{"ts": "2026-07-06T10:13:08.854948-04:00", "symbol": "APH", "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": "2026-07-06T10:12:53.250223-04:00", "decision_ts": "2026-07-06T10:13:08.250223-04:00", "open": 166.94, "high": 167.52, "low": 166.7, "close": 167.28, "fill": 167.42, "vwap": 167.2737315707534, "ticks": 6}, "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": "167.28", "bar VWAP": "167.2737", "close \u2212 VWAP": "+0.0063"}, "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": "2026-07-06T10:13:08.909809-04:00"}
{"ts": "2026-07-06T10:13:48.075856-04:00", "symbol": "ABT", "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": "2026-07-06T10:13:32.329269-04:00", "decision_ts": "2026-07-06T10:13:47.329269-04:00", "open": 93.65, "high": 93.84, "low": 93.5716, "close": 93.78, "fill": 93.78, "vwap": 93.80231913941374, "ticks": 26}, "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 93.80 -0.10% = 93.71; first tick (after delay) 93.78 @ 10:13:48; 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": "2026-07-06T10:13:48.097920-04:00"}
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{"ts": "2026-07-06T10:18:50.770953-04:00", "symbol": "MA", "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": "2026-07-06T10:18:35.718367-04:00", "decision_ts": "2026-07-06T10:18:50.718367-04:00", "open": 526.44, "high": 528.2999, "low": 526.375, "close": 528.1874, "fill": 528.0425, "vwap": 528.1610541820567, "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_above_vwap", "skip_detail": null, "skip_metrics": {"close": "528.19", "bar VWAP": "528.1611", "close \u2212 VWAP": "+0.0263"}, "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": "2026-07-06T10:18:50.796048-04:00"}
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{"ts": "2026-07-06T10:22:53.149154-04:00", "symbol": "APP", "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": "2026-07-06T10:22:38.099685-04:00", "decision_ts": "2026-07-06T10:22:53.099685-04:00", "open": 525.13, "high": 525.81, "low": 523.45, "close": 524.6, "fill": 524.6, "vwap": 524.6037170710954, "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": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "524.60", "bar VWAP": "524.6037", "close \u2212 VWAP": "-0.0037"}, "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": "2026-07-06T10:22:53.170851-04:00"}
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{"ts": "2026-07-06T10:27:03.778525-04:00", "symbol": "SYK", "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": "2026-07-06T10:26:48.294478-04:00", "decision_ts": "2026-07-06T10:27:03.294478-04:00", "open": 320.85, "high": 321.2296, "low": 320.8, "close": 320.901, "fill": 320.901, "vwap": 321.18168218036493, "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 321.18 -0.10% = 320.86; first tick (after delay) 320.90 @ 10:27:03; 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": "2026-07-06T10:27:03.846468-04:00"}
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{"ts": "2026-07-06T10:30:41.637238-04:00", "symbol": "VRTX", "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": "2026-07-06T10:30:25.986016-04:00", "decision_ts": "2026-07-06T10:30:40.986016-04:00", "open": 517.745, "high": 518.48, "low": 517.74, "close": 518.36, "fill": 518.36, "vwap": 518.4546398155076, "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": "anchor_drift", "skip_detail": "QQQ rose +1.61% > +1.50% (EOD 712.60 \u2192 1m 724.10); skip short", "skip_metrics": {"anchor": "QQQ", "EOD close": "712.60", "last 1m close": "724.10", "deviation": "+1.61%", "threshold": "+1.50%"}, "anchor_metrics": {"anchor": "QQQ", "EOD close": "712.60", "last 1m close": "724.10", "deviation": "+1.61%", "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": "2026-07-06T10:30:41.705446-04:00"}
{"ts": "2026-07-06T10:31:44.893858-04:00", "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": "2026-07-06T10:31:29.858918-04:00", "decision_ts": "2026-07-06T10:31:44.858918-04:00", "open": 142.51, "high": 142.97, "low": 142.4503, "close": 142.885, "fill": 142.885, "vwap": 142.92038083931402, "ticks": 190}, "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 142.92 -0.10% = 142.78; first tick (after delay) 142.88 @ 10:31:44; 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": "2026-07-06T10:31:44.985074-04:00"}
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{"ts": "2026-07-06T10:35:17.616076-04:00", "symbol": "WBD", "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": "2026-07-06T10:35:01.866599-04:00", "decision_ts": "2026-07-06T10:35:16.866599-04:00", "open": 26.285, "high": 26.315, "low": 26.285, "close": 26.31, "fill": 26.31, "vwap": 26.28644266375691, "ticks": 38}, "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": "26.31", "bar VWAP": "26.2864", "close \u2212 VWAP": "+0.0236"}, "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": "2026-07-06T10:35:17.702278-04:00"}
{"ts": "2026-07-06T10:37:20.966370-04:00", "symbol": "AVGO", "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": "2026-07-06T10:37:05.829359-04:00", "decision_ts": "2026-07-06T10:37:20.829359-04:00", "open": 378.625, "high": 378.65, "low": 378.47, "close": 378.56, "fill": 378.56, "vwap": 378.4949534445157, "ticks": 125}, "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 378.49 +0.10% = 378.87; first tick (after delay) 378.56 @ 10:37:20; 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": "2026-07-06T10:37:21.054895-04:00"}
{"ts": "2026-07-06T10:40:17.500291-04:00", "symbol": "GEV", "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": "2026-07-06T10:40:02.410692-04:00", "decision_ts": "2026-07-06T10:40:17.410692-04:00", "open": 1178.0566, "high": 1178.0566, "low": 1175.89, "close": 1177.43, "fill": 1177.43, "vwap": 1177.585936072254, "ticks": 79}, "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": "1177.43", "bar VWAP": "1177.5859", "close \u2212 VWAP": "-0.1559"}, "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": "2026-07-06T10:40:17.602525-04:00"}
{"ts": "2026-07-06T10:40:46.782851-04:00", "symbol": "CDNS", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-CDNS-20260706T104046-entry", "alpaca_parent_id": "fb681ea9-53ff-4d22-83e3-3a2342cade18", "alpaca_tp_id": "cb00c56b-1847-477b-8550-e4c3351b75c3", "alpaca_sl_id": "26c15816-2ca5-41f9-84b2-457ab26803ac", "shares": 180.0, "entry_anchor_price": 375.12, "entry_price_ref": 374.6933992108456, "entry_price_fill": 375.29, "entry_gate_price": 375.12, "signal_ts": "2026-07-06T10:40:31.544997-04:00", "entry_filled_at": "2026-07-06T14:40:46.996590+00:00", "decision_bar_wall": "2026-07-06T10:40:31.565333-04:00", "entry_confirmed_wall": "2026-07-06T10:40:46.782851-04:00", "decision_bar": {"signal_ts": "2026-07-06T10:40:31.544997-04:00", "decision_ts": "2026-07-06T10:40:46.544997-04:00", "open": 375.31, "high": 375.31, "low": 374.53, "close": 375.12, "fill": 375.12, "vwap": 374.6933992108456, "ticks": 9}, "tp_level": 380.31380019900826, "sl_level": 372.12, "sl_anchor_price": 375.12, "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": "2026-07-06T15:45:00-04:00", "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": "592.29", "last 1m close": "615.10", "deviation": "+3.85%", "threshold": "-1.50%", "TP boost": "SMH +3.85% \u2192 TP 1.50% from VWAP"}, "retouch_metrics": {"bar VWAP": "374.6934", "bar low": "374.53", "bar high": "375.31"}, "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": "2026-07-06T10:40:47.115567-04:00"}
