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{"ts": "2026-07-08T10:03:32.756478-04:00", "symbol": "MPWR", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-MPWR-20260708T100332-entry", "alpaca_parent_id": "fedaf6fe-33cb-457e-99e9-fe3984c9938f", "alpaca_tp_id": "2750f354-5717-4b98-b72f-be758557a18e", "alpaca_sl_id": "eeff03a7-4b0f-4866-9d0f-f3103d8fd888", "shares": 51.0, "entry_anchor_price": 1288.19, "entry_price_ref": 1285.7133253751692, "entry_price_fill": 1288.19, "entry_gate_price": 1288.19, "signal_ts": "2026-07-08T10:03:16.886278-04:00", "entry_filled_at": "2026-07-08T14:03:36.300617+00:00", "decision_bar_wall": "2026-07-08T10:03:16.948528-04:00", "entry_confirmed_wall": "2026-07-08T10:03:32.756478-04:00", "decision_bar": {"signal_ts": "2026-07-08T10:03:16.886278-04:00", "decision_ts": "2026-07-08T10:03:31.886278-04:00", "open": 1287.83, "high": 1289.49, "low": 1284.97, "close": 1288.19, "fill": 1288.19, "vwap": 1285.7133253751692, "ticks": 20}, "tp_level": 1308.8, "sl_level": 1277.88, "sl_anchor_price": 1288.19, "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": "2026-07-08T15:45:00-04:00", "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": "581.45", "last 1m close": "587.56", "deviation": "+1.05%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "1285.7133", "bar low": "1285.37", "bar high": "1289.49"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.19% = (1288.19 \u2212 1285.71) / 1285.71", "close": "1288.19 above VWAP 1285.71", "open": "1287.83 above VWAP 1285.71", "local trend": "signal bar: with-trade bar  \u00b7  prior 2/4 < 3 (>0.35%/0.15%)", "anchor drift": "SMH dev +1.05% vs band -1.50%"}, "entry_gate_status": {"entered via": "open", "gap @ entry": "open", "close": "open", "open": "open", "local trend": "open", "anchor drift": "open"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-08T10:03:36.582498-04:00"}
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{"ts": "2026-07-08T10:15:59.984969-04:00", "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": "2026-07-08T10:15:44.846820-04:00", "decision_ts": "2026-07-08T10:15:59.846820-04:00", "open": 232.21, "high": 232.3, "low": 230.84, "close": 230.955, "fill": 230.955, "vwap": 230.97573325833946, "ticks": 128}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "230.96", "bar VWAP": "230.9757", "close \u2212 VWAP": "-0.0207"}, "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": "2026-07-08T10:16:00.118164-04:00"}
{"ts": "2026-07-08T10:17:51.871137-04:00", "symbol": "APP", "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": "2026-07-08T10:17:35.940899-04:00", "decision_ts": "2026-07-08T10:17:50.940899-04:00", "open": 517.43, "high": 518.7499, "low": 516.5, "close": 518.17, "fill": 518.17, "vwap": 518.2799091436973, "ticks": 28}, "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 518.28 -0.10% = 517.76; first tick (after delay) 518.17 @ 10:17:51; 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": "2026-07-08T10:17:51.888086-04:00"}
{"ts": "2026-07-08T10:18:09.760679-04:00", "symbol": "AMAT", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-08T10:17:54.349397-04:00", "decision_ts": "2026-07-08T10:18:09.349397-04:00", "open": 561.6, "high": 566.065, "low": 561.43, "close": 565.305, "fill": 565.53, "vwap": 565.3481950526168, "ticks": 45}, "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) 565.53 @ 10:18:09 above VWAP@touch 565.35; gap -0.03%", "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": "2026-07-08T10:18:09.802699-04:00"}
{"ts": "2026-07-08T10:18:45.380181-04:00", "symbol": "SWKS", "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": "2026-07-08T10:18:30.016873-04:00", "decision_ts": "2026-07-08T10:18:45.016873-04:00", "open": 57.73, "high": 58.11, "low": 57.73, "close": 57.945, "fill": 57.945, "vwap": 57.97295556202766, "ticks": 76}, "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 57.97 -0.10% = 57.91; first tick (after delay) 57.95 @ 10:18:45; 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": "2026-07-08T10:18:45.402132-04:00"}
