": "2026-02-27", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 80.067189, "strategy_rank": 70.259323, "rr": 2.042053, "primary_prob": 33.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 3.06308, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.054868, "hold30_r": -1.0 }, { "symbol": "MRNA", "date": "2026-02-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.68981, "strategy_rank": 91.244878, "rr": 0.895261, "primary_prob": 57.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.342892, "raw_level_count": 20, "gate_level_count": 20, "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": 80.739082, "strategy_rank": 69.757581, "rr": 1.812579, "primary_prob": 22.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.718868, "raw_level_count": 20, "gate_level_count": 20, "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": 98.880179, "strategy_rank": 98.177019, "rr": 0.922294, "primary_prob": 41.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.383442, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.023083, "hold30_r": -1.0 }, { "symbol": "NTRS", "date": "2026-02-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.754759, "strategy_rank": 66.174142, "rr": 1.830843, "primary_prob": 21.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.746265, "raw_level_count": 20, "gate_level_count": 20, "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": 82.530795, "strategy_rank": 79.525746, "rr": 1.019974, "primary_prob": 38.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 1.529961, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.983193, "hold30_r": -1.0 }, { "symbol": "PLTR", "date": "2026-02-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.825308, "strategy_rank": 91.897827, "rr": 1.366739, "primary_prob": 29.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.050108, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.341516, "hold30_r": -1.0 }, { "symbol": "ROK", "date": "2026-02-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.00224, "strategy_rank": 72.503244, "rr": 1.185326, "primary_prob": 34.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.777989, "raw_level_count": 20, "gate_level_count": 20, "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": 83.87458, "strategy_rank": 70.008295, "rr": 1.919378, "primary_prob": 20.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.879067, "raw_level_count": 20, "gate_level_count": 20, "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": 99.664054, "strategy_rank": 98.289977, "rr": 0.818669, "primary_prob": 60.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.228004, "raw_level_count": 20, "gate_level_count": 20, "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": 81.075028, "strategy_rank": 65.300006, "rr": 1.773917, "primary_prob": 22.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.660876, "raw_level_count": 20, "gate_level_count": 20, "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": 99.104143, "strategy_rank": 98.836587, "rr": 1.070345, "primary_prob": 37.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.605518, "raw_level_count": 20, "gate_level_count": 20, "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": 86.226204, "strategy_rank": 76.045494, "rr": 0.80041, "primary_prob": 45.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.200614, "raw_level_count": 20, "gate_level_count": 20, "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": 96.416573, "strategy_rank": 96.08378, "rr": 0.760938, "primary_prob": 62.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.141407, "raw_level_count": 20, "gate_level_count": 20, "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": 84.770437, "strategy_rank": 85.115842, "rr": 1.25825, "primary_prob": 32.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 53, "primary_distance_atr": 1.887376, "raw_level_count": 20, "gate_level_count": 20, "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": 94.06495, "strategy_rank": 86.024236, "rr": 0.708274, "primary_prob": 64.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.06241, "raw_level_count": 20, "gate_level_count": 20, "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": 84.322508, "strategy_rank": 81.416817, "rr": 1.695504, "primary_prob": 23.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.543257, "raw_level_count": 20, "gate_level_count": 20, "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": 99.44009, "strategy_rank": 99.205828, "rr": 0.750237, "primary_prob": 47.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.125355, "raw_level_count": 20, "gate_level_count": 20, "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": 83.090705, "strategy_rank": 61.012656, "rr": 0.826306, "primary_prob": 59.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.239459, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.064441, "hold30_r": -1.0 }, { "symbol": "WBD", "date": "2026-03-02", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.348887, "strategy_rank": 96.556919, "rr": 1.263013, "primary_prob": 32.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.894519, "raw_level_count": 20, "gate_level_count": 20, "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": 91.516437, "strategy_rank": 93.648807, "rr": 1.267014, "primary_prob": 32.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.900521, "raw_level_count": 20, "gate_level_count": 20, "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": 99.893955, "strategy_rank": 99.894023, "rr": 1.871076, "primary_prob": 21.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.806614, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.856169, "hold30_r": 4.683551 }, { "symbol": "ADM", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.562036, "strategy_rank": 73.901362, "rr": 1.324086, "primary_prob": 30.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 1.986129, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.278729, "hold30_r": 0.312736 }, { "symbol": "AES", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.956522, "strategy_rank": 87.377502, "rr": 1.119918, "primary_prob": 35.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.679877, "raw_level_count": 20, "gate_level_count": 20, "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": 96.712619, "strategy_rank": 96.3655, "rr": 1.467102, "primary_prob": 27.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 2.200653, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.446006, "hold30_r": 2.114978 }, { "symbol": "ALLE", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.926829, "strategy_rank": 65.667828, "rr": 1.6631, "primary_prob": 24.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.494649, "raw_level_count": 20, "gate_level_count": 20, "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": 93.21315, "strategy_rank": 91.915871, "rr": 1.831101, "primary_prob": 21.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.746651, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.805715, "hold30_r": 2.614088 }, { "symbol": "AMD", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.061506, "strategy_rank": 94.890673, "rr": 1.675671, "primary_prob": 24.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.513506, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.651639, "hold30_r": 5.152798 }, { "symbol": "ANET", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.093319, "strategy_rank": 86.293895, "rr": 0.688159, "primary_prob": 50.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.032238, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.661701, "hold30_r": -1.0 }, { "symbol": "APA", "date": "2026-03-06", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 84.729586, "strategy_rank": 85.31071, "rr": 2.405864, "primary_prob": 29.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 53, "primary_distance_atr": 3.608795, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.373659, "hold30_r": 1.618625 }, { "symbol": "APH", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.121951, "strategy_rank": 92.172667, "rr": 1.787729, "primary_prob": 22.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.681593, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.025985, "hold30_r": -1.0 }, { "symbol": "AVGO", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.532344, "strategy_rank": 87.429783, "rr": 1.725673, "primary_prob": 38.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.58851, "raw_level_count": 20, "gate_level_count": 20, "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": 81.972428, "strategy_rank": 74.301335, "rr": 1.572448, "primary_prob": 25.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.358673, "raw_level_count": 20, "gate_level_count": 20, "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": 93.00106, "strategy_rank": 82.846774, "rr": 1.862294, "primary_prob": 21.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.793441, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.819712, "hold30_r": 1.056608 }, { "symbol": "BK", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.805938, "strategy_rank": 60.881617, "rr": 1.255322, "primary_prob": 32.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.882983, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.211419, "hold30_r": 3.836739 }, { "symbol": "C", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.123012, "strategy_rank": 77.781346, "rr": 1.869261, "primary_prob": 21.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.803891, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.836362, "hold30_r": 4.094962 }, { "symbol": "CAH", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.425239, "strategy_rank": 85.492905, "rr": 1.330678, "primary_prob": 30.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.996017, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.052092, "hold30_r": -1.0 }, { "symbol": "CAT", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.33404, "strategy_rank": 88.003669, "rr": 0.735288, "primary_prob": 48.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.102931, "raw_level_count": 20, "gate_level_count": 20, "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": 85.153765, "strategy_rank": 74.115572, "rr": 1.671181, "primary_prob": 24.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.506772, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.632364, "hold30_r": 2.581594 }, { "symbol": "CHRW", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.076352, "strategy_rank": 92.555034, "rr": 1.675919, "primary_prob": 24.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.513879, "raw_level_count": 20, "gate_level_count": 20, "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": 98.621421, "strategy_rank": 97.574677, "rr": 1.741466, "primary_prob": 23.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.612199, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.725341, "hold30_r": 5.730824 }, { "symbol": "CMI", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.304348, "strategy_rank": 83.690821, "rr": 1.612164, "primary_prob": 25.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.418245, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.037615, "hold30_r": -1.0 }, { "symbol": "COHR", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.985154, "strategy_rank": 97.859449, "rr": 1.70507, "primary_prob": 23.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.557605, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.691122, "hold30_r": 3.307343 }, { "symbol": "COR", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.335101, "strategy_rank": 73.072666, "rr": 0.913126, "primary_prob": 41.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.369689, "raw_level_count": 20, "gate_level_count": 20, "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": 92.152704, "strategy_rank": 93.364036, "rr": 1.643481, "primary_prob": 24.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.465222, "raw_level_count": 20, "gate_level_count": 20, "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": 97.773065, "strategy_rank": 90.472891, "rr": 1.90231, "primary_prob": 20.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.853465, "raw_level_count": 20, "gate_level_count": 20, "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": 94.909862, "strategy_rank": 88.278173, "rr": 1.814611, "primary_prob": 22.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 58, "primary_distance_atr": 2.721916, "raw_level_count": 20, "gate_level_count": 20, "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": 81.760339, "strategy_rank": 80.311603, "rr": 0.698523, "primary_prob": 64.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.047785, "raw_level_count": 20, "gate_level_count": 20, "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": 90.031813, "strategy_rank": 89.466714, "rr": 1.754938, "primary_prob": 22.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.632407, "raw_level_count": 20, "gate_level_count": 20, "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": 92.788971, "strategy_rank": 89.936407, "rr": 1.661042, "primary_prob": 24.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.491563, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.629253, "hold30_r": 2.822227 }, { "symbol": "EXPD", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.563097, "strategy_rank": 79.129088, "rr": 1.877977, "primary_prob": 21.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.816965, "raw_level_count": 20, "gate_level_count": 20, "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": 85.365854, "strategy_rank": 79.724352, "rr": 1.690376, "primary_prob": 23.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 106, "primary_distance_atr": 2.535564, "raw_level_count": 20, "gate_level_count": 20, "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": 88.759279, "strategy_rank": 89.115622, "rr": 1.93815, "primary_prob": 20.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.907226, "raw_level_count": 20, "gate_level_count": 20, "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": 83.138918, "strategy_rank": 66.006767, "rr": 1.850083, "primary_prob": 21.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.775125, "raw_level_count": 20, "gate_level_count": 20, "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": 98.409332, "strategy_rank": 96.98177, "rr": 1.670133, "primary_prob": 24.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.5052, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.647057, "hold30_r": 3.617703 }, { "symbol": "FSLR", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.758218, "strategy_rank": 94.967261, "rr": 0.682641, "primary_prob": 50.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 78, "primary_distance_atr": 1.023961, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.661996, "hold30_r": 0.178943 }, { "symbol": "GE", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.896076, "strategy_rank": 74.889158, "rr": 1.129471, "primary_prob": 35.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.694206, "raw_level_count": 20, "gate_level_count": 20, "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": 80.593849, "strategy_rank": 68.637917, "rr": 1.86988, "primary_prob": 21.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.804821, "raw_level_count": 20, "gate_level_count": 20, "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": 96.50053, "strategy_rank": 95.232911, "rr": 1.618344, "primary_prob": 25.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.427515, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.599958, "hold30_r": 3.138281 }, { "symbol": "GM", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.849417, "strategy_rank": 87.091417, "rr": 1.19344, "primary_prob": 33.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.790161, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.155608, "hold30_r": 1.340577 }, { "symbol": "GOOG", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.273595, "strategy_rank": 75.864532, "rr": 1.495361, "primary_prob": 27.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.243042, "raw_level_count": 20, "gate_level_count": 20, "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": 94.485684, "strategy_rank": 76.965376, "rr": 1.376997, "primary_prob": 29.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.065496, "raw_level_count": 20, "gate_level_count": 20, "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": 83.775186, "strategy_rank": 73.817233, "rr": 0.782798, "primary_prob": 46.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.174198, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.750307, "hold30_r": 2.379674 }, { "symbol": "HAL", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.71474, "strategy_rank": 80.313017, "rr": 1.532149, "primary_prob": 26.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 110, "primary_distance_atr": 2.298224, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.494106, "hold30_r": 1.469192 }, { "symbol": "HAS", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.320255, "strategy_rank": 72.01148, "rr": 1.843608, "primary_prob": 21.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.765413, "raw_level_count": 20, "gate_level_count": 20, "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": 96.288441, "strategy_rank": 89.370163, "rr": 0.894155, "primary_prob": 57.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.341233, "raw_level_count": 20, "gate_level_count": 20, "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": 89.395546, "strategy_rank": 76.830851, "rr": 0.9667, "primary_prob": 55.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.450051, "raw_level_count": 20, "gate_level_count": 20, "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": 87.168611, "strategy_rank": 81.049774, "rr": 1.199802, "primary_prob": 33.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 77, "primary_distance_atr": 1.799702, "raw_level_count": 20, "gate_level_count": 20, "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": 89.819724, "strategy_rank": 82.238886, "rr": 1.758558, "primary_prob": 22.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.637836, "raw_level_count": 20, "gate_level_count": 20, "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": 97.560976, "strategy_rank": 97.499032, "rr": 1.904972, "primary_prob": 20.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.857458, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.88256, "hold30_r": 5.750197 }, { "symbol": "IVZ", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.910923, "strategy_rank": 80.236059, "rr": 1.695985, "primary_prob": 23.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 2.543978, "raw_level_count": 20, "gate_level_count": 20, "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": 84.941676, "strategy_rank": 84.379808, "rr": 1.671827, "primary_prob": 24.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.50774, "raw_level_count": 20, "gate_level_count": 20, "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": 89.607635, "strategy_rank": 87.265027, "rr": 1.331642, "primary_prob": 30.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.997464, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.303526, "hold30_r": 5.200689 }, { "symbol": "JCI", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.54719, "strategy_rank": 73.44335, "rr": 1.134324, "primary_prob": 35.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.701486, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.046089, "hold30_r": -1.0 }, { "symbol": "JNJ", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.774125, "strategy_rank": 64.145062, "rr": 1.287341, "primary_prob": 31.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.931012, "raw_level_count": 20, "gate_level_count": 20, "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": 91.834571, "strategy_rank": 91.458803, "rr": 1.619831, "primary_prob": 25.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.429746, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.593967, "hold30_r": 4.432069 }, { "symbol": "LDOS", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.744433, "strategy_rank": 79.165547, "rr": 1.313835, "primary_prob": 31.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 56, "primary_distance_atr": 1.970753, "raw_level_count": 20, "gate_level_count": 20, "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": 99.681866, "strategy_rank": 99.682068, "rr": 1.848485, "primary_prob": 21.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.772727, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.836285, "hold30_r": 3.6775 }, { "symbol": "LRCX", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.136797, "strategy_rank": 95.995758, "rr": 1.629222, "primary_prob": 24.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.443832, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.606833, "hold30_r": 3.584737 }, { "symbol": "LUV", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.470838, "strategy_rank": 90.507364, "rr": 1.654149, "primary_prob": 24.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.481223, "raw_level_count": 20, "gate_level_count": 20, "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": 84.305408, "strategy_rank": 78.728072, "rr": 1.570871, "primary_prob": 25.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.356307, "raw_level_count": 20, "gate_level_count": 20, "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": 84.517497, "strategy_rank": 68.241613, "rr": 1.514813, "primary_prob": 26.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.272219, "raw_level_count": 20, "gate_level_count": 20, "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": 90.349947, "strategy_rank": 68.324328, "rr": 1.953522, "primary_prob": 20.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.930282, "raw_level_count": 20, "gate_level_count": 20, "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": 90.986214, "strategy_rank": 89.53162, "rr": 0.801932, "primary_prob": 45.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.202898, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.777075, "hold30_r": 5.681301 }, { "symbol": "MRK", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.063627, "strategy_rank": 70.742951, "rr": 1.632521, "primary_prob": 24.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.448781, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.58333, "hold30_r": 0.278265 }, { "symbol": "MU", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.83351, "strategy_rank": 98.167584, "rr": 0.908664, "primary_prob": 42.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.362997, "raw_level_count": 20, "gate_level_count": 20, "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": 81.018028, "strategy_rank": 60.109445, "rr": 1.127097, "primary_prob": 35.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.690646, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.071205, "hold30_r": 0.303965 }, { "symbol": "NEM", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.197243, "strategy_rank": 96.071403, "rr": 1.849424, "primary_prob": 21.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.774136, "raw_level_count": 20, "gate_level_count": 20, "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": 81.230117, "strategy_rank": 81.908701, "rr": 1.307257, "primary_prob": 31.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 1.960886, "raw_level_count": 20, "gate_level_count": 20, "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": 80.275716, "strategy_rank": 65.431096, "rr": 1.661942, "primary_prob": 24.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.492913, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.623142, "hold30_r": 2.855643 }, { "symbol": "NUE", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.442206, "strategy_rank": 73.422242, "rr": 1.744773, "primary_prob": 23.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.61716, "raw_level_count": 20, "gate_level_count": 20, "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": 83.351007, "strategy_rank": 64.472689, "rr": 1.31887, "primary_prob": 30.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.978305, "raw_level_count": 20, "gate_level_count": 20, "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": 85.683987, "strategy_rank": 87.597839, "rr": 2.159874, "primary_prob": 32.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 3.23981, "raw_level_count": 20, "gate_level_count": 20, "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": 93.637328, "strategy_rank": 87.006447, "rr": 0.689459, "primary_prob": 65.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.034188, "raw_level_count": 20, "gate_level_count": 20, "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": 87.3807, "strategy_rank": 75.16649, "rr": 1.707318, "primary_prob": 23.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.560976, "raw_level_count": 20, "gate_level_count": 20, "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": 99.257688, "strategy_rank": 97.829588, "rr": 1.763798, "primary_prob": 22.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.645698, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.741498, "hold30_r": 3.029921 }, { "symbol": "STLD", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.698834, "strategy_rank": 81.706644, "rr": 1.386445, "primary_prob": 29.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.079668, "raw_level_count": 20, "gate_level_count": 20, "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": 99.045599, "strategy_rank": 98.855729, "rr": 1.916848, "primary_prob": 20.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.875272, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.899078, "hold30_r": 4.708244 }, { "symbol": "TER", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.924708, "strategy_rank": 96.640947, "rr": 1.871747, "primary_prob": 21.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.80762, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.851676, "hold30_r": 3.754585 }, { "symbol": "TKO", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.396607, "strategy_rank": 74.979212, "rr": 1.681772, "primary_prob": 24.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.522658, "raw_level_count": 20, "gate_level_count": 20, "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": 89.183457, "strategy_rank": 84.999849, "rr": 1.730602, "primary_prob": 23.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.595903, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.034599, "hold30_r": 1.135293 }, { "symbol": "ULTA", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.546129, "strategy_rank": 83.739433, "rr": 1.334106, "primary_prob": 30.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.001158, "raw_level_count": 20, "gate_level_count": 20, "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": 94.697773, "strategy_rank": 95.0186, "rr": 0.788118, "primary_prob": 61.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.182177, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.765232, "hold30_r": 3.437382 }, { "symbol": "VTRS", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.971368, "strategy_rank": 81.549799, "rr": 0.800895, "primary_prob": 45.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 1.201342, "raw_level_count": 20, "gate_level_count": 20, "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": 99.469777, "strategy_rank": 99.279638, "rr": 1.873295, "primary_prob": 21.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.809942, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.857349, "hold30_r": 4.189159 }, { "symbol": "WMT", "date": "2026-03-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.184517, "strategy_rank": 64.83075, "rr": 1.701855, "primary_prob": 23.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.552783, "raw_level_count": 20, "gate_level_count": 20, "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": 86.108165, "strategy_rank": 65.799525, "rr": 0.965107, "primary_prob": 40.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.44766, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.913968, "hold30_r": -1.073769 }, { "symbol": "GEV", "date": "2026-03-09", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.222222, "strategy_rank": 95.654275, "rr": 0.791025, "primary_prob": 46.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.186538, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.762119, "hold30_r": 2.806702 }, { "symbol": "WBD", "date": "2026-03-09", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.008547, "strategy_rank": 96.561266, "rr": 0.79521, "primary_prob": 46.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.192814, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.088623, "hold30_r": -1.0 }, { "symbol": "HOOD", "date": "2026-03-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.910256, "strategy_rank": 94.96877, "rr": 1.045656, "primary_prob": 37.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.568484, "raw_level_count": 20, "gate_level_count": 20, "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": 99.893162, "strategy_rank": 99.893197, "rr": 0.720024, "primary_prob": 64.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.080036, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.70349, "hold30_r": 4.95741 }, { "symbol": "ADM", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.92735, "strategy_rank": 72.979241, "rr": 1.581314, "primary_prob": 40.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 2.371971, "raw_level_count": 20, "gate_level_count": 20, "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": 96.367521, "strategy_rank": 96.176582, "rr": 1.805754, "primary_prob": 22.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 2.708632, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.784307, "hold30_r": 2.799919 }, { "symbol": "ALLE", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.226496, "strategy_rank": 65.206252, "rr": 1.838917, "primary_prob": 21.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.758375, "raw_level_count": 20, "gate_level_count": 20, "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": 94.65812, "strategy_rank": 92.994942, "rr": 1.873563, "primary_prob": 36.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.810344, "raw_level_count": 20, "gate_level_count": 20, "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": 93.162393, "strategy_rank": 94.381231, "rr": 1.759984, "primary_prob": 22.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.639976, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.733676, "hold30_r": 9.606889 }, { "symbol": "ANET", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.995726, "strategy_rank": 89.831694, "rr": 1.413496, "primary_prob": 28.