{"ts": "2026-07-06T10:41:50.713669-04:00", "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": "2026-07-06T10:41:34.917015-04:00", "decision_ts": "2026-07-06T10:41:49.917015-04:00", "open": 99.15, "high": 99.33, "low": 98.68, "close": 98.765, "fill": 98.765, "vwap": 98.78644499094301, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "98.77", "bar VWAP": "98.7864", "close \u2212 VWAP": "-0.0214"}, "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": "2026-07-06T10:41:50.744651-04:00"}
{"ts": "2026-07-06T10:44:19.152786-04:00", "symbol": "MSFT", "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": "2026-07-06T10:44:04.144141-04:00", "decision_ts": "2026-07-06T10:44:19.144141-04:00", "open": 384.595, "high": 384.84, "low": 384.55, "close": 384.58, "fill": 384.58, "vwap": 384.8228277647258, "ticks": 202}, "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 384.82 -0.10% = 384.44; first tick (after delay) 384.58 @ 10:44:19; 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": "2026-07-06T10:44:19.192605-04:00"}
{"ts": "2026-07-06T10:45:20.755494-04:00", "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": "2026-07-06T10:45:05.287866-04:00", "decision_ts": "2026-07-06T10:45:20.287866-04:00", "open": 257.305, "high": 257.305, "low": 256.94, "close": 257.13, "fill": 257.13, "vwap": 257.0066246053588, "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 257.01 +0.10% = 257.26; first tick (after delay) 257.13 @ 10:45:20; 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": "2026-07-06T10:45:20.891506-04:00"}
{"ts": "2026-07-06T10:45:21.755442-04:00", "symbol": "NOW", "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": "2026-07-06T10:45:06.076862-04:00", "decision_ts": "2026-07-06T10:45:21.076862-04:00", "open": 106.39, "high": 106.42, "low": 106.265, "close": 106.27, "fill": 106.3, "vwap": 106.36373944113002, "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": "106.27", "bar VWAP": "106.3637", "close \u2212 VWAP": "-0.0937"}, "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": "2026-07-06T10:45:21.994442-04:00"}
{"ts": "2026-07-06T10:46:29.334748-04:00", "symbol": "TJX", "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": "2026-07-06T10:46:13.994272-04:00", "decision_ts": "2026-07-06T10:46:28.994272-04:00", "open": 151.0, "high": 151.15, "low": 150.89, "close": 151.115, "fill": 151.115, "vwap": 151.11578155713997, "ticks": 39}, "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 151.12 -0.10% = 150.96; first tick (after delay) 151.12 @ 10:46:29; 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": "2026-07-06T10:46:29.477678-04:00"}
{"ts": "2026-07-06T10:47:40.045372-04:00", "symbol": "ETN", "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": "2026-07-06T10:47:24.964208-04:00", "decision_ts": "2026-07-06T10:47:39.964208-04:00", "open": 416.055, "high": 416.055, "low": 415.56, "close": 415.78, "fill": 415.78, "vwap": 415.6396137290052, "ticks": 16}, "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 415.64 +0.10% = 416.06; first tick (after delay) 415.78 @ 10:47:40; 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": "2026-07-06T10:47:40.158681-04:00"}
{"ts": "2026-07-06T10:47:49.336799-04:00", "symbol": "SNPS", "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": "2026-07-06T10:47:34.282181-04:00", "decision_ts": "2026-07-06T10:47:49.282181-04:00", "open": 439.5, "high": 439.74, "low": 439.1101, "close": 439.1101, "fill": 439.1101, "vwap": 439.3242389420092, "ticks": 1}, "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": "439.11", "bar VWAP": "439.3242", "close \u2212 VWAP": "-0.2141"}, "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": "2026-07-06T10:47:49.353959-04:00"}
{"ts": "2026-07-06T10:48:33.894626-04:00", "symbol": "WDAY", "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": "2026-07-06T10:48:18.324775-04:00", "decision_ts": "2026-07-06T10:48:33.324775-04:00", "open": 131.37, "high": 131.77, "low": 131.36, "close": 131.77, "fill": 131.77, "vwap": 131.58336030942095, "ticks": 5}, "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": "131.77", "bar VWAP": "131.5834", "close \u2212 VWAP": "+0.1866"}, "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": "2026-07-06T10:48:33.931970-04:00"}
{"ts": "2026-07-06T10:50:34.727225-04:00", "symbol": "META", "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": "2026-07-06T10:50:19.661013-04:00", "decision_ts": "2026-07-06T10:50:34.661013-04:00", "open": 588.4, "high": 589.4, "low": 588.385, "close": 589.21, "fill": 589.21, "vwap": 588.9206624276093, "ticks": 130}, "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": "589.21", "bar VWAP": "588.9207", "close \u2212 VWAP": "+0.2893"}, "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": "2026-07-06T10:50:34.874345-04:00"}
{"ts": "2026-07-06T10:52:23.332546-04:00", "symbol": "ADBE", "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": "2026-07-06T10:52:07.703152-04:00", "decision_ts": "2026-07-06T10:52:22.703152-04:00", "open": 213.67, "high": 215.61, "low": 213.605, "close": 214.045, "fill": 214.045, "vwap": 215.07056229110992, "ticks": 426}, "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": "QQQ rose +1.72% > +1.50% (EOD 712.60 \u2192 1m 724.84); skip short", "skip_metrics": {"anchor": "QQQ", "EOD close": "712.60", "last 1m close": "724.84", "deviation": "+1.72%", "threshold": "+1.50%"}, "anchor_metrics": {"anchor": "QQQ", "EOD close": "712.60", "last 1m close": "724.84", "deviation": "+1.72%", "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": "2026-07-06T10:52:23.417140-04:00"}
{"ts": "2026-07-06T10:54:06.082786-04:00", "symbol": "V", "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": "2026-07-06T10:53:50.494821-04:00", "decision_ts": "2026-07-06T10:54:05.494821-04:00", "open": 352.945, "high": 353.79, "low": 352.9, "close": 353.57, "fill": 353.57, "vwap": 353.77947121419396, "ticks": 64}, "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 353.78 -0.10% = 353.43; first tick (after delay) 353.57 @ 10:54:06; 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": "2026-07-06T10:54:06.111083-04:00"}
{"ts": "2026-07-06T10:54:44.380880-04:00", "symbol": "ORLY", "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": "2026-07-06T10:54:28.792648-04:00", "decision_ts": "2026-07-06T10:54:43.792648-04:00", "open": 84.17, "high": 84.63, "low": 84.17, "close": 84.6, "fill": 84.6, "vwap": 84.49764994459761, "ticks": 62}, "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": "84.60", "bar VWAP": "84.4976", "close \u2212 VWAP": "+0.1024"}, "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": "2026-07-06T10:54:44.446667-04:00"}
{"ts": "2026-07-06T10:54:46.587400-04:00", "symbol": "DHR", "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": "2026-07-06T10:54:31.230947-04:00", "decision_ts": "2026-07-06T10:54:46.230947-04:00", "open": 191.36, "high": 191.43, "low": 191.36, "close": 191.4, "fill": 191.4, "vwap": 191.3976558415525, "ticks": 6}, "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": "191.40", "bar VWAP": "191.3977", "close \u2212 VWAP": "+0.0023"}, "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": "2026-07-06T10:54:46.665630-04:00"}
