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{"ts": "2026-06-26T10:00:51.239057-04:00", "symbol": "MPWR", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:00:20.634795-04:00", "decision_ts": "2026-06-26T10:00:50.634795-04:00", "open": 1323.92, "high": 1336.93, "low": 1323.4, "close": 1334.0, "fill": 1334.0, "vwap": 1331.0755784146625, "ticks": 52}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "1334.00", "bar VWAP": "1331.0756", "close \u2212 VWAP": "+2.9244"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:00:51.282878-04:00"}
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{"ts": "2026-06-26T10:03:51.911809-04:00", "symbol": "ODFL", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:03:21.030402-04:00", "decision_ts": "2026-06-26T10:03:51.030402-04:00", "open": 220.34, "high": 220.53, "low": 220.33, "close": 220.35, "fill": 220.35, "vwap": 220.40509489475818, "ticks": 15}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "220.35", "bar VWAP": "220.4051", "close \u2212 VWAP": "-0.0551"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:03:51.934830-04:00"}
{"ts": "2026-06-26T10:04:40.122919-04:00", "symbol": "ARM", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:04:09.746159-04:00", "decision_ts": "2026-06-26T10:04:39.746159-04:00", "open": 334.63, "high": 334.9942, "low": 333.34, "close": 333.5, "fill": 333.5, "vwap": 333.6348259403154, "ticks": 119}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "333.50", "bar VWAP": "333.6348", "close \u2212 VWAP": "-0.1348"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:04:40.167278-04:00"}
{"ts": "2026-06-26T10:08:12.602335-04:00", "symbol": "ROST", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:07:42.162012-04:00", "decision_ts": "2026-06-26T10:08:12.162012-04:00", "open": 214.75, "high": 214.9, "low": 213.995, "close": 214.205, "fill": 214.205, "vwap": 214.15286294340552, "ticks": 3}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 214.15 +0.10% = 214.37; first tick (after delay) 214.21 @ 10:08:12; gap +0.02% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:08:12.660688-04:00"}
{"ts": "2026-06-26T10:08:37.822559-04:00", "symbol": "BAC", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:08:07.479778-04:00", "decision_ts": "2026-06-26T10:08:37.479778-04:00", "open": 57.89, "high": 57.99, "low": 57.875, "close": 57.975, "fill": 57.975, "vwap": 57.910273651612265, "ticks": 119}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "57.98", "bar VWAP": "57.9103", "close \u2212 VWAP": "+0.0647"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:08:37.839212-04:00"}
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{"ts": "2026-06-26T10:10:36.503379-04:00", "symbol": "TER", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "early_volatility", "skip_detail": "SMH early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:10:36.567326-04:00"}
{"ts": "2026-06-26T10:12:14.500047-04:00", "symbol": "SWKS", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:11:44.119424-04:00", "decision_ts": "2026-06-26T10:12:14.119424-04:00", "open": 68.415, "high": 68.48, "low": 68.115, "close": 68.19, "fill": 68.19, "vwap": 68.16244871673585, "ticks": 32}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "SMH fell -3.07% < -1.50% (EOD 636.88 \u2192 1m 617.32); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "636.88", "last 1m close": "617.32", "deviation": "-3.07%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "636.88", "last 1m close": "617.32", "deviation": "-3.07%", "threshold": "-1.50%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:12:14.581583-04:00"}
{"ts": "2026-06-26T10:13:43.797066-04:00", "symbol": "REGN", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:13:13.230279-04:00", "decision_ts": "2026-06-26T10:13:43.230279-04:00", "open": 635.24, "high": 635.24, "low": 633.75, "close": 634.18, "fill": 634.18, "vwap": 633.7943540136674, "ticks": 10}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 633.79 +0.10% = 634.43; first tick (after delay) 634.18 @ 10:13:43; gap +0.06% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:13:43.864512-04:00"}
{"ts": "2026-06-26T10:15:01.127630-04:00", "symbol": "TRI", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-TRI-20260626T101501-entry", "alpaca_parent_id": "d10d799e-aea1-4494-a619-2ada994bcdbc", "alpaca_tp_id": "9de922ae-b7ca-43df-99a0-fed0fb32a50b", "alpaca_sl_id": "437dd1dd-c9bc-4804-a10a-38fca69a3ee4", "shares": 885.0, "entry_anchor_price": 83.13, "entry_price_ref": 83.40984208184477, "entry_price_fill": 83.05, "entry_gate_price": 83.13, "signal_ts": "2026-06-26T10:14:31.020658-04:00", "entry_filled_at": "2026-06-26T14:15:02.807898+00:00", "decision_bar_wall": "2026-06-26T10:14:31.036126-04:00", "entry_confirmed_wall": "2026-06-26T10:15:01.127630-04:00", "decision_bar": {"signal_ts": "2026-06-26T10:14:31.020658-04:00", "decision_ts": "2026-06-26T10:15:01.020658-04:00", "open": 83.32, "high": 83.41, "low": 83.13, "close": 83.13, "fill": 83.13, "vwap": 83.40984208184477, "ticks": 10}, "tp_level": 82.22, "sl_level": 83.59, "sl_anchor_price": 83.13, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-06-26T15:45:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": {"anchor": "QQQ", "EOD close": "716.38", "last 1m close": "712.59", "deviation": "-0.53%", "threshold": "+1.50%"}, "retouch_metrics": {"bar VWAP": "83.4098", "bar low": "83.25", "bar high": "83.41"}, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:15:03.264932-04:00"}
{"ts": "2026-06-26T10:17:16.971533-04:00", "symbol": "GLW", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "early_volatility", "skip_detail": "SPY early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:17:16.982184-04:00"}
{"ts": "2026-06-26T10:17:35.272049-04:00", "symbol": "VRT", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:17:04.271911-04:00", "decision_ts": "2026-06-26T10:17:34.271911-04:00", "open": 309.95, "high": 309.95, "low": 309.29, "close": 309.43, "fill": 309.43, "vwap": 309.6855459258772, "ticks": 35}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "309.43", "bar VWAP": "309.6855", "close \u2212 VWAP": "-0.2555"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:17:35.331832-04:00"}
{"ts": "2026-06-26T10:17:35.272049-04:00", "symbol": "APH", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:17:04.937519-04:00", "decision_ts": "2026-06-26T10:17:34.937519-04:00", "open": 162.33, "high": 162.33, "low": 162.02, "close": 162.115, "fill": 162.115, "vwap": 162.02508932734173, "ticks": 53}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 162.03 +0.10% = 162.19; first tick (after delay) 162.12 @ 10:17:35; gap +0.06% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:17:35.450875-04:00"}
{"ts": "2026-06-26T10:17:35.272049-04:00", "symbol": "ALAB", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:17:05.101380-04:00", "decision_ts": "2026-06-26T10:17:35.101380-04:00", "open": 380.58, "high": 380.58, "low": 379.01, "close": 379.01, "fill": 379.01, "vwap": 380.07337559967715, "ticks": 18}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "379.01", "bar VWAP": "380.0734", "close \u2212 VWAP": "-1.0634"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:17:35.601530-04:00"}
{"ts": "2026-06-26T10:17:54.027302-04:00", "symbol": "GS", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "early_volatility", "skip_detail": "SPY early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:17:54.062385-04:00"}
{"ts": "2026-06-26T10:20:20.500989-04:00", "symbol": "ARM", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:19:50.310535-04:00", "decision_ts": "2026-06-26T10:20:20.310535-04:00", "open": 335.63, "high": 336.28, "low": 334.0, "close": 334.81, "fill": 334.79, "vwap": 334.21118204630477, "ticks": 23}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "SMH fell -3.11% < -1.50% (EOD 636.88 \u2192 1m 617.06); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "636.88", "last 1m close": "617.06", "deviation": "-3.11%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "636.88", "last 1m close": "617.06", "deviation": "-3.11%", "threshold": "-1.50%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:20:20.577215-04:00"}
{"ts": "2026-06-26T10:20:43.150427-04:00", "symbol": "MPWR", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "early_volatility", "skip_detail": "SMH early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:20:43.164859-04:00"}
{"ts": "2026-06-26T10:20:48.203974-04:00", "symbol": "WDC", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "early_volatility", "skip_detail": "SMH early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:20:48.220314-04:00"}