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.120245, "raw_level_count": 20, "gate_level_count": 20, "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": 95.726496, "strategy_rank": 92.718259, "rr": 1.68785, "primary_prob": 23.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.531775, "raw_level_count": 20, "gate_level_count": 20, "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": 88.568376, "strategy_rank": 91.70971, "rr": 1.753828, "primary_prob": 22.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.630743, "raw_level_count": 20, "gate_level_count": 20, "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": 84.615385, "strategy_rank": 84.812413, "rr": 1.264166, "primary_prob": 32.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 1.896248, "raw_level_count": 20, "gate_level_count": 20, "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": 82.264957, "strategy_rank": 61.843741, "rr": 1.121567, "primary_prob": 35.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.68235, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.075441, "hold30_r": 3.633007 }, { "symbol": "C", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.07265, "strategy_rank": 77.31158, "rr": 0.689998, "primary_prob": 50.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.034997, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.655654, "hold30_r": 3.810034 }, { "symbol": "CAH", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.337607, "strategy_rank": 86.175065, "rr": 1.406199, "primary_prob": 29.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.109298, "raw_level_count": 20, "gate_level_count": 20, "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": 92.200855, "strategy_rank": 69.983501, "rr": 0.772296, "primary_prob": 46.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.158445, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.727217, "hold30_r": 4.898645 }, { "symbol": "CAT", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.299145, "strategy_rank": 88.256894, "rr": 1.194206, "primary_prob": 33.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.791309, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.160121, "hold30_r": 3.310335 }, { "symbol": "CBOE", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.111111, "strategy_rank": 63.927724, "rr": 0.924863, "primary_prob": 41.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.387295, "raw_level_count": 20, "gate_level_count": 20, "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": 81.837607, "strategy_rank": 83.700412, "rr": 1.579257, "primary_prob": 25.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.368886, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.559094, "hold30_r": 1.168264 }, { "symbol": "CFG", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.760684, "strategy_rank": 74.032692, "rr": 1.69156, "primary_prob": 23.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.537339, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.654625, "hold30_r": 3.033622 }, { "symbol": "CHRW", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.940171, "strategy_rank": 92.419592, "rr": 1.508934, "primary_prob": 27.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.263401, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.478245, "hold30_r": 1.723396 }, { "symbol": "CMI", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.636752, "strategy_rank": 82.692365, "rr": 1.720115, "primary_prob": 23.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.580172, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.683064, "hold30_r": 4.325003 }, { "symbol": "COHR", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.970085, "strategy_rank": 98.03477, "rr": 1.65603, "primary_prob": 39.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.484045, "raw_level_count": 20, "gate_level_count": 20, "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": 91.132479, "strategy_rank": 75.703087, "rr": 1.592845, "primary_prob": 25.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.389267, "raw_level_count": 20, "gate_level_count": 20, "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": 91.559829, "strategy_rank": 93.163385, "rr": 1.550103, "primary_prob": 26.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 2.325155, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.532816, "hold30_r": 3.069768 }, { "symbol": "DG", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.794872, "strategy_rank": 90.392483, "rr": 1.00707, "primary_prob": 39.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.510605, "raw_level_count": 20, "gate_level_count": 20, "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": 96.153846, "strategy_rank": 89.33544, "rr": 1.233448, "primary_prob": 32.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 56, "primary_distance_atr": 1.850172, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.202122, "hold30_r": -1.0 }, { "symbol": "EA", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.423077, "strategy_rank": 69.351757, "rr": 1.405289, "primary_prob": 29.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.107934, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.232248, "hold30_r": 1.393955 }, { "symbol": "EL", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.235043, "strategy_rank": 83.090891, "rr": 2.406021, "primary_prob": 14.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 3.609032, "raw_level_count": 20, "gate_level_count": 20, "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": 94.123932, "strategy_rank": 90.828054, "rr": 1.738178, "primary_prob": 23.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.607266, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.702739, "hold30_r": 4.380763 }, { "symbol": "F", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.662393, "strategy_rank": 76.186194, "rr": 1.099516, "primary_prob": 36.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 113, "primary_distance_atr": 1.649273, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.062441, "hold30_r": 1.302518 }, { "symbol": "FCX", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.141026, "strategy_rank": 88.785164, "rr": 1.618293, "primary_prob": 25.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.42744, "raw_level_count": 20, "gate_level_count": 20, "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": 98.611111, "strategy_rank": 97.490958, "rr": 0.897338, "primary_prob": 57.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.346008, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.872552, "hold30_r": -1.0 }, { "symbol": "FSLR", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.376068, "strategy_rank": 93.69836, "rr": 1.901898, "primary_prob": 20.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 60, "primary_distance_atr": 2.852847, "raw_level_count": 20, "gate_level_count": 20, "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": 83.974359, "strategy_rank": 75.014709, "rr": 1.586967, "primary_prob": 25.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.380451, "raw_level_count": 20, "gate_level_count": 20, "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": 83.547009, "strategy_rank": 70.969566, "rr": 1.756992, "primary_prob": 22.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.635488, "raw_level_count": 20, "gate_level_count": 20, "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": 97.75641, "strategy_rank": 96.444428, "rr": 1.80596, "primary_prob": 22.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.70894, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.78543, "hold30_r": 3.091698 }, { "symbol": "GM", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.277778, "strategy_rank": 84.805971, "rr": 1.186257, "primary_prob": 34.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.779386, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.148083, "hold30_r": 1.468649 }, { "symbol": "GNRC", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.042735, "strategy_rank": 87.672924, "rr": 1.465902, "primary_prob": 27.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 2.198853, "raw_level_count": 20, "gate_level_count": 20, "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": 92.628205, "strategy_rank": 75.405379, "rr": 1.28603, "primary_prob": 31.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.929045, "raw_level_count": 20, "gate_level_count": 20, "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": 92.84188, "strategy_rank": 76.355378, "rr": 1.118339, "primary_prob": 35.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.677509, "raw_level_count": 20, "gate_level_count": 20, "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": 87.286325, "strategy_rank": 76.596692, "rr": 1.645227, "primary_prob": 24.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.46784, "raw_level_count": 20, "gate_level_count": 20, "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": 88.782051, "strategy_rank": 73.961737, "rr": 1.302028, "primary_prob": 31.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 64, "primary_distance_atr": 1.953042, "raw_level_count": 20, "gate_level_count": 20, "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": 95.512821, "strategy_rank": 89.014791, "rr": 1.543121, "primary_prob": 26.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.314681, "raw_level_count": 20, "gate_level_count": 20, "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": 86.752137, "strategy_rank": 73.085087, "rr": 1.918625, "primary_prob": 20.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 59, "primary_distance_atr": 2.877937, "raw_level_count": 20, "gate_level_count": 20, "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": 80.021368, "strategy_rank": 70.838863, "rr": 1.594374, "primary_prob": 25.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.39156, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.556307, "hold30_r": 3.582075 }, { "symbol": "HWM", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.491453, "strategy_rank": 78.552128, "rr": 1.004223, "primary_prob": 39.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.506335, "raw_level_count": 20, "gate_level_count": 20, "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": 84.82906, "strategy_rank": 82.336585, "rr": 1.777815, "primary_prob": 22.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.666722, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.748507, "hold30_r": 2.523827 }, { "symbol": "IDXX", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.25641, "strategy_rank": 79.978313, "rr": 1.656096, "primary_prob": 24.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 64, "primary_distance_atr": 2.484145, "raw_level_count": 20, "gate_level_count": 20, "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": 85.470085, "strategy_rank": 79.263425, "rr": 1.279741, "primary_prob": 31.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.919612, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.238873, "hold30_r": 0.701092 }, { "symbol": "INTC", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.581197, "strategy_rank": 96.934479, "rr": 1.83096, "primary_prob": 21.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.74644, "raw_level_count": 20, "gate_level_count": 20, "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": 84.188034, "strategy_rank": 78.205904, "rr": 1.593285, "primary_prob": 25.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 2.389927, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.56463, "hold30_r": 1.544883 }, { "symbol": "JBHT", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.012821, "strategy_rank": 83.178345, "rr": 1.813333, "primary_prob": 22.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.719999, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.779709, "hold30_r": 4.190227 }, { "symbol": "JBL", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.41453, "strategy_rank": 89.279285, "rr": 1.606747, "primary_prob": 25.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.41012, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.574406, "hold30_r": 5.815866 }, { "symbol": "JCI", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.705128, "strategy_rank": 76.044283, "rr": 1.495577, "primary_prob": 27.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.243365, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.451119, "hold30_r": 2.257745 }, { "symbol": "JNJ", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.918803, "strategy_rank": 64.347538, "rr": 1.172963, "primary_prob": 34.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.759445, "raw_level_count": 20, "gate_level_count": 20, "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": 93.589744, "strategy_rank": 92.791369, "rr": 1.620174, "primary_prob": 25.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.430261, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.59256, "hold30_r": 4.685295 }, { "symbol": "LHX", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.346154, "strategy_rank": 77.549565, "rr": 0.963908, "primary_prob": 40.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.445861, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.917136, "hold30_r": -1.07756 }, { "symbol": "LITE", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.679487, "strategy_rank": 99.67959, "rr": 1.613013, "primary_prob": 40.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.419519, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.598929, "hold30_r": 2.683061 }, { "symbol": "LMT", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.401709, "strategy_rank": 68.622285, "rr": 1.321083, "primary_prob": 30.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.981624, "raw_level_count": 20, "gate_level_count": 20, "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": 97.542735, "strategy_rank": 96.486958, "rr": 1.594656, "primary_prob": 25.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.391984, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.570024, "hold30_r": 2.743463 }, { "symbol": "LUV", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.713675, "strategy_rank": 88.005763, "rr": 1.86508, "primary_prob": 21.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 2.79762, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.022603, "hold30_r": -0.160411 }, { "symbol": "MCK", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.773504, "strategy_rank": 83.739852, "rr": 1.026222, "primary_prob": 53.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.539333, "raw_level_count": 20, "gate_level_count": 20, "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": 81.410256, "strategy_rank": 66.144063, "rr": 1.77055, "primary_prob": 22.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.655825, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.731306, "hold30_r": 0.873955 }, { "symbol": "MNST", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.209402, "strategy_rank": 67.441245, "rr": 1.362076, "primary_prob": 30.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.043114, "raw_level_count": 20, "gate_level_count": 20, "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": 89.850427, "strategy_rank": 89.085267, "rr": 1.650835, "primary_prob": 24.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.476252, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.624515, "hold30_r": 6.688596 }, { "symbol": "NEM", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.183761, "strategy_rank": 96.135249, "rr": 0.823944, "primary_prob": 45.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.235915, "raw_level_count": 20, "gate_level_count": 20, "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": 90.064103, "strategy_rank": 74.66707, "rr": 0.976259, "primary_prob": 39.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.464389, "raw_level_count": 20, "gate_level_count": 20, "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": 86.538462, "strategy_rank": 85.422174, "rr": 1.574094, "primary_prob": 25.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.361141, "raw_level_count": 20, "gate_level_count": 20, "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": 80.876068, "strategy_rank": 83.155404, "rr": 1.581703, "primary_prob": 25.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 94, "primary_distance_atr": 2.372555, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.553732, "hold30_r": 9.4327 }, { "symbol": "PH", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.799145, "strategy_rank": 65.899637, "rr": 1.096187, "primary_prob": 36.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.64428, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.052381, "hold30_r": 2.079395 }, { "symbol": "RCL", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.623932, "strategy_rank": 84.479335, "rr": 0.782436, "primary_prob": 46.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 1.173654, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.759374, "hold30_r": -0.578382 }, { "symbol": "ROL", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.448718, "strategy_rank": 68.000335, "rr": 1.928886, "primary_prob": 20.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.893329, "raw_level_count": 20, "gate_level_count": 20, "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": 85.683761, "strategy_rank": 66.990372, "rr": 0.892753, "primary_prob": 42.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.33913, "raw_level_count": 20, "gate_level_count": 20, "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": 88.354701, "strategy_rank": 70.877106, "rr": 0.768868, "primary_prob": 47.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.153302, "raw_level_count": 20, "gate_level_count": 20, "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": 99.252137, "strategy_rank": 96.947147, "rr": 1.62979, "primary_prob": 24.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.444685, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.605776, "hold30_r": 1.472862 }, { "symbol": "STLD", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.897436, "strategy_rank": 80.747202, "rr": 1.699497, "primary_prob": 23.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.549245, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.66751, "hold30_r": 5.103543 }, { "symbol": "STX", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.038462, "strategy_rank": 98.910701, "rr": 1.758365, "primary_prob": 22.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.637548, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.737864, "hold30_r": 5.667467 }, { "symbol": "TEL", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.051282, "strategy_rank": 76.037818, "rr": 0.855505, "primary_prob": 43.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.283258, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.824863, "hold30_r": 0.776775 }, { "symbol": "TER", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.397436, "strategy_rank": 97.885676, "rr": 1.91285, "primary_prob": 20.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.869275, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.89158, "hold30_r": 4.291589 }, { "symbol": "TKO", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.478632, "strategy_rank": 74.73611, "rr": 1.651058, "primary_prob": 24.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.476587, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.034066, "hold30_r": -1.0 }, { "symbol": "TPR", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.871795, "strategy_rank": 89.174397, "rr": 1.190155, "primary_prob": 33.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.785233, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.155182, "hold30_r": 0.537763 }, { "symbol": "TSLA", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.089744, "strategy_rank": 81.768157, "rr": 1.822753, "primary_prob": 21.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 53, "primary_distance_atr": 2.73413, "raw_level_count": 20, "gate_level_count": 20, "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": 95.08547, "strategy_rank": 88.77968, "rr": 1.760219, "primary_prob": 22.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.640329, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.027894, "hold30_r": 0.102576 }, { "symbol": "VTRS", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.987179, "strategy_rank": 83.537237, "rr": 1.72827, "primary_prob": 23.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 2.592405, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.691687, "hold30_r": 1.760087 }, { "symbol": "WDC", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.465812, "strategy_rank": 99.273881, "rr": 1.068909, "primary_prob": 52.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.603364, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.049876, "hold30_r": 4.489088 }, { "symbol": "WELL", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.324786, "strategy_rank": 63.789143, "rr": 0.696763, "primary_prob": 50.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.045144, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.633966, "hold30_r": -1.0 }, { "symbol": "WMT", "date": "2026-03-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.5, "strategy_rank": 68.453842, "rr": 1.26696, "primary_prob": 32.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.900441, "raw_level_count": 20, "gate_level_count": 20, "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": 97.371188, "strategy_rank": 95.733361, "rr": 0.899852, "primary_prob": 42.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.349778, "raw_level_count": 20, "gate_level_count": 20, "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": 97.791798, "strategy_rank": 89.000477, "rr": 1.227851, "primary_prob": 33.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.841777, "raw_level_count": 20, "gate_level_count": 20, "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": 88.958991, "strategy_rank": 91.641041, "rr": 1.482632, "primary_prob": 27.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.223948, "raw_level_count": 20, "gate_level_count": 20, "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": 82.54469, "strategy_rank": 74.892627, "rr": 1.71868, "primary_prob": 23.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.57802, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.676228, "hold30_r": 6.008348 }, { "symbol": "ADM", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.328076, "strategy_rank": 74.592258, "rr": 1.527888, "primary_prob": 26.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 2.291832, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.489059, "hold30_r": 2.963354 }, { "symbol": "ALB", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.478444, "strategy_rank": 95.637432, "rr": 0.992924, "primary_prob": 39.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 1.489386, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.970547, "hold30_r": 2.426956 }, { "symbol": "AMAT", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.319664, "strategy_rank": 94.114941, "rr": 1.328476, "primary_prob": 30.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.992714, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.030832, "hold30_r": -1.0 }, { "symbol": "AMD", "date": "2026-03-20", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 91.167192, "strategy_rank": 93.092245, "rr": 2.062867, "primary_prob": 33.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 3.0943, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.033784, "hold30_r": 10.127012 }, { "symbol": "ANET", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.225026, "strategy_rank": 87.458359, "rr": 1.771358, "primary_prob": 22.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.657037, "raw_level_count": 20, "gate_level_count": 20, "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": 96.109359, "strategy_rank": 93.337475, "rr": 1.610332, "primary_prob": 25.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.415498, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.585541, "hold30_r": 1.39761 }, { "symbol": "AVGO", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.173502, "strategy_rank": 85.335737, "rr": 1.93488, "primary_prob": 20.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 2.90232, "raw_level_count": 20, "gate_level_count": 20, "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": 92.429022, "strategy_rank": 82.315862, "rr": 0.909603, "primary_prob": 42.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.364405, "raw_level_count": 20, "gate_level_count": 20, "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": 81.28286, "strategy_rank": 77.097582, "rr": 1.806336, "primary_prob": 22.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 55, "primary_distance_atr": 2.709503, "raw_level_count": 20, "gate_level_count": 20, "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": 84.121977, "strategy_rank": 75.744628, "rr": 1.644442, "primary_prob": 24.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.466663, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.604928, "hold30_r": 2.906159 }, { "symbol": "CAH", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.321767, "strategy_rank": 86.50843, "rr": 1.411321, "primary_prob": 28.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.116981, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.050188, "hold30_r": -1.0 }, { "symbol": "CASY", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.480547, "strategy_rank": 72.495206, "rr": 0.824065, "primary_prob": 45.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.236098, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.778547, "hold30_r": 6.659042 }, { "symbol": "CAT", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.899054, "strategy_rank": 88.904548, "rr": 1.65323, "primary_prob": 24.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.479844, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.616765, "hold30_r": 5.192183 }, { "symbol": "CBOE", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.276551, "strategy_rank": 64.938124, "rr": 1.534178, "primary_prob": 26.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.301268, "raw_level_count": 20, "gate_level_count": 20, "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": 81.913775, "strategy_rank": 81.950987, "rr": 0.990064, "primary_prob": 54.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.485096, "raw_level_count": 20, "gate_level_count": 20, "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": 82.334385, "strategy_rank": 72.665582, "rr": 1.376711, "primary_prob": 29.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.065066, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.334467, "hold30_r": 2.422626 }, { "symbol": "CHRW", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.742376, "strategy_rank": 92.128487, "rr": 1.702618, "primary_prob": 23.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.553927, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.66912, "hold30_r": -0.757711 }, { "symbol": "CMI", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.746583, "strategy_rank": 83.438574, "rr": 1.153815, "primary_prob": 34.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.730723, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.113083, "hold30_r": 4.702384 }, { "symbol": "COHR", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.212408, "strategy_rank": 98.307509, "rr": 0.766233, "primary_prob": 62.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.14935, "raw_level_count": 20, "gate_level_count": 20, "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": 88.538381, "strategy_rank": 74.802497, "rr": 1.213781, "primary_prob": 33.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.820671, "raw_level_count": 20, "gate_level_count": 20, "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": 90.956887, "strategy_rank": 92.818981, "rr": 0.743989, "primary_prob": 48.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 1.115983, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.726795, "hold30_r": 2.911041 }, { "symbol": "DG", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.740273, "strategy_rank": 90.911469, "rr": 0.756981, "primary_prob": 47.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 1.135472, "raw_level_count": 20, "gate_level_count": 20, "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": 96.950578, "strategy_rank": 90.932632, "rr": 1.427389, "primary_prob": 28.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 58, "primary_distance_atr": 2.141084, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.03023, "hold30_r": -1.0 }, { "symbol": "EA", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.066246, "strategy_rank": 67.721582, "rr": 0.977721, "primary_prob": 39.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 1.466582, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.778298, "hold30_r": 0.65145 }, { "symbol": "EL", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.855941, "strategy_rank": 87.773949, "rr": 3.05942, "primary_prob": 9.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 4.58913, "raw_level_count": 20, "gate_level_count": 20, "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": 94.532072, "strategy_rank": 91.603122, "rr": 1.350553, "primary_prob": 30.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.02583, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.314702, "hold30_r": 4.582703 }, { "symbol": "FCX", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.072555, "strategy_rank": 84.198268, "rr": 1.65538, "primary_prob": 24.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.483071, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.632527, "hold30_r": 0.763384 }, { "symbol": "FDX", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.332282, "strategy_rank": 67.41495, "rr": 1.72944, "primary_prob": 23.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.59416, "raw_level_count": 20, "gate_level_count": 20, "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": 80.651945, "strategy_rank": 56.708463, "rr": 0.68412, "primary_prob": 50.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.02618, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.617412, "hold30_r": -1.0 }, { "symbol": "FIX", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.843323, "strategy_rank": 97.709234, "rr": 0.999794, "primary_prob": 39.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.499692, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.974545, "hold30_r": 4.979999 }, { "symbol": "FSLR", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.268139, "strategy_rank": 94.954504, "rr": 1.521581, "primary_prob": 26.