{"ts": "2026-07-06T10:55:57.120949-04:00", "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": "2026-07-06T10:55:41.329963-04:00", "decision_ts": "2026-07-06T10:55:56.329963-04:00", "open": 309.64, "high": 310.55, "low": 309.64, "close": 310.44, "fill": 310.44, "vwap": 310.2465669170719, "ticks": 7}, "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": "310.44", "bar VWAP": "310.2466", "close \u2212 VWAP": "+0.1934"}, "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": "2026-07-06T10:55:57.162672-04:00"}
{"ts": "2026-07-06T10:56:00.302284-04:00", "symbol": "ABBV", "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": "2026-07-06T10:55:44.424697-04:00", "decision_ts": "2026-07-06T10:55:59.424697-04:00", "open": 256.68, "high": 256.93, "low": 256.57, "close": 256.93, "fill": 256.93, "vwap": 256.8730913252264, "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": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "256.93", "bar VWAP": "256.8731", "close \u2212 VWAP": "+0.0569"}, "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": "2026-07-06T10:56:00.326369-04:00"}
{"ts": "2026-07-06T10:56:18.667165-04:00", "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": "2026-07-06T10:56:02.922037-04:00", "decision_ts": "2026-07-06T10:56:17.922037-04:00", "open": 195.7795, "high": 195.8, "low": 195.69, "close": 195.76, "fill": 195.76, "vwap": 195.74537224786982, "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": "small_gap", "skip_detail": "threshold VWAP@touch 195.75 +0.10% = 195.94; first tick (after delay) 195.76 @ 10:56:18; 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": "2026-07-06T10:56:18.719635-04:00"}
{"ts": "2026-07-06T10:56:55.975910-04:00", "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": "2026-07-06T10:56:40.094745-04:00", "decision_ts": "2026-07-06T10:56:55.094745-04:00", "open": 394.76, "high": 395.03, "low": 393.42, "close": 393.59, "fill": 393.59, "vwap": 393.73146444092026, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "393.59", "bar VWAP": "393.7315", "close \u2212 VWAP": "-0.1415"}, "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": "2026-07-06T10:56:55.976386-04:00"}
{"ts": "2026-07-06T10:56:55.975910-04:00", "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": "2026-07-06T10:56:40.560648-04:00", "decision_ts": "2026-07-06T10:56:55.560648-04:00", "open": 256.878, "high": 256.925, "low": 255.7301, "close": 255.91, "fill": 255.91, "vwap": 255.98516141242877, "ticks": 115}, "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": "255.91", "bar VWAP": "255.9852", "close \u2212 VWAP": "-0.0752"}, "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": "2026-07-06T10:56:56.105969-04:00"}
{"ts": "2026-07-06T10:56:55.975910-04:00", "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": {"signal_ts": "2026-07-06T10:56:40.712885-04:00", "decision_ts": "2026-07-06T10:56:55.712885-04:00", "open": 874.8053, "high": 875.4, "low": 871.2, "close": 872.2932, "fill": 872.2932, "vwap": 872.2383704231701, "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 872.24 +0.10% = 873.11; first tick (after delay) 872.29 @ 10:56:55; 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": "2026-07-06T10:56:56.232874-04:00"}
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{"ts": "2026-07-06T10:58:21.309668-04:00", "symbol": "ADP", "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": "2026-07-06T10:58:05.938098-04:00", "decision_ts": "2026-07-06T10:58:20.938098-04:00", "open": 239.41, "high": 239.513, "low": 239.335, "close": 239.36, "fill": 239.36, "vwap": 239.40146459875342, "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": "open_above_vwap", "skip_detail": null, "skip_metrics": {"bar open": "239.41", "bar VWAP": "239.4015", "bar open \u2212 VWAP": "+0.0085"}, "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": "2026-07-06T10:58:21.356455-04:00"}
{"ts": "2026-07-06T10:59:00.871539-04:00", "symbol": "SHOP", "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": "2026-07-06T10:58:00-04:00", "decision_ts": "2026-07-06T10:58:15-04:00", "open": 116.735, "high": 116.87, "low": 116.735, "close": 116.8, "fill": 116.8, "vwap": 116.8699705177022, "ticks": 1}, "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": "QQQ rose +1.60% > +1.50% (EOD 712.60 \u2192 1m 724.00); skip short", "skip_metrics": {"anchor": "QQQ", "EOD close": "712.60", "last 1m close": "724.00", "deviation": "+1.60%", "threshold": "+1.50%"}, "anchor_metrics": {"anchor": "QQQ", "EOD close": "712.60", "last 1m close": "724.00", "deviation": "+1.60%", "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": "2026-07-06T10:59:00.872318-04:00"}
{"ts": "2026-07-06T11:00:16.442030-04:00", "symbol": "PDD", "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": "2026-07-06T11:00:01.299253-04:00", "decision_ts": "2026-07-06T11:00:16.299253-04:00", "open": 83.83, "high": 83.86, "low": 83.83, "close": 83.86, "fill": 83.86, "vwap": 83.83703626491697, "ticks": 7}, "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": "83.86", "bar VWAP": "83.8370", "close \u2212 VWAP": "+0.0230"}, "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": "2026-07-06T11:00:16.540507-04:00"}
{"ts": "2026-07-06T11:01:05.143272-04:00", "symbol": "SNDK", "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": "2026-07-06T11:00:49.197667-04:00", "decision_ts": "2026-07-06T11:01:04.197667-04:00", "open": 1815.66, "high": 1816.85, "low": 1807.47, "close": 1808.495, "fill": 1808.495, "vwap": 1809.4199429602243, "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": "1808.49", "bar VWAP": "1809.4199", "close \u2212 VWAP": "-0.9249"}, "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": "2026-07-06T11:01:05.143547-04:00"}
{"ts": "2026-07-06T11:02:18.145312-04:00", "symbol": "TRI", "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": "2026-07-06T11:02:02.177468-04:00", "decision_ts": "2026-07-06T11:02:17.177468-04:00", "open": 87.74, "high": 87.74, "low": 87.68, "close": 87.7, "fill": 87.7, "vwap": 87.71859083731698, "ticks": 40}, "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": "87.74", "bar VWAP": "87.7186", "bar open \u2212 VWAP": "+0.0214"}, "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": "2026-07-06T11:02:18.218277-04:00"}
{"ts": "2026-07-06T11:05:29.989321-04:00", "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": "2026-07-06T11:05:14.742070-04:00", "decision_ts": "2026-07-06T11:05:29.742070-04:00", "open": 1007.09, "high": 1007.709, "low": 1005.24, "close": 1006.08, "fill": 1005.995, "vwap": 1005.5401545834251, "ticks": 215}, "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 1005.54 +0.10% = 1006.55; first tick (after delay) 1006.00 @ 11:05:29; 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": "2026-07-06T11:05:30.052437-04:00"}