{"ts": "2026-06-26T10:23:16.730928-04:00", "symbol": "TRI", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-TRI-20260626T101501-entry", "alpaca_parent_id": "d10d799e-aea1-4494-a619-2ada994bcdbc", "alpaca_tp_id": "9de922ae-b7ca-43df-99a0-fed0fb32a50b", "alpaca_sl_id": "437dd1dd-c9bc-4804-a10a-38fca69a3ee4", "shares": 885.0, "entry_anchor_price": 83.13, "entry_price_ref": 83.40984208184477, "entry_price_fill": 83.05, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 82.22, "sl_level": 83.59, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-06-26T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 83.59, "exit_price_fill": 83.69, "exit_filled_at": "2026-06-26T14:23:13.309560+00:00", "pnl_ref": -159.4397575673797, "pnl_fill": -566.4000000000005, "return_pct_ref": -0.21599119919020193, "return_pct_fill": -0.7706201083684583, "slip_entry_bps": 43.14144144904205, "slip_exit_bps": 11.96315348725856, "slip_total_bps": 55.10459493630061, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:23:16.771328-04:00"}
{"ts": "2026-06-26T10:24:04.521306-04:00", "symbol": "STX", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "early_volatility", "skip_detail": "QQQ early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:24:04.549693-04:00"}
{"ts": "2026-06-26T10:24:35.985658-04:00", "symbol": "DELL", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:24:05.490277-04:00", "decision_ts": "2026-06-26T10:24:35.490277-04:00", "open": 393.25, "high": 393.52, "low": 392.51, "close": 393.03, "fill": 393.03, "vwap": 392.77489945726734, "ticks": 67}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 392.77 +0.10% = 393.17; first tick (after delay) 393.03 @ 10:24:35; gap +0.06% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:24:36.056741-04:00"}
{"ts": "2026-06-26T10:26:23.912173-04:00", "symbol": "ORCL", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:25:53.571343-04:00", "decision_ts": "2026-06-26T10:26:23.571343-04:00", "open": 150.63, "high": 151.409, "low": 150.57, "close": 151.2373, "fill": 151.16, "vwap": 151.1471564361668, "ticks": 191}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "151.24", "bar VWAP": "151.1472", "close \u2212 VWAP": "+0.0901"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:26:23.937614-04:00"}
{"ts": "2026-06-26T10:27:02.785769-04:00", "symbol": "MRVL", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:26:32.777934-04:00", "decision_ts": "2026-06-26T10:27:02.777934-04:00", "open": 270.77, "high": 270.91, "low": 268.62, "close": 269.255, "fill": 269.14, "vwap": 268.8181492900726, "ticks": 241}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "SMH fell -2.93% < -1.50% (EOD 636.88 \u2192 1m 618.22); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "636.88", "last 1m close": "618.22", "deviation": "-2.93%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "636.88", "last 1m close": "618.22", "deviation": "-2.93%", "threshold": "-1.50%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:27:02.827119-04:00"}
{"ts": "2026-06-26T10:30:10.414035-04:00", "symbol": "LITE", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "early_volatility", "skip_detail": "QQQ early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:30:10.425427-04:00"}
{"ts": "2026-06-26T10:32:46.730738-04:00", "symbol": "LRCX", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:32:16.687306-04:00", "decision_ts": "2026-06-26T10:32:46.687306-04:00", "open": 383.37, "high": 383.44, "low": 381.45, "close": 381.79, "fill": 381.635, "vwap": 382.51104741167694, "ticks": 102}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "381.79", "bar VWAP": "382.5110", "close \u2212 VWAP": "-0.7210"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:32:46.813352-04:00"}
{"ts": "2026-06-26T10:33:18.947906-04:00", "symbol": "GEV", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-GEV-20260626T103318-entry", "alpaca_parent_id": "78e33852-38d3-4d12-85a9-ade57f1b5048", "alpaca_tp_id": "b3de2e5f-9882-49fb-80e1-6e7095d63c4e", "alpaca_sl_id": "36d6e756-2192-45aa-976c-94b6cdcf9ac8", "shares": 68.0, "entry_anchor_price": 1066.455, "entry_price_ref": 1065.3445522221166, "entry_price_fill": 1067.920882, "entry_gate_price": 1066.455, "signal_ts": "2026-06-26T10:32:48.916099-04:00", "entry_filled_at": "2026-06-26T14:33:20.921071+00:00", "decision_bar_wall": "2026-06-26T10:32:48.931859-04:00", "entry_confirmed_wall": "2026-06-26T10:33:18.947906-04:00", "decision_bar": {"signal_ts": "2026-06-26T10:32:48.916099-04:00", "decision_ts": "2026-06-26T10:33:18.916099-04:00", "open": 1070.825, "high": 1070.83, "low": 1065.2, "close": 1066.455, "fill": 1066.455, "vwap": 1065.3445522221166, "ticks": 23}, "tp_level": 1078.19, "sl_level": 1060.59, "sl_anchor_price": 1066.455, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-06-26T15:45:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": {"anchor": "SPY", "EOD close": "734.30", "last 1m close": "733.14", "deviation": "-0.16%", "threshold": "-1.00%"}, "retouch_metrics": {"bar VWAP": "1065.3446", "bar low": "1065.20", "bar high": "1070.83"}, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:33:21.171037-04:00"}
{"ts": "2026-06-26T10:34:42.762115-04:00", "symbol": "DELL", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:34:11.859528-04:00", "decision_ts": "2026-06-26T10:34:41.859528-04:00", "open": 392.5, "high": 393.11, "low": 392.5, "close": 392.88, "fill": 392.88, "vwap": 392.6623414713079, "ticks": 35}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "392.88", "bar VWAP": "392.6623", "close \u2212 VWAP": "+0.2177"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:34:42.833613-04:00"}
{"ts": "2026-06-26T10:34:43.766767-04:00", "symbol": "MRVL", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:34:13.658588-04:00", "decision_ts": "2026-06-26T10:34:43.658588-04:00", "open": 267.5567, "high": 268.89, "low": 267.38, "close": 268.4176, "fill": 268.51, "vwap": 268.6905071262734, "ticks": 172}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 268.69 -0.10% = 268.42; first tick (after delay) 268.51 @ 10:34:43; gap +0.07% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:34:43.802189-04:00"}
{"ts": "2026-06-26T10:37:27.798262-04:00", "symbol": "AMAT", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:36:57.188894-04:00", "decision_ts": "2026-06-26T10:37:27.188894-04:00", "open": 642.79, "high": 643.385, "low": 639.0071, "close": 640.2676, "fill": 640.2676, "vwap": 639.6238482836178, "ticks": 94}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "SMH fell -3.39% < -1.50% (EOD 636.88 \u2192 1m 615.27); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "636.88", "last 1m close": "615.27", "deviation": "-3.39%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "636.88", "last 1m close": "615.27", "deviation": "-3.39%", "threshold": "-1.50%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:37:27.822832-04:00"}
{"ts": "2026-06-26T10:37:40.454283-04:00", "symbol": "ALAB", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:37:10.142661-04:00", "decision_ts": "2026-06-26T10:37:40.142661-04:00", "open": 381.35, "high": 381.35, "low": 379.71, "close": 380.04, "fill": 379.71, "vwap": 380.5569717439133, "ticks": 24}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "380.04", "bar VWAP": "380.5570", "close \u2212 VWAP": "-0.5170"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:37:40.482277-04:00"}
{"ts": "2026-06-26T10:37:52.988565-04:00", "symbol": "GEV", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-GEV-20260626T103318-entry", "alpaca_parent_id": "78e33852-38d3-4d12-85a9-ade57f1b5048", "alpaca_tp_id": "b3de2e5f-9882-49fb-80e1-6e7095d63c4e", "alpaca_sl_id": "36d6e756-2192-45aa-976c-94b6cdcf9ac8", "shares": 68.0, "entry_anchor_price": 1066.455, "entry_price_ref": 1065.3445522221166, "entry_price_fill": 1067.920882, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 1078.19, "sl_level": 1060.59, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-06-26T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 1060.59, "exit_price_fill": 1060.2, "exit_filled_at": "2026-06-26T14:37:49.044847+00:00", "pnl_ref": -323.3095511039337, "pnl_fill": -525.0199759999896, "return_pct_ref": -0.44629244240274035, "return_pct_fill": -0.7229825851462146, "slip_entry_bps": 24.18306614990937, "slip_exit_bps": 3.6771985404338405, "slip_total_bps": 27.860264690343207, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:37:53.017427-04:00"}
{"ts": "2026-06-26T10:39:11.251897-04:00", "symbol": "HON", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:38:40.294474-04:00", "decision_ts": "2026-06-26T10:39:10.294474-04:00", "open": 231.11, "high": 231.43, "low": 230.88, "close": 231.1, "fill": 231.1, "vwap": 230.92849169892926, "ticks": 11}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 230.93 +0.10% = 231.16; first tick (after delay) 231.10 @ 10:39:11; gap +0.07% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:39:11.312470-04:00"}
{"ts": "2026-06-26T10:40:00.495886-04:00", "symbol": "GE", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:39:30.144080-04:00", "decision_ts": "2026-06-26T10:40:00.144080-04:00", "open": 367.38, "high": 367.38, "low": 367.08, "close": 367.22, "fill": 367.22, "vwap": 367.0938149991209, "ticks": 34}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 367.09 +0.10% = 367.46; first tick (after delay) 367.22 @ 10:40:00; gap +0.03% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:40:00.519688-04:00"}