{"ts": "2026-07-08T10:19:24.861448-04:00", "symbol": "DXCM", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-08T10:19:09.032927-04:00", "decision_ts": "2026-07-08T10:19:24.032927-04:00", "open": 73.385, "high": 73.39, "low": 73.15, "close": 73.21, "fill": 73.21, "vwap": 73.2209315900583, "ticks": 50}, "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": "73.21", "bar VWAP": "73.2209", "close \u2212 VWAP": "-0.0109"}, "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": "2026-07-08T10:19:24.889307-04:00"}
{"ts": "2026-07-08T10:20:57.602239-04:00", "symbol": "MSTR", "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": "2026-07-08T10:20:42.128387-04:00", "decision_ts": "2026-07-08T10:20:57.128387-04:00", "open": 92.9703, "high": 93.715, "low": 92.9703, "close": 93.6, "fill": 93.6, "vwap": 93.44590423031951, "ticks": 56}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "93.60", "bar VWAP": "93.4459", "close \u2212 VWAP": "+0.1541"}, "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": "2026-07-08T10:20:57.677351-04:00"}
{"ts": "2026-07-08T10:21:22.335769-04:00", "symbol": "GLW", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "early_volatility", "skip_detail": "SPY early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-08T10:21:22.348894-04:00"}
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{"ts": "2026-07-08T10:27:29.795697-04:00", "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": "2026-07-08T10:27:14.408615-04:00", "decision_ts": "2026-07-08T10:27:29.408615-04:00", "open": 843.15, "high": 843.15, "low": 837.0001, "close": 838.57, "fill": 838.57, "vwap": 838.9111315326801, "ticks": 50}, "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": "838.57", "bar VWAP": "838.9111", "close \u2212 VWAP": "-0.3411"}, "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": "2026-07-08T10:27:29.840264-04:00"}
{"ts": "2026-07-08T10:27:52.518829-04:00", "symbol": "NFLX", "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": "2026-07-08T10:27:37.443032-04:00", "decision_ts": "2026-07-08T10:27:52.443032-04:00", "open": 75.47, "high": 75.58, "low": 75.44, "close": 75.55, "fill": 75.55, "vwap": 75.56773619462645, "ticks": 30}, "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 75.57 -0.10% = 75.49; first tick (after delay) 75.55 @ 10:27:52; 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": "2026-07-08T10:27:52.526592-04:00"}
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{"ts": "2026-07-08T10:32:13.220134-04:00", "symbol": "SCHW", "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": "2026-07-08T10:31:57.323655-04:00", "decision_ts": "2026-07-08T10:32:12.323655-04:00", "open": 102.675, "high": 102.68, "low": 102.33, "close": 102.345, "fill": 102.345, "vwap": 102.43993647060468, "ticks": 30}, "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": "102.34", "bar VWAP": "102.4399", "close \u2212 VWAP": "-0.0949"}, "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": "2026-07-08T10:32:13.392155-04:00"}
{"ts": "2026-07-08T10:32:53.869938-04:00", "symbol": "SWKS", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "early_volatility", "skip_detail": "SMH early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-08T10:32:53.888567-04:00"}
{"ts": "2026-07-08T10:34:16.701212-04:00", "symbol": "INSM", "side": "long", "phase": "error", "alert_origin": null, "client_order_id": "vwap-bot-INSM-20260708T103416-6e8e1bf8-exit-take_profit", "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": "submit_flatten", "error_http_status": 403, "error_code": "40310000", "error_message": "insufficient qty available for order (requested: 261, available: 0)", "retry": "1/3", "logged_at": "2026-07-08T10:34:16.701268-04:00"}