{"ts": "2026-07-06T11:05:31.203484-04:00", "symbol": "CRWD", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-CRWD-20260706T110531-entry", "alpaca_parent_id": "5f302712-cfc4-41c7-bb41-332f2bcdb37e", "alpaca_tp_id": "89315fce-c012-4c0a-9526-afc67ae1e696", "alpaca_sl_id": "27962dff-9d55-4474-abc0-f7863ea4008c", "shares": 145.0, "entry_anchor_price": 204.02, "entry_price_ref": 203.65183158876022, "entry_price_fill": 204.059155, "entry_gate_price": 204.02, "signal_ts": "2026-07-06T11:05:15.949802-04:00", "entry_filled_at": "2026-07-06T15:05:33.217989+00:00", "decision_bar_wall": "2026-07-06T11:05:15.977921-04:00", "entry_confirmed_wall": "2026-07-06T11:05:31.203484-04:00", "decision_bar": {"signal_ts": "2026-07-06T11:05:15.949802-04:00", "decision_ts": "2026-07-06T11:05:30.949802-04:00", "open": 204.14, "high": 204.15, "low": 203.65, "close": 204.02, "fill": 204.02, "vwap": 203.65183158876022, "ticks": 49}, "tp_level": 206.26, "sl_level": 202.9, "sl_anchor_price": 204.02, "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": "2026-07-06T15:45:00-04:00", "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": "712.60", "last 1m close": "724.47", "deviation": "+1.67%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "203.6518", "bar low": "203.65", "bar high": "204.15"}, "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": "2026-07-06T11:05:34.430498-04:00"}
{"ts": "2026-07-06T11:08:13.813914-04:00", "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": {"signal_ts": "2026-07-06T11:07:58.385319-04:00", "decision_ts": "2026-07-06T11:08:13.385319-04:00", "open": 737.48, "high": 738.07, "low": 732.475, "close": 733.4, "fill": 734.44, "vwap": 733.8306424818538, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "733.40", "bar VWAP": "733.8306", "close \u2212 VWAP": "-0.4306"}, "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": "2026-07-06T11:08:13.886075-04:00"}
{"ts": "2026-07-06T11:08:22.570740-04:00", "symbol": "LOW", "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": "2026-07-06T11:08:07.565203-04:00", "decision_ts": "2026-07-06T11:08:22.565203-04:00", "open": 221.19, "high": 221.3, "low": 221.19, "close": 221.3, "fill": 221.3, "vwap": 221.11119953413174, "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": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "221.30", "bar VWAP": "221.1112", "close \u2212 VWAP": "+0.1888"}, "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": "2026-07-06T11:08:22.621133-04:00"}
{"ts": "2026-07-06T11:08:31.850238-04:00", "symbol": "BKNG", "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": "2026-07-06T11:08:16.400131-04:00", "decision_ts": "2026-07-06T11:08:31.400131-04:00", "open": 182.84, "high": 183.08, "low": 182.79, "close": 182.82, "fill": 182.82, "vwap": 183.0722734808703, "ticks": 125}, "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": "QQQ rose +1.60% > +1.50% (EOD 712.60 \u2192 1m 723.98); skip short", "skip_metrics": {"anchor": "QQQ", "EOD close": "712.60", "last 1m close": "723.98", "deviation": "+1.60%", "threshold": "+1.50%"}, "anchor_metrics": {"anchor": "QQQ", "EOD close": "712.60", "last 1m close": "723.98", "deviation": "+1.60%", "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": "2026-07-06T11:08:31.872623-04:00"}
{"ts": "2026-07-06T11:09:07.372236-04:00", "symbol": "WDC", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-WDC-20260706T110907-entry", "alpaca_parent_id": "46db9a1c-5181-43d4-b9de-819f0b7e8dd7", "alpaca_tp_id": "35092226-abfd-42d5-98c0-dd7d0e93f5c9", "alpaca_sl_id": "b28bea53-89a8-41a1-a246-781117969cc0", "shares": 38.0, "entry_anchor_price": 586.5988, "entry_price_ref": 585.821544994128, "entry_price_fill": 587.07, "entry_gate_price": 586.5988, "signal_ts": "2026-07-06T11:08:51.587064-04:00", "entry_filled_at": "2026-07-06T15:09:08.339961+00:00", "decision_bar_wall": "2026-07-06T11:08:51.622628-04:00", "entry_confirmed_wall": "2026-07-06T11:09:07.372236-04:00", "decision_bar": {"signal_ts": "2026-07-06T11:08:51.587064-04:00", "decision_ts": "2026-07-06T11:09:06.587064-04:00", "open": 587.25, "high": 587.5, "low": 585.3001, "close": 586.5988, "fill": 586.5988, "vwap": 585.821544994128, "ticks": 88}, "tp_level": 594.6088681690399, "sl_level": 581.91, "sl_anchor_price": 586.5988, "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": "2026-07-06T15:45:00-04:00", "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": "592.29", "last 1m close": "611.84", "deviation": "+3.30%", "threshold": "-1.50%", "TP boost": "SMH +3.30% \u2192 TP 1.50% from VWAP"}, "retouch_metrics": {"bar VWAP": "585.8215", "bar low": "585.74", "bar high": "587.50"}, "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": "2026-07-06T11:09:08.459054-04:00"}
{"ts": "2026-07-06T11:09:34.339874-04:00", "symbol": "UBER", "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": "2026-07-06T11:09:18.906606-04:00", "decision_ts": "2026-07-06T11:09:33.906606-04:00", "open": 72.995, "high": 73.14, "low": 72.995, "close": 73.11, "fill": 73.11, "vwap": 73.11673833283378, "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 73.12 -0.10% = 73.04; first tick (after delay) 73.11 @ 11:09:34; 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": "2026-07-06T11:09:34.412176-04:00"}
{"ts": "2026-07-06T11:11:14.951768-04:00", "symbol": "PAYX", "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": "2026-07-06T11:10:59.107583-04:00", "decision_ts": "2026-07-06T11:11:14.107583-04:00", "open": 105.48, "high": 105.695, "low": 105.48, "close": 105.66, "fill": 105.66, "vwap": 105.64036563997837, "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": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "105.66", "bar VWAP": "105.6404", "close \u2212 VWAP": "+0.0196"}, "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": "2026-07-06T11:11:15.025255-04:00"}
{"ts": "2026-07-06T11:11:50.445333-04:00", "symbol": "TXN", "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": "2026-07-06T11:11:35.330642-04:00", "decision_ts": "2026-07-06T11:11:50.330642-04:00", "open": 304.06, "high": 304.06, "low": 303.0, "close": 303.28, "fill": 303.28, "vwap": 303.60264553728064, "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": "303.28", "bar VWAP": "303.6026", "close \u2212 VWAP": "-0.3226"}, "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": "2026-07-06T11:11:50.470706-04:00"}
{"ts": "2026-07-06T11:12:22.580416-04:00", "symbol": "ADI", "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": "2026-07-06T11:12:06.960106-04:00", "decision_ts": "2026-07-06T11:12:21.960106-04:00", "open": 392.11, "high": 392.11, "low": 391.62, "close": 391.785, "fill": 391.785, "vwap": 391.7076899762051, "ticks": 8}, "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 391.71 +0.10% = 392.10; first tick (after delay) 391.79 @ 11:12:22; 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": "2026-07-06T11:12:22.600265-04:00"}
{"ts": "2026-07-06T11:12:32.817480-04:00", "symbol": "INTC", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-INTC-20260706T105655-entry", "alpaca_parent_id": "1944200c-c571-414d-a7f7-62d9a62dbb59", "alpaca_tp_id": "bc1613d0-6667-4f49-853b-dc8aa4a9481f", "alpaca_sl_id": "347fe6b2-44dd-476b-bf2e-7bd35d1da322", "shares": 407.0, "entry_anchor_price": 125.74, "entry_price_ref": 125.53192553021121, "entry_price_fill": 125.763227, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 127.41490441316436, "sl_level": 124.73, "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": "2026-07-06T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 124.73, "exit_price_fill": 124.7, "exit_filled_at": "2026-07-06T15:12:30.843408+00:00", "pnl_ref": -326.38369079596134, "pnl_fill": -432.7333889999991, "return_pct_ref": -0.6388219784123406, "return_pct_fill": -0.845419623337107, "slip_entry_bps": 18.425708743957976, "slip_exit_bps": 2.4051952216789174, "slip_total_bps": 20.830903965636892, "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": "2026-07-06T11:12:32.854720-04:00"}