{"ts": "2026-06-26T10:40:00.495886-04:00", "symbol": "SNDK", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-SNDK-20260626T104000-entry", "alpaca_parent_id": "460afb9b-d10c-425a-b7ae-715d01cd70ac", "alpaca_tp_id": "324a8aea-52d8-4f83-bdb3-3bfd8b8682b8", "alpaca_sl_id": "2b29c1f3-b7f9-400c-81f0-f18765b4c967", "shares": 33.0, "entry_anchor_price": 2195.965, "entry_price_ref": 2192.1810374776665, "entry_price_fill": 2197.23, "entry_gate_price": 2195.965, "signal_ts": "2026-06-26T10:39:30.246095-04:00", "entry_filled_at": "2026-06-26T14:40:01.314855+00:00", "decision_bar_wall": "2026-06-26T10:39:30.288859-04:00", "entry_confirmed_wall": "2026-06-26T10:40:00.495886-04:00", "decision_bar": {"signal_ts": "2026-06-26T10:39:30.246095-04:00", "decision_ts": "2026-06-26T10:40:00.246095-04:00", "open": 2196.0, "high": 2200.99, "low": 2192.0, "close": 2195.965, "fill": 2195.965, "vwap": 2192.1810374776665, "ticks": 79}, "tp_level": 2220.12, "sl_level": 2183.89, "sl_anchor_price": 2195.965, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-06-26T15:45:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": {"anchor": "QQQ", "EOD close": "716.38", "last 1m close": "710.10", "deviation": "-0.88%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "2192.1810", "bar low": "2192.00", "bar high": "2200.99"}, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:40:01.454744-04:00"}
{"ts": "2026-06-26T10:40:33.783569-04:00", "symbol": "CRWD", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-CRWD-20260626T104033-entry", "alpaca_parent_id": "9f955045-84f3-43f7-be21-656d8ce02fda", "alpaca_tp_id": "8bbc775f-3cb5-4820-9329-6a5c035cc8a5", "alpaca_sl_id": "5919a5a4-347c-4ef5-b9d0-3cbd003c7d27", "shares": 105.0, "entry_anchor_price": 692.0, "entry_price_ref": 691.0000280884985, "entry_price_fill": 692.98, "entry_gate_price": 692.0, "signal_ts": "2026-06-26T10:40:03.420917-04:00", "entry_filled_at": "2026-06-26T14:40:34.512487+00:00", "decision_bar_wall": "2026-06-26T10:40:03.438495-04:00", "entry_confirmed_wall": "2026-06-26T10:40:33.783569-04:00", "decision_bar": {"signal_ts": "2026-06-26T10:40:03.420917-04:00", "decision_ts": "2026-06-26T10:40:33.420917-04:00", "open": 693.55, "high": 693.55, "low": 691.0, "close": 692.0, "fill": 692.0, "vwap": 691.0000280884985, "ticks": 46}, "tp_level": 699.61, "sl_level": 688.19, "sl_anchor_price": 692.0, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-06-26T15:45:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": {"anchor": "QQQ", "EOD close": "716.38", "last 1m close": "710.10", "deviation": "-0.88%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "691.0000", "bar low": "691.00", "bar high": "693.55"}, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:40:34.736315-04:00"}
{"ts": "2026-06-26T10:40:36.918550-04:00", "symbol": "ANET", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:40:06.624290-04:00", "decision_ts": "2026-06-26T10:40:36.624290-04:00", "open": 159.18, "high": 159.18, "low": 158.914, "close": 158.955, "fill": 158.955, "vwap": 159.14108178178384, "ticks": 12}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "158.96", "bar VWAP": "159.1411", "close \u2212 VWAP": "-0.1861"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:40:36.934684-04:00"}
{"ts": "2026-06-26T10:40:36.954051-04:00", "symbol": "MU", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:40:06.764712-04:00", "decision_ts": "2026-06-26T10:40:36.764712-04:00", "open": 1161.71, "high": 1162.6776, "low": 1158.31, "close": 1161.7299, "fill": 1161.6902, "vwap": 1160.731910963203, "ticks": 810}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "SMH fell -3.54% < -1.50% (EOD 636.88 \u2192 1m 614.30); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "636.88", "last 1m close": "614.30", "deviation": "-3.54%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "636.88", "last 1m close": "614.30", "deviation": "-3.54%", "threshold": "-1.50%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:40:36.981692-04:00"}
{"ts": "2026-06-26T10:40:49.149181-04:00", "symbol": "LMT", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:40:18.792506-04:00", "decision_ts": "2026-06-26T10:40:48.792506-04:00", "open": 513.2, "high": 513.22, "low": 512.335, "close": 512.335, "fill": 512.335, "vwap": 512.4066323597161, "ticks": 14}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "512.34", "bar VWAP": "512.4066", "close \u2212 VWAP": "-0.0716"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:40:49.149790-04:00"}
{"ts": "2026-06-26T10:41:24.485059-04:00", "symbol": "MSTR", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:40:54.152422-04:00", "decision_ts": "2026-06-26T10:41:24.152422-04:00", "open": 85.2401, "high": 85.548, "low": 84.74, "close": 85.435, "fill": 85.435, "vwap": 84.76181978794816, "ticks": 222}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "large_gap", "skip_detail": "threshold VWAP@touch 84.76 +0.40% = 85.10; first tick (after delay) 85.44 @ 10:41:24; gap +0.79% > max 0.40%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:41:24.485664-04:00"}
{"ts": "2026-06-26T10:44:58.663075-04:00", "symbol": "SCHW", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:44:28.359098-04:00", "decision_ts": "2026-06-26T10:44:58.359098-04:00", "open": 88.65, "high": 88.72, "low": 88.645, "close": 88.695, "fill": 88.695, "vwap": 88.69868173166714, "ticks": 27}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 88.70 -0.10% = 88.61; first tick (after delay) 88.69 @ 10:44:58; gap +0.00% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:44:58.730121-04:00"}
{"ts": "2026-06-26T10:45:12.299615-04:00", "symbol": "MSTR", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:44:42.232958-04:00", "decision_ts": "2026-06-26T10:45:12.232958-04:00", "open": 84.965, "high": 85.0699, "low": 84.64, "close": 84.7066, "fill": 84.715, "vwap": 84.7730263423936, "ticks": 134}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "84.71", "bar VWAP": "84.7730", "close \u2212 VWAP": "-0.0664"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:45:12.384467-04:00"}
{"ts": "2026-06-26T10:50:57.240248-04:00", "symbol": "LITE", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "early_volatility", "skip_detail": "QQQ early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:50:57.260048-04:00"}
{"ts": "2026-06-26T10:51:17.340124-04:00", "symbol": "MPWR", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "early_volatility", "skip_detail": "SMH early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:51:17.351569-04:00"}
{"ts": "2026-06-26T10:51:29.582498-04:00", "symbol": "ALAB", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:50:58.779715-04:00", "decision_ts": "2026-06-26T10:51:28.779715-04:00", "open": 378.11, "high": 381.49, "low": 378.11, "close": 381.49, "fill": 381.49, "vwap": 380.35757177555047, "ticks": 4}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "381.49", "bar VWAP": "380.3576", "close \u2212 VWAP": "+1.1324"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:51:29.642662-04:00"}
{"ts": "2026-06-26T10:52:49.429521-04:00", "symbol": "SNDK", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-SNDK-20260626T104000-entry", "alpaca_parent_id": "460afb9b-d10c-425a-b7ae-715d01cd70ac", "alpaca_tp_id": "324a8aea-52d8-4f83-bdb3-3bfd8b8682b8", "alpaca_sl_id": "2b29c1f3-b7f9-400c-81f0-f18765b4c967", "shares": 33.0, "entry_anchor_price": 2195.965, "entry_price_ref": 2192.1810374776665, "entry_price_fill": 2197.23, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 2220.12, "sl_level": 2183.89, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-06-26T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 2183.89, "exit_price_fill": 2183.58, "exit_filled_at": "2026-06-26T14:52:43.683547+00:00", "pnl_ref": -273.60423676299706, "pnl_fill": -450.450000000003, "return_pct_ref": -0.37820952448371914, "return_pct_fill": -0.6212367389849982, "slip_entry_bps": 23.0316859603116, "slip_exit_bps": 1.4194854136423787, "slip_total_bps": 24.451171373953976, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:52:49.459934-04:00"}
{"ts": "2026-06-26T10:53:03.983667-04:00", "symbol": "QCOM", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:52:33.874361-04:00", "decision_ts": "2026-06-26T10:53:03.874361-04:00", "open": 204.89, "high": 205.11, "low": 203.97, "close": 203.9932, "fill": 204.06, "vwap": 204.26463544623093, "ticks": 88}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "203.99", "bar VWAP": "204.2646", "close \u2212 VWAP": "-0.2714"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:53:04.020226-04:00"}