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 2.282371, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.493982, "hold30_r": 1.328982 }, { "symbol": "GE", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.486856, "strategy_rank": 77.816429, "rr": 1.601395, "primary_prob": 25.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.402093, "raw_level_count": 20, "gate_level_count": 20, "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": 85.804416, "strategy_rank": 72.573596, "rr": 1.353662, "primary_prob": 30.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.030493, "raw_level_count": 20, "gate_level_count": 20, "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": 97.581493, "strategy_rank": 96.447802, "rr": 1.634454, "primary_prob": 24.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.451681, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.614506, "hold30_r": 2.832587 }, { "symbol": "GM", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.536278, "strategy_rank": 85.245142, "rr": 1.205111, "primary_prob": 33.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.807667, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.162089, "hold30_r": 0.85383 }, { "symbol": "GNRC", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.905363, "strategy_rank": 91.137535, "rr": 1.722943, "primary_prob": 23.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 2.584415, "raw_level_count": 20, "gate_level_count": 20, "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": 92.849632, "strategy_rank": 75.299364, "rr": 1.628645, "primary_prob": 24.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.442967, "raw_level_count": 20, "gate_level_count": 20, "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": 93.270242, "strategy_rank": 76.476144, "rr": 1.319163, "primary_prob": 30.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 1.978744, "raw_level_count": 20, "gate_level_count": 20, "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": 84.542587, "strategy_rank": 75.156701, "rr": 1.90576, "primary_prob": 20.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.85864, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.868316, "hold30_r": 2.065182 }, { "symbol": "HAS", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.748686, "strategy_rank": 73.185004, "rr": 1.245092, "primary_prob": 32.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 56, "primary_distance_atr": 1.867638, "raw_level_count": 20, "gate_level_count": 20, "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": 92.218717, "strategy_rank": 77.189657, "rr": 1.498072, "primary_prob": 27.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.247108, "raw_level_count": 20, "gate_level_count": 20, "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": 96.529968, "strategy_rank": 90.197028, "rr": 1.950749, "primary_prob": 20.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.926123, "raw_level_count": 20, "gate_level_count": 20, "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": 84.752892, "strategy_rank": 71.333327, "rr": 1.124502, "primary_prob": 35.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 67, "primary_distance_atr": 1.686753, "raw_level_count": 20, "gate_level_count": 20, "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": 82.860147, "strategy_rank": 73.506305, "rr": 1.84263, "primary_prob": 21.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.763945, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.806828, "hold30_r": 1.514886 }, { "symbol": "HWM", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.901157, "strategy_rank": 81.108961, "rr": 1.516141, "primary_prob": 26.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.274212, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.477423, "hold30_r": 0.710868 }, { "symbol": "IBKR", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.491062, "strategy_rank": 81.700046, "rr": 1.331474, "primary_prob": 30.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 1.997212, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.299448, "hold30_r": 3.974514 }, { "symbol": "IDXX", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.911672, "strategy_rank": 79.347414, "rr": 1.72, "primary_prob": 23.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 64, "primary_distance_atr": 2.58, "raw_level_count": 20, "gate_level_count": 20, "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": 93.059937, "strategy_rank": 84.868847, "rr": 1.78383, "primary_prob": 22.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.675745, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.740964, "hold30_r": 1.501576 }, { "symbol": "INTC", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.111462, "strategy_rank": 94.964158, "rr": 1.747366, "primary_prob": 23.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.621048, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.725246, "hold30_r": 13.086775 }, { "symbol": "IVZ", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.383807, "strategy_rank": 79.30648, "rr": 1.637854, "primary_prob": 24.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 2.456781, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.60547, "hold30_r": 1.974327 }, { "symbol": "JBHT", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.014721, "strategy_rank": 85.577952, "rr": 1.921934, "primary_prob": 20.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.882901, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.886873, "hold30_r": 3.367969 }, { "symbol": "JBL", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.008412, "strategy_rank": 89.426897, "rr": 1.227145, "primary_prob": 33.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.840717, "raw_level_count": 20, "gate_level_count": 20, "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": 90.115668, "strategy_rank": 76.221724, "rr": 1.634951, "primary_prob": 24.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.452427, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.588939, "hold30_r": 2.607493 }, { "symbol": "JNJ", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.798107, "strategy_rank": 64.951952, "rr": 1.275958, "primary_prob": 31.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.913938, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.200997, "hold30_r": -1.0 }, { "symbol": "KLAC", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.690852, "strategy_rank": 92.905025, "rr": 1.564037, "primary_prob": 41.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.346056, "raw_level_count": 20, "gate_level_count": 20, "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": 92.639327, "strategy_rank": 79.280302, "rr": 1.355739, "primary_prob": 30.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.033609, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.045765, "hold30_r": -1.0 }, { "symbol": "LMT", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.117771, "strategy_rank": 71.861011, "rr": 0.722262, "primary_prob": 48.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.083393, "raw_level_count": 20, "gate_level_count": 20, "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": 98.002103, "strategy_rank": 96.994329, "rr": 1.273665, "primary_prob": 31.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.910497, "raw_level_count": 20, "gate_level_count": 20, "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": 83.280757, "strategy_rank": 85.176782, "rr": 1.806976, "primary_prob": 22.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 2.710464, "raw_level_count": 20, "gate_level_count": 20, "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": 89.589905, "strategy_rank": 82.849488, "rr": 1.371017, "primary_prob": 29.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.056525, "raw_level_count": 20, "gate_level_count": 20, "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": 80.44164, "strategy_rank": 65.447804, "rr": 1.227473, "primary_prob": 33.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 1.841209, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.185932, "hold30_r": 1.578076 }, { "symbol": "MNST", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.907466, "strategy_rank": 67.14447, "rr": 1.671203, "primary_prob": 24.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.506804, "raw_level_count": 20, "gate_level_count": 20, "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": 87.697161, "strategy_rank": 87.385912, "rr": 1.522071, "primary_prob": 26.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.283106, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.493968, "hold30_r": 6.631606 }, { "symbol": "MRNA", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.3796, "strategy_rank": 92.061519, "rr": 1.250672, "primary_prob": 32.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.876007, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.019649, "hold30_r": -1.0 }, { "symbol": "MU", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.053628, "strategy_rank": 98.549724, "rr": 0.975916, "primary_prob": 39.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.463874, "raw_level_count": 20, "gate_level_count": 20, "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": 80.231335, "strategy_rank": 60.195548, "rr": 1.542432, "primary_prob": 26.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.313648, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.489243, "hold30_r": 1.78582 }, { "symbol": "NEM", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.422713, "strategy_rank": 96.753042, "rr": 1.810201, "primary_prob": 22.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.715301, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.787608, "hold30_r": 1.477499 }, { "symbol": "NOC", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.587802, "strategy_rank": 76.30684, "rr": 1.243066, "primary_prob": 32.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.864599, "raw_level_count": 20, "gate_level_count": 20, "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": 90.325973, "strategy_rank": 89.10003, "rr": 0.702675, "primary_prob": 49.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 59, "primary_distance_atr": 1.054013, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.677764, "hold30_r": 0.770575 }, { "symbol": "PH", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.701367, "strategy_rank": 65.996419, "rr": 1.020816, "primary_prob": 38.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 1.531224, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.975147, "hold30_r": -0.680629 }, { "symbol": "PLTR", "date": "2026-03-20", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 82.12408, "strategy_rank": 85.123411, "rr": 2.235503, "primary_prob": 31.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 3.353254, "raw_level_count": 20, "gate_level_count": 20, "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": 86.645636, "strategy_rank": 76.754886, "rr": 1.135188, "primary_prob": 35.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.702782, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.09938, "hold30_r": 1.32542 }, { "symbol": "ROK", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.86225, "strategy_rank": 70.847273, "rr": 0.779432, "primary_prob": 46.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.169148, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.743094, "hold30_r": 2.312612 }, { "symbol": "RTX", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.169295, "strategy_rank": 71.998339, "rr": 1.537373, "primary_prob": 26.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.30606, "raw_level_count": 20, "gate_level_count": 20, "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": 99.684543, "strategy_rank": 97.47876, "rr": 0.802256, "primary_prob": 45.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.203384, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.777328, "hold30_r": 1.191469 }, { "symbol": "STX", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.369085, "strategy_rank": 99.180208, "rr": 0.961815, "primary_prob": 55.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.442722, "raw_level_count": 20, "gate_level_count": 20, "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": 83.070452, "strategy_rank": 77.529569, "rr": 1.720809, "primary_prob": 23.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.581214, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.690173, "hold30_r": 0.738377 }, { "symbol": "TER", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.633018, "strategy_rank": 98.066222, "rr": 1.805465, "primary_prob": 22.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.708198, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.783172, "hold30_r": 1.78644 }, { "symbol": "TJX", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.493165, "strategy_rank": 58.053619, "rr": 1.048592, "primary_prob": 37.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.572887, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.983263, "hold30_r": -0.07166 }, { "symbol": "TKO", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.70347, "strategy_rank": 75.091589, "rr": 1.454558, "primary_prob": 28.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.181837, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.4204, "hold30_r": -0.215776 }, { "symbol": "TPR", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.057834, "strategy_rank": 89.35561, "rr": 1.409876, "primary_prob": 29.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.114813, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.373402, "hold30_r": -0.14757 }, { "symbol": "TSLA", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.963197, "strategy_rank": 84.558271, "rr": 1.076557, "primary_prob": 36.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 1.614835, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.04003, "hold30_r": -1.0 }, { "symbol": "ULTA", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.688749, "strategy_rank": 89.545149, "rr": 1.516247, "primary_prob": 26.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.274371, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.030287, "hold30_r": -0.342037 }, { "symbol": "VRT", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.160883, "strategy_rank": 96.94119, "rr": 0.678592, "primary_prob": 50.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.017888, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.654092, "hold30_r": -1.0 }, { "symbol": "VTR", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.02103, "strategy_rank": 58.787831, "rr": 1.718282, "primary_prob": 23.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.577423, "raw_level_count": 20, "gate_level_count": 20, "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": 91.377497, "strategy_rank": 82.871811, "rr": 1.518023, "primary_prob": 26.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.277034, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.481771, "hold30_r": 2.74631 }, { "symbol": "WELL", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.435331, "strategy_rank": 65.011034, "rr": 1.13992, "primary_prob": 35.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.709881, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.087336, "hold30_r": 2.844702 }, { "symbol": "WMT", "date": "2026-03-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.594111, "strategy_rank": 67.92008, "rr": 1.881114, "primary_prob": 21.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.82167, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.828434, "hold30_r": 2.502988 }, { "symbol": "WBD", "date": "2026-03-23", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.979504, "strategy_rank": 86.118411, "rr": 1.3863, "primary_prob": 29.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.079451, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.089586, "hold30_r": -1.0 }, { "symbol": "SNDK", "date": "2026-03-26", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.892125, "strategy_rank": 99.89216, "rr": 1.879972, "primary_prob": 21.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.819959, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.865406, "hold30_r": 11.58229 }, { "symbol": "ADI", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.495146, "strategy_rank": 75.35393, "rr": 1.888967, "primary_prob": 20.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.83345, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.84602, "hold30_r": 8.052468 }, { "symbol": "ADM", "date": "2026-03-27", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 85.544768, "strategy_rank": 73.038665, "rr": 3.062681, "primary_prob": 24.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 59, "primary_distance_atr": 4.594022, "raw_level_count": 20, "gate_level_count": 20, "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": 81.877023, "strategy_rank": 59.512192, "rr": 0.838608, "primary_prob": 44.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.257911, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.771663, "hold30_r": 0.154369 }, { "symbol": "ALB", "date": "2026-03-27", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 96.763754, "strategy_rank": 96.376869, "rr": 2.38109, "primary_prob": 30.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 65, "primary_distance_atr": 3.571635, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.355899, "hold30_r": 2.143564 }, { "symbol": "AMAT", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.22438, "strategy_rank": 94.188962, "rr": 0.726641, "primary_prob": 48.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.089962, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.699683, "hold30_r": 4.255617 }, { "symbol": "AMD", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.536138, "strategy_rank": 91.834779, "rr": 1.912035, "primary_prob": 20.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.868052, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.88435, "hold30_r": 17.598503 }, { "symbol": "ANET", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.466019, "strategy_rank": 86.378369, "rr": 1.277619, "primary_prob": 31.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 50, "primary_distance_atr": 1.916428, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.251579, "hold30_r": 1.688255 }, { "symbol": "APH", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.361381, "strategy_rank": 92.841329, "rr": 1.328404, "primary_prob": 30.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 1.992607, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.302695, "hold30_r": -0.119582 }, { "symbol": "AVGO", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.133765, "strategy_rank": 87.555704, "rr": 1.600949, "primary_prob": 25.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.401424, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.568839, "hold30_r": 6.821355 }, { "symbol": "C", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.740022, "strategy_rank": 75.019308, "rr": 1.205144, "primary_prob": 33.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.807716, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.167668, "hold30_r": 3.223048 }, { "symbol": "CAH", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.851133, "strategy_rank": 84.866052, "rr": 1.659031, "primary_prob": 24.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.488547, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.052976, "hold30_r": -1.0 }, { "symbol": "CAT", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.145631, "strategy_rank": 88.196769, "rr": 1.318434, "primary_prob": 30.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.977652, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.279601, "hold30_r": 6.460773 }, { "symbol": "CBOE", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.918015, "strategy_rank": 65.551231, "rr": 1.630597, "primary_prob": 24.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.445896, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.57984, "hold30_r": 7.202685 }, { "symbol": "CHRW", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.066882, "strategy_rank": 91.579576, "rr": 1.808394, "primary_prob": 22.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.712591, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.775117, "hold30_r": 0.866068 }, { "symbol": "CIEN", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.029126, "strategy_rank": 98.350561, "rr": 0.808818, "primary_prob": 60.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.213227, "raw_level_count": 20, "gate_level_count": 20, "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": 89.751888, "strategy_rank": 83.095718, "rr": 1.542163, "primary_prob": 26.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.313245, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.502342, "hold30_r": 6.82744 }, { "symbol": "COHR", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.950378, "strategy_rank": 98.015695, "rr": 1.524413, "primary_prob": 26.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.286619, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.509528, "hold30_r": 4.163438 }, { "symbol": "COR", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.702265, "strategy_rank": 72.350637, "rr": 1.315448, "primary_prob": 31.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.973172, "raw_level_count": 20, "gate_level_count": 20, "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": 81.445523, "strategy_rank": 61.149797, "rr": 1.774293, "primary_prob": 22.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.66144, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.714621, "hold30_r": 3.813177 }, { "symbol": "CVNA", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.623517, "strategy_rank": 89.601979, "rr": 1.777247, "primary_prob": 22.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 2.665871, "raw_level_count": 20, "gate_level_count": 20, "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": 96.00863, "strategy_rank": 90.38492, "rr": 1.868588, "primary_prob": 21.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 2.802882, "raw_level_count": 20, "gate_level_count": 20, "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": 80.151025, "strategy_rank": 62.926838, "rr": 1.630684, "primary_prob": 24.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.446026, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.572435, "hold30_r": -1.0 }, { "symbol": "DLTR", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.929881, "strategy_rank": 89.274193, "rr": 1.374638, "primary_prob": 29.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 58, "primary_distance_atr": 2.061957, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.03297, "hold30_r": -1.0 }, { "symbol": "EBAY", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.308522, "strategy_rank": 80.98881, "rr": 1.921963, "primary_prob": 20.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.882945, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.881108, "hold30_r": 4.678485 }, { "symbol": "EL", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.270766, "strategy_rank": 88.729622, "rr": 0.771507, "primary_prob": 47.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.15726, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.752907, "hold30_r": 2.146879 }, { "symbol": "EME", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.203883, "strategy_rank": 90.555218, "rr": 1.107594, "primary_prob": 36.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.661391, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.072798, "hold30_r": 4.714716 }, { "symbol": "FCX", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.25027, "strategy_rank": 84.223034, "rr": 1.859752, "primary_prob": 21.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.789628, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.833244, "hold30_r": 1.916007 }, { "symbol": "FDX", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.113269, "strategy_rank": 67.790495, "rr": 1.94356, "primary_prob": 20.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.91534, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.899094, "hold30_r": 2.257729 }, { "symbol": "FIX", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.381877, "strategy_rank": 97.31559, "rr": 0.88932, "primary_prob": 42.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.333981, "raw_level_count": 20, "gate_level_count": 20, "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": 92.125135, "strategy_rank": 92.515612, "rr": 1.774575, "primary_prob": 22.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 2.661863, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.746188, "hold30_r": 3.20586 }, { "symbol": "GE", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.055016, "strategy_rank": 77.231615, "rr": 1.946071, "primary_prob": 20.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.919107, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.908885, "hold30_r": 1.180744 }, { "symbol": "GILD", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.014024, "strategy_rank": 68.250765, "rr": 1.080519, "primary_prob": 36.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.620778, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.027943, "hold30_r": -1.067184 }, { "symbol": "GLW", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.734628, "strategy_rank": 96.765533, "rr": 1.635676, "primary_prob": 24.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.453513, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.61521, "hold30_r": 5.279003 }, { "symbol": "GM", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.565264, "strategy_rank": 83.978444, "rr": 1.100367, "primary_prob": 36.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.650551, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.05928, "hold30_r": 0.650255 }, { "symbol": "GNRC", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.183387, "strategy_rank": 90.703802, "rr": 1.833246, "primary_prob": 21.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 2.749869, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.809413, "hold30_r": 4.720089 }, { "symbol": "GOOG", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.772384, "strategy_rank": 76.222996, "rr": 1.432444, "primary_prob": 28.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.148665, "raw_level_count": 20, "gate_level_count": 20, "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": 93.419633, "strategy_rank": 77.451933, "rr": 1.266085, "primary_prob": 32.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.899127, "raw_level_count": 20, "gate_level_count": 20, "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": 82.955771, "strategy_rank": 74.038867, "rr": 1.364587, "primary_prob": 29.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.04688, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.326878, "hold30_r": 3.333885 }, { "symbol": "HAS", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.760518, "strategy_rank": 71.056069, "rr": 1.905067, "primary_prob": 20.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 56, "primary_distance_atr": 2.857601, "raw_level_count": 20, "gate_level_count": 20, "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": 91.370011, "strategy_rank": 76.146508, "rr": 1.695643, "primary_prob": 23.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.543465, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.650775, "hold30_r": -1.989773 }, { "symbol": "HII", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.440129, "strategy_rank": 90.428349, "rr": 1.793998, "primary_prob": 22.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.690996, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.033765, "hold30_r": -1.0 }, { "symbol": "HSY", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.486516, "strategy_rank": 73.104785, "rr": 1.473672, "primary_prob": 27.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 102, "primary_distance_atr": 2.210508, "raw_level_count": 20, "gate_level_count": 20, "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": 81.229773, "strategy_rank": 72.992307, "rr": 1.618928, "primary_prob": 25.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.428392, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.583324, "hold30_r": 0.340144 }, { "symbol": "HWM", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.635383, "strategy_rank": 81.44994, "rr": 1.828867, "primary_prob": 21.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.743301, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.789946, "hold30_r": 3.900673 }, { "symbol": "IBKR", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.681769, "strategy_rank": 83.070342, "rr": 1.561767, "primary_prob": 26.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.34265, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.531898, "hold30_r": 4.817567 }, { "symbol": "IDXX", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.839266, "strategy_rank": 80.927573, "rr": 1.596958, "primary_prob": 25.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.395438, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.554313, "hold30_r": -1.0 }, { "symbol": "INCY", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.585761, "strategy_rank": 82.989343, "rr": 1.193205, "primary_prob": 33.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.789808, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.149535, "hold30_r": 2.422923 }, { "symbol": "INTC", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.714132, "strategy_rank": 95.200754, "rr": 0.966519, "primary_prob": 40.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 70, "primary_distance_atr": 1.449778, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.943706, "hold30_r": 22.826087 }, { "symbol": "IVZ", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.407767, "strategy_rank": 80.108282, "rr": 1.70885, "primary_prob": 23.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 2.563275, "raw_level_count": 20, "gate_level_count": 20, "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": 84.03452, "strategy_rank": 84.007354, "rr": 1.524577, "primary_prob": 26.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.286866, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.486021, "hold30_r": 3.296951 }, { "symbol": "JBL", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.80151, "strategy_rank": 89.056316, "rr": 0.90275, "primary_prob": 42.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.354125, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.874666, "hold30_r": 5.600641 }, { "symbol": "JCI", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.967638, "strategy_rank": 77.039846, "rr": 1.276562, "primary_prob": 31.