{"ts": "2026-07-06T11:12:41.018163-04:00", "symbol": "DIS", "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": "2026-07-06T11:12:25.709109-04:00", "decision_ts": "2026-07-06T11:12:40.709109-04:00", "open": 97.57, "high": 97.7, "low": 97.57, "close": 97.6951, "fill": 97.6951, "vwap": 97.69382709338643, "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": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "97.70", "bar VWAP": "97.6938", "close \u2212 VWAP": "+0.0013"}, "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": "2026-07-06T11:12:41.063517-04:00"}
{"ts": "2026-07-06T11:12:41.338958-04:00", "symbol": "ON", "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": "2026-07-06T11:12:26.108236-04:00", "decision_ts": "2026-07-06T11:12:41.108236-04:00", "open": 97.02, "high": 97.055, "low": 96.775, "close": 96.78, "fill": 96.78, "vwap": 96.81726956894445, "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": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "96.78", "bar VWAP": "96.8173", "close \u2212 VWAP": "-0.0373"}, "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": "2026-07-06T11:12:41.348864-04:00"}
{"ts": "2026-07-06T11:13:09.587048-04:00", "symbol": "NXPI", "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": "2026-07-06T11:12:53.922534-04:00", "decision_ts": "2026-07-06T11:13:08.922534-04:00", "open": 285.12, "high": 285.12, "low": 284.26, "close": 284.5, "fill": 284.5, "vwap": 284.26290658384045, "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 284.26 +0.10% = 284.55; first tick (after delay) 284.50 @ 11:13:09; gap +0.08% \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": "2026-07-06T11:13:09.588454-04:00"}
{"ts": "2026-07-06T11:13:20.541374-04:00", "symbol": "CHTR", "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": "2026-07-06T11:13:04.898494-04:00", "decision_ts": "2026-07-06T11:13:19.898494-04:00", "open": 134.38, "high": 134.49, "low": 134.38, "close": 134.47, "fill": 134.6699, "vwap": 134.3838127148308, "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": "134.47", "bar VWAP": "134.3838", "close \u2212 VWAP": "+0.0862"}, "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": "2026-07-06T11:13:20.570527-04:00"}
{"ts": "2026-07-06T11:13:22.800629-04:00", "symbol": "WDC", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-WDC-20260706T110907-entry", "alpaca_parent_id": "46db9a1c-5181-43d4-b9de-819f0b7e8dd7", "alpaca_tp_id": "35092226-abfd-42d5-98c0-dd7d0e93f5c9", "alpaca_sl_id": "b28bea53-89a8-41a1-a246-781117969cc0", "shares": 38.0, "entry_anchor_price": 586.5988, "entry_price_ref": 585.821544994128, "entry_price_fill": 587.07, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 594.6088681690399, "sl_level": 581.91, "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": "2026-07-06T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 581.91, "exit_price_fill": 582.0, "exit_filled_at": "2026-07-06T15:13:18.078266+00:00", "pnl_ref": -148.6387097768643, "pnl_fill": -192.6600000000019, "return_pct_ref": -0.6677024816776234, "return_pct_fill": -0.8636108130205988, "slip_entry_bps": 21.311182842969497, "slip_exit_bps": -1.5466309223081205, "slip_total_bps": 19.764551920661376, "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": "2026-07-06T11:13:22.975509-04:00"}
{"ts": "2026-07-06T11:13:26.170909-04:00", "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": 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": "too_many_sl_within_etf", "skip_detail": "SMH anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 12:13:22 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": "2026-07-06T11:13:26.212984-04:00"}
{"ts": "2026-07-06T11:13:28.684138-04:00", "symbol": "STM", "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": "2026-07-06T11:13:13.432323-04:00", "decision_ts": "2026-07-06T11:13:28.432323-04:00", "open": 72.175, "high": 72.22, "low": 72.08, "close": 72.08, "fill": 72.085, "vwap": 72.13124926992123, "ticks": 6}, "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": "72.08", "bar VWAP": "72.1312", "close \u2212 VWAP": "-0.0512"}, "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": "2026-07-06T11:13:28.710404-04:00"}
{"ts": "2026-07-06T11:16:10.754877-04:00", "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": 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": "too_many_sl_within_etf", "skip_detail": "SMH anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 12:13:22 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": "2026-07-06T11:16:10.766538-04:00"}
{"ts": "2026-07-06T11:16:20.134395-04:00", "symbol": "ALAB", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-ALAB-20260706T105802-entry", "alpaca_parent_id": "504e8f4b-5a1f-45ec-8318-c2be594a46db", "alpaca_tp_id": "a3ebd597-5d38-4995-bc48-1619fed3e786", "alpaca_sl_id": "8965085c-13db-4485-8219-477c1884e7e4", "shares": 88.0, "entry_anchor_price": 441.25, "entry_price_ref": 440.4698823674487, "entry_price_fill": 441.5, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 447.0769306029604, "sl_level": 437.72, "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": "2026-07-06T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 437.72, "exit_price_fill": 436.3, "exit_filled_at": "2026-07-06T15:16:11.263488+00:00", "pnl_ref": -241.98964833548234, "pnl_fill": -457.599999999999, "return_pct_ref": -0.6243065593199093, "return_pct_fill": -1.1778029445073557, "slip_entry_bps": 23.38678928544688, "slip_exit_bps": 32.44082975418112, "slip_total_bps": 55.827619039628, "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": "2026-07-06T11:16:20.357521-04:00"}
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{"ts": "2026-07-06T11:27:32.028053-04:00", "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": "too_many_sl_within_etf", "skip_detail": "SMH anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 12:16:20 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": "2026-07-06T11:27:32.040774-04:00"}
{"ts": "2026-07-06T11:37:31.045260-04:00", "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": "2026-07-06T11:37:16.017790-04:00", "decision_ts": "2026-07-06T11:37:31.017790-04:00", "open": 324.57, "high": 324.64, "low": 323.75, "close": 323.87, "fill": 323.87, "vwap": 324.3099668307865, "ticks": 79}, "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": "323.87", "bar VWAP": "324.3100", "close \u2212 VWAP": "-0.4400"}, "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": "2026-07-06T11:37:31.135622-04:00"}