{"ts": "2026-06-26T10:54:21.530232-04:00", "symbol": "INTC", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:53:51.138626-04:00", "decision_ts": "2026-06-26T10:54:21.138626-04:00", "open": 129.3315, "high": 129.35, "low": 128.42, "close": 128.69, "fill": 128.7099, "vwap": 128.65928817383434, "ticks": 599}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "SMH fell -3.56% < -1.50% (EOD 636.88 \u2192 1m 614.21); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "636.88", "last 1m close": "614.21", "deviation": "-3.56%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "636.88", "last 1m close": "614.21", "deviation": "-3.56%", "threshold": "-1.50%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:54:21.621172-04:00"}
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{"ts": "2026-06-26T10:55:36.269568-04:00", "symbol": "AMAT", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:55:05.973192-04:00", "decision_ts": "2026-06-26T10:55:35.973192-04:00", "open": 640.855, "high": 641.05, "low": 638.22, "close": 638.45, "fill": 638.45, "vwap": 639.7290411334237, "ticks": 88}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "638.45", "bar VWAP": "639.7290", "close \u2212 VWAP": "-1.2790"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:55:36.293388-04:00"}
{"ts": "2026-06-26T10:59:26.288014-04:00", "symbol": "TSM", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T10:58:56.028338-04:00", "decision_ts": "2026-06-26T10:59:26.028338-04:00", "open": 423.325, "high": 423.425, "low": 422.77, "close": 423.345, "fill": 423.345, "vwap": 423.0185456232858, "ticks": 229}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "SMH fell -3.53% < -1.50% (EOD 636.88 \u2192 1m 614.39); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "636.88", "last 1m close": "614.39", "deviation": "-3.53%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "636.88", "last 1m close": "614.39", "deviation": "-3.53%", "threshold": "-1.50%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T10:59:26.356491-04:00"}
{"ts": "2026-06-26T11:00:16.385074-04:00", "symbol": "ISRG", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-ISRG-20260626T110016-entry", "alpaca_parent_id": "381ee8dc-0dcc-46c6-830d-092c93f4e4e0", "alpaca_tp_id": "9438a370-e563-4763-a4b4-a04f4ae795be", "alpaca_sl_id": "a3f73060-08b6-4a15-b61c-ed90c646bd16", "shares": 134.0, "entry_anchor_price": 406.9, "entry_price_ref": 406.2530150185472, "entry_price_fill": 406.91, "entry_gate_price": 406.9, "signal_ts": "2026-06-26T10:59:46.071223-04:00", "entry_filled_at": "2026-06-26T15:00:17.731423+00:00", "decision_bar_wall": "2026-06-26T10:59:46.087557-04:00", "entry_confirmed_wall": "2026-06-26T11:00:16.385074-04:00", "decision_bar": {"signal_ts": "2026-06-26T10:59:46.071223-04:00", "decision_ts": "2026-06-26T11:00:16.071223-04:00", "open": 407.205, "high": 407.31, "low": 406.04, "close": 406.9, "fill": 406.9, "vwap": 406.2530150185472, "ticks": 19}, "tp_level": 411.38, "sl_level": 404.66, "sl_anchor_price": 406.9, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-06-26T15:45:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": {"anchor": "QQQ", "EOD close": "716.38", "last 1m close": "710.51", "deviation": "-0.82%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "406.2530", "bar low": "406.04", "bar high": "407.31"}, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:00:17.791356-04:00"}
{"ts": "2026-06-26T11:06:00.677088-04:00", "symbol": "AMD", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T11:05:30.564954-04:00", "decision_ts": "2026-06-26T11:06:00.564954-04:00", "open": 515.9, "high": 516.5999, "low": 514.7349, "close": 515.55, "fill": 515.55, "vwap": 515.3086335943846, "ticks": 112}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "SMH fell -3.78% < -1.50% (EOD 636.88 \u2192 1m 612.78); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "636.88", "last 1m close": "612.78", "deviation": "-3.78%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "636.88", "last 1m close": "612.78", "deviation": "-3.78%", "threshold": "-1.50%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:06:00.775759-04:00"}
{"ts": "2026-06-26T11:06:08.916457-04:00", "symbol": "AMGN", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T11:05:38.055858-04:00", "decision_ts": "2026-06-26T11:06:08.055858-04:00", "open": 359.86, "high": 359.88, "low": 359.08, "close": 359.45, "fill": 359.45, "vwap": 359.27637782127164, "ticks": 25}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 359.28 +0.10% = 359.64; first tick (after delay) 359.45 @ 11:06:08; gap +0.05% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:06:08.956420-04:00"}
{"ts": "2026-06-26T11:08:47.330007-04:00", "symbol": "SNPS", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T11:08:16.453337-04:00", "decision_ts": "2026-06-26T11:08:46.453337-04:00", "open": 445.0, "high": 445.5, "low": 444.79, "close": 445.01, "fill": 445.01, "vwap": 445.408511531781, "ticks": 9}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 445.41 -0.10% = 444.96; first tick (after delay) 445.01 @ 11:08:47; gap +0.09% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:08:47.380653-04:00"}
{"ts": "2026-06-26T11:10:19.497278-04:00", "symbol": "GILD", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T11:09:49.466813-04:00", "decision_ts": "2026-06-26T11:10:19.466813-04:00", "open": 127.22, "high": 127.27, "low": 126.965, "close": 127.025, "fill": 127.025, "vwap": 126.98086311532721, "ticks": 67}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 126.98 +0.10% = 127.11; first tick (after delay) 127.03 @ 11:10:19; gap +0.03% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:10:19.590588-04:00"}
{"ts": "2026-06-26T11:10:54.863388-04:00", "symbol": "ASML", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T11:10:24.668393-04:00", "decision_ts": "2026-06-26T11:10:54.668393-04:00", "open": 1790.52, "high": 1791.425, "low": 1787.54, "close": 1787.71, "fill": 1787.78, "vwap": 1789.0858179439956, "ticks": 61}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "1787.71", "bar VWAP": "1789.0858", "close \u2212 VWAP": "-1.3758"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:10:54.892930-04:00"}
{"ts": "2026-06-26T11:14:13.319505-04:00", "symbol": "CRWD", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-CRWD-20260626T104033-entry", "alpaca_parent_id": "9f955045-84f3-43f7-be21-656d8ce02fda", "alpaca_tp_id": "8bbc775f-3cb5-4820-9329-6a5c035cc8a5", "alpaca_sl_id": "5919a5a4-347c-4ef5-b9d0-3cbd003c7d27", "shares": 105.0, "entry_anchor_price": 692.0, "entry_price_ref": 691.0000280884985, "entry_price_fill": 692.98, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 699.61, "sl_level": 688.19, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-06-26T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 688.19, "exit_price_fill": 688.14, "exit_filled_at": "2026-06-26T15:14:11.619159+00:00", "pnl_ref": -295.0529492923408, "pnl_fill": -508.20000000000334, "return_pct_ref": -0.4066610671886406, "return_pct_fill": -0.6984328552050556, "slip_entry_bps": 28.65371680198974, "slip_exit_bps": 0.7265435417554484, "slip_total_bps": 29.38026034374519, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:14:13.375080-04:00"}
{"ts": "2026-06-26T11:14:40.597955-04:00", "symbol": "PANW", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T11:14:09.740591-04:00", "decision_ts": "2026-06-26T11:14:39.740591-04:00", "open": 296.265, "high": 296.265, "low": 296.091, "close": 296.26, "fill": 296.26, "vwap": 296.1857756659743, "ticks": 2}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 296.19 +0.10% = 296.48; first tick (after delay) 296.26 @ 11:14:40; gap +0.03% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:14:40.698008-04:00"}
{"ts": "2026-06-26T11:16:42.977701-04:00", "symbol": "LLY", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T11:16:12.740397-04:00", "decision_ts": "2026-06-26T11:16:42.740397-04:00", "open": 1187.3, "high": 1187.3, "low": 1183.35, "close": 1184.25, "fill": 1183.79, "vwap": 1186.2092838669744, "ticks": 54}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "1184.25", "bar VWAP": "1186.2093", "close \u2212 VWAP": "-1.9593"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:16:43.057305-04:00"}
{"ts": "2026-06-26T11:22:47.617014-04:00", "symbol": "MAR", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T11:22:16.729057-04:00", "decision_ts": "2026-06-26T11:22:46.729057-04:00", "open": 376.25, "high": 376.265, "low": 376.1475, "close": 376.1475, "fill": 376.1475, "vwap": 376.18661436151837, "ticks": 9}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "open_above_vwap", "skip_detail": null, "skip_metrics": {"bar open": "376.25", "bar VWAP": "376.1866", "bar open \u2212 VWAP": "+0.0634"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:22:47.696931-04:00"}
{"ts": "2026-06-26T11:23:49.639928-04:00", "symbol": "CAT", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T11:23:19.603530-04:00", "decision_ts": "2026-06-26T11:23:49.603530-04:00", "open": 1015.02, "high": 1016.79, "low": 1014.795, "close": 1016.41, "fill": 1015.98, "vwap": 1016.5756161467705, "ticks": 13}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 1016.58 -0.10% = 1015.56; first tick (after delay) 1015.98 @ 11:23:49; gap +0.06% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:23:49.686423-04:00"}