{"ts": "2026-07-08T10:34:17.787929-04:00", "symbol": "INSM", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-INSM-20260708T101410-entry", "alpaca_parent_id": "6e8e1bf8-f4e1-4f14-ad7a-ca2171195546", "alpaca_tp_id": "7b6eec30-6b92-45c6-b340-d06724e8a40b", "alpaca_sl_id": "92f00f34-bd1e-4902-a9e0-1db2b274c133", "shares": 261.0, "entry_anchor_price": 113.99, "entry_price_ref": 113.8372045713303, "entry_price_fill": 114.19, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 115.24, "sl_level": 113.36, "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": "2026-07-08T15:45:00-04:00", "exit_reason": "take_profit", "exit_price_ref": 115.24, "exit_price_fill": 114.509305, "exit_filled_at": "2026-07-08T14:34:20.445004+00:00", "pnl_ref": 366.1296068827894, "pnl_fill": 83.33860499999999, "return_pct_ref": 1.2322820416682756, "return_pct_fill": 0.2796260618267876, "slip_entry_bps": 30.99122382688452, "slip_exit_bps": 63.406369316209414, "slip_total_bps": 94.39759314309393, "event_source": "tick", "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": "2026-07-08T10:34:20.952443-04:00"}
{"ts": "2026-07-08T10:36:46.276498-04:00", "symbol": "LRCX", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-08T10:36:30.923906-04:00", "decision_ts": "2026-07-08T10:36:45.923906-04:00", "open": 331.78, "high": 332.295, "low": 331.385, "close": 331.61, "fill": 331.61, "vwap": 331.52206310337914, "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": "small_gap", "skip_detail": "threshold VWAP@touch 331.52 +0.10% = 331.85; first tick (after delay) 331.61 @ 10:36:46; 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": "2026-07-08T10:36:46.385485-04:00"}
{"ts": "2026-07-08T10:39:23.624847-04:00", "symbol": "WDC", "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": "2026-07-08T10:39:08.267708-04:00", "decision_ts": "2026-07-08T10:39:23.267708-04:00", "open": 547.9, "high": 547.9, "low": 546.0001, "close": 546.78, "fill": 546.78, "vwap": 546.2704030812616, "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": "small_gap", "skip_detail": "threshold VWAP@touch 546.27 +0.10% = 546.82; first tick (after delay) 546.78 @ 10:39:23; 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": "2026-07-08T10:39:23.782920-04:00"}
{"ts": "2026-07-08T10:39:30.210342-04:00", "symbol": "GLW", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "early_volatility", "skip_detail": "SPY early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-08T10:39:30.226748-04:00"}
{"ts": "2026-07-08T10:39:40.525267-04:00", "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": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "early_volatility", "skip_detail": "SMH early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-08T10:39:40.551028-04:00"}
{"ts": "2026-07-08T10:40:36.703771-04:00", "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": "2026-07-08T10:40:21.094569-04:00", "decision_ts": "2026-07-08T10:40:36.094569-04:00", "open": 25.17, "high": 25.19, "low": 25.17, "close": 25.185, "fill": 25.185, "vwap": 25.183052893868208, "ticks": 18}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "25.18", "bar VWAP": "25.1831", "close \u2212 VWAP": "+0.0019"}, "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": "2026-07-08T10:40:37.308339-04:00"}
{"ts": "2026-07-08T10:42:10.053847-04:00", "symbol": "ROST", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-08T10:41:54.460114-04:00", "decision_ts": "2026-07-08T10:42:09.460114-04:00", "open": 217.25, "high": 217.32, "low": 216.87, "close": 216.97, "fill": 216.97, "vwap": 216.9198103832359, "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": "small_gap", "skip_detail": "threshold VWAP@touch 216.92 +0.10% = 217.14; first tick (after delay) 216.97 @ 10:42:10; 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": "2026-07-08T10:42:10.711774-04:00"}