{"ts": "2026-07-06T11:37:54.808407-04:00", "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": "2026-07-06T11:37:39.746961-04:00", "decision_ts": "2026-07-06T11:37:54.746961-04:00", "open": 359.64, "high": 359.69, "low": 358.66, "close": 358.89, "fill": 358.89, "vwap": 358.7778568464498, "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 358.78 +0.10% = 359.14; first tick (after delay) 358.89 @ 11:37:54; 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": "2026-07-06T11:37:54.863840-04:00"}
{"ts": "2026-07-06T11:40:23.338684-04:00", "symbol": "CRWD", "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": "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": "2026-07-06T11:40:23.353889-04:00"}
{"ts": "2026-07-06T11:42:12.373968-04:00", "symbol": "HD", "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": "2026-07-06T11:41:57.295166-04:00", "decision_ts": "2026-07-06T11:42:12.295166-04:00", "open": 348.678, "high": 349.425, "low": 348.678, "close": 349.305, "fill": 349.305, "vwap": 349.29353916898896, "ticks": 60}, "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": "349.31", "bar VWAP": "349.2935", "close \u2212 VWAP": "+0.0115"}, "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": "2026-07-06T11:42:12.440184-04:00"}
{"ts": "2026-07-06T11:51:26.486686-04:00", "symbol": "GILD", "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": "2026-07-06T11:51:11.083433-04:00", "decision_ts": "2026-07-06T11:51:26.083433-04:00", "open": 129.21, "high": 129.24, "low": 129.06, "close": 129.08, "fill": 129.075, "vwap": 129.2290640086186, "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": "anchor_drift", "skip_detail": "QQQ rose +1.84% > +1.50% (EOD 712.60 \u2192 1m 725.70); skip short", "skip_metrics": {"anchor": "QQQ", "EOD close": "712.60", "last 1m close": "725.70", "deviation": "+1.84%", "threshold": "+1.50%"}, "anchor_metrics": {"anchor": "QQQ", "EOD close": "712.60", "last 1m close": "725.70", "deviation": "+1.84%", "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": "2026-07-06T11:51:26.515114-04:00"}
{"ts": "2026-07-06T11:55:32.263356-04:00", "symbol": "CRWD", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-CRWD-20260706T110531-entry", "alpaca_parent_id": "5f302712-cfc4-41c7-bb41-332f2bcdb37e", "alpaca_tp_id": "89315fce-c012-4c0a-9526-afc67ae1e696", "alpaca_sl_id": "27962dff-9d55-4474-abc0-f7863ea4008c", "shares": 145.0, "entry_anchor_price": 204.02, "entry_price_ref": 203.65183158876022, "entry_price_fill": 204.059155, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 206.26, "sl_level": 202.9, "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": "2026-07-06T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 202.9, "exit_price_fill": 202.8, "exit_filled_at": "2026-07-06T15:55:22.416925+00:00", "pnl_ref": -109.01558037023065, "pnl_fill": -182.57747499999894, "return_pct_ref": -0.3691749702887104, "return_pct_fill": -0.617053912626464, "slip_entry_bps": 20.00096969725794, "slip_exit_bps": 4.928536224740971, "slip_total_bps": 24.92950592199891, "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": "2026-07-06T11:55:32.320850-04:00"}
{"ts": "2026-07-06T11:55:38.495109-04:00", "symbol": "T", "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": "2026-07-06T11:55:23.254772-04:00", "decision_ts": "2026-07-06T11:55:38.254772-04:00", "open": 20.375, "high": 20.415, "low": 20.37, "close": 20.4001, "fill": 20.4001, "vwap": 20.407458470915063, "ticks": 151}, "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 20.41 -0.10% = 20.39; first tick (after delay) 20.40 @ 11:55:38; gap +0.04% \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": "2026-07-06T11:55:38.529846-04:00"}
{"ts": "2026-07-06T11:58:43.754098-04:00", "symbol": "VZ", "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": "2026-07-06T11:58:28.724451-04:00", "decision_ts": "2026-07-06T11:58:43.724451-04:00", "open": 41.955, "high": 42.045, "low": 41.93, "close": 42.04, "fill": 42.04, "vwap": 41.980335331047634, "ticks": 467}, "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": "42.04", "bar VWAP": "41.9803", "close \u2212 VWAP": "+0.0597"}, "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": "2026-07-06T11:58:43.825658-04:00"}
{"ts": "2026-07-06T11:58:52.486211-04:00", "symbol": "CPRT", "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": "2026-07-06T11:58:36.902730-04:00", "decision_ts": "2026-07-06T11:58:51.902730-04:00", "open": 29.3854, "high": 29.445, "low": 29.37, "close": 29.44, "fill": 29.44, "vwap": 29.442274079106934, "ticks": 21}, "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": "QQQ rose +1.83% > +1.50% (EOD 712.60 \u2192 1m 725.61); skip short", "skip_metrics": {"anchor": "QQQ", "EOD close": "712.60", "last 1m close": "725.61", "deviation": "+1.83%", "threshold": "+1.50%"}, "anchor_metrics": {"anchor": "QQQ", "EOD close": "712.60", "last 1m close": "725.61", "deviation": "+1.83%", "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": "2026-07-06T11:58:52.513791-04:00"}
{"ts": "2026-07-06T12:25:56.897598-04:00", "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": 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": "not_shortable", "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": "2026-07-06T12:25:56.915578-04:00"}
{"ts": "2026-07-06T12:27:22.857607-04:00", "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": "2026-07-06T12:27:07.154584-04:00", "decision_ts": "2026-07-06T12:27:22.154584-04:00", "open": 172.93, "high": 172.93, "low": 172.62, "close": 172.62, "fill": 172.62, "vwap": 172.7512922629469, "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": "172.62", "bar VWAP": "172.7513", "close \u2212 VWAP": "-0.1313"}, "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": "2026-07-06T12:27:22.905351-04:00"}
{"ts": "2026-07-06T12:38:18.671739-04:00", "symbol": "CSCO", "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": "2026-07-06T12:38:03.256680-04:00", "decision_ts": "2026-07-06T12:38:18.256680-04:00", "open": 114.555, "high": 114.56, "low": 114.475, "close": 114.505, "fill": 114.505, "vwap": 114.49449888836169, "ticks": 73}, "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 114.49 +0.10% = 114.61; first tick (after delay) 114.50 @ 12:38:18; 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": "2026-07-06T12:38:18.713256-04:00"}
{"ts": "2026-07-06T12:38:37.846741-04:00", "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": "2026-07-06T12:38:22.747263-04:00", "decision_ts": "2026-07-06T12:38:37.747263-04:00", "open": 560.44, "high": 560.4699, "low": 558.6501, "close": 558.76, "fill": 558.86, "vwap": 559.7901893494362, "ticks": 267}, "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": "558.76", "bar VWAP": "559.7902", "close \u2212 VWAP": "-1.0302"}, "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": "2026-07-06T12:38:37.875917-04:00"}
{"ts": "2026-07-06T12:38:50.935316-04:00", "symbol": "MCHP", "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": "2026-07-06T12:38:35.799037-04:00", "decision_ts": "2026-07-06T12:38:50.799037-04:00", "open": 88.715, "high": 88.715, "low": 88.62, "close": 88.63, "fill": 88.63, "vwap": 88.62270355355012, "ticks": 5}, "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 88.62 +0.10% = 88.71; first tick (after delay) 88.63 @ 12:38:50; 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": "2026-07-06T12:38:50.935593-04:00"}