{"ts": "2026-06-26T11:24:15.367731-04:00", "symbol": "ALAB", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-ALAB-20260626T112415-entry", "alpaca_parent_id": "58a62671-634b-4d72-b05e-f4535162319b", "alpaca_tp_id": "45ebbb46-f885-4627-a3ee-4c706b69f2ed", "alpaca_sl_id": "69135761-4da1-4f6c-845a-23cd277a73dd", "shares": 155.0, "entry_anchor_price": 378.88, "entry_price_ref": 379.46439930728496, "entry_price_fill": 378.6, "entry_gate_price": 378.88, "signal_ts": "2026-06-26T11:23:44.539547-04:00", "entry_filled_at": "2026-06-26T15:24:16.080626+00:00", "decision_bar_wall": "2026-06-26T11:23:44.554779-04:00", "entry_confirmed_wall": "2026-06-26T11:24:15.367731-04:00", "decision_bar": {"signal_ts": "2026-06-26T11:23:44.539547-04:00", "decision_ts": "2026-06-26T11:24:14.539547-04:00", "open": 379.13, "high": 380.49, "low": 377.93, "close": 378.88, "fill": 378.88, "vwap": 379.46439930728496, "ticks": 19}, "tp_level": 373.7724333176757, "sl_level": 381.91, "sl_anchor_price": 378.88, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-06-26T15:45:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": {"anchor": "SMH", "EOD close": "636.88", "last 1m close": "614.72", "deviation": "-3.48%", "threshold": "+1.50%", "TP boost": "SMH -3.48% \u2192 TP 1.50% from VWAP"}, "retouch_metrics": {"bar VWAP": "379.4644", "bar low": "378.62", "bar high": "380.00"}, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:24:16.228375-04:00"}
{"ts": "2026-06-26T11:25:16.770690-04:00", "symbol": "ARM", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T11:24:46.128943-04:00", "decision_ts": "2026-06-26T11:25:16.128943-04:00", "open": 333.36, "high": 334.3, "low": 333.11, "close": 333.91, "fill": 333.91, "vwap": 333.835475271438, "ticks": 44}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "333.91", "bar VWAP": "333.8355", "close \u2212 VWAP": "+0.0745"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:25:16.816076-04:00"}
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{"ts": "2026-06-26T11:26:36.645573-04:00", "symbol": "AMAT", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T11:26:06.607636-04:00", "decision_ts": "2026-06-26T11:26:36.607636-04:00", "open": 638.56, "high": 639.72, "low": 638.43, "close": 639.28, "fill": 639.08, "vwap": 638.9494643033142, "ticks": 89}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "639.28", "bar VWAP": "638.9495", "close \u2212 VWAP": "+0.3305"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:26:36.767393-04:00"}
{"ts": "2026-06-26T11:27:54.078999-04:00", "symbol": "TER", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "early_volatility", "skip_detail": "SMH early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:27:54.095617-04:00"}
{"ts": "2026-06-26T11:30:05.205172-04:00", "symbol": "LITE", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "early_volatility", "skip_detail": "QQQ early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:30:05.280695-04:00"}
{"ts": "2026-06-26T11:30:30.112191-04:00", "symbol": "ALAB", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "duplicate_signal_open_bracket", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:30:30.122555-04:00"}
{"ts": "2026-06-26T11:30:49.182470-04:00", "symbol": "LRCX", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T11:30:18.428554-04:00", "decision_ts": "2026-06-26T11:30:48.428554-04:00", "open": 380.33, "high": 382.2, "low": 380.33, "close": 381.735, "fill": 381.735, "vwap": 381.7318744129224, "ticks": 46}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "381.74", "bar VWAP": "381.7319", "close \u2212 VWAP": "+0.0031"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:30:49.340399-04:00"}
{"ts": "2026-06-26T11:34:43.642995-04:00", "symbol": "AAPL", "side": "long", "phase": "error", "alert_origin": null, "client_order_id": "vwap-bot-AAPL-20260626T113443-entry", "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": "submit_bracket", "error_http_status": 403, "error_code": "40310000", "error_message": "insufficient regt buying power", "retry": "1/3", "logged_at": "2026-06-26T11:34:43.643036-04:00"}
{"ts": "2026-06-26T11:34:43.455356-04:00", "symbol": "AAPL", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "alpaca_buying_power", "skip_detail": null, "skip_metrics": {"bar VWAP": "277.9058", "bar low": "277.90", "bar high": "278.32"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:34:43.643598-04:00"}
{"ts": "2026-06-26T11:37:48.922957-04:00", "symbol": "GEV", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T11:37:18.091157-04:00", "decision_ts": "2026-06-26T11:37:48.091157-04:00", "open": 1060.95, "high": 1062.5354, "low": 1060.95, "close": 1061.7175, "fill": 1061.7175, "vwap": 1061.9269520363212, "ticks": 4}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 1061.93 -0.10% = 1060.87; first tick (after delay) 1061.72 @ 11:37:48; gap +0.02% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:37:49.008287-04:00"}
{"ts": "2026-06-26T11:38:15.205845-04:00", "symbol": "MRVL", "side": "short", "phase": "error", "alert_origin": null, "client_order_id": "vwap-bot-MRVL-20260626T113815-entry", "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": "submit_bracket", "error_http_status": 403, "error_code": "40310000", "error_message": "insufficient regt buying power", "retry": "1/3", "logged_at": "2026-06-26T11:38:15.205887-04:00"}
{"ts": "2026-06-26T11:38:15.015580-04:00", "symbol": "MRVL", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "alpaca_buying_power", "skip_detail": null, "skip_metrics": {"bar VWAP": "267.6637", "bar low": "266.63", "bar high": "267.67"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:38:15.206776-04:00"}
{"ts": "2026-06-26T11:38:53.064807-04:00", "symbol": "KLAC", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T11:38:22.813292-04:00", "decision_ts": "2026-06-26T11:38:52.813292-04:00", "open": 247.09, "high": 247.66, "low": 247.04, "close": 247.39, "fill": 247.39, "vwap": 247.60382474098063, "ticks": 291}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 247.60 -0.10% = 247.36; first tick (after delay) 247.39 @ 11:38:53; gap +0.09% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:38:53.104552-04:00"}
{"ts": "2026-06-26T11:40:06.798912-04:00", "symbol": "ALNY", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T11:39:35.794209-04:00", "decision_ts": "2026-06-26T11:40:05.794209-04:00", "open": 298.45, "high": 299.97, "low": 298.45, "close": 299.97, "fill": 299.97, "vwap": 299.6973086268209, "ticks": 3}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "299.97", "bar VWAP": "299.6973", "close \u2212 VWAP": "+0.2727"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:40:06.906573-04:00"}
{"ts": "2026-06-26T11:42:00.606875-04:00", "symbol": "INSM", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T11:41:29.869269-04:00", "decision_ts": "2026-06-26T11:41:59.869269-04:00", "open": 107.23, "high": 107.23, "low": 106.93, "close": 107.07, "fill": 107.07, "vwap": 107.0438927778928, "ticks": 23}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 107.04 +0.10% = 107.15; first tick (after delay) 107.07 @ 11:42:00; gap +0.02% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:42:00.670591-04:00"}
{"ts": "2026-06-26T11:42:49.816813-04:00", "symbol": "TTWO", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T11:42:19.622718-04:00", "decision_ts": "2026-06-26T11:42:49.622718-04:00", "open": 236.58, "high": 237.19, "low": 236.41, "close": 237.03, "fill": 237.18, "vwap": 236.76181289487147, "ticks": 22}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "237.03", "bar VWAP": "236.7618", "close \u2212 VWAP": "+0.2682"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:42:49.872928-04:00"}
{"ts": "2026-06-26T11:42:51.860282-04:00", "symbol": "SNDK", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T11:42:21.714268-04:00", "decision_ts": "2026-06-26T11:42:51.714268-04:00", "open": 2167.95, "high": 2188.06, "low": 2167.95, "close": 2186.87, "fill": 2187.0, "vwap": 2187.1330741270513, "ticks": 128}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 2187.13 -0.10% = 2184.95; first tick (after delay) 2187.00 @ 11:42:51; gap +0.01% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:42:51.867530-04:00"}
{"ts": "2026-06-26T11:43:16.528766-04:00", "symbol": "PFE", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T11:42:45.636861-04:00", "decision_ts": "2026-06-26T11:43:15.636861-04:00", "open": 24.17, "high": 24.1711, "low": 24.15, "close": 24.165, "fill": 24.165, "vwap": 24.150240528971956, "ticks": 43}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 24.15 +0.10% = 24.17; first tick (after delay) 24.16 @ 11:43:16; gap +0.06% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:43:16.558171-04:00"}