{"ts": "2026-07-08T10:42:31.958651-04:00", "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": "2026-07-08T10:42:16.471190-04:00", "decision_ts": "2026-07-08T10:42:31.471190-04:00", "open": 126.64, "high": 126.776, "low": 126.64, "close": 126.705, "fill": 126.705, "vwap": 126.76441364800117, "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 126.76 -0.10% = 126.64; first tick (after delay) 126.70 @ 10:42:31; 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": "2026-07-08T10:42:32.177220-04:00"}
{"ts": "2026-07-08T10:42:51.686950-04:00", "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": "2026-07-08T10:42:35.752184-04:00", "decision_ts": "2026-07-08T10:42:50.752184-04:00", "open": 135.58, "high": 135.8, "low": 135.58, "close": 135.8, "fill": 135.8, "vwap": 135.77301351062954, "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": "135.80", "bar VWAP": "135.7730", "close \u2212 VWAP": "+0.0270"}, "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": "2026-07-08T10:42:52.156032-04:00"}
{"ts": "2026-07-08T10:42:54.081010-04:00", "symbol": "TER", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "early_volatility", "skip_detail": "SMH early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-08T10:42:54.092409-04:00"}
{"ts": "2026-07-08T10:43:02.355685-04:00", "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": "2026-07-08T10:42:47.121001-04:00", "decision_ts": "2026-07-08T10:43:02.121001-04:00", "open": 232.63, "high": 232.815, "low": 231.21, "close": 231.365, "fill": 231.365, "vwap": 231.50132844386795, "ticks": 84}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "231.37", "bar VWAP": "231.5013", "close \u2212 VWAP": "-0.1363"}, "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": "2026-07-08T10:43:02.419827-04:00"}
{"ts": "2026-07-08T10:43:06.610418-04:00", "symbol": "ARM", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-08T10:42:51.382514-04:00", "decision_ts": "2026-07-08T10:43:06.382514-04:00", "open": 305.485, "high": 305.61, "low": 304.0, "close": 304.02, "fill": 304.02, "vwap": 304.2231565043853, "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": "304.02", "bar VWAP": "304.2232", "close \u2212 VWAP": "-0.2032"}, "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": "2026-07-08T10:43:06.610668-04:00"}
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{"ts": "2026-07-08T10:43:45.130249-04:00", "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": "2026-07-08T10:43:30.076727-04:00", "decision_ts": "2026-07-08T10:43:45.076727-04:00", "open": 708.45, "high": 708.45, "low": 705.11, "close": 705.89, "fill": 705.62, "vwap": 706.6869124316264, "ticks": 30}, "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": "705.89", "bar VWAP": "706.6869", "close \u2212 VWAP": "-0.7969"}, "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": "2026-07-08T10:43:45.627616-04:00"}
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{"ts": "2026-07-08T10:48:07.250717-04:00", "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": "2026-07-08T10:47:51.702382-04:00", "decision_ts": "2026-07-08T10:48:06.702382-04:00", "open": 383.37, "high": 383.37, "low": 382.28, "close": 382.398, "fill": 382.398, "vwap": 382.3400563738375, "ticks": 20}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 382.34 +0.10% = 382.72; first tick (after delay) 382.40 @ 10:48:07; 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": "2026-07-08T10:48:07.601847-04:00"}
{"ts": "2026-07-08T10:52:30.296445-04:00", "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 11:47:58 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": "2026-07-08T10:52:30.307104-04:00"}