{"ts": "2026-07-06T12:39:31.268022-04:00", "symbol": "SBUX", "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": "2026-07-06T12:39:16.129999-04:00", "decision_ts": "2026-07-06T12:39:31.129999-04:00", "open": 101.04, "high": 101.16, "low": 101.025, "close": 101.14, "fill": 101.14, "vwap": 101.11552137813217, "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": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "101.14", "bar VWAP": "101.1155", "close \u2212 VWAP": "+0.0245"}, "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": "2026-07-06T12:39:31.294347-04:00"}
{"ts": "2026-07-06T12:42:36.310779-04:00", "symbol": "MCD", "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": "2026-07-06T12:42:21.181577-04:00", "decision_ts": "2026-07-06T12:42:36.181577-04:00", "open": 275.7423, "high": 276.0395, "low": 275.7423, "close": 275.98, "fill": 275.98, "vwap": 276.034124186117, "ticks": 5}, "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 276.03 -0.10% = 275.76; first tick (after delay) 275.98 @ 12:42:36; 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": "2026-07-06T12:42:36.342148-04:00"}
{"ts": "2026-07-06T12:42:53.515894-04:00", "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": "2026-07-06T12:42:38.106055-04:00", "decision_ts": "2026-07-06T12:42:53.106055-04:00", "open": 442.695, "high": 442.695, "low": 440.2, "close": 440.875, "fill": 440.875, "vwap": 440.8880920966717, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "440.88", "bar VWAP": "440.8881", "close \u2212 VWAP": "-0.0131"}, "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": "2026-07-06T12:42:53.536898-04:00"}
{"ts": "2026-07-06T12:49:19.084600-04:00", "symbol": "MRK", "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": "2026-07-06T12:49:03.343067-04:00", "decision_ts": "2026-07-06T12:49:18.343067-04:00", "open": 126.77, "high": 126.91, "low": 126.77, "close": 126.8875, "fill": 126.8875, "vwap": 126.8069853448239, "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": "126.89", "bar VWAP": "126.8070", "close \u2212 VWAP": "+0.0805"}, "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": "2026-07-06T12:49:19.157179-04:00"}
{"ts": "2026-07-06T12:53:21.492667-04:00", "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": "2026-07-06T12:53:05.991939-04:00", "decision_ts": "2026-07-06T12:53:20.991939-04:00", "open": 1848.88, "high": 1849.0, "low": 1846.09, "close": 1848.46, "fill": 1848.46, "vwap": 1847.4338133836445, "ticks": 55}, "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 1847.43 +0.10% = 1849.28; first tick (after delay) 1848.46 @ 12:53:21; 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": "2026-07-06T12:53:21.519661-04:00"}
{"ts": "2026-07-06T12:53:54.635427-04:00", "symbol": "PEP", "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": "2026-07-06T12:53:39.355309-04:00", "decision_ts": "2026-07-06T12:53:54.355309-04:00", "open": 142.14, "high": 142.19, "low": 142.14, "close": 142.18, "fill": 142.17, "vwap": 142.1856507038141, "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 142.19 -0.10% = 142.04; first tick (after delay) 142.17 @ 12:53:54; 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": "2026-07-06T12:53:54.701792-04:00"}
{"ts": "2026-07-06T12:54:51.041283-04:00", "symbol": "PG", "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": "2026-07-06T12:54:35.816685-04:00", "decision_ts": "2026-07-06T12:54:50.816685-04:00", "open": 148.189, "high": 148.29, "low": 148.189, "close": 148.265, "fill": 148.265, "vwap": 148.27277220505974, "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 148.27 -0.10% = 148.12; first tick (after delay) 148.26 @ 12:54:51; 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": "2026-07-06T12:54:51.069505-04:00"}
{"ts": "2026-07-06T12:58:02.996258-04:00", "symbol": "TMUS", "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": "2026-07-06T12:57:47.655151-04:00", "decision_ts": "2026-07-06T12:58:02.655151-04:00", "open": 180.7, "high": 180.715, "low": 180.505, "close": 180.545, "fill": 180.545, "vwap": 180.53784378788072, "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 180.54 +0.10% = 180.72; first tick (after delay) 180.54 @ 12:58:02; 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": "2026-07-06T12:58:03.037127-04:00"}
{"ts": "2026-07-06T13:02:15.448522-04:00", "symbol": "KHC", "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": "2026-07-06T13:01:59.992159-04:00", "decision_ts": "2026-07-06T13:02:14.992159-04:00", "open": 24.695, "high": 24.735, "low": 24.6901, "close": 24.72, "fill": 24.72, "vwap": 24.725689897977347, "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": "anchor_drift", "skip_detail": "QQQ rose +1.53% > +1.50% (EOD 712.60 \u2192 1m 723.49); skip short", "skip_metrics": {"anchor": "QQQ", "EOD close": "712.60", "last 1m close": "723.49", "deviation": "+1.53%", "threshold": "+1.50%"}, "anchor_metrics": {"anchor": "QQQ", "EOD close": "712.60", "last 1m close": "723.49", "deviation": "+1.53%", "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": "2026-07-06T13:02:15.517315-04:00"}
{"ts": "2026-07-06T13:02:51.793184-04:00", "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": "2026-07-06T13:02:36.457445-04:00", "decision_ts": "2026-07-06T13:02:51.457445-04:00", "open": 1354.585, "high": 1355.975, "low": 1353.08, "close": 1353.08, "fill": 1353.08, "vwap": 1353.9109492828627, "ticks": 8}, "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": "1353.08", "bar VWAP": "1353.9109", "close \u2212 VWAP": "-0.8309"}, "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": "2026-07-06T13:02:51.822388-04:00"}
{"ts": "2026-07-06T13:09:26.725491-04:00", "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": {"signal_ts": "2026-07-06T13:09:11.170235-04:00", "decision_ts": "2026-07-06T13:09:26.170235-04:00", "open": 730.04, "high": 736.76, "low": 730.04, "close": 736.455, "fill": 736.455, "vwap": 733.5503588071032, "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": "736.46", "bar VWAP": "733.5504", "close \u2212 VWAP": "+2.9046"}, "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": "2026-07-06T13:09:26.749093-04:00"}
{"ts": "2026-07-06T13:10:03.983801-04:00", "symbol": "AEP", "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": "2026-07-06T13:09:48.545014-04:00", "decision_ts": "2026-07-06T13:10:03.545014-04:00", "open": 136.12, "high": 136.51, "low": 136.06, "close": 136.31, "fill": 136.31, "vwap": 136.41816001107196, "ticks": 179}, "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": "QQQ rose +1.66% > +1.50% (EOD 712.60 \u2192 1m 724.45); skip short", "skip_metrics": {"anchor": "QQQ", "EOD close": "712.60", "last 1m close": "724.45", "deviation": "+1.66%", "threshold": "+1.50%"}, "anchor_metrics": {"anchor": "QQQ", "EOD close": "712.60", "last 1m close": "724.45", "deviation": "+1.66%", "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": "2026-07-06T13:10:03.984096-04:00"}
{"ts": "2026-07-06T13:18:29.892830-04:00", "symbol": "WMT", "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": "2026-07-06T13:18:14.668104-04:00", "decision_ts": "2026-07-06T13:18:29.668104-04:00", "open": 110.3186, "high": 110.359, "low": 110.3186, "close": 110.33, "fill": 110.33, "vwap": 110.33911226431262, "ticks": 75}, "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 110.34 -0.10% = 110.23; first tick (after delay) 110.33 @ 13:18:29; 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": "2026-07-06T13:18:30.019648-04:00"}