{"ts": "2026-06-26T11:43:18.688365-04:00", "symbol": "VRT", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T11:42:48.262039-04:00", "decision_ts": "2026-06-26T11:43:18.262039-04:00", "open": 305.74, "high": 307.0, "low": 305.74, "close": 306.87, "fill": 306.87, "vwap": 306.7290536793442, "ticks": 24}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "306.87", "bar VWAP": "306.7291", "close \u2212 VWAP": "+0.1409"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:43:18.688875-04:00"}
{"ts": "2026-06-26T11:43:32.923577-04:00", "symbol": "ALAB", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-ALAB-20260626T112415-entry", "alpaca_parent_id": "58a62671-634b-4d72-b05e-f4535162319b", "alpaca_tp_id": "45ebbb46-f885-4627-a3ee-4c706b69f2ed", "alpaca_sl_id": "69135761-4da1-4f6c-845a-23cd277a73dd", "shares": 155.0, "entry_anchor_price": 378.88, "entry_price_ref": 379.46439930728496, "entry_price_fill": 378.6, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 373.7724333176757, "sl_level": 381.91, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-06-26T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 381.91, "exit_price_fill": 383.0, "exit_filled_at": "2026-06-26T15:43:25.786977+00:00", "pnl_ref": -379.06810737083447, "pnl_fill": -681.9999999999965, "return_pct_ref": -0.6444875190346089, "return_pct_fill": -1.1621764395139955, "slip_entry_bps": 22.779457278809513, "slip_exit_bps": 28.540755675420254, "slip_total_bps": 51.32021295422977, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:43:32.946319-04:00"}
{"ts": "2026-06-26T11:47:45.020734-04:00", "symbol": "TER", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "early_volatility", "skip_detail": "SMH early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:47:45.034948-04:00"}
{"ts": "2026-06-26T11:51:04.506261-04:00", "symbol": "QCOM", "side": "short", "phase": "error", "alert_origin": null, "client_order_id": "vwap-bot-QCOM-20260626T115103-5314ec24-exit-take_profit", "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": "submit_flatten", "error_http_status": 403, "error_code": "40310000", "error_message": "insufficient qty available for order (requested: 219, available: 0)", "retry": "1/3", "logged_at": "2026-06-26T11:51:04.506293-04:00"}
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{"ts": "2026-06-26T11:51:34.289855-04:00", "symbol": "MU", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T11:51:04.080657-04:00", "decision_ts": "2026-06-26T11:51:34.080657-04:00", "open": 1167.42, "high": 1168.79, "low": 1160.2701, "close": 1162.06, "fill": 1161.9, "vwap": 1161.7903705661804, "ticks": 932}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "SMH fell -3.03% < -1.50% (EOD 636.88 \u2192 1m 617.60); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "636.88", "last 1m close": "617.60", "deviation": "-3.03%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "636.88", "last 1m close": "617.60", "deviation": "-3.03%", "threshold": "-1.50%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T11:51:34.386567-04:00"}
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{"ts": "2026-06-26T12:28:24.913692-04:00", "symbol": "CRWD", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-CRWD-20260626T122824-entry", "alpaca_parent_id": "df13dd99-5d3d-4559-a38b-7ac71920eaf5", "alpaca_tp_id": "aca331c6-2fc7-49d8-8ac4-d882fb65f593", "alpaca_sl_id": "d02fad64-c392-49b6-b686-5bb97b350361", "shares": 103.0, "entry_anchor_price": 694.2, "entry_price_ref": 693.4501046966166, "entry_price_fill": 695.32, "entry_gate_price": 694.2, "signal_ts": "2026-06-26T12:27:54.298992-04:00", "entry_filled_at": "2026-06-26T16:28:27.520303+00:00", "decision_bar_wall": "2026-06-26T12:27:54.311921-04:00", "entry_confirmed_wall": "2026-06-26T12:28:24.913692-04:00", "decision_bar": {"signal_ts": "2026-06-26T12:27:54.298992-04:00", "decision_ts": "2026-06-26T12:28:24.298992-04:00", "open": 694.0, "high": 694.92, "low": 693.45, "close": 694.2, "fill": 694.2, "vwap": 693.4501046966166, "ticks": 24}, "tp_level": 701.84, "sl_level": 690.38, "sl_anchor_price": 694.2, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-06-26T15:45:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": {"anchor": "QQQ", "EOD close": "716.38", "last 1m close": "712.05", "deviation": "-0.60%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "693.4501", "bar low": "693.45", "bar high": "694.46"}, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T12:28:27.732408-04:00"}
{"ts": "2026-06-26T12:31:41.690112-04:00", "symbol": "CAT", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T12:31:11.378984-04:00", "decision_ts": "2026-06-26T12:31:41.378984-04:00", "open": 1014.92, "high": 1015.71, "low": 1014.76, "close": 1015.2386, "fill": 1015.2386, "vwap": 1015.4685399446483, "ticks": 31}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 1015.47 -0.10% = 1014.45; first tick (after delay) 1015.24 @ 12:31:41; gap +0.02% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T12:31:41.726929-04:00"}
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{"ts": "2026-06-26T12:44:17.977843-04:00", "symbol": "LRCX", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T12:43:47.933347-04:00", "decision_ts": "2026-06-26T12:44:17.933347-04:00", "open": 380.655, "high": 381.64, "low": 380.53, "close": 381.435, "fill": 381.435, "vwap": 381.16907041718144, "ticks": 20}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "381.44", "bar VWAP": "381.1691", "close \u2212 VWAP": "+0.2659"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T12:44:18.090240-04:00"}
{"ts": "2026-06-26T12:44:29.265402-04:00", "symbol": "SNDK", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T12:43:59.254381-04:00", "decision_ts": "2026-06-26T12:44:29.254381-04:00", "open": 2181.1325, "high": 2185.0, "low": 2178.0001, "close": 2184.5, "fill": 2184.5, "vwap": 2183.7386790256287, "ticks": 84}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "2184.50", "bar VWAP": "2183.7387", "close \u2212 VWAP": "+0.7613"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T12:44:29.305661-04:00"}
{"ts": "2026-06-26T12:46:08.288100-04:00", "symbol": "BA", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T12:45:38.157791-04:00", "decision_ts": "2026-06-26T12:46:08.157791-04:00", "open": 219.83, "high": 219.83, "low": 219.6501, "close": 219.83, "fill": 219.83, "vwap": 219.8065429983697, "ticks": 3}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 219.81 +0.10% = 220.03; first tick (after delay) 219.83 @ 12:46:08; gap +0.01% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T12:46:08.379457-04:00"}
{"ts": "2026-06-26T12:51:00.358351-04:00", "symbol": "STM", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T12:50:29.828302-04:00", "decision_ts": "2026-06-26T12:50:59.828302-04:00", "open": 71.4, "high": 71.5, "low": 71.37, "close": 71.41, "fill": 71.41, "vwap": 71.47138193416419, "ticks": 27}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 71.47 -0.10% = 71.40; first tick (after delay) 71.41 @ 12:51:00; gap +0.09% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T12:51:00.470329-04:00"}
{"ts": "2026-06-26T12:58:29.001428-04:00", "symbol": "DXCM", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T12:57:58.020717-04:00", "decision_ts": "2026-06-26T12:58:28.020717-04:00", "open": 69.41, "high": 69.43, "low": 69.33, "close": 69.38, "fill": 69.38, "vwap": 69.40267680899449, "ticks": 100}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "69.38", "bar VWAP": "69.4027", "close \u2212 VWAP": "-0.0227"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T12:58:29.027465-04:00"}
{"ts": "2026-06-26T13:01:59.068388-04:00", "symbol": "HON", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T13:01:28.743819-04:00", "decision_ts": "2026-06-26T13:01:58.743819-04:00", "open": 229.145, "high": 229.52, "low": 229.12, "close": 229.485, "fill": 229.485, "vwap": 229.31816658904643, "ticks": 32}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "229.49", "bar VWAP": "229.3182", "close \u2212 VWAP": "+0.1668"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T13:01:59.142957-04:00"}
{"ts": "2026-06-26T13:09:27.349672-04:00", "symbol": "GEV", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T13:08:56.519621-04:00", "decision_ts": "2026-06-26T13:09:26.519621-04:00", "open": 1059.17, "high": 1061.975, "low": 1059.17, "close": 1061.535, "fill": 1061.535, "vwap": 1061.3078573512776, "ticks": 32}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "1061.54", "bar VWAP": "1061.3079", "close \u2212 VWAP": "+0.2271"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T13:09:27.458527-04:00"}
{"ts": "2026-06-26T13:09:35.384537-04:00", "symbol": "CSCO", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T13:09:04.781081-04:00", "decision_ts": "2026-06-26T13:09:34.781081-04:00", "open": 115.63, "high": 115.705, "low": 115.63, "close": 115.705, "fill": 115.6901, "vwap": 115.64921585527901, "ticks": 58}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "115.70", "bar VWAP": "115.6492", "close \u2212 VWAP": "+0.0558"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T13:09:35.425710-04:00"}