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.914842, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.232614, "hold30_r": 1.755707 }, { "symbol": "JNJ", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.830636, "strategy_rank": 64.227997, "rr": 1.367487, "primary_prob": 29.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.051231, "raw_level_count": 20, "gate_level_count": 20, "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": 92.988134, "strategy_rank": 91.471004, "rr": 1.804538, "primary_prob": 22.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.706807, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.773999, "hold30_r": 4.776835 }, { "symbol": "KLAC", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.282632, "strategy_rank": 93.08836, "rr": 0.67769, "primary_prob": 50.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.016536, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.649631, "hold30_r": 3.907902 }, { "symbol": "LHX", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.556634, "strategy_rank": 79.272403, "rr": 1.363605, "primary_prob": 29.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.045408, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.316376, "hold30_r": -1.0 }, { "symbol": "LITE", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.676375, "strategy_rank": 99.67648, "rr": 0.853852, "primary_prob": 43.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.280778, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.840016, "hold30_r": 3.449125 }, { "symbol": "LMT", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.349515, "strategy_rank": 72.221815, "rr": 1.941729, "primary_prob": 20.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.912593, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.049233, "hold30_r": -1.0 }, { "symbol": "LRCX", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.087379, "strategy_rank": 96.183148, "rr": 1.540789, "primary_prob": 26.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.311183, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.517741, "hold30_r": 4.613753 }, { "symbol": "MCK", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.399137, "strategy_rank": 81.609137, "rr": 1.058107, "primary_prob": 37.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.587161, "raw_level_count": 20, "gate_level_count": 20, "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": 81.661273, "strategy_rank": 67.055132, "rr": 1.664303, "primary_prob": 24.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 83, "primary_distance_atr": 2.496455, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.621292, "hold30_r": 0.566514 }, { "symbol": "MNST", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.212513, "strategy_rank": 67.782811, "rr": 1.484239, "primary_prob": 27.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.226359, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.430458, "hold30_r": 5.458221 }, { "symbol": "MPWR", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.996764, "strategy_rank": 88.515407, "rr": 1.822575, "primary_prob": 21.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.733863, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.793413, "hold30_r": 8.420363 }, { "symbol": "MRK", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.092772, "strategy_rank": 71.074854, "rr": 1.781011, "primary_prob": 22.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 59, "primary_distance_atr": 2.671516, "raw_level_count": 20, "gate_level_count": 20, "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": 92.340885, "strategy_rank": 93.95974, "rr": 1.691747, "primary_prob": 23.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.537621, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.020056, "hold30_r": -1.0 }, { "symbol": "MU", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.597627, "strategy_rank": 98.113166, "rr": 1.588463, "primary_prob": 25.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.382694, "raw_level_count": 20, "gate_level_count": 20, "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": 80.582524, "strategy_rank": 59.996129, "rr": 1.051742, "primary_prob": 37.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.577613, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.993321, "hold30_r": 1.099393 }, { "symbol": "NEM", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.518878, "strategy_rank": 96.032611, "rr": 1.814112, "primary_prob": 22.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.721168, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.788251, "hold30_r": 2.351779 }, { "symbol": "NOC", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.781014, "strategy_rank": 74.657486, "rr": 1.527492, "primary_prob": 26.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.291238, "raw_level_count": 20, "gate_level_count": 20, "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": 91.154261, "strategy_rank": 89.476086, "rr": 1.327547, "primary_prob": 30.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 1.991321, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.30006, "hold30_r": -1.0 }, { "symbol": "PH", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.171521, "strategy_rank": 65.91403, "rr": 1.129996, "primary_prob": 35.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.694993, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.086304, "hold30_r": -0.346216 }, { "symbol": "PWR", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.79288, "strategy_rank": 88.97312, "rr": 0.676102, "primary_prob": 50.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.014154, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.641133, "hold30_r": 7.356541 }, { "symbol": "RL", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.897519, "strategy_rank": 75.462746, "rr": 1.236258, "primary_prob": 32.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.854387, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.200964, "hold30_r": 0.822553 }, { "symbol": "ROK", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.366775, "strategy_rank": 70.125277, "rr": 1.758927, "primary_prob": 22.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.63839, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.719391, "hold30_r": 5.914078 }, { "symbol": "RTX", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.976268, "strategy_rank": 69.78468, "rr": 1.856238, "primary_prob": 21.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.784357, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.805365, "hold30_r": -1.0 }, { "symbol": "SATS", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.244876, "strategy_rank": 97.305465, "rr": 0.78854, "primary_prob": 61.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.18281, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.765353, "hold30_r": 1.401782 }, { "symbol": "STX", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.813376, "strategy_rank": 98.68445, "rr": 1.704965, "primary_prob": 23.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.557448, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.686307, "hold30_r": 11.142284 }, { "symbol": "TEL", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.524272, "strategy_rank": 77.260525, "rr": 0.709958, "primary_prob": 49.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.064938, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.675808, "hold30_r": 0.336197 }, { "symbol": "TER", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.166127, "strategy_rank": 97.487841, "rr": 1.555975, "primary_prob": 26.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.333962, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.534241, "hold30_r": 2.611157 }, { "symbol": "TJX", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.798274, "strategy_rank": 57.496292, "rr": 1.007019, "primary_prob": 39.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.510528, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.942405, "hold30_r": -1.0 }, { "symbol": "TKO", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.81877, "strategy_rank": 76.033053, "rr": 1.418547, "primary_prob": 28.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.12782, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.383287, "hold30_r": -0.437947 }, { "symbol": "TPR", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.577131, "strategy_rank": 89.274681, "rr": 1.629217, "primary_prob": 24.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.443825, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.594232, "hold30_r": -1.0 }, { "symbol": "ULTA", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.498382, "strategy_rank": 88.648867, "rr": 1.650355, "primary_prob": 24.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.475533, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.618205, "hold30_r": 0.051657 }, { "symbol": "VRT", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.303128, "strategy_rank": 96.948397, "rr": 1.109656, "primary_prob": 36.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.664484, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.086557, "hold30_r": 5.375157 }, { "symbol": "VTRS", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.614887, "strategy_rank": 81.889472, "rr": 1.92458, "primary_prob": 20.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 39, "primary_distance_atr": 2.886871, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.884571, "hold30_r": 5.932398 }, { "symbol": "WDC", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.460626, "strategy_rank": 99.202179, "rr": 0.710658, "primary_prob": 49.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.065988, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.693243, "hold30_r": 7.605738 }, { "symbol": "WELL", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.329018, "strategy_rank": 63.577296, "rr": 1.238726, "primary_prob": 32.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.858089, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.182754, "hold30_r": 2.726136 }, { "symbol": "WMT", "date": "2026-03-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.192017, "strategy_rank": 67.931395, "rr": 1.097638, "primary_prob": 36.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.646456, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.03937, "hold30_r": 1.114233 }, { "symbol": "GEV", "date": "2026-03-30", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.333333, "strategy_rank": 75.47619, "rr": 1.770689, "primary_prob": 22.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.656033, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.744445, "hold30_r": 4.087841 }, { "symbol": "ADI", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.03652, "strategy_rank": 77.23521, "rr": 1.967182, "primary_prob": 34.89, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.950773, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.924389, "hold30_r": 5.962267 }, { "symbol": "ADM", "date": "2026-04-06", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 86.895811, "strategy_rank": 73.785267, "rr": 2.913662, "primary_prob": 25.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 59, "primary_distance_atr": 4.370494, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.431888, "hold30_r": -1.387241 }, { "symbol": "ALB", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.422127, "strategy_rank": 97.005778, "rr": 1.821407, "primary_prob": 21.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 2.73211, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.797246, "hold30_r": 0.189206 }, { "symbol": "AMAT", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.992481, "strategy_rank": 94.80792, "rr": 0.760683, "primary_prob": 62.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.141024, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.7324, "hold30_r": 2.444346 }, { "symbol": "AMD", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.01826, "strategy_rank": 94.437541, "rr": 1.983637, "primary_prob": 34.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.975456, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.955424, "hold30_r": 12.865385 }, { "symbol": "ANET", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.192266, "strategy_rank": 91.390857, "rr": 0.697439, "primary_prob": 49.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 50, "primary_distance_atr": 1.046158, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.669798, "hold30_r": 1.69242 }, { "symbol": "APA", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.606874, "strategy_rank": 85.487513, "rr": 1.508676, "primary_prob": 42.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.263014, "raw_level_count": 20, "gate_level_count": 20, "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": 95.596133, "strategy_rank": 93.283853, "rr": 1.836682, "primary_prob": 21.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.755023, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.808884, "hold30_r": -0.524138 }, { "symbol": "APP", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.803437, "strategy_rank": 94.737326, "rr": 1.362649, "primary_prob": 30.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.043974, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.019817, "hold30_r": -1.0 }, { "symbol": "AVGO", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.588614, "strategy_rank": 90.760583, "rr": 1.929416, "primary_prob": 20.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 2.894123, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.894637, "hold30_r": 5.877701 }, { "symbol": "BIIB", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.110634, "strategy_rank": 78.983874, "rr": 1.051657, "primary_prob": 37.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 1.577485, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.014544, "hold30_r": 2.10719 }, { "symbol": "C", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.599356, "strategy_rank": 75.054276, "rr": 0.98641, "primary_prob": 54.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.479615, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.94525, "hold30_r": 0.885545 }, { "symbol": "CAH", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.447905, "strategy_rank": 84.481058, "rr": 0.95392, "primary_prob": 40.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.43088, "raw_level_count": 20, "gate_level_count": 20, "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": 96.025779, "strategy_rank": 90.240553, "rr": 1.348015, "primary_prob": 45.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.022023, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.311215, "hold30_r": 3.640733 }, { "symbol": "CF", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.077336, "strategy_rank": 86.348669, "rr": 0.844368, "primary_prob": 59.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.266553, "raw_level_count": 20, "gate_level_count": 20, "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": 95.38131, "strategy_rank": 92.49039, "rr": 1.944221, "primary_prob": 20.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.916331, "raw_level_count": 20, "gate_level_count": 20, "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": 83.243824, "strategy_rank": 61.518265, "rr": 1.704428, "primary_prob": 23.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.556642, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.063655, "hold30_r": -1.0 }, { "symbol": "CMI", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.795918, "strategy_rank": 83.532384, "rr": 1.993522, "primary_prob": 34.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.990283, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.953614, "hold30_r": 4.550433 }, { "symbol": "COHR", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.925886, "strategy_rank": 98.862268, "rr": 0.788679, "primary_prob": 61.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.183019, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.773571, "hold30_r": 3.269954 }, { "symbol": "COR", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.647691, "strategy_rank": 72.092933, "rr": 1.741505, "primary_prob": 23.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.612258, "raw_level_count": 20, "gate_level_count": 20, "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": 81.954887, "strategy_rank": 60.551701, "rr": 1.04132, "primary_prob": 52.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.56198, "raw_level_count": 20, "gate_level_count": 20, "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": 81.740064, "strategy_rank": 85.803254, "rr": 0.771617, "primary_prob": 62.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.157425, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.743102, "hold30_r": 5.338899 }, { "symbol": "DG", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.240602, "strategy_rank": 90.873244, "rr": 0.757298, "primary_prob": 47.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 1.135947, "raw_level_count": 20, "gate_level_count": 20, "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": 90.440387, "strategy_rank": 86.073544, "rr": 1.776407, "primary_prob": 22.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 2.66461, "raw_level_count": 20, "gate_level_count": 20, "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": 94.092374, "strategy_rank": 91.523826, "rr": 1.302727, "primary_prob": 46.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.95409, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.26926, "hold30_r": 2.642961 }, { "symbol": "EXPE", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.384533, "strategy_rank": 86.061456, "rr": 0.818309, "primary_prob": 45.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.227463, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.791287, "hold30_r": -0.828791 }, { "symbol": "FCX", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.432868, "strategy_rank": 86.7014, "rr": 1.717492, "primary_prob": 38.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.576238, "raw_level_count": 20, "gate_level_count": 20, "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": 86.251343, "strategy_rank": 69.121921, "rr": 1.845706, "primary_prob": 36.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.768559, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.797966, "hold30_r": 0.723741 }, { "symbol": "FSLR", "date": "2026-04-06", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 90.655209, "strategy_rank": 91.786621, "rr": 2.416746, "primary_prob": 29.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 60, "primary_distance_atr": 3.625119, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.386124, "hold30_r": 2.980447 }, { "symbol": "GE", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.614393, "strategy_rank": 79.650654, "rr": 1.45938, "primary_prob": 28.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.18907, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.423858, "hold30_r": -1.0 }, { "symbol": "GILD", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.814178, "strategy_rank": 69.609796, "rr": 0.9671, "primary_prob": 40.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.45065, "raw_level_count": 20, "gate_level_count": 20, "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": 98.281418, "strategy_rank": 97.317893, "rr": 0.876186, "primary_prob": 58.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.314279, "raw_level_count": 20, "gate_level_count": 20, "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": 90.225564, "strategy_rank": 85.11931, "rr": 1.90957, "primary_prob": 20.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.864355, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.866591, "hold30_r": -0.096576 }, { "symbol": "GNRC", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.407089, "strategy_rank": 92.023548, "rr": 1.879553, "primary_prob": 21.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 2.81933, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.854021, "hold30_r": 3.756338 }, { "symbol": "GOOG", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.951665, "strategy_rank": 79.16713, "rr": 1.620573, "primary_prob": 40.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.43086, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.570201, "hold30_r": 8.076424 }, { "symbol": "GOOGL", "date": "2026-04-06", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 95.166488, "strategy_rank": 80.346445, "rr": 2.344971, "primary_prob": 30.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 3.517457, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.296599, "hold30_r": 7.816437 }, { "symbol": "HAS", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.962406, "strategy_rank": 72.303266, "rr": 1.292539, "primary_prob": 31.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 56, "primary_distance_atr": 1.938809, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.24847, "hold30_r": 0.804182 }, { "symbol": "HCA", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.373792, "strategy_rank": 77.07323, "rr": 1.158053, "primary_prob": 34.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.737079, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.110548, "hold30_r": -2.646562 }, { "symbol": "HII", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.207304, "strategy_rank": 91.35701, "rr": 1.955724, "primary_prob": 20.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.933586, "raw_level_count": 20, "gate_level_count": 20, "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": 88.936627, "strategy_rank": 74.281363, "rr": 1.278879, "primary_prob": 31.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 67, "primary_distance_atr": 1.918318, "raw_level_count": 20, "gate_level_count": 20, "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": 94.522019, "strategy_rank": 81.921041, "rr": 1.05407, "primary_prob": 37.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.581105, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.014947, "hold30_r": 1.688496 }, { "symbol": "IBKR", "date": "2026-04-06", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 81.203008, "strategy_rank": 80.829244, "rr": 2.122334, "primary_prob": 32.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 3.183501, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.089632, "hold30_r": 4.169943 }, { "symbol": "IDXX", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.747583, "strategy_rank": 78.840993, "rr": 1.750442, "primary_prob": 22.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 64, "primary_distance_atr": 2.625663, "raw_level_count": 20, "gate_level_count": 20, "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": 90.870032, "strategy_rank": 82.869473, "rr": 1.614499, "primary_prob": 25.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 40, "primary_distance_atr": 2.421748, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.567924, "hold30_r": 0.081013 }, { "symbol": "INTC", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.562836, "strategy_rank": 96.5972, "rr": 0.943442, "primary_prob": 55.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.415162, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.919711, "hold30_r": 13.409975 }, { "symbol": "IVZ", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.458647, "strategy_rank": 78.77475, "rr": 1.866904, "primary_prob": 21.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 2.800356, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.835, "hold30_r": 3.144391 }, { "symbol": "JBHT", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.680988, "strategy_rank": 85.853541, "rr": 1.563323, "primary_prob": 41.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.344984, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.520307, "hold30_r": 4.362517 }, { "symbol": "JCI", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.15145, "strategy_rank": 77.389938, "rr": 1.6619, "primary_prob": 24.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.49285, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.618383, "hold30_r": 0.579144 }, { "symbol": "JNJ", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.877551, "strategy_rank": 66.132292, "rr": 1.327217, "primary_prob": 30.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.990826, "raw_level_count": 20, "gate_level_count": 20, "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": 93.233083, "strategy_rank": 91.758335, "rr": 1.018176, "primary_prob": 53.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.527263, "raw_level_count": 20, "gate_level_count": 20, "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": 94.736842, "strategy_rank": 93.807751, "rr": 1.130951, "primary_prob": 50.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.696427, "raw_level_count": 20, "gate_level_count": 20, "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": 94.307197, "strategy_rank": 79.552015, "rr": 1.031404, "primary_prob": 38.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.547107, "raw_level_count": 20, "gate_level_count": 20, "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": 90.010741, "strategy_rank": 74.454464, "rr": 1.812603, "primary_prob": 22.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.718905, "raw_level_count": 20, "gate_level_count": 20, "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": 97.744361, "strategy_rank": 96.877644, "rr": 1.666941, "primary_prob": 39.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.500412, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.642713, "hold30_r": 3.146446 }, { "symbol": "LVS", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.773362, "strategy_rank": 81.042961, "rr": 1.879116, "primary_prob": 36.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 54, "primary_distance_atr": 2.818673, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.283262, "hold30_r": -1.239218 }, { "symbol": "MCK", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.39957, "strategy_rank": 80.014747, "rr": 1.169078, "primary_prob": 34.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.753618, "raw_level_count": 20, "gate_level_count": 20, "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": 83.029001, "strategy_rank": 63.29715, "rr": 1.635848, "primary_prob": 24.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.453772, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.578205, "hold30_r": 5.58859 }, { "symbol": "MPC", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.103115, "strategy_rank": 78.711409, "rr": 0.718081, "primary_prob": 64.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.077121, "raw_level_count": 20, "gate_level_count": 20, "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": 84.317938, "strategy_rank": 67.028987, "rr": 2.293801, "primary_prob": 31.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 3.440702, "raw_level_count": 20, "gate_level_count": 20, "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": 96.777658, "strategy_rank": 97.197737, "rr": 1.968972, "primary_prob": 19.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.953458, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.020988, "hold30_r": -1.0 }, { "symbol": "MU", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.24812, "strategy_rank": 98.734134, "rr": 1.512892, "primary_prob": 42.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.269338, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.494415, "hold30_r": 7.429255 }, { "symbol": "NEE", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.16971, "strategy_rank": 60.380533, "rr": 0.688325, "primary_prob": 50.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.032487, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.623224, "hold30_r": -1.0 }, { "symbol": "NEM", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.959184, "strategy_rank": 96.545705, "rr": 1.805593, "primary_prob": 37.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.708389, "raw_level_count": 20, "gate_level_count": 20, "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": 91.729323, "strategy_rank": 76.557793, "rr": 1.693086, "primary_prob": 23.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.539628, "raw_level_count": 20, "gate_level_count": 20, "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": 85.177229, "strategy_rank": 85.411842, "rr": 1.946566, "primary_prob": 20.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.919848, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.91769, "hold30_r": -1.0 }, { "symbol": "NTRS", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.128894, "strategy_rank": 65.479293, "rr": 1.977682, "primary_prob": 34.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.966523, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.930048, "hold30_r": 3.647664 }, { "symbol": "NVDA", "date": "2026-04-06", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 85.392052, "strategy_rank": 81.28569, "rr": 2.397549, "primary_prob": 30.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 3.596323, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.353746, "hold30_r": 5.508603 }, { "symbol": "PH", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.888292, "strategy_rank": 68.239489, "rr": 1.491584, "primary_prob": 27.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.237376, "raw_level_count": 20, "gate_level_count": 20, "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": 89.366273, "strategy_rank": 90.659285, "rr": 1.358667, "primary_prob": 30.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.038001, "raw_level_count": 20, "gate_level_count": 20, "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": 80.988185, "strategy_rank": 73.154752, "rr": 1.199151, "primary_prob": 48.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.798727, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.161575, "hold30_r": -1.014356 }, { "symbol": "RTX", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.581096, "strategy_rank": 72.417378, "rr": 1.68268, "primary_prob": 24.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.52402, "raw_level_count": 20, "gate_level_count": 20, "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": 83.673469, "strategy_rank": 78.603583, "rr": 1.304869, "primary_prob": 31.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.957304, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.267103, "hold30_r": 5.567679 }, { "symbol": "TEL", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.558539, "strategy_rank": 76.551749, "rr": 1.949998, "primary_prob": 35.