{"ts": "2026-07-06T13:29:40.287950-04:00", "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": {"signal_ts": "2026-07-06T13:29:25.128233-04:00", "decision_ts": "2026-07-06T13:29:40.128233-04:00", "open": 735.2199, "high": 735.2199, "low": 733.88, "close": 734.3, "fill": 734.3, "vwap": 734.0262244492852, "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 734.03 +0.10% = 734.76; first tick (after delay) 734.30 @ 13:29:40; gap +0.04% \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": "2026-07-06T13:29:40.315743-04:00"}
{"ts": "2026-07-06T13:31:14.196624-04:00", "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": "2026-07-06T13:30:58.620502-04:00", "decision_ts": "2026-07-06T13:31:13.620502-04:00", "open": 258.27, "high": 258.27, "low": 257.445, "close": 257.56, "fill": 257.56, "vwap": 257.5422391419616, "ticks": 7}, "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 257.54 +0.10% = 257.80; first tick (after delay) 257.56 @ 13:31:14; 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": "2026-07-06T13:31:14.264844-04:00"}
{"ts": "2026-07-06T13:31:19.763305-04:00", "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": "2026-07-06T13:31:04.663858-04:00", "decision_ts": "2026-07-06T13:31:19.663858-04:00", "open": 454.93, "high": 454.99, "low": 454.7, "close": 454.79, "fill": 454.79, "vwap": 454.8078570779948, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "454.79", "bar VWAP": "454.8079", "close \u2212 VWAP": "-0.0179"}, "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": "2026-07-06T13:31:19.793023-04:00"}
{"ts": "2026-07-06T13:33:37.245424-04:00", "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": "2026-07-06T13:33:22.084229-04:00", "decision_ts": "2026-07-06T13:33:37.084229-04:00", "open": 186.12, "high": 186.125, "low": 185.8, "close": 185.81, "fill": 185.82, "vwap": 185.90761877705788, "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": "185.81", "bar VWAP": "185.9076", "close \u2212 VWAP": "-0.0976"}, "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": "2026-07-06T13:33:37.329706-04:00"}
{"ts": "2026-07-06T13:35:22.121145-04:00", "symbol": "MNST", "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": "2026-07-06T13:35:06.427117-04:00", "decision_ts": "2026-07-06T13:35:21.427117-04:00", "open": 96.61, "high": 96.68, "low": 96.6, "close": 96.68, "fill": 96.68, "vwap": 96.64927302339483, "ticks": 6}, "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": "96.68", "bar VWAP": "96.6493", "close \u2212 VWAP": "+0.0307"}, "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": "2026-07-06T13:35:22.171725-04:00"}
{"ts": "2026-07-06T13:37:28.751892-04:00", "symbol": "CDNS", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-CDNS-20260706T104046-entry", "alpaca_parent_id": "fb681ea9-53ff-4d22-83e3-3a2342cade18", "alpaca_tp_id": "cb00c56b-1847-477b-8550-e4c3351b75c3", "alpaca_sl_id": "26c15816-2ca5-41f9-84b2-457ab26803ac", "shares": 180.0, "entry_anchor_price": 375.12, "entry_price_ref": 374.6933992108456, "entry_price_fill": 375.29, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 380.31380019900826, "sl_level": 372.12, "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": "2026-07-06T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 372.12, "exit_price_fill": 371.6, "exit_filled_at": "2026-07-06T17:37:27.576079+00:00", "pnl_ref": -463.21185795220686, "pnl_fill": -664.1999999999996, "return_pct_ref": -0.686801319763175, "return_pct_fill": -0.9832396280209932, "slip_entry_bps": 15.92237254274944, "slip_exit_bps": 13.97398688595028, "slip_total_bps": 29.896359428699718, "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": "2026-07-06T13:37:28.775120-04:00"}
{"ts": "2026-07-06T13:42:27.448460-04:00", "symbol": "VZ", "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": "2026-07-06T13:42:12.291513-04:00", "decision_ts": "2026-07-06T13:42:27.291513-04:00", "open": 42.07, "high": 42.07, "low": 42.02, "close": 42.0203, "fill": 42.0203, "vwap": 42.02479606723826, "ticks": 72}, "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": "42.02", "bar VWAP": "42.0248", "close \u2212 VWAP": "-0.0045"}, "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": "2026-07-06T13:42:27.613988-04:00"}
{"ts": "2026-07-06T13:50:09.651574-04:00", "symbol": "APP", "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": "2026-07-06T13:49:54.492449-04:00", "decision_ts": "2026-07-06T13:50:09.492449-04:00", "open": 537.12, "high": 537.16, "low": 536.43, "close": 537.16, "fill": 537.16, "vwap": 536.6370470547868, "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 536.64 +0.10% = 537.17; first tick (after delay) 537.16 @ 13:50:09; gap +0.10% \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": "2026-07-06T13:50:09.707456-04:00"}
{"ts": "2026-07-06T13:50:27.173845-04:00", "symbol": "LIN", "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": "2026-07-06T13:50:11.576847-04:00", "decision_ts": "2026-07-06T13:50:26.576847-04:00", "open": 535.59, "high": 535.7, "low": 535.59, "close": 535.7, "fill": 535.7, "vwap": 535.5744071071157, "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": "535.70", "bar VWAP": "535.5744", "close \u2212 VWAP": "+0.1256"}, "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": "2026-07-06T13:50:27.195508-04:00"}
{"ts": "2026-07-06T13:52:39.487655-04:00", "symbol": "ZS", "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": "2026-07-06T13:52:24.347077-04:00", "decision_ts": "2026-07-06T13:52:39.347077-04:00", "open": 150.15, "high": 150.15, "low": 149.9073, "close": 149.94, "fill": 149.94, "vwap": 149.9694237287184, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "149.94", "bar VWAP": "149.9694", "close \u2212 VWAP": "-0.0294"}, "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": "2026-07-06T13:52:39.550365-04:00"}
{"ts": "2026-07-06T13:55:02.858812-04:00", "symbol": "KO", "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": "2026-07-06T13:54:47.140076-04:00", "decision_ts": "2026-07-06T13:55:02.140076-04:00", "open": 83.105, "high": 83.155, "low": 83.0922, "close": 83.155, "fill": 83.155, "vwap": 83.12303903542254, "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_above_vwap", "skip_detail": null, "skip_metrics": {"close": "83.16", "bar VWAP": "83.1230", "close \u2212 VWAP": "+0.0320"}, "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": "2026-07-06T13:55:03.202926-04:00"}
{"ts": "2026-07-06T13:57:06.787179-04:00", "symbol": "PLTR", "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": "2026-07-06T13:56:51.083990-04:00", "decision_ts": "2026-07-06T13:57:06.083990-04:00", "open": 131.65, "high": 131.705, "low": 131.615, "close": 131.65, "fill": 131.63, "vwap": 131.63406166456116, "ticks": 65}, "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": "price_cross_vwap", "skip_detail": "first tick (after delay) 131.63 @ 13:57:06 below VWAP@touch 131.63; gap -0.00%", "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": "2026-07-06T13:57:06.904828-04:00"}
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