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{"ts": "2026-07-08T11:06:33.061895-04:00", "symbol": "LLY", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-LLY-20260708T110633-entry", "alpaca_parent_id": "be13ff90-796e-44a5-b119-3f17cd961b59", "alpaca_tp_id": "47e85558-ea59-4444-920a-46a05c055522", "alpaca_sl_id": "1eb2a8a8-bc51-4ee4-95df-30be34ef2443", "shares": 17.0, "entry_anchor_price": 1226.595, "entry_price_ref": 1225.0932797621033, "entry_price_fill": 1227.570625, "entry_gate_price": 1226.595, "signal_ts": "2026-07-08T11:06:18.008508-04:00", "entry_filled_at": "2026-07-08T15:06:35.714025+00:00", "decision_bar_wall": "2026-07-08T11:06:18.025803-04:00", "entry_confirmed_wall": "2026-07-08T11:06:33.061895-04:00", "decision_bar": {"signal_ts": "2026-07-08T11:06:18.008508-04:00", "decision_ts": "2026-07-08T11:06:33.008508-04:00", "open": 1228.0, "high": 1228.33, "low": 1225.05, "close": 1226.595, "fill": 1226.595, "vwap": 1225.0932797621033, "ticks": 57}, "tp_level": 1240.09, "sl_level": 1219.85, "sl_anchor_price": 1226.595, "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": "2026-07-08T15:45:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": {"anchor": "SPY", "EOD close": "747.71", "last 1m close": "741.89", "deviation": "-0.78%", "threshold": "-1.00%"}, "retouch_metrics": {"bar VWAP": "1225.0933", "bar low": "1225.05", "bar high": "1228.33"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.12% = (1226.60 \u2212 1225.09) / 1225.09", "close": "1226.60 above VWAP 1225.09", "open": "1228.00 above VWAP 1225.09", "local trend": "signal bar 0.27%/0.11% < 0.40%/0.20%  \u00b7  prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "SPY dev -0.78% vs band -1.00%"}, "entry_gate_status": {"entered via": "open", "gap @ entry": "open", "close": "open", "open": "open", "local trend": "open", "anchor drift": "open"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-08T11:06:36.364354-04:00"}
{"ts": "2026-07-08T11:06:47.870300-04:00", "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": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "early_volatility", "skip_detail": "QQQ early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-08T11:06:47.888681-04:00"}
{"ts": "2026-07-08T11:10:12.304166-04:00", "symbol": "MPWR", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "too_many_sl_within_etf", "skip_detail": "SMH anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:47:58 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": "2026-07-08T11:10:12.319006-04:00"}
{"ts": "2026-07-08T11:11:39.443242-04:00", "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": "2026-07-08T11:11:23.862242-04:00", "decision_ts": "2026-07-08T11:11:38.862242-04:00", "open": 1646.905, "high": 1646.905, "low": 1642.0, "close": 1644.64, "fill": 1644.64, "vwap": 1643.8142605631747, "ticks": 51}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 1643.81 +0.10% = 1645.46; first tick (after delay) 1644.64 @ 11:11:39; 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": "2026-07-08T11:11:39.538419-04:00"}
{"ts": "2026-07-08T11:13:13.660672-04:00", "symbol": "KLAC", "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 11:47:58 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": "2026-07-08T11:13:13.682211-04:00"}
{"ts": "2026-07-08T11:13:33.524500-04:00", "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": "2026-07-08T11:13:18.246536-04:00", "decision_ts": "2026-07-08T11:13:33.246536-04:00", "open": 106.4, "high": 106.48, "low": 106.4, "close": 106.48, "fill": 106.48, "vwap": 106.47649853558761, "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": "106.48", "bar VWAP": "106.4765", "close \u2212 VWAP": "+0.0035"}, "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": "2026-07-08T11:13:33.615626-04:00"}
{"ts": "2026-07-08T11:13:57.636106-04:00", "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": "2026-07-08T11:13:42.287607-04:00", "decision_ts": "2026-07-08T11:13:57.287607-04:00", "open": 197.87, "high": 197.924, "low": 197.28, "close": 197.3501, "fill": 197.39, "vwap": 197.43298897067194, "ticks": 237}, "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": "197.35", "bar VWAP": "197.4330", "close \u2212 VWAP": "-0.0829"}, "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": "2026-07-08T11:13:57.644760-04:00"}