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.924998, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.913968, "hold30_r": -1.0 }, { "symbol": "TER", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.711063, "strategy_rank": 98.165268, "rr": 0.801253, "primary_prob": 60.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.20188, "raw_level_count": 20, "gate_level_count": 20, "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": 80.343716, "strategy_rank": 73.41102, "rr": 1.467017, "primary_prob": 27.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.200526, "raw_level_count": 20, "gate_level_count": 20, "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": 95.810956, "strategy_rank": 89.704325, "rr": 1.888174, "primary_prob": 20.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.83226, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.095459, "hold30_r": -1.058967 }, { "symbol": "ULTA", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.662728, "strategy_rank": 87.750405, "rr": 0.692365, "primary_prob": 50.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.038548, "raw_level_count": 20, "gate_level_count": 20, "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": 98.496241, "strategy_rank": 97.886275, "rr": 0.729225, "primary_prob": 63.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.093838, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.706304, "hold30_r": 3.587945 }, { "symbol": "VTRS", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.158969, "strategy_rank": 82.742789, "rr": 0.677288, "primary_prob": 50.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 1.015931, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.633464, "hold30_r": 5.04902 }, { "symbol": "WELL", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.466165, "strategy_rank": 63.998985, "rr": 1.780142, "primary_prob": 22.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.670213, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.718059, "hold30_r": 1.80769 }, { "symbol": "WMT", "date": "2026-04-06", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.821697, "strategy_rank": 67.213452, "rr": 1.439845, "primary_prob": 43.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.159768, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.066264, "hold30_r": -1.0 }, { "symbol": "WBD", "date": "2026-04-07", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.174006, "strategy_rank": 85.634988, "rr": 1.857611, "primary_prob": 21.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.786417, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.115815, "hold30_r": -1.0 }, { "symbol": "HOOD", "date": "2026-04-10", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.53276, "strategy_rank": 88.369074, "rr": 1.205368, "primary_prob": 33.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.808052, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.183035, "hold30_r": 0.718182 }, { "symbol": "ADM", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.132743, "strategy_rank": 78.679013, "rr": 1.292716, "primary_prob": 31.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 79, "primary_distance_atr": 1.939073, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.040542, "hold30_r": -1.0 }, { "symbol": "ALB", "date": "2026-04-13", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 98.119469, "strategy_rank": 97.657138, "rr": 2.971695, "primary_prob": 25.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 82, "primary_distance_atr": 4.457542, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.026116, "hold30_r": -1.0 }, { "symbol": "AMD", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.588496, "strategy_rank": 93.719232, "rr": 1.008725, "primary_prob": 53.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.513088, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.975388, "hold30_r": 17.359535 }, { "symbol": "ANET", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.393805, "strategy_rank": 88.157783, "rr": 0.969544, "primary_prob": 55.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.454316, "raw_level_count": 20, "gate_level_count": 20, "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": 97.234513, "strategy_rank": 94.189987, "rr": 1.871082, "primary_prob": 21.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 2.806623, "raw_level_count": 20, "gate_level_count": 20, "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": 93.584071, "strategy_rank": 91.998916, "rr": 2.078347, "primary_prob": 33.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 3.11752, "raw_level_count": 20, "gate_level_count": 20, "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": 85.066372, "strategy_rank": 89.182222, "rr": 1.168087, "primary_prob": 34.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 1.752131, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.149327, "hold30_r": 2.174892 }, { "symbol": "AVGO", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.836283, "strategy_rank": 87.143014, "rr": 1.282911, "primary_prob": 46.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.924367, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.244749, "hold30_r": 2.123405 }, { "symbol": "BALL", "date": "2026-04-13", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 82.411504, "strategy_rank": 69.44302, "rr": 2.156109, "primary_prob": 32.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 3.234163, "raw_level_count": 20, "gate_level_count": 20, "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": 95.353982, "strategy_rank": 82.54249, "rr": 1.055053, "primary_prob": 37.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.582579, "raw_level_count": 20, "gate_level_count": 20, "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": 87.831858, "strategy_rank": 78.601506, "rr": 2.128662, "primary_prob": 17.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 55, "primary_distance_atr": 3.192993, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.088821, "hold30_r": 1.887965 }, { "symbol": "BKR", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.969027, "strategy_rank": 75.921365, "rr": 1.115763, "primary_prob": 50.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.673645, "raw_level_count": 20, "gate_level_count": 20, "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": 96.017699, "strategy_rank": 85.490535, "rr": 0.767071, "primary_prob": 47.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.150607, "raw_level_count": 20, "gate_level_count": 20, "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": 92.809735, "strategy_rank": 72.185357, "rr": 0.81845, "primary_prob": 60.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.227675, "raw_level_count": 20, "gate_level_count": 20, "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": 97.787611, "strategy_rank": 93.782453, "rr": 1.536794, "primary_prob": 26.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.305191, "raw_level_count": 20, "gate_level_count": 20, "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": 95.79646, "strategy_rank": 92.819112, "rr": 1.590609, "primary_prob": 25.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.385913, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.553689, "hold30_r": -1.0 }, { "symbol": "CME", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.960177, "strategy_rank": 62.447621, "rr": 1.642333, "primary_prob": 24.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.4635, "raw_level_count": 20, "gate_level_count": 20, "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": 85.50885, "strategy_rank": 69.458844, "rr": 0.926013, "primary_prob": 41.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 1.389019, "raw_level_count": 20, "gate_level_count": 20, "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": 81.747788, "strategy_rank": 62.190339, "rr": 1.600717, "primary_prob": 25.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.401076, "raw_level_count": 20, "gate_level_count": 20, "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": 94.911504, "strategy_rank": 90.279113, "rr": 1.586776, "primary_prob": 25.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 2.380164, "raw_level_count": 20, "gate_level_count": 20, "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": 90.818584, "strategy_rank": 86.354466, "rr": 1.238444, "primary_prob": 32.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 41, "primary_distance_atr": 1.857666, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.206655, "hold30_r": -1.0 }, { "symbol": "DVN", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.610619, "strategy_rank": 78.579089, "rr": 1.176203, "primary_prob": 34.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 73, "primary_distance_atr": 1.764304, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.541261, "hold30_r": -1.505055 }, { "symbol": "EQT", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.088496, "strategy_rank": 75.20102, "rr": 1.245772, "primary_prob": 32.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.868657, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.036178, "hold30_r": -0.467121 }, { "symbol": "ES", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.526549, "strategy_rank": 68.691101, "rr": 1.53975, "primary_prob": 26.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 2.309625, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.058996, "hold30_r": -1.0 }, { "symbol": "EVRG", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.530973, "strategy_rank": 56.702807, "rr": 0.873065, "primary_prob": 43.3, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.309598, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.077352, "hold30_r": -1.0 }, { "symbol": "FDX", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.389381, "strategy_rank": 69.881176, "rr": 1.036933, "primary_prob": 53.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.555399, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.984454, "hold30_r": -1.0 }, { "symbol": "FSLR", "date": "2026-04-13", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 85.951327, "strategy_rank": 88.609638, "rr": 3.052353, "primary_prob": 24.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 4.578529, "raw_level_count": 20, "gate_level_count": 20, "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": 88.606195, "strategy_rank": 80.964734, "rr": 1.787429, "primary_prob": 37.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.681144, "raw_level_count": 20, "gate_level_count": 20, "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": 83.185841, "strategy_rank": 68.627439, "rr": 1.20701, "primary_prob": 33.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.810514, "raw_level_count": 20, "gate_level_count": 20, "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": 89.159292, "strategy_rank": 84.431372, "rr": 1.838538, "primary_prob": 36.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.757807, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.045632, "hold30_r": -1.0 }, { "symbol": "GNRC", "date": "2026-04-13", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 90.486726, "strategy_rank": 91.353953, "rr": 2.951036, "primary_prob": 25.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 4.426554, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.921766, "hold30_r": 4.969183 }, { "symbol": "GOOG", "date": "2026-04-13", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 94.026549, "strategy_rank": 78.103352, "rr": 2.019351, "primary_prob": 34.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 3.029027, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.966238, "hold30_r": 5.460089 }, { "symbol": "GOOGL", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.469027, "strategy_rank": 79.73759, "rr": 1.669165, "primary_prob": 39.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.503747, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.618204, "hold30_r": 5.358361 }, { "symbol": "HAL", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.265487, "strategy_rank": 85.470609, "rr": 1.703355, "primary_prob": 38.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 2.555032, "raw_level_count": 20, "gate_level_count": 20, "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": 88.384956, "strategy_rank": 75.34629, "rr": 1.641033, "primary_prob": 24.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 64, "primary_distance_atr": 2.46155, "raw_level_count": 20, "gate_level_count": 20, "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": 91.814159, "strategy_rank": 76.422229, "rr": 1.481175, "primary_prob": 27.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.221763, "raw_level_count": 20, "gate_level_count": 20, "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": 97.566372, "strategy_rank": 91.508381, "rr": 1.319888, "primary_prob": 30.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.979833, "raw_level_count": 20, "gate_level_count": 20, "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": 86.615044, "strategy_rank": 72.650399, "rr": 1.761777, "primary_prob": 22.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 2.642666, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.048644, "hold30_r": -1.0 }, { "symbol": "INCY", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.168142, "strategy_rank": 80.25611, "rr": 0.700041, "primary_prob": 49.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.050062, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.652015, "hold30_r": 0.38954 }, { "symbol": "IVZ", "date": "2026-04-13", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 81.084071, "strategy_rank": 78.017128, "rr": 2.119681, "primary_prob": 33.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 3.179522, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.086001, "hold30_r": 2.349272 }, { "symbol": "JNJ", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.690265, "strategy_rank": 66.879212, "rr": 1.742658, "primary_prob": 23.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.613987, "raw_level_count": 20, "gate_level_count": 20, "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": 85.287611, "strategy_rank": 72.184771, "rr": 1.792349, "primary_prob": 22.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.688523, "raw_level_count": 20, "gate_level_count": 20, "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": 94.247788, "strategy_rank": 78.788021, "rr": 1.124306, "primary_prob": 35.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.68646, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.050925, "hold30_r": -1.0 }, { "symbol": "LMT", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.044248, "strategy_rank": 73.660113, "rr": 1.855673, "primary_prob": 21.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.783509, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.05142, "hold30_r": -1.0 }, { "symbol": "LVS", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.172566, "strategy_rank": 83.83073, "rr": 1.725531, "primary_prob": 23.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 54, "primary_distance_atr": 2.588297, "raw_level_count": 20, "gate_level_count": 20, "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": 91.371681, "strategy_rank": 81.145607, "rr": 1.0225, "primary_prob": 38.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.53375, "raw_level_count": 20, "gate_level_count": 20, "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": 84.845133, "strategy_rank": 65.38497, "rr": 1.189515, "primary_prob": 34.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.784272, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.133616, "hold30_r": 4.55475 }, { "symbol": "MO", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.964602, "strategy_rank": 63.373234, "rr": 1.328546, "primary_prob": 30.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.992819, "raw_level_count": 20, "gate_level_count": 20, "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": 81.30531, "strategy_rank": 83.668684, "rr": 1.022967, "primary_prob": 38.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 87, "primary_distance_atr": 1.53445, "raw_level_count": 20, "gate_level_count": 20, "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": 93.362832, "strategy_rank": 85.784446, "rr": 1.858878, "primary_prob": 21.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.788317, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.033053, "hold30_r": -1.0 }, { "symbol": "MRK", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.292035, "strategy_rank": 66.487868, "rr": 1.53367, "primary_prob": 26.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 59, "primary_distance_atr": 2.300505, "raw_level_count": 20, "gate_level_count": 20, "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": 96.238938, "strategy_rank": 96.837455, "rr": 1.671619, "primary_prob": 24.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.507428, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.0234, "hold30_r": -1.0 }, { "symbol": "MU", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.225664, "strategy_rank": 98.729488, "rr": 0.89011, "primary_prob": 57.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.335165, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.867911, "hold30_r": 12.212239 }, { "symbol": "NEE", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.513274, "strategy_rank": 61.675848, "rr": 0.952508, "primary_prob": 40.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.428762, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.886862, "hold30_r": -1.0 }, { "symbol": "NEM", "date": "2026-04-13", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 98.451327, "strategy_rank": 96.796724, "rr": 2.129673, "primary_prob": 32.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 3.194509, "raw_level_count": 20, "gate_level_count": 20, "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": 93.141593, "strategy_rank": 77.086532, "rr": 1.504341, "primary_prob": 27.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.256512, "raw_level_count": 20, "gate_level_count": 20, "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": 88.053097, "strategy_rank": 81.306042, "rr": 1.800008, "primary_prob": 22.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 115, "primary_distance_atr": 2.700012, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.235381, "hold30_r": -1.203616 }, { "symbol": "PLTR", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.738938, "strategy_rank": 86.762952, "rr": 1.676052, "primary_prob": 24.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 34, "primary_distance_atr": 2.514078, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.653515, "hold30_r": 0.360103 }, { "symbol": "PSX", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.59292, "strategy_rank": 81.002461, "rr": 1.500066, "primary_prob": 27.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.250098, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.466373, "hold30_r": 1.41578 }, { "symbol": "RTX", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.367257, "strategy_rank": 72.935225, "rr": 1.360864, "primary_prob": 30.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.041296, "raw_level_count": 20, "gate_level_count": 20, "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": 82.632743, "strategy_rank": 60.094576, "rr": 1.189127, "primary_prob": 34.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.783691, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.060585, "hold30_r": -1.0 }, { "symbol": "TKO", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.309735, "strategy_rank": 72.276417, "rr": 1.747441, "primary_prob": 23.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 2.621162, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.038037, "hold30_r": -1.0 }, { "symbol": "TPR", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.570796, "strategy_rank": 91.241942, "rr": 1.04524, "primary_prob": 52.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.567861, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.036452, "hold30_r": -1.0 }, { "symbol": "TRGP", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.190265, "strategy_rank": 69.089477, "rr": 0.728786, "primary_prob": 48.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.09318, "raw_level_count": 20, "gate_level_count": 20, "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": 93.80531, "strategy_rank": 87.816035, "rr": 1.27801, "primary_prob": 31.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.917015, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.240584, "hold30_r": -1.0 }, { "symbol": "VLO", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.902655, "strategy_rank": 89.719276, "rr": 0.790654, "primary_prob": 46.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.185982, "raw_level_count": 20, "gate_level_count": 20, "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": 85.730088, "strategy_rank": 62.130267, "rr": 1.084344, "primary_prob": 36.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.626516, "raw_level_count": 20, "gate_level_count": 20, "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": 92.146018, "strategy_rank": 83.310159, "rr": 1.598563, "primary_prob": 40.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 42, "primary_distance_atr": 2.397844, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.552336, "hold30_r": 4.061168 }, { "symbol": "WELL", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.150442, "strategy_rank": 67.381469, "rr": 0.870397, "primary_prob": 43.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.305596, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.80443, "hold30_r": -1.0 }, { "symbol": "WMB", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.752212, "strategy_rank": 61.990125, "rr": 1.465772, "primary_prob": 27.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.198658, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.413295, "hold30_r": 1.760467 }, { "symbol": "WMT", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.380531, "strategy_rank": 71.043193, "rr": 1.753192, "primary_prob": 22.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.629788, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.696686, "hold30_r": -1.0 }, { "symbol": "XOM", "date": "2026-04-13", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.938053, "strategy_rank": 70.203657, "rr": 1.840052, "primary_prob": 21.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.760078, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.038883, "hold30_r": -1.0 }, { "symbol": "ADM", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.633929, "strategy_rank": 78.340409, "rr": 1.814786, "primary_prob": 22.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 79, "primary_distance_atr": 2.722179, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.772744, "hold30_r": 4.332119 }, { "symbol": "AEP", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.361607, "strategy_rank": 59.057802, "rr": 0.763086, "primary_prob": 62.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.144628, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.689146, "hold30_r": -1.0 }, { "symbol": "AKAM", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.825893, "strategy_rank": 88.507969, "rr": 1.679615, "primary_prob": 24.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 87, "primary_distance_atr": 2.519422, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.657144, "hold30_r": 7.216352 }, { "symbol": "ALB", "date": "2026-04-20", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 98.772321, "strategy_rank": 98.138398, "rr": 2.891679, "primary_prob": 26.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 66, "primary_distance_atr": 4.337518, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.023945, "hold30_r": -1.0 }, { "symbol": "APA", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.325893, "strategy_rank": 94.952847, "rr": 1.752378, "primary_prob": 22.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 69, "primary_distance_atr": 2.628567, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.729183, "hold30_r": 0.59495 }, { "symbol": "APH", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.1875, "strategy_rank": 91.09027, "rr": 1.387714, "primary_prob": 44.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.081571, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.039179, "hold30_r": -1.0 }, { "symbol": "APP", "date": "2026-04-20", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 86.383929, "strategy_rank": 90.168082, "rr": 2.981364, "primary_prob": 25.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 28, "primary_distance_atr": 4.472046, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.023277, "hold30_r": -1.0 }, { "symbol": "BG", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.303571, "strategy_rank": 75.134326, "rr": 0.740487, "primary_prob": 48.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.11073, "raw_level_count": 20, "gate_level_count": 20, "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": 90.513393, "strategy_rank": 80.965166, "rr": 2.990785, "primary_prob": 25.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 68, "primary_distance_atr": 4.486178, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.04391, "hold30_r": 0.657434 }, { "symbol": "BKR", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.504464, "strategy_rank": 79.625731, "rr": 1.486881, "primary_prob": 27.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 2.230321, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.445452, "hold30_r": 1.879956 }, { "symbol": "CAH", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.200893, "strategy_rank": 84.947975, "rr": 1.24513, "primary_prob": 32.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.867695, "raw_level_count": 20, "gate_level_count": 20, "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": 97.433036, "strategy_rank": 94.127401, "rr": 1.701045, "primary_prob": 23.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.551568, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.021193, "hold30_r": -0.224833 }, { "symbol": "CHRW", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.205357, "strategy_rank": 93.401656, "rr": 1.683655, "primary_prob": 39.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.525482, "raw_level_count": 20, "gate_level_count": 20, "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": 83.59375, "strategy_rank": 62.457719, "rr": 1.408294, "primary_prob": 29.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.112441, "raw_level_count": 20, "gate_level_count": 20, "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": 87.946429, "strategy_rank": 77.230651, "rr": 1.758285, "primary_prob": 22.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 2.637428, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.721575, "hold30_r": 0.066202 }, { "symbol": "CTVA", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.138393, "strategy_rank": 60.505116, "rr": 1.534892, "primary_prob": 26.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.302338, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.058486, "hold30_r": -1.0 }, { "symbol": "CVX", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.959821, "strategy_rank": 69.818868, "rr": 1.908069, "primary_prob": 20.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.862104, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.043091, "hold30_r": 0.505567 }, { "symbol": "DG", "date": "2026-04-20", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 89.955357, "strategy_rank": 86.821757, "rr": 2.118746, "primary_prob": 33.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 3.178119, "raw_level_count": 20, "gate_level_count": 20, "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": 84.263393, "strategy_rank": 81.467671, "rr": 2.358253, "primary_prob": 30.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 44, "primary_distance_atr": 3.537379, "raw_level_count": 20, "gate_level_count": 20, "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": 94.308036, "strategy_rank": 83.15371, "rr": 0.985777, "primary_prob": 39.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 79, "primary_distance_atr": 1.478666, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.952137, "hold30_r": 0.479078 }, { "symbol": "EL", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.022321, "strategy_rank": 83.142574, "rr": 2.068574, "primary_prob": 18.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 66, "primary_distance_atr": 3.10286, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.039942, "hold30_r": 1.022444 }, { "symbol": "EOG", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.477679, "strategy_rank": 69.059542, "rr": 1.719197, "primary_prob": 23.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 2.578795, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.680838, "hold30_r": 1.398819 }, { "symbol": "EQT", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.46875, "strategy_rank": 74.435029, "rr": 1.585487, "primary_prob": 25.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.378231, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.038673, "hold30_r": -0.787028 }, { "symbol": "EXPE", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.915179, "strategy_rank": 85.170692, "rr": 0.787278, "primary_prob": 61.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.180917, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.030831, "hold30_r": -1.0 }, { "symbol": "FANG", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.839286, "strategy_rank": 77.154092, "rr": 1.887547, "primary_prob": 20.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 2.831321, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.852759, "hold30_r": 1.796779 }, { "symbol": "FE", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.808036, "strategy_rank": 57.432663, "rr": 0.98909, "primary_prob": 39.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.483635, "raw_level_count": 20, "gate_level_count": 20, "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": 87.276786, "strategy_rank": 89.256334, "rr": 1.681165, "primary_prob": 24.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 2.521747, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.651189, "hold30_r": 9.228373 }, { "symbol": "GE", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.709821, "strategy_rank": 79.007343, "rr": 1.422116, "primary_prob": 28.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.133174, "raw_level_count": 20, "gate_level_count": 20, "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": 81.584821, "strategy_rank": 68.634987, "rr": 1.893486, "primary_prob": 20.88, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.840228, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.057784, "hold30_r": -1.0 }, { "symbol": "GM", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.290179, "strategy_rank": 85.853459, "rr": 1.627283, "primary_prob": 39.