{"ts": "2026-06-26T13:10:06.090781-04:00", "symbol": "NFLX", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T13:09:35.920490-04:00", "decision_ts": "2026-06-26T13:10:05.920490-04:00", "open": 74.145, "high": 74.175, "low": 74.09, "close": 74.09, "fill": 74.09, "vwap": 74.11380775424138, "ticks": 138}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "74.09", "bar VWAP": "74.1138", "close \u2212 VWAP": "-0.0238"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T13:10:06.099225-04:00"}
{"ts": "2026-06-26T13:11:14.953191-04:00", "symbol": "VRT", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T13:10:44.926991-04:00", "decision_ts": "2026-06-26T13:11:14.926991-04:00", "open": 305.675, "high": 306.499, "low": 305.54, "close": 306.28, "fill": 306.41, "vwap": 306.097827122642, "ticks": 29}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "306.28", "bar VWAP": "306.0978", "close \u2212 VWAP": "+0.1822"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T13:11:15.033412-04:00"}
{"ts": "2026-06-26T13:11:24.826496-04:00", "symbol": "STX", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T13:10:54.326143-04:00", "decision_ts": "2026-06-26T13:11:24.326143-04:00", "open": 952.46, "high": 953.72, "low": 950.2601, "close": 953.37, "fill": 953.36, "vwap": 953.3784809990292, "ticks": 111}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 953.38 -0.10% = 952.43; first tick (after delay) 953.36 @ 13:11:24; gap +0.00% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T13:11:25.012033-04:00"}
{"ts": "2026-06-26T13:13:00.803874-04:00", "symbol": "DELL", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T13:12:30.601183-04:00", "decision_ts": "2026-06-26T13:13:00.601183-04:00", "open": 390.51, "high": 391.2, "low": 390.19, "close": 391.2, "fill": 391.2, "vwap": 390.9030886840186, "ticks": 22}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "391.20", "bar VWAP": "390.9031", "close \u2212 VWAP": "+0.2969"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T13:13:00.878707-04:00"}
{"ts": "2026-06-26T13:18:08.087743-04:00", "symbol": "MSTR", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T13:17:37.575709-04:00", "decision_ts": "2026-06-26T13:18:07.575709-04:00", "open": 85.32, "high": 85.3644, "low": 84.88, "close": 84.92, "fill": 84.92, "vwap": 85.08480840740788, "ticks": 185}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "84.92", "bar VWAP": "85.0848", "close \u2212 VWAP": "-0.1648"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T13:18:08.304560-04:00"}
{"ts": "2026-06-26T13:19:45.195292-04:00", "symbol": "MCD", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T13:19:14.323652-04:00", "decision_ts": "2026-06-26T13:19:44.323652-04:00", "open": 268.03, "high": 268.03, "low": 267.87, "close": 267.93, "fill": 267.93, "vwap": 267.94343543783134, "ticks": 19}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "267.93", "bar VWAP": "267.9434", "close \u2212 VWAP": "-0.0134"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T13:19:45.220126-04:00"}
{"ts": "2026-06-26T13:21:33.062255-04:00", "symbol": "INTC", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T13:21:02.929903-04:00", "decision_ts": "2026-06-26T13:21:32.929903-04:00", "open": 128.785, "high": 128.79, "low": 128.52, "close": 128.5445, "fill": 128.5445, "vwap": 128.72818220485308, "ticks": 243}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "128.54", "bar VWAP": "128.7282", "close \u2212 VWAP": "-0.1837"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T13:21:33.138360-04:00"}
{"ts": "2026-06-26T13:21:38.302306-04:00", "symbol": "SBUX", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T13:21:08.045678-04:00", "decision_ts": "2026-06-26T13:21:38.045678-04:00", "open": 104.13, "high": 104.13, "low": 104.0501, "close": 104.07, "fill": 104.07, "vwap": 104.0715082783207, "ticks": 15}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "104.07", "bar VWAP": "104.0715", "close \u2212 VWAP": "-0.0015"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T13:21:38.454023-04:00"}
{"ts": "2026-06-26T13:30:29.086281-04:00", "symbol": "SWKS", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-SWKS-20260626T123842-entry", "alpaca_parent_id": "4c714af7-13ed-41f2-8fc1-64695409c141", "alpaca_tp_id": "908d75df-cec5-4669-9b55-20d650cbc113", "alpaca_sl_id": "6452ea9b-2692-480f-80f4-caa3d8a85157", "shares": 801.0, "entry_anchor_price": 67.7601, "entry_price_ref": 67.83595759484074, "entry_price_fill": 67.76, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 66.81841823091813, "sl_level": 68.3, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-06-26T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 68.3, "exit_price_fill": 68.33, "exit_filled_at": "2026-06-26T17:30:22.151050+00:00", "pnl_ref": -371.69796653256867, "pnl_fill": -456.56999999999454, "return_pct_ref": -0.6840655334016565, "return_pct_fill": -0.8412042502951467, "slip_entry_bps": 11.19724664231868, "slip_exit_bps": 4.392386530014808, "slip_total_bps": 15.589633172333489, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T13:30:29.135390-04:00"}
{"ts": "2026-06-26T13:32:11.742261-04:00", "symbol": "INTU", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T13:31:41.045391-04:00", "decision_ts": "2026-06-26T13:32:11.045391-04:00", "open": 266.38, "high": 266.39, "low": 266.05, "close": 266.14, "fill": 266.14, "vwap": 266.1735866010315, "ticks": 17}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "266.14", "bar VWAP": "266.1736", "close \u2212 VWAP": "-0.0336"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T13:32:11.977016-04:00"}
{"ts": "2026-06-26T13:33:51.631120-04:00", "symbol": "AMZN", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T13:33:21.508795-04:00", "decision_ts": "2026-06-26T13:33:51.508795-04:00", "open": 230.36, "high": 230.36, "low": 230.13, "close": 230.215, "fill": 230.215, "vwap": 230.21234398432696, "ticks": 183}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 230.21 +0.10% = 230.44; first tick (after delay) 230.22 @ 13:33:51; gap +0.00% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T13:33:51.824971-04:00"}
{"ts": "2026-06-26T13:34:06.137619-04:00", "symbol": "GOOGL", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T13:33:36.128729-04:00", "decision_ts": "2026-06-26T13:34:06.128729-04:00", "open": 341.33, "high": 341.44, "low": 341.01, "close": 341.09, "fill": 341.09, "vwap": 341.1346621693613, "ticks": 429}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "341.09", "bar VWAP": "341.1347", "close \u2212 VWAP": "-0.0447"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T13:34:06.289371-04:00"}
{"ts": "2026-06-26T13:35:58.936326-04:00", "symbol": "ADBE", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T13:35:28.647944-04:00", "decision_ts": "2026-06-26T13:35:58.647944-04:00", "open": 199.855, "high": 199.86, "low": 199.55, "close": 199.71, "fill": 199.71, "vwap": 199.65843018591346, "ticks": 37}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 199.66 +0.10% = 199.86; first tick (after delay) 199.71 @ 13:35:58; gap +0.03% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T13:35:59.035292-04:00"}
{"ts": "2026-06-26T13:40:18.717959-04:00", "symbol": "UNH", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T13:39:48.578131-04:00", "decision_ts": "2026-06-26T13:40:18.578131-04:00", "open": 424.16, "high": 424.245, "low": 423.8, "close": 424.12, "fill": 424.12, "vwap": 424.05153843726214, "ticks": 49}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 424.05 +0.10% = 424.48; first tick (after delay) 424.12 @ 13:40:18; gap +0.02% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T13:40:18.783634-04:00"}
{"ts": "2026-06-26T13:40:41.434165-04:00", "symbol": "LRCX", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T13:40:11.173095-04:00", "decision_ts": "2026-06-26T13:40:41.173095-04:00", "open": 381.97, "high": 381.975, "low": 381.02, "close": 381.42, "fill": 381.42, "vwap": 381.4891808091898, "ticks": 74}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "381.42", "bar VWAP": "381.4892", "close \u2212 VWAP": "-0.0692"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T13:40:41.469423-04:00"}
{"ts": "2026-06-26T13:42:01.863088-04:00", "symbol": "MU", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T13:41:31.439321-04:00", "decision_ts": "2026-06-26T13:42:01.439321-04:00", "open": 1167.7589, "high": 1168.14, "low": 1164.8, "close": 1165.895, "fill": 1165.8, "vwap": 1165.2508363063052, "ticks": 406}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "SMH fell -3.16% < -1.50% (EOD 636.88 \u2192 1m 616.73); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "636.88", "last 1m close": "616.73", "deviation": "-3.16%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "636.88", "last 1m close": "616.73", "deviation": "-3.16%", "threshold": "-1.50%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T13:42:02.005978-04:00"}