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.440924, "raw_level_count": 20, "gate_level_count": 20, "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": 88.169643, "strategy_rank": 89.614073, "rr": 2.128052, "primary_prob": 32.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 3.192078, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.096459, "hold30_r": 4.894647 }, { "symbol": "GOOG", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.977679, "strategy_rank": 79.513328, "rr": 0.702173, "primary_prob": 64.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.053259, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.643897, "hold30_r": 1.997272 }, { "symbol": "HAL", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.084821, "strategy_rank": 87.540889, "rr": 1.955359, "primary_prob": 20.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 57, "primary_distance_atr": 2.933038, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.919839, "hold30_r": 1.670419 }, { "symbol": "HAS", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.723214, "strategy_rank": 74.969724, "rr": 1.696906, "primary_prob": 38.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.545359, "raw_level_count": 20, "gate_level_count": 20, "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": 91.517857, "strategy_rank": 76.891008, "rr": 1.445063, "primary_prob": 28.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.167595, "raw_level_count": 20, "gate_level_count": 20, "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": 96.986607, "strategy_rank": 90.975258, "rr": 1.656673, "primary_prob": 24.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.485009, "raw_level_count": 20, "gate_level_count": 20, "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": 86.049107, "strategy_rank": 72.795622, "rr": 1.728491, "primary_prob": 23.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 50, "primary_distance_atr": 2.592737, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.048534, "hold30_r": -1.0 }, { "symbol": "INCY", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.285714, "strategy_rank": 82.010022, "rr": 1.930045, "primary_prob": 35.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.895067, "raw_level_count": 20, "gate_level_count": 20, "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": 97.65625, "strategy_rank": 97.557593, "rr": 0.677, "primary_prob": 65.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.0155, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.650113, "hold30_r": 8.641293 }, { "symbol": "IVZ", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.933036, "strategy_rank": 80.232635, "rr": 1.716515, "primary_prob": 38.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.574773, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.680955, "hold30_r": 1.874221 }, { "symbol": "JNJ", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.642857, "strategy_rank": 67.152004, "rr": 1.828471, "primary_prob": 21.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.742707, "raw_level_count": 20, "gate_level_count": 20, "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": 83.035714, "strategy_rank": 71.087138, "rr": 1.917502, "primary_prob": 20.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.876253, "raw_level_count": 20, "gate_level_count": 20, "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": 93.861607, "strategy_rank": 77.963704, "rr": 1.115329, "primary_prob": 35.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 1.672993, "raw_level_count": 20, "gate_level_count": 20, "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": 87.053571, "strategy_rank": 72.930818, "rr": 1.191817, "primary_prob": 33.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 1.787726, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.049535, "hold30_r": -1.0 }, { "symbol": "LUV", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.379464, "strategy_rank": 86.591906, "rr": 1.627587, "primary_prob": 39.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.44138, "raw_level_count": 20, "gate_level_count": 20, "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": 89.732143, "strategy_rank": 84.69446, "rr": 1.735527, "primary_prob": 38.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.60329, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -2.65689, "hold30_r": -2.606109 }, { "symbol": "MCHP", "date": "2026-04-20", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 82.03125, "strategy_rank": 83.012075, "rr": 2.09942, "primary_prob": 33.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 66, "primary_distance_atr": 3.149131, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.059932, "hold30_r": 4.069653 }, { "symbol": "MCK", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.607143, "strategy_rank": 77.295379, "rr": 1.328433, "primary_prob": 30.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.992649, "raw_level_count": 20, "gate_level_count": 20, "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": 82.700893, "strategy_rank": 63.436282, "rr": 2.464221, "primary_prob": 29.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 3.696332, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.06053, "hold30_r": -1.0 }, { "symbol": "MO", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.245536, "strategy_rank": 62.185238, "rr": 1.715393, "primary_prob": 23.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.573089, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.652804, "hold30_r": 2.242565 }, { "symbol": "MPC", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.982143, "strategy_rank": 88.301086, "rr": 1.248782, "primary_prob": 32.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.873173, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.215259, "hold30_r": 3.831085 }, { "symbol": "MRK", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.508929, "strategy_rank": 71.642887, "rr": 0.73062, "primary_prob": 48.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 1.09593, "raw_level_count": 20, "gate_level_count": 20, "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": 96.428571, "strategy_rank": 96.965479, "rr": 0.787427, "primary_prob": 61.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.181141, "raw_level_count": 20, "gate_level_count": 20, "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": 87.5, "strategy_rank": 63.989421, "rr": 1.129502, "primary_prob": 35.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.694253, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.059483, "hold30_r": -1.0 }, { "symbol": "NEM", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.763393, "strategy_rank": 95.429253, "rr": 1.744693, "primary_prob": 38.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.617039, "raw_level_count": 20, "gate_level_count": 20, "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": 91.964286, "strategy_rank": 76.101058, "rr": 1.77224, "primary_prob": 22.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.65836, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.055542, "hold30_r": -1.0 }, { "symbol": "ON", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.928571, "strategy_rank": 85.409243, "rr": 1.655239, "primary_prob": 39.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.482858, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.61855, "hold30_r": 9.236509 }, { "symbol": "OXY", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.080357, "strategy_rank": 85.735315, "rr": 1.274439, "primary_prob": 31.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 125, "primary_distance_atr": 1.911659, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.244312, "hold30_r": 1.27466 }, { "symbol": "PSX", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.535714, "strategy_rank": 83.946269, "rr": 0.701656, "primary_prob": 49.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.052484, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.666349, "hold30_r": 3.038752 }, { "symbol": "RTX", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.410714, "strategy_rank": 73.306654, "rr": 1.120361, "primary_prob": 35.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.680541, "raw_level_count": 20, "gate_level_count": 20, "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": 82.254464, "strategy_rank": 60.117101, "rr": 1.53869, "primary_prob": 26.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.308035, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.062955, "hold30_r": -1.0 }, { "symbol": "TRGP", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.258929, "strategy_rank": 67.36811, "rr": 1.633093, "primary_prob": 24.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.44964, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.588571, "hold30_r": 3.056834 }, { "symbol": "ULTA", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.0625, "strategy_rank": 84.626601, "rr": 1.895238, "primary_prob": 35.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.842857, "raw_level_count": 20, "gate_level_count": 20, "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": 97.991071, "strategy_rank": 92.012458, "rr": 1.812107, "primary_prob": 22.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.71816, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.781913, "hold30_r": 2.133664 }, { "symbol": "VTR", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.486607, "strategy_rank": 61.54597, "rr": 1.021703, "primary_prob": 38.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.532555, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.072401, "hold30_r": -1.0 }, { "symbol": "VTRS", "date": "2026-04-20", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 93.526786, "strategy_rank": 84.911957, "rr": 2.159994, "primary_prob": 32.54, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 3.23999, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.112742, "hold30_r": 1.302828 }, { "symbol": "WMB", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.691964, "strategy_rank": 62.163662, "rr": 1.782337, "primary_prob": 22.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.673505, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.727701, "hold30_r": 0.154098 }, { "symbol": "WMT", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.830357, "strategy_rank": 67.763433, "rr": 1.031037, "primary_prob": 53.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.546556, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.970813, "hold30_r": -1.0 }, { "symbol": "XOM", "date": "2026-04-20", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.857143, "strategy_rank": 74.587973, "rr": 1.681395, "primary_prob": 24.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.522092, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.643748, "hold30_r": 0.239629 }, { "symbol": "ADM", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.629464, "strategy_rank": 77.804322, "rr": 1.272284, "primary_prob": 32.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 79, "primary_distance_atr": 1.908426, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.224195, "hold30_r": 3.265501 }, { "symbol": "AKAM", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.727679, "strategy_rank": 90.438996, "rr": 1.774332, "primary_prob": 22.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 87, "primary_distance_atr": 2.661498, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.748544, "hold30_r": 5.629259 }, { "symbol": "ALB", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.214286, "strategy_rank": 97.64755, "rr": 1.742425, "primary_prob": 38.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 82, "primary_distance_atr": 2.613637, "raw_level_count": 20, "gate_level_count": 20, "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": 98.4375, "strategy_rank": 94.49645, "rr": 1.825369, "primary_prob": 21.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 79, "primary_distance_atr": 2.738054, "raw_level_count": 20, "gate_level_count": 20, "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": 85.602679, "strategy_rank": 85.912966, "rr": 1.985948, "primary_prob": 34.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 2.978922, "raw_level_count": 20, "gate_level_count": 20, "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": 92.299107, "strategy_rank": 73.796457, "rr": 1.121588, "primary_prob": 35.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.682382, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.077259, "hold30_r": -1.0 }, { "symbol": "BIIB", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.959821, "strategy_rank": 80.776552, "rr": 1.741458, "primary_prob": 23.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 55, "primary_distance_atr": 2.612187, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.698183, "hold30_r": 2.207212 }, { "symbol": "C", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.71875, "strategy_rank": 77.039428, "rr": 0.744162, "primary_prob": 63.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.116243, "raw_level_count": 20, "gate_level_count": 20, "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": 93.973214, "strategy_rank": 84.923789, "rr": 1.046613, "primary_prob": 37.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 1.56992, "raw_level_count": 20, "gate_level_count": 20, "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": 97.209821, "strategy_rank": 93.870928, "rr": 1.616383, "primary_prob": 25.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.424575, "raw_level_count": 20, "gate_level_count": 20, "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": 83.928571, "strategy_rank": 69.841314, "rr": 1.207075, "primary_prob": 48.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.810612, "raw_level_count": 20, "gate_level_count": 20, "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": 95.424107, "strategy_rank": 92.687744, "rr": 1.330352, "primary_prob": 45.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.995527, "raw_level_count": 20, "gate_level_count": 20, "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": 98.883929, "strategy_rank": 98.817859, "rr": 1.043033, "primary_prob": 37.94, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.564549, "raw_level_count": 20, "gate_level_count": 20, "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": 89.397321, "strategy_rank": 78.346499, "rr": 1.714538, "primary_prob": 23.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.571807, "raw_level_count": 20, "gate_level_count": 20, "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": 80.357143, "strategy_rank": 81.43931, "rr": 1.905188, "primary_prob": 20.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 89, "primary_distance_atr": 2.857781, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.875432, "hold30_r": -1.0 }, { "symbol": "CTVA", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.709821, "strategy_rank": 62.771263, "rr": 1.880947, "primary_prob": 21.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.821421, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.058764, "hold30_r": -1.0 }, { "symbol": "CVX", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.40625, "strategy_rank": 70.365221, "rr": 1.909083, "primary_prob": 20.66, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.863625, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.047999, "hold30_r": 0.257165 }, { "symbol": "DG", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.151786, "strategy_rank": 82.291551, "rr": 2.115807, "primary_prob": 18.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 3.17371, "raw_level_count": 20, "gate_level_count": 20, "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": 94.754464, "strategy_rank": 83.265764, "rr": 0.888377, "primary_prob": 42.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 73, "primary_distance_atr": 1.332566, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.848383, "hold30_r": -1.04964 }, { "symbol": "EBAY", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.589286, "strategy_rank": 81.398246, "rr": 1.090568, "primary_prob": 36.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.635852, "raw_level_count": 20, "gate_level_count": 20, "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": 85.825893, "strategy_rank": 71.369884, "rr": 1.293968, "primary_prob": 31.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 1.940952, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.248106, "hold30_r": 0.707444 }, { "symbol": "EQT", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.611607, "strategy_rank": 78.098726, "rr": 1.061161, "primary_prob": 37.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.591741, "raw_level_count": 20, "gate_level_count": 20, "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": 81.584821, "strategy_rank": 85.606034, "rr": 1.795569, "primary_prob": 22.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.693353, "raw_level_count": 20, "gate_level_count": 20, "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": 90.736607, "strategy_rank": 78.31518, "rr": 1.515955, "primary_prob": 41.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.273933, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.474501, "hold30_r": -1.0 }, { "symbol": "FSLR", "date": "2026-04-27", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 83.370536, "strategy_rank": 86.388328, "rr": 2.280875, "primary_prob": 31.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 60, "primary_distance_atr": 3.421313, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.249768, "hold30_r": 5.09658 }, { "symbol": "GE", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.808036, "strategy_rank": 77.711059, "rr": 1.658935, "primary_prob": 24.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 35, "primary_distance_atr": 2.488403, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.625036, "hold30_r": 2.732807 }, { "symbol": "GM", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.955357, "strategy_rank": 79.371868, "rr": 1.579218, "primary_prob": 25.8, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.368828, "raw_level_count": 20, "gate_level_count": 20, "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": 90.513393, "strategy_rank": 90.820399, "rr": 2.002688, "primary_prob": 34.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 3.004032, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.969046, "hold30_r": 3.106866 }, { "symbol": "HAL", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.758929, "strategy_rank": 84.570226, "rr": 1.572578, "primary_prob": 40.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.358867, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.533206, "hold30_r": -0.250184 }, { "symbol": "HAS", "date": "2026-04-27", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 84.486607, "strategy_rank": 74.274255, "rr": 2.116798, "primary_prob": 33.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 3.175198, "raw_level_count": 20, "gate_level_count": 20, "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": 88.504464, "strategy_rank": 77.454239, "rr": 1.780612, "primary_prob": 22.51, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.670917, "raw_level_count": 20, "gate_level_count": 20, "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": 94.419643, "strategy_rank": 89.245198, "rr": 1.772207, "primary_prob": 22.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.65831, "raw_level_count": 20, "gate_level_count": 20, "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": 86.049107, "strategy_rank": 72.728807, "rr": 1.590838, "primary_prob": 25.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 102, "primary_distance_atr": 2.386258, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.540379, "hold30_r": -1.0 }, { "symbol": "HWM", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.745536, "strategy_rank": 81.024325, "rr": 1.583332, "primary_prob": 25.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.374998, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.544307, "hold30_r": 1.248098 }, { "symbol": "INCY", "date": "2026-04-27", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 89.0625, "strategy_rank": 81.419474, "rr": 2.311158, "primary_prob": 30.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 3.466737, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.261011, "hold30_r": 1.968643 }, { "symbol": "IVZ", "date": "2026-04-27", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 87.276786, "strategy_rank": 81.973483, "rr": 2.17108, "primary_prob": 32.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 3.256621, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.131271, "hold30_r": 1.898289 }, { "symbol": "JNJ", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.75, "strategy_rank": 66.627227, "rr": 1.832079, "primary_prob": 21.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.748119, "raw_level_count": 20, "gate_level_count": 20, "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": 82.924107, "strategy_rank": 60.552443, "rr": 1.865157, "primary_prob": 21.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.797735, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.814905, "hold30_r": 0.31661 }, { "symbol": "LHX", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.526786, "strategy_rank": 78.464296, "rr": 0.672157, "primary_prob": 51.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.008236, "raw_level_count": 20, "gate_level_count": 20, "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": 99.776786, "strategy_rank": 99.776935, "rr": 0.758721, "primary_prob": 62.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.138081, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.741824, "hold30_r": -0.372659 }, { "symbol": "LMT", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.834821, "strategy_rank": 74.680366, "rr": 1.521627, "primary_prob": 26.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.28244, "raw_level_count": 20, "gate_level_count": 20, "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": 85.15625, "strategy_rank": 86.469063, "rr": 1.741246, "primary_prob": 23.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 54, "primary_distance_atr": 2.611869, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.715781, "hold30_r": 1.656584 }, { "symbol": "LVS", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.147321, "strategy_rank": 78.514929, "rr": 1.658321, "primary_prob": 24.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 54, "primary_distance_atr": 2.487481, "raw_level_count": 20, "gate_level_count": 20, "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": 81.25, "strategy_rank": 84.035356, "rr": 1.917322, "primary_prob": 20.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.875984, "raw_level_count": 20, "gate_level_count": 20, "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": 85.379464, "strategy_rank": 76.603041, "rr": 1.013466, "primary_prob": 38.81, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 1.5202, "raw_level_count": 20, "gate_level_count": 20, "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": 96.205357, "strategy_rank": 88.089852, "rr": 1.142451, "primary_prob": 35.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.713677, "raw_level_count": 20, "gate_level_count": 20, "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": 89.620536, "strategy_rank": 73.190945, "rr": 1.568137, "primary_prob": 26.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 65, "primary_distance_atr": 2.352206, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.517827, "hold30_r": 2.138317 }, { "symbol": "MRNA", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.540179, "strategy_rank": 96.876566, "rr": 2.109083, "primary_prob": 18.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 3.163625, "raw_level_count": 20, "gate_level_count": 20, "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": 96.875, "strategy_rank": 95.073079, "rr": 2.175364, "primary_prob": 32.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 3.263046, "raw_level_count": 20, "gate_level_count": 20, "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": 93.303571, "strategy_rank": 79.677756, "rr": 1.35832, "primary_prob": 30.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.037479, "raw_level_count": 20, "gate_level_count": 20, "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": 82.254464, "strategy_rank": 84.137145, "rr": 2.093542, "primary_prob": 33.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 3.140313, "raw_level_count": 20, "gate_level_count": 20, "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": 94.977679, "strategy_rank": 87.06344, "rr": 1.482424, "primary_prob": 27.58, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 137, "primary_distance_atr": 2.223636, "raw_level_count": 20, "gate_level_count": 20, "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": 86.272321, "strategy_rank": 70.78038, "rr": 0.944401, "primary_prob": 55.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.416601, "raw_level_count": 20, "gate_level_count": 20, "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": 95.200893, "strategy_rank": 83.210781, "rr": 1.345116, "primary_prob": 30.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.017674, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.303399, "hold30_r": 1.893903 }, { "symbol": "RL", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.133929, "strategy_rank": 73.699541, "rr": 0.816069, "primary_prob": 60.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.224104, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.039639, "hold30_r": -1.0 }, { "symbol": "RTX", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.852679, "strategy_rank": 71.145427, "rr": 1.925547, "primary_prob": 20.44, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.88832, "raw_level_count": 20, "gate_level_count": 20, "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": 99.553571, "strategy_rank": 98.083937, "rr": 1.264077, "primary_prob": 32.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.896115, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.239696, "hold30_r": -1.0 }, { "symbol": "SLB", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.941964, "strategy_rank": 81.872738, "rr": 1.725966, "primary_prob": 38.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.588948, "raw_level_count": 20, "gate_level_count": 20, "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": 95.982143, "strategy_rank": 89.403536, "rr": 1.615047, "primary_prob": 25.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.422571, "raw_level_count": 20, "gate_level_count": 20, "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": 88.28125, "strategy_rank": 70.315806, "rr": 0.792371, "primary_prob": 46.21, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.188556, "raw_level_count": 20, "gate_level_count": 20, "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": 83.59375, "strategy_rank": 80.497808, "rr": 1.609256, "primary_prob": 25.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.413883, "raw_level_count": 20, "gate_level_count": 20, "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": 97.65625, "strategy_rank": 90.141112, "rr": 1.159736, "primary_prob": 34.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.739604, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.123357, "hold30_r": 1.185664 }, { "symbol": "VTR", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.803571, "strategy_rank": 59.535774, "rr": 0.818282, "primary_prob": 45.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 1.227423, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.759021, "hold30_r": -1.0 }, { "symbol": "VTRS", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.183036, "strategy_rank": 83.204517, "rr": 1.526016, "primary_prob": 41.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.289024, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.477854, "hold30_r": 2.260163 }, { "symbol": "VZ", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.026786, "strategy_rank": 66.306723, "rr": 0.965152, "primary_prob": 40.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.447727, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.910256, "hold30_r": -1.0 }, { "symbol": "WMB", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.580357, "strategy_rank": 60.448566, "rr": 1.622957, "primary_prob": 25.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.434435, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.563759, "hold30_r": -0.008267 }, { "symbol": "WMT", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.933036, "strategy_rank": 66.869606, "rr": 1.167199, "primary_prob": 34.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.750799, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.103963, "hold30_r": -1.0 }, { "symbol": "XOM", "date": "2026-04-27", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.96875, "strategy_rank": 74.131577, "rr": 1.868166, "primary_prob": 21.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.80225, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.824505, "hold30_r": 0.106068 }, { "symbol": "GEV", "date": "2026-04-28", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.433036, "strategy_rank": 96.165263, "rr": 0.941509, "primary_prob": 56.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.412264, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.030859, "hold30_r": -1.0 }, { "symbol": "ADM", "date": "2026-05-04", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 92.96875, "strategy_rank": 78.708415, "rr": 2.194278, "primary_prob": 32.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 59, "primary_distance_atr": 3.291416, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.144227, "hold30_r": 0.574203 }, { "symbol": "AKAM", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.5, "strategy_rank": 89.512806, "rr": 1.790516, "primary_prob": 22.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 59, "primary_distance_atr": 2.685773, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.760451, "hold30_r": 3.77018 }, { "symbol": "ALB", "date": "2026-05-04", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 97.991071, "strategy_rank": 97.524708, "rr": 2.377, "primary_prob": 30.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 82, "primary_distance_atr": 3.565499, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.024541, "hold30_r": -1.0 }, { "symbol": "AMAT", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.316964, "strategy_rank": 93.91408, "rr": 0.918497, "primary_prob": 56.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.377746, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.883229, "hold30_r": 7.968262 }, { "symbol": "APA", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.549107, "strategy_rank": 94.741613, "rr": 1.939851, "primary_prob": 35.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.909776, "raw_level_count": 20, "gate_level_count": 20, "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": 85.15625, "strategy_rank": 85.767504, "rr": 1.872866, "primary_prob": 36.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.809299, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.033445, "hold30_r": -1.0 }, { "symbol": "BIIB", "date": "2026-05-04", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 87.723214, "strategy_rank": 80.582197, "rr": 2.374724, "primary_prob": 30.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 68, "primary_distance_atr": 3.562085, "raw_level_count": 20, "gate_level_count": 20, "outcome": "expired", "net_r": -0.04213, "hold30_r": 0.945164 }, { "symbol": "C", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.276786, "strategy_rank": 77.496868, "rr": 1.506573, "primary_prob": 42.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.259859, "raw_level_count": 20, "gate_level_count": 20, "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": 92.410714, "strategy_rank": 75.945852, "rr": 1.511113, "primary_prob": 27.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 2.266669, "raw_level_count": 20, "gate_level_count": 20, "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": 96.875, "strategy_rank": 93.703369, "rr": 0.949738, "primary_prob": 40.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.424608, "raw_level_count": 20, "gate_level_count": 20, "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": 86.383929, "strategy_rank": 71.125766, "rr": 1.816381, "primary_prob": 21.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.724571, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.0566, "hold30_r": -1.0 }, { "symbol": "CHRW", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.758929, "strategy_rank": 90.850849, "rr": 1.722559, "primary_prob": 23.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.583839, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.031049, "hold30_r": -1.0 }, { "symbol": "COHR", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.772321, "strategy_rank": 98.773142, "rr": 0.786739, "primary_prob": 61.42, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.180109, "raw_level_count": 20, "gate_level_count": 20, "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": 89.732143, "strategy_rank": 79.081988, "rr": 1.954694, "primary_prob": 20.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.932041, "raw_level_count": 20, "gate_level_count": 20, "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": 82.366071, "strategy_rank": 83.012597, "rr": 1.929209, "primary_prob": 20.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 89, "primary_distance_atr": 2.893813, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.8973, "hold30_r": -1.0 }, { "symbol": "CSX", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.486607, "strategy_rank": 63.550425, "rr": 0.955128, "primary_prob": 55.59, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.432692, "raw_level_count": 20, "gate_level_count": 20, "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": 85.602679, "strategy_rank": 63.5633, "rr": 1.076135, "primary_prob": 37.0, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.614202, "raw_level_count": 20, "gate_level_count": 20, "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": 91.40625, "strategy_rank": 70.298406, "rr": 1.735111, "primary_prob": 23.2, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.602667, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.050202, "hold30_r": -1.0 }, { "symbol": "DAL", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.133929, "strategy_rank": 80.347648, "rr": 1.715132, "primary_prob": 23.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.572698, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.679852, "hold30_r": 3.770087 }, { "symbol": "DG", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.379464, "strategy_rank": 83.217741, "rr": 0.989368, "primary_prob": 39.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 51, "primary_distance_atr": 1.484052, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.039136, "hold30_r": -1.0 }, { "symbol": "DOW", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.142857, "strategy_rank": 83.457684, "rr": 1.517886, "primary_prob": 41.91, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.276829, "raw_level_count": 20, "gate_level_count": 20, "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": 94.084821, "strategy_rank": 83.26472, "rr": 1.90253, "primary_prob": 35.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 2.853796, "raw_level_count": 20, "gate_level_count": 20, "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": 83.816964, "strategy_rank": 65.453612, "rr": 1.668667, "primary_prob": 24.27, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 59, "primary_distance_atr": 2.503, "raw_level_count": 20, "gate_level_count": 20, "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": 84.263393, "strategy_rank": 70.710433, "rr": 1.378373, "primary_prob": 44.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.067559, "raw_level_count": 20, "gate_level_count": 20, "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": 88.28125, "strategy_rank": 88.055227, "rr": 1.883093, "primary_prob": 21.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.82464, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.854487, "hold30_r": 3.752751 }, { "symbol": "FDX", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.075893, "strategy_rank": 78.985419, "rr": 0.726679, "primary_prob": 48.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.090019, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.688063, "hold30_r": -1.769453 }, { "symbol": "FSLR", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.401786, "strategy_rank": 91.410426, "rr": 1.925998, "primary_prob": 35.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 2.888997, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.896289, "hold30_r": 3.722247 }, { "symbol": "GILD", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.357143, "strategy_rank": 66.43931, "rr": 1.507149, "primary_prob": 27.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.260724, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.056508, "hold30_r": -1.0 }, { "symbol": "GLW", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.325893, "strategy_rank": 97.625452, "rr": 1.0933, "primary_prob": 51.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.639951, "raw_level_count": 20, "gate_level_count": 20, "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": 89.955357, "strategy_rank": 79.505498, "rr": 1.243661, "primary_prob": 32.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.865492, "raw_level_count": 20, "gate_level_count": 20, "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": 90.178571, "strategy_rank": 91.521437, "rr": 2.216863, "primary_prob": 31.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 19, "primary_distance_atr": 3.325294, "raw_level_count": 20, "gate_level_count": 20, "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": 81.138393, "strategy_rank": 72.732287, "rr": 1.745175, "primary_prob": 23.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.617763, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.695727, "hold30_r": 5.129447 }, { "symbol": "HAL", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.540179, "strategy_rank": 85.150508, "rr": 0.72304, "primary_prob": 63.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.08456, "raw_level_count": 20, "gate_level_count": 20, "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": 81.919643, "strategy_rank": 72.47738, "rr": 1.792404, "primary_prob": 22.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.688606, "raw_level_count": 20, "gate_level_count": 20, "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": 87.053571, "strategy_rank": 76.271576, "rr": 1.88531, "primary_prob": 20.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 2.827966, "raw_level_count": 20, "gate_level_count": 20, "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": 94.308036, "strategy_rank": 87.797362, "rr": 1.582872, "primary_prob": 25.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.374308, "raw_level_count": 20, "gate_level_count": 20, "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": 83.035714, "strategy_rank": 70.318764, "rr": 1.265236, "primary_prob": 32.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 147, "primary_distance_atr": 1.897854, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.216246, "hold30_r": -1.0 }, { "symbol": "HWM", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.0625, "strategy_rank": 78.813683, "rr": 1.851685, "primary_prob": 21.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.777528, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.810612, "hold30_r": 3.231721 }, { "symbol": "INCY", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.727679, "strategy_rank": 81.352137, "rr": 1.6387, "primary_prob": 24.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 27, "primary_distance_atr": 2.45805, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.043037, "hold30_r": -1.0 }, { "symbol": "IVZ", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.946429, "strategy_rank": 82.007934, "rr": 1.684083, "primary_prob": 39.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.526124, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.644561, "hold30_r": 2.398027 }, { "symbol": "JBHT", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.071429, "strategy_rank": 79.885857, "rr": 0.677967, "primary_prob": 65.82, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.01695, "raw_level_count": 20, "gate_level_count": 20, "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": 93.638393, "strategy_rank": 66.281842, "rr": 1.240994, "primary_prob": 32.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.861491, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.172123, "hold30_r": 1.686442 }, { "symbol": "KLAC", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.982143, "strategy_rank": 94.381264, "rr": 1.63877, "primary_prob": 24.77, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.458155, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.60823, "hold30_r": 5.882353 }, { "symbol": "KMI", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.580357, "strategy_rank": 59.579969, "rr": 1.512632, "primary_prob": 27.01, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.268949, "raw_level_count": 20, "gate_level_count": 20, "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": 92.745536, "strategy_rank": 78.218089, "rr": 1.548967, "primary_prob": 26.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.323451, "raw_level_count": 20, "gate_level_count": 20, "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": 84.933036, "strategy_rank": 72.882969, "rr": 1.5221, "primary_prob": 26.83, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.283149, "raw_level_count": 20, "gate_level_count": 20, "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": 84.040179, "strategy_rank": 78.939484, "rr": 1.930951, "primary_prob": 20.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 71, "primary_distance_atr": 2.896426, "raw_level_count": 20, "gate_level_count": 20, "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": 86.160714, "strategy_rank": 87.305818, "rr": 1.76619, "primary_prob": 22.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 50, "primary_distance_atr": 2.649284, "raw_level_count": 20, "gate_level_count": 20, "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": 83.59375, "strategy_rank": 75.553487, "rr": 1.792354, "primary_prob": 22.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.688531, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.187993, "hold30_r": -1.128871 }, { "symbol": "MRK", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.504464, "strategy_rank": 72.810586, "rr": 1.505874, "primary_prob": 27.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 43, "primary_distance_atr": 2.258811, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.458418, "hold30_r": 0.432138 }, { "symbol": "MRNA", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.642857, "strategy_rank": 95.515033, "rr": 2.42831, "primary_prob": 14.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 3.642465, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.406681, "hold30_r": 1.851979 }, { "symbol": "NEM", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.65625, "strategy_rank": 95.486324, "rr": 1.902657, "primary_prob": 20.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 2.853986, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.030838, "hold30_r": -1.0 }, { "symbol": "NOC", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.741071, "strategy_rank": 78.450376, "rr": 1.856391, "primary_prob": 21.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.784587, "raw_level_count": 20, "gate_level_count": 20, "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": 81.584821, "strategy_rank": 69.102693, "rr": 1.44457, "primary_prob": 43.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.166856, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.393804, "hold30_r": 2.140991 }, { "symbol": "ON", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.589286, "strategy_rank": 84.672188, "rr": 1.241318, "primary_prob": 47.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.861977, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.034692, "hold30_r": -1.0 }, { "symbol": "OXY", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.977679, "strategy_rank": 87.19707, "rr": 1.418712, "primary_prob": 28.84, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 115, "primary_distance_atr": 2.128068, "raw_level_count": 20, "gate_level_count": 20, "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": 83.370536, "strategy_rank": 71.154475, "rr": 1.474512, "primary_prob": 27.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.211768, "raw_level_count": 20, "gate_level_count": 20, "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": 95.200893, "strategy_rank": 84.279823, "rr": 1.018836, "primary_prob": 53.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.528254, "raw_level_count": 20, "gate_level_count": 20, "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": 81.361607, "strategy_rank": 74.892991, "rr": 1.851307, "primary_prob": 21.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.776961, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.041856, "hold30_r": -1.0 }, { "symbol": "RTX", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.736607, "strategy_rank": 70.932106, "rr": 1.201456, "primary_prob": 33.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.802184, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.154042, "hold30_r": 1.901785 }, { "symbol": "SATS", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.665179, "strategy_rank": 98.228877, "rr": 1.566092, "primary_prob": 26.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.349138, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.538979, "hold30_r": -1.0 }, { "symbol": "SLB", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.71875, "strategy_rank": 81.68308, "rr": 1.668989, "primary_prob": 39.26, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.503484, "raw_level_count": 20, "gate_level_count": 20, "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": 80.915179, "strategy_rank": 59.213008, "rr": 1.27121, "primary_prob": 32.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.906815, "raw_level_count": 20, "gate_level_count": 20, "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": 98.995536, "strategy_rank": 98.495093, "rr": 1.679901, "primary_prob": 24.09, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.519852, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.660335, "hold30_r": 2.084783 }, { "symbol": "TPR", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.424107, "strategy_rank": 89.480617, "rr": 1.788007, "primary_prob": 22.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.682011, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.041534, "hold30_r": -1.0 }, { "symbol": "ULTA", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.8125, "strategy_rank": 80.051155, "rr": 1.840431, "primary_prob": 21.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 2.760647, "raw_level_count": 20, "gate_level_count": 20, "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": 89.508929, "strategy_rank": 81.965827, "rr": 1.736234, "primary_prob": 38.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 2.604351, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.684965, "hold30_r": 1.416646 }, { "symbol": "XOM", "date": "2026-05-04", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.303571, "strategy_rank": 74.766843, "rr": 1.07027, "primary_prob": 37.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.605406, "raw_level_count": 20, "gate_level_count": 20, "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": 97.098214, "strategy_rank": 95.997703, "rr": 0.904598, "primary_prob": 57.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.356897, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.032933, "hold30_r": -1.0 }, { "symbol": "ADM", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.19457, "strategy_rank": 77.185579, "rr": 1.69859, "primary_prob": 38.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 67, "primary_distance_atr": 2.547885, "raw_level_count": 20, "gate_level_count": 20, "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": 85.972851, "strategy_rank": 61.939733, "rr": 1.868458, "primary_prob": 21.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.802687, "raw_level_count": 20, "gate_level_count": 20, "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": 98.303167, "strategy_rank": 97.797561, "rr": 1.788469, "primary_prob": 37.39, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 66, "primary_distance_atr": 2.682703, "raw_level_count": 20, "gate_level_count": 20, "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": 82.352941, "strategy_rank": 85.820678, "rr": 1.941238, "primary_prob": 20.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.911856, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.918753, "hold30_r": 2.085651 }, { "symbol": "APA", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.529412, "strategy_rank": 94.945786, "rr": 1.721734, "primary_prob": 23.41, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 71, "primary_distance_atr": 2.582601, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.694841, "hold30_r": -1.044186 }, { "symbol": "APH", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.782805, "strategy_rank": 88.031955, "rr": 1.541979, "primary_prob": 26.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 2.312969, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.514856, "hold30_r": 4.463712 }, { "symbol": "BG", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.475113, "strategy_rank": 77.757044, "rr": 1.001627, "primary_prob": 39.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.50244, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.041243, "hold30_r": -1.0 }, { "symbol": "BIIB", "date": "2026-05-11", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 88.122172, "strategy_rank": 79.915509, "rr": 2.835602, "primary_prob": 26.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 68, "primary_distance_atr": 4.253403, "raw_level_count": 20, "gate_level_count": 20, "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": 94.683258, "strategy_rank": 84.677379, "rr": 1.500041, "primary_prob": 27.25, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.250062, "raw_level_count": 20, "gate_level_count": 20, "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": 87.104072, "strategy_rank": 77.647033, "rr": 1.317773, "primary_prob": 30.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.976659, "raw_level_count": 20, "gate_level_count": 20, "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": 93.438914, "strategy_rank": 77.211073, "rr": 0.994481, "primary_prob": 39.38, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.491721, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.953494, "hold30_r": 5.671871 }, { "symbol": "CF", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.266968, "strategy_rank": 94.072334, "rr": 1.589331, "primary_prob": 25.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.383997, "raw_level_count": 20, "gate_level_count": 20, "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": 85.746606, "strategy_rank": 71.555883, "rr": 1.34805, "primary_prob": 30.32, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.022075, "raw_level_count": 20, "gate_level_count": 20, "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": 95.81448, "strategy_rank": 90.474871, "rr": 1.751789, "primary_prob": 22.95, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.627684, "raw_level_count": 20, "gate_level_count": 20, "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": 89.59276, "strategy_rank": 79.794977, "rr": 1.387418, "primary_prob": 29.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 61, "primary_distance_atr": 2.081126, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.345782, "hold30_r": -1.026916 }, { "symbol": "CSX", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.597285, "strategy_rank": 63.422271, "rr": 0.999303, "primary_prob": 54.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.498955, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.930052, "hold30_r": 1.021593 }, { "symbol": "CVX", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.932127, "strategy_rank": 69.818329, "rr": 1.158889, "primary_prob": 34.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.738334, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.109367, "hold30_r": -1.0 }, { "symbol": "DG", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.900452, "strategy_rank": 81.411489, "rr": 0.90758, "primary_prob": 42.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.36137, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.875112, "hold30_r": 2.255995 }, { "symbol": "DOW", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 82.692308, "strategy_rank": 84.198031, "rr": 1.271835, "primary_prob": 32.03, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.907752, "raw_level_count": 20, "gate_level_count": 20, "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": 94.909502, "strategy_rank": 86.662131, "rr": 1.360265, "primary_prob": 30.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 77, "primary_distance_atr": 2.040398, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.325062, "hold30_r": -1.0 }, { "symbol": "EA", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.615385, "strategy_rank": 59.230769, "rr": 1.70839, "primary_prob": 23.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 64, "primary_distance_atr": 2.562585, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.405164, "hold30_r": 3.256096 }, { "symbol": "EIX", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.371041, "strategy_rank": 64.819706, "rr": 1.130559, "primary_prob": 35.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 59, "primary_distance_atr": 1.695839, "raw_level_count": 20, "gate_level_count": 20, "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": 84.049774, "strategy_rank": 72.667987, "rr": 1.230839, "primary_prob": 32.99, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 1.846259, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.186657, "hold30_r": 0.188914 }, { "symbol": "ETR", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.764706, "strategy_rank": 65.233603, "rr": 0.956256, "primary_prob": 40.56, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.434384, "raw_level_count": 20, "gate_level_count": 20, "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": 90.158371, "strategy_rank": 79.987974, "rr": 0.694118, "primary_prob": 50.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 46, "primary_distance_atr": 1.041177, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.656385, "hold30_r": -1.25425 }, { "symbol": "FCX", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.723982, "strategy_rank": 89.955491, "rr": 0.796947, "primary_prob": 61.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.195421, "raw_level_count": 20, "gate_level_count": 20, "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": 91.628959, "strategy_rank": 79.191004, "rr": 1.085814, "primary_prob": 51.73, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.628722, "raw_level_count": 20, "gate_level_count": 20, "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": 80.429864, "strategy_rank": 56.842055, "rr": 0.808741, "primary_prob": 45.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.213111, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.748017, "hold30_r": 2.192042 }, { "symbol": "FSLR", "date": "2026-05-11", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 88.914027, "strategy_rank": 89.398782, "rr": 2.025176, "primary_prob": 34.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 33, "primary_distance_atr": 3.037765, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.993938, "hold30_r": 1.010405 }, { "symbol": "GILD", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.067873, "strategy_rank": 70.53962, "rr": 1.278828, "primary_prob": 31.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.918243, "raw_level_count": 20, "gate_level_count": 20, "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": 89.253394, "strategy_rank": 79.692708, "rr": 1.366312, "primary_prob": 29.93, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.049468, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.044103, "hold30_r": -1.0 }, { "symbol": "GNRC", "date": "2026-05-11", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 88.574661, "strategy_rank": 90.446456, "rr": 2.872088, "primary_prob": 26.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 29, "primary_distance_atr": 4.308132, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.037299, "hold30_r": -1.0 }, { "symbol": "HAL", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.606335, "strategy_rank": 85.61767, "rr": 1.651604, "primary_prob": 24.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.477406, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.608366, "hold30_r": -1.0 }, { "symbol": "HAS", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.656109, "strategy_rank": 72.287912, "rr": 1.630847, "primary_prob": 39.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 22, "primary_distance_atr": 2.446271, "raw_level_count": 20, "gate_level_count": 20, "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": 87.330317, "strategy_rank": 76.655461, "rr": 1.144522, "primary_prob": 35.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.716783, "raw_level_count": 20, "gate_level_count": 20, "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": 94.117647, "strategy_rank": 89.490019, "rr": 0.689066, "primary_prob": 50.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.033599, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.658388, "hold30_r": -1.0 }, { "symbol": "HSY", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.20362, "strategy_rank": 66.72878, "rr": 1.259567, "primary_prob": 32.31, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 102, "primary_distance_atr": 1.88935, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.206712, "hold30_r": -1.0 }, { "symbol": "INCY", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.950226, "strategy_rank": 80.406985, "rr": 1.618725, "primary_prob": 40.11, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 2.428088, "raw_level_count": 20, "gate_level_count": 20, "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": 81.221719, "strategy_rank": 77.621833, "rr": 0.909918, "primary_prob": 57.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.364877, "raw_level_count": 20, "gate_level_count": 20, "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": 91.176471, "strategy_rank": 80.125671, "rr": 1.108892, "primary_prob": 51.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.663339, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.064749, "hold30_r": 2.59545 }, { "symbol": "JNJ", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.457014, "strategy_rank": 67.134566, "rr": 1.835791, "primary_prob": 21.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 2.753686, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.760859, "hold30_r": 3.311253 }, { "symbol": "LHX", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.891403, "strategy_rank": 78.914512, "rr": 1.311025, "primary_prob": 31.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.966537, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.047584, "hold30_r": -1.0 }, { "symbol": "LMT", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.294118, "strategy_rank": 73.40374, "rr": 1.913687, "primary_prob": 20.6, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 2.870531, "raw_level_count": 20, "gate_level_count": 20, "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": 84.841629, "strategy_rank": 86.615747, "rr": 1.554874, "primary_prob": 26.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 45, "primary_distance_atr": 2.332312, "raw_level_count": 20, "gate_level_count": 20, "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": 83.823529, "strategy_rank": 77.007925, "rr": 1.409253, "primary_prob": 29.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.11388, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.368718, "hold30_r": 1.156518 }, { "symbol": "MRK", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.533937, "strategy_rank": 74.61592, "rr": 1.369008, "primary_prob": 29.87, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 65, "primary_distance_atr": 2.053512, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.31667, "hold30_r": 2.191729 }, { "symbol": "MRNA", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.832579, "strategy_rank": 97.072546, "rr": 0.908038, "primary_prob": 57.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.362057, "raw_level_count": 20, "gate_level_count": 20, "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": 87.556561, "strategy_rank": 66.058477, "rr": 0.773619, "primary_prob": 46.