{"ts": "2026-06-26T13:46:45.176584-04:00", "symbol": "PANW", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-PANW-20260626T134645-entry", "alpaca_parent_id": "40d1c276-a685-4e0f-b20f-dddff86332eb", "alpaca_tp_id": "5a852fd9-6bb8-4262-b088-b3ef812480fe", "alpaca_sl_id": "b90a87a5-510d-4056-91c0-25c8498baae0", "shares": 180.0, "entry_anchor_price": 298.23, "entry_price_ref": 297.8144981759717, "entry_price_fill": 298.2, "entry_gate_price": 298.23, "signal_ts": "2026-06-26T13:46:14.711235-04:00", "entry_filled_at": "2026-06-26T17:46:46.180390+00:00", "decision_bar_wall": "2026-06-26T13:46:14.724654-04:00", "entry_confirmed_wall": "2026-06-26T13:46:45.176584-04:00", "decision_bar": {"signal_ts": "2026-06-26T13:46:14.711235-04:00", "decision_ts": "2026-06-26T13:46:44.711235-04:00", "open": 298.28, "high": 298.28, "low": 297.8, "close": 298.23, "fill": 298.23, "vwap": 297.8144981759717, "ticks": 19}, "tp_level": 301.51, "sl_level": 296.59, "sl_anchor_price": 298.23, "entry_price_recross_trigger": null, "recross_enabled": false, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-06-26T15:45:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": {"anchor": "QQQ", "EOD close": "716.38", "last 1m close": "712.68", "deviation": "-0.52%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "297.8145", "bar low": "297.80", "bar high": "298.28"}, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T13:46:46.264723-04:00"}
{"ts": "2026-06-26T13:47:56.749971-04:00", "symbol": "VRSK", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T13:47:25.955135-04:00", "decision_ts": "2026-06-26T13:47:55.955135-04:00", "open": 182.08, "high": 182.08, "low": 181.87, "close": 182.02, "fill": 182.02, "vwap": 182.00345159641137, "ticks": 12}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 182.00 +0.10% = 182.19; first tick (after delay) 182.02 @ 13:47:56; gap +0.01% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T13:47:56.773755-04:00"}
{"ts": "2026-06-26T13:49:52.606534-04:00", "symbol": "SYK", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T13:49:21.756548-04:00", "decision_ts": "2026-06-26T13:49:51.756548-04:00", "open": 329.01, "high": 329.17, "low": 328.995, "close": 329.15, "fill": 329.15, "vwap": 328.99502727689116, "ticks": 12}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 329.00 +0.10% = 329.32; first tick (after delay) 329.15 @ 13:49:52; gap +0.05% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T13:49:52.642749-04:00"}
{"ts": "2026-06-26T13:55:40.075301-04:00", "symbol": "TER", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T13:55:09.120046-04:00", "decision_ts": "2026-06-26T13:55:39.120046-04:00", "open": 434.67, "high": 435.095, "low": 433.83, "close": 434.48, "fill": 434.48, "vwap": 434.430396779282, "ticks": 51}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "anchor_drift", "skip_detail": "SMH fell -3.19% < -1.50% (EOD 636.88 \u2192 1m 616.55); skip long", "skip_metrics": {"anchor": "SMH", "EOD close": "636.88", "last 1m close": "616.55", "deviation": "-3.19%", "threshold": "-1.50%"}, "anchor_metrics": {"anchor": "SMH", "EOD close": "636.88", "last 1m close": "616.55", "deviation": "-3.19%", "threshold": "-1.50%"}, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T13:55:40.129276-04:00"}
{"ts": "2026-06-26T14:14:27.011440-04:00", "symbol": "AMAT", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T14:13:56.487041-04:00", "decision_ts": "2026-06-26T14:14:26.487041-04:00", "open": 644.1951, "high": 644.49, "low": 642.27, "close": 642.8825, "fill": 642.8825, "vwap": 642.9126154293407, "ticks": 61}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "642.88", "bar VWAP": "642.9126", "close \u2212 VWAP": "-0.0301"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T14:14:27.078681-04:00"}
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{"ts": "2026-06-26T14:48:59.405894-04:00", "symbol": "NVDA", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T14:48:29.398717-04:00", "decision_ts": "2026-06-26T14:48:59.398717-04:00", "open": 193.82, "high": 193.87, "low": 193.6, "close": 193.63, "fill": 193.6308, "vwap": 193.74152313173568, "ticks": 716}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "193.63", "bar VWAP": "193.7415", "close \u2212 VWAP": "-0.1115"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T14:48:59.445902-04:00"}
{"ts": "2026-06-26T14:50:07.551287-04:00", "symbol": "CHTR", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-CHTR-20260626T142940-entry", "alpaca_parent_id": "af033b05-c807-4da8-b996-b3a7d5a88f25", "alpaca_tp_id": "d160c709-0a5f-450a-bae8-2a98b5c74ba1", "alpaca_sl_id": "e7709016-2f0c-42a7-8852-8496f612b5d1", "shares": 430.0, "entry_anchor_price": 134.31, "entry_price_ref": 134.15992534072524, "entry_price_fill": 134.38, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 135.79, "sl_level": 133.57, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-06-26T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 133.57, "exit_price_fill": 133.47, "exit_filled_at": "2026-06-26T18:50:04.950990+00:00", "pnl_ref": -253.66789651185513, "pnl_fill": -391.29999999999853, "return_pct_ref": -0.4397180001606382, "return_pct_fill": -0.6771841047774951, "slip_entry_bps": 16.403904423458446, "slip_exit_bps": 7.486711087818696, "slip_total_bps": 23.89061551127714, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T14:50:08.249604-04:00"}
{"ts": "2026-06-26T14:50:49.913911-04:00", "symbol": "APH", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T14:50:19.890614-04:00", "decision_ts": "2026-06-26T14:50:49.890614-04:00", "open": 163.62, "high": 163.635, "low": 163.5, "close": 163.53, "fill": 163.54, "vwap": 163.52110320357184, "ticks": 43}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 163.52 +0.10% = 163.68; first tick (after delay) 163.54 @ 14:50:49; gap +0.01% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T14:50:49.988784-04:00"}
{"ts": "2026-06-26T14:54:15.670682-04:00", "symbol": "DDOG", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T14:53:45.389128-04:00", "decision_ts": "2026-06-26T14:54:15.389128-04:00", "open": 231.785, "high": 231.89, "low": 231.38, "close": 231.52, "fill": 231.52, "vwap": 231.40832128817988, "ticks": 18}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 231.41 +0.10% = 231.64; first tick (after delay) 231.52 @ 14:54:15; gap +0.05% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T14:54:15.785784-04:00"}
{"ts": "2026-06-26T14:55:39.563732-04:00", "symbol": "MPWR", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T14:55:08.951501-04:00", "decision_ts": "2026-06-26T14:55:38.951501-04:00", "open": 1332.57, "high": 1332.99, "low": 1330.6443, "close": 1331.28, "fill": 1331.28, "vwap": 1332.5492780874422, "ticks": 31}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "1331.28", "bar VWAP": "1332.5493", "close \u2212 VWAP": "-1.2693"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T14:55:39.648267-04:00"}
{"ts": "2026-06-26T14:57:55.783307-04:00", "symbol": "MELI", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T14:57:25.363118-04:00", "decision_ts": "2026-06-26T14:57:55.363118-04:00", "open": 1670.02, "high": 1670.02, "low": 1668.46, "close": 1668.835, "fill": 1668.835, "vwap": 1668.7470269183414, "ticks": 15}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 1668.75 +0.10% = 1670.42; first tick (after delay) 1668.84 @ 14:57:55; gap +0.01% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T14:57:55.847543-04:00"}
{"ts": "2026-06-26T14:58:33.253779-04:00", "symbol": "UBER", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T14:58:02.653836-04:00", "decision_ts": "2026-06-26T14:58:32.653836-04:00", "open": 74.96, "high": 74.96, "low": 74.92, "close": 74.93, "fill": 74.93, "vwap": 74.93004659752395, "ticks": 147}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "74.93", "bar VWAP": "74.9300", "close \u2212 VWAP": "-0.0000"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T14:58:33.284743-04:00"}
{"ts": "2026-06-26T15:00:33.490707-04:00", "symbol": "DASH", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T15:00:03.049915-04:00", "decision_ts": "2026-06-26T15:00:33.049915-04:00", "open": 182.75, "high": 182.75, "low": 182.47, "close": 182.505, "fill": 182.505, "vwap": 182.529663469535, "ticks": 63}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "182.50", "bar VWAP": "182.5297", "close \u2212 VWAP": "-0.0247"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T15:00:33.641755-04:00"}
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{"ts": "2026-06-26T15:21:20.973323-04:00", "symbol": "DELL", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-06-26T15:20:50.575514-04:00", "decision_ts": "2026-06-26T15:21:20.575514-04:00", "open": 390.25, "high": 391.27, "low": 390.13, "close": 391.145, "fill": 391.145, "vwap": 390.70462174496146, "ticks": 56}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "391.14", "bar VWAP": "390.7046", "close \u2212 VWAP": "+0.4404"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-06-26T15:21:21.040469-04:00"}
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