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.160429, "raw_level_count": 20, "gate_level_count": 20, "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": 97.737557, "strategy_rank": 95.778184, "rr": 1.615779, "primary_prob": 40.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.423668, "raw_level_count": 20, "gate_level_count": 20, "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": 91.402715, "strategy_rank": 78.390018, "rr": 1.9157, "primary_prob": 20.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 30, "primary_distance_atr": 2.873551, "raw_level_count": 20, "gate_level_count": 20, "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": 81.674208, "strategy_rank": 69.381641, "rr": 1.687763, "primary_prob": 38.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.531645, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.630048, "hold30_r": 2.317578 }, { "symbol": "OXY", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.099548, "strategy_rank": 87.120078, "rr": 1.244117, "primary_prob": 32.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 131, "primary_distance_atr": 1.866175, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.209375, "hold30_r": -1.0 }, { "symbol": "PH", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 84.276018, "strategy_rank": 68.903021, "rr": 1.444265, "primary_prob": 28.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.166398, "raw_level_count": 20, "gate_level_count": 20, "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": 90.384615, "strategy_rank": 81.769794, "rr": 1.365071, "primary_prob": 44.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 2.047607, "raw_level_count": 20, "gate_level_count": 20, "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": 82.918552, "strategy_rank": 73.499582, "rr": 1.29601, "primary_prob": 31.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 150, "primary_distance_atr": 1.944015, "raw_level_count": 20, "gate_level_count": 20, "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": 86.425339, "strategy_rank": 67.76944, "rr": 1.661047, "primary_prob": 24.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.49157, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.604308, "hold30_r": 1.85648 }, { "symbol": "RTX", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.855204, "strategy_rank": 72.010029, "rr": 1.504357, "primary_prob": 27.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.256535, "raw_level_count": 20, "gate_level_count": 20, "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": 88.348416, "strategy_rank": 82.948739, "rr": 1.969472, "primary_prob": 34.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.954207, "raw_level_count": 20, "gate_level_count": 20, "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": 80.882353, "strategy_rank": 59.763081, "rr": 1.714899, "primary_prob": 23.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.572348, "raw_level_count": 20, "gate_level_count": 20, "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": 99.095023, "strategy_rank": 98.588613, "rr": 0.832797, "primary_prob": 59.72, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.249196, "raw_level_count": 20, "gate_level_count": 20, "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": 95.135747, "strategy_rank": 90.540908, "rr": 1.304611, "primary_prob": 31.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 1.956917, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.274702, "hold30_r": 1.840419 }, { "symbol": "ULTA", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.447964, "strategy_rank": 79.1669, "rr": 1.293443, "primary_prob": 31.53, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 60, "primary_distance_atr": 1.940165, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.043486, "hold30_r": -1.0 }, { "symbol": "WMB", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.144796, "strategy_rank": 62.801132, "rr": 0.693669, "primary_prob": 50.15, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.040504, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.639016, "hold30_r": -1.0 }, { "symbol": "WMT", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.520362, "strategy_rank": 67.981503, "rr": 1.231904, "primary_prob": 32.97, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.847856, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.165161, "hold30_r": -1.0 }, { "symbol": "XOM", "date": "2026-05-11", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.665158, "strategy_rank": 77.166513, "rr": 1.654991, "primary_prob": 24.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.482487, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.610721, "hold30_r": -1.469947 }, { "symbol": "GEV", "date": "2026-05-12", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.39819, "strategy_rank": 96.419996, "rr": 1.183289, "primary_prob": 49.16, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.774933, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.03042, "hold30_r": -1.0 }, { "symbol": "SNDK", "date": "2026-05-15", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.886878, "strategy_rank": 99.886993, "rr": 1.024529, "primary_prob": 38.48, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.536794, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.005688, "hold30_r": 5.796473 }, { "symbol": "ADM", "date": "2026-05-18", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 88.839286, "strategy_rank": 73.579482, "rr": 2.237304, "primary_prob": 31.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 47, "primary_distance_atr": 3.355956, "raw_level_count": 20, "gate_level_count": 20, "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": 84.821429, "strategy_rank": 61.379454, "rr": 1.585045, "primary_prob": 25.7, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 24, "primary_distance_atr": 2.377567, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.522827, "hold30_r": 1.795678 }, { "symbol": "ALB", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.325893, "strategy_rank": 97.558637, "rr": 1.356786, "primary_prob": 30.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 52, "primary_distance_atr": 2.035179, "raw_level_count": 20, "gate_level_count": 20, "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": 94.977679, "strategy_rank": 93.11021, "rr": 0.904524, "primary_prob": 42.23, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.356786, "raw_level_count": 20, "gate_level_count": 20, "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": 96.09375, "strategy_rank": 96.330213, "rr": 1.074171, "primary_prob": 37.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.611257, "raw_level_count": 20, "gate_level_count": 20, "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": 83.035714, "strategy_rank": 86.187361, "rr": 1.605254, "primary_prob": 25.34, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 2.407881, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.580362, "hold30_r": 2.187765 }, { "symbol": "APA", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.433036, "strategy_rank": 93.693103, "rr": 1.981919, "primary_prob": 34.69, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 2.972878, "raw_level_count": 20, "gate_level_count": 20, "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": 87.946429, "strategy_rank": 87.754037, "rr": 1.662532, "primary_prob": 24.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 49, "primary_distance_atr": 2.493797, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.634952, "hold30_r": 5.721148 }, { "symbol": "BG", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.96875, "strategy_rank": 75.401065, "rr": 0.752498, "primary_prob": 47.74, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 15, "primary_distance_atr": 1.128747, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.043621, "hold30_r": -1.0 }, { "symbol": "BIIB", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.053571, "strategy_rank": 79.679148, "rr": 1.802678, "primary_prob": 22.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 68, "primary_distance_atr": 2.704017, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.760502, "hold30_r": 1.959265 }, { "symbol": "BKR", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.732143, "strategy_rank": 80.117622, "rr": 1.02552, "primary_prob": 53.45, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.53828, "raw_level_count": 20, "gate_level_count": 20, "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": 82.589286, "strategy_rank": 67.934994, "rr": 1.048246, "primary_prob": 37.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 109, "primary_distance_atr": 1.572369, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.98907, "hold30_r": -1.0 }, { "symbol": "C", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.607143, "strategy_rank": 76.359967, "rr": 1.136705, "primary_prob": 35.36, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 1.705058, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.086975, "hold30_r": 3.599431 }, { "symbol": "CAH", "date": "2026-05-18", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 90.625, "strategy_rank": 75.698079, "rr": 2.249334, "primary_prob": 31.55, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 3.374001, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 2.203827, "hold30_r": 4.322422 }, { "symbol": "CASY", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.754464, "strategy_rank": 75.61543, "rr": 0.859271, "primary_prob": 58.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.288906, "raw_level_count": 20, "gate_level_count": 20, "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": 95.870536, "strategy_rank": 88.423406, "rr": 1.083932, "primary_prob": 36.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.625898, "raw_level_count": 20, "gate_level_count": 20, "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": 94.53125, "strategy_rank": 92.697487, "rr": 1.633876, "primary_prob": 39.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.450814, "raw_level_count": 20, "gate_level_count": 20, "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": 81.473214, "strategy_rank": 67.755081, "rr": 1.841276, "primary_prob": 21.61, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 2.761914, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.787375, "hold30_r": 4.69738 }, { "symbol": "CHRW", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 95.200893, "strategy_rank": 89.858888, "rr": 1.6034, "primary_prob": 25.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 20, "primary_distance_atr": 2.4051, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.570066, "hold30_r": 2.116262 }, { "symbol": "CIEN", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 99.441964, "strategy_rank": 99.041446, "rr": 1.142228, "primary_prob": 35.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.713342, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.122355, "hold30_r": -1.0 }, { "symbol": "CMI", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.1875, "strategy_rank": 85.243945, "rr": 0.842432, "primary_prob": 44.37, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.263648, "raw_level_count": 20, "gate_level_count": 20, "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": 98.549107, "strategy_rank": 98.616892, "rr": 0.991373, "primary_prob": 39.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.48706, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.973611, "hold30_r": 0.142456 }, { "symbol": "COP", "date": "2026-05-18", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 83.928571, "strategy_rank": 74.885857, "rr": 2.206045, "primary_prob": 32.02, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 3.309067, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.131613, "hold30_r": -1.08494 }, { "symbol": "CVS", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 83.258929, "strategy_rank": 78.09194, "rr": 1.843965, "primary_prob": 36.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 66, "primary_distance_atr": 2.765948, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.052069, "hold30_r": -1.0 }, { "symbol": "CVX", "date": "2026-05-18", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 87.5, "strategy_rank": 67.564031, "rr": 2.230118, "primary_prob": 31.76, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 3.345177, "raw_level_count": 20, "gate_level_count": 20, "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": 91.741071, "strategy_rank": 93.016077, "rr": 1.060899, "primary_prob": 52.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.591349, "raw_level_count": 20, "gate_level_count": 20, "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": 84.598214, "strategy_rank": 82.570643, "rr": 0.684796, "primary_prob": 50.52, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 31, "primary_distance_atr": 1.027194, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.034238, "hold30_r": -1.0 }, { "symbol": "DVN", "date": "2026-05-18", "direction": "long", "qualified": true, "meets_core": true, "momentum_percentile": 89.174107, "strategy_rank": 81.731452, "rr": 2.467367, "primary_prob": 29.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 36, "primary_distance_atr": 3.701051, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.039565, "hold30_r": -1.0 }, { "symbol": "EA", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.9375, "strategy_rank": 60.15625, "rr": 1.015307, "primary_prob": 38.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 65, "primary_distance_atr": 1.52296, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.729033, "hold30_r": 3.132564 }, { "symbol": "EME", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 87.276786, "strategy_rank": 81.372146, "rr": 1.124773, "primary_prob": 35.68, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.68716, "raw_level_count": 20, "gate_level_count": 20, "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": 86.272321, "strategy_rank": 64.700202, "rr": 0.91803, "primary_prob": 41.79, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 17, "primary_distance_atr": 1.377046, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.856084, "hold30_r": -1.0 }, { "symbol": "EVRG", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.25, "strategy_rank": 57.944042, "rr": 1.036136, "primary_prob": 38.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 1.554204, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.963899, "hold30_r": 1.864093 }, { "symbol": "EXPE", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.379464, "strategy_rank": 87.226649, "rr": 1.821647, "primary_prob": 21.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.732471, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.793595, "hold30_r": 3.232636 }, { "symbol": "FCX", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 89.508929, "strategy_rank": 88.780972, "rr": 1.6138, "primary_prob": 25.19, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 14, "primary_distance_atr": 2.4207, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.585914, "hold30_r": 0.006914 }, { "symbol": "FDX", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.964286, "strategy_rank": 78.305958, "rr": 1.708425, "primary_prob": 23.63, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.562637, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.662913, "hold30_r": -2.75185 }, { "symbol": "FIX", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.879464, "strategy_rank": 96.310725, "rr": 1.251545, "primary_prob": 32.5, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.877317, "raw_level_count": 20, "gate_level_count": 20, "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": 83.705357, "strategy_rank": 67.613795, "rr": 1.048719, "primary_prob": 37.78, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 12, "primary_distance_atr": 1.573079, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.995306, "hold30_r": -1.0 }, { "symbol": "GLW", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.102679, "strategy_rank": 97.602833, "rr": 0.960186, "primary_prob": 40.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.44028, "raw_level_count": 20, "gate_level_count": 20, "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": 88.616071, "strategy_rank": 78.968889, "rr": 1.949576, "primary_prob": 20.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.924363, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.907996, "hold30_r": 0.688253 }, { "symbol": "GNRC", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 85.714286, "strategy_rank": 88.162584, "rr": 0.953808, "primary_prob": 40.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 32, "primary_distance_atr": 1.430711, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.923063, "hold30_r": 1.043033 }, { "symbol": "HCA", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 80.803571, "strategy_rank": 71.128202, "rr": 1.440966, "primary_prob": 28.4, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 8, "primary_distance_atr": 2.161449, "raw_level_count": 20, "gate_level_count": 20, "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": 93.638393, "strategy_rank": 88.698323, "rr": 1.700589, "primary_prob": 23.75, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.550884, "raw_level_count": 20, "gate_level_count": 20, "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": 87.723214, "strategy_rank": 79.446339, "rr": 1.268679, "primary_prob": 32.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.903018, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.231239, "hold30_r": 0.759016 }, { "symbol": "INCY", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.392857, "strategy_rank": 77.676782, "rr": 0.742511, "primary_prob": 48.14, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 37, "primary_distance_atr": 1.113767, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.697571, "hold30_r": 4.395345 }, { "symbol": "INTC", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 97.65625, "strategy_rank": 98.192337, "rr": 1.805821, "primary_prob": 22.13, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.708732, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.78782, "hold30_r": 1.568441 }, { "symbol": "IVZ", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.696429, "strategy_rank": 77.065006, "rr": 0.670912, "primary_prob": 66.12, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 1.006368, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.628629, "hold30_r": -1.0 }, { "symbol": "JBL", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 92.522321, "strategy_rank": 89.687674, "rr": 1.205084, "primary_prob": 33.62, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 1.807626, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.173132, "hold30_r": 1.726683 }, { "symbol": "JCI", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 81.919643, "strategy_rank": 70.105443, "rr": 1.227776, "primary_prob": 33.07, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 16, "primary_distance_atr": 1.841664, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.182609, "hold30_r": 1.231888 }, { "symbol": "JNJ", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.084821, "strategy_rank": 66.861602, "rr": 1.402338, "primary_prob": 29.18, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 21, "primary_distance_atr": 2.103508, "raw_level_count": 20, "gate_level_count": 20, "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": 93.861607, "strategy_rank": 91.360141, "rr": 1.38892, "primary_prob": 29.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.08338, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.04041, "hold30_r": -1.0 }, { "symbol": "KLAC", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 94.308036, "strategy_rank": 93.409834, "rr": 1.170231, "primary_prob": 34.49, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 5, "primary_distance_atr": 1.755347, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.141007, "hold30_r": 7.532007 }, { "symbol": "LHX", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.294643, "strategy_rank": 75.030972, "rr": 1.501713, "primary_prob": 27.22, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.25257, "raw_level_count": 20, "gate_level_count": 20, "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": 99.888393, "strategy_rank": 99.888467, "rr": 0.976696, "primary_prob": 39.92, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.465043, "raw_level_count": 20, "gate_level_count": 20, "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": 83.482143, "strategy_rank": 71.132378, "rr": 1.285813, "primary_prob": 31.71, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 25, "primary_distance_atr": 1.928719, "raw_level_count": 20, "gate_level_count": 20, "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": 97.209821, "strategy_rank": 96.510127, "rr": 0.823888, "primary_prob": 45.04, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.235833, "raw_level_count": 20, "gate_level_count": 20, "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": 82.366071, "strategy_rank": 75.195226, "rr": 1.20389, "primary_prob": 33.65, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 38, "primary_distance_atr": 1.805835, "raw_level_count": 20, "gate_level_count": 20, "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": 92.745536, "strategy_rank": 90.712521, "rr": 0.790456, "primary_prob": 46.28, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 1.185685, "raw_level_count": 20, "gate_level_count": 20, "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": 93.415179, "strategy_rank": 73.274812, "rr": 1.156392, "primary_prob": 34.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 65, "primary_distance_atr": 1.734589, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.099071, "hold30_r": 3.261783 }, { "symbol": "MRNA", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.540179, "strategy_rank": 96.776343, "rr": 1.926443, "primary_prob": 20.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 13, "primary_distance_atr": 2.889665, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.907549, "hold30_r": 4.789255 }, { "symbol": "MU", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.995536, "strategy_rank": 98.862577, "rr": 1.606009, "primary_prob": 25.33, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 3, "primary_distance_atr": 2.409014, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.587437, "hold30_r": 4.778761 }, { "symbol": "NEM", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.986607, "strategy_rank": 94.950759, "rr": 1.680425, "primary_prob": 24.08, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 18, "primary_distance_atr": 2.520637, "raw_level_count": 20, "gate_level_count": 20, "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": 91.071429, "strategy_rank": 78.115256, "rr": 0.937123, "primary_prob": 41.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 48, "primary_distance_atr": 1.405685, "raw_level_count": 20, "gate_level_count": 20, "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": 80.022321, "strategy_rank": 66.605825, "rr": 1.011707, "primary_prob": 53.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 1.517561, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.946725, "hold30_r": 2.030806 }, { "symbol": "ON", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 91.517857, "strategy_rank": 91.790785, "rr": 0.871536, "primary_prob": 58.35, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.307305, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.845996, "hold30_r": -1.299982 }, { "symbol": "OXY", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 88.169643, "strategy_rank": 83.233227, "rr": 1.65086, "primary_prob": 39.57, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 115, "primary_distance_atr": 2.476291, "raw_level_count": 20, "gate_level_count": 20, "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": 80.46875, "strategy_rank": 59.468437, "rr": 1.674532, "primary_prob": 24.17, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 97, "primary_distance_atr": 2.511798, "raw_level_count": 20, "gate_level_count": 20, "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": 81.026786, "strategy_rank": 65.605164, "rr": 0.977405, "primary_prob": 39.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 26, "primary_distance_atr": 1.466107, "raw_level_count": 20, "gate_level_count": 20, "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": 82.8125, "strategy_rank": 75.708171, "rr": 0.898533, "primary_prob": 57.43, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.347799, "raw_level_count": 20, "gate_level_count": 20, "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": 90.401786, "strategy_rank": 87.434925, "rr": 1.141443, "primary_prob": 35.24, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 9, "primary_distance_atr": 1.712164, "raw_level_count": 20, "gate_level_count": 20, "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": 80.245536, "strategy_rank": 73.209737, "rr": 1.324064, "primary_prob": 30.85, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 55, "primary_distance_atr": 1.986096, "raw_level_count": 20, "gate_level_count": 20, "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": 84.263393, "strategy_rank": 66.233818, "rr": 1.01017, "primary_prob": 38.9, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 10, "primary_distance_atr": 1.515256, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 0.956434, "hold30_r": 0.104377 }, { "symbol": "RTX", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.830357, "strategy_rank": 68.297954, "rr": 1.923629, "primary_prob": 20.47, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 11, "primary_distance_atr": 2.885444, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.871596, "hold30_r": 2.34066 }, { "symbol": "SLB", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 86.049107, "strategy_rank": 80.312326, "rr": 1.954175, "primary_prob": 35.06, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 2.931262, "raw_level_count": 20, "gate_level_count": 20, "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": 99.21875, "strategy_rank": 98.718158, "rr": 1.203218, "primary_prob": 33.67, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 4, "primary_distance_atr": 1.804828, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.181106, "hold30_r": 2.601969 }, { "symbol": "TER", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 98.772321, "strategy_rank": 98.272028, "rr": 1.693659, "primary_prob": 23.86, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 2.540489, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.674418, "hold30_r": 3.185192 }, { "symbol": "TPR", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 93.191964, "strategy_rank": 87.617448, "rr": 1.667633, "primary_prob": 24.29, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 23, "primary_distance_atr": 2.50145, "raw_level_count": 20, "gate_level_count": 20, "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": 82.142857, "strategy_rank": 79.148107, "rr": 1.77198, "primary_prob": 22.64, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 116, "primary_distance_atr": 2.65797, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.731746, "hold30_r": -1.0 }, { "symbol": "VRT", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 96.763393, "strategy_rank": 96.598518, "rr": 1.110815, "primary_prob": 36.05, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.666223, "raw_level_count": 20, "gate_level_count": 20, "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": 89.955357, "strategy_rank": 80.073427, "rr": 0.943723, "primary_prob": 55.96, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 6, "primary_distance_atr": 1.415584, "raw_level_count": 20, "gate_level_count": 20, "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": 99.665179, "strategy_rank": 99.264511, "rr": 1.211701, "primary_prob": 33.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 1, "primary_distance_atr": 1.817552, "raw_level_count": 20, "gate_level_count": 20, "outcome": "target_hit", "net_r": 1.191141, "hold30_r": 3.130897 }, { "symbol": "XOM", "date": "2026-05-18", "direction": "long", "qualified": false, "meets_core": false, "momentum_percentile": 90.178571, "strategy_rank": 73.982461, "rr": 1.999891, "primary_prob": 34.46, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 2, "primary_distance_atr": 2.999836, "raw_level_count": 20, "gate_level_count": 20, "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": 96.316964, "strategy_rank": 95.417421, "rr": 1.268536, "primary_prob": 32.1, "primary_sources": [ "volume_profile" ], "primary_strength": 50.0, "primary_rejection_count": 7, "primary_distance_atr": 1.902805, "raw_level_count": 20, "gate_level_count": 20, "outcome": "stop_hit", "net_r": -1.028387, "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): +43.2% CAGR, Sharpe 1.85, max drawdown -15.2%." }, { "topic": "exit", "text": "Legacy exit diagnostic: hold 30 trading days with the initial stop (+0.57R net/trade vs +0.18R for the S/R target exit). The simulated book agrees: +43.8% vs +27.6% CAGR at similar drawdown." }, { "topic": "gate", "text": "Gate: the confidence floor adds nothing \u2014 dropping it costs +0.01R/trade and adds 6 trades." }, { "topic": "gate", "text": "Gate: keep the R:R floor (worth +0.28R/trade under the hold exit)." }, { "topic": "gate", "text": "Gate: the NEUTRAL exclusion adds nothing \u2014 dropping it costs -0.03R/trade and adds 40 trades." }, { "topic": "cutoff", "text": "Residual-momentum cutoff: 90 has the best per-trade net (+0.23R over 195 setups)." }, { "topic": "benchmark", "text": "Book vs SPY: beats buy-and-hold by +70.2 points (+106.8% vs +36.6%), max drawdown \u221213.3%." }, { "topic": "robustness", "text": "Robustness: expectancy survives removing the top 5% of winners (+0.22R 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 1.95 vs 1.95, CAGR +43.8% vs +43.8%, skipped 0 vs 0." }, { "topic": "cutoff_90", "candidate": false, "text": "Cutoff 90 stays research-only: Raw 90 / max 10 Sharpe 1.50 vs 1.95, drawdown 14.2% vs 13.3%, CAGR +30.3% vs +43.8%." }, { "topic": "low_vol_overlay", "candidate": false, "text": "Low-vol overlay stays research-only: Residual 80 + low-vol blend / max 10 Sharpe 2.09 vs 1.95, drawdown 13.6% vs 13.3%, CAGR +46.6% vs +43.8%." }, { "topic": "high_vol_overlay", "candidate": false, "text": "High-vol overlay stays research-only: Residual 80 + high-vol 70 / max 10 Sharpe 1.91 vs 1.95, drawdown 14.6% vs 13.3%, CAGR +43.9% vs +43.8%." } ], "note": "Residual 12-1 momentum is now the production activation rank. Remaining rows are research comparisons only." } }