{"ts": "2026-07-08T11:14:37.187909-04:00", "symbol": "MU", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-MU-20260708T104357-entry", "alpaca_parent_id": "e8506f8f-b42c-4252-8794-966e79950911", "alpaca_tp_id": "90ce28ed-bff4-454b-9423-72c61098fc47", "alpaca_sl_id": "9f4738ad-19da-4c03-9317-f16c9af0d90e", "shares": 48.0, "entry_anchor_price": 933.9999, "entry_price_ref": 932.0568373496827, "entry_price_fill": 934.925582, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 948.94, "sl_level": 926.53, "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": "2026-07-08T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 926.53, "exit_price_fill": 926.276042, "exit_filled_at": "2026-07-08T15:14:35.903008+00:00", "pnl_ref": -265.28819278477204, "pnl_fill": -415.1779200000001, "return_pct_ref": -0.5929721373428731, "return_pct_fill": -0.9251581266496944, "slip_entry_bps": 30.778644985584325, "slip_exit_bps": 2.7409581988711804, "slip_total_bps": 33.519603184455505, "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": "2026-07-08T11:14:37.208972-04:00"}
{"ts": "2026-07-08T11:14:48.684635-04:00", "symbol": "MSTR", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-MSTR-20260708T105403-entry", "alpaca_parent_id": "d5a745ad-2ad0-4029-9f86-9db3d10d1d06", "alpaca_tp_id": "278d0eff-7ae2-4a75-91e7-e3cd29821092", "alpaca_sl_id": "42a4c09f-8dd3-4c05-94a0-882fb291e901", "shares": 583.0, "entry_anchor_price": 93.3, "entry_price_ref": 93.42962175655524, "entry_price_fill": 93.21, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 92.27, "sl_level": 93.81, "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": "2026-07-08T15:45:00-04:00", "exit_reason": "take_profit", "exit_price_ref": 92.27, "exit_price_fill": 92.308061, "exit_filled_at": "2026-07-08T15:14:51.356870+00:00", "pnl_ref": 676.0594840717046, "pnl_fill": 525.8304369999993, "return_pct_ref": 1.2411714130415752, "return_pct_fill": 0.9676418839180356, "slip_entry_bps": 23.506651576466698, "slip_exit_bps": 4.124959358404575, "slip_total_bps": 27.631610934871272, "event_source": "tick", "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": "2026-07-08T11:14:51.954599-04:00"}
{"ts": "2026-07-08T11:17:22.170505-04:00", "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": 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 11:47:58 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": "2026-07-08T11:17:22.185956-04:00"}
{"ts": "2026-07-08T11:18:10.903500-04:00", "symbol": "IDXX", "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": "2026-07-08T11:17:55.301871-04:00", "decision_ts": "2026-07-08T11:18:10.301871-04:00", "open": 554.6, "high": 555.215, "low": 554.6, "close": 554.97, "fill": 554.97, "vwap": 555.0700758469239, "ticks": 4}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 555.07 -0.10% = 554.52; first tick (after delay) 554.97 @ 11:18:10; 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": "2026-07-08T11:18:10.995381-04:00"}
{"ts": "2026-07-08T11:23:08.339470-04:00", "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": "2026-07-08T11:22:52.960034-04:00", "decision_ts": "2026-07-08T11:23:07.960034-04:00", "open": 173.86, "high": 173.8893, "low": 173.2, "close": 173.375, "fill": 173.36, "vwap": 173.3294370926111, "ticks": 82}, "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 173.33 +0.10% = 173.50; first tick (after delay) 173.36 @ 11:23:08; 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": "2026-07-08T11:23:08.875918-04:00"}
{"ts": "2026-07-08T11:23:24.576288-04:00", "symbol": "ROP", "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": "2026-07-08T11:23:09.235152-04:00", "decision_ts": "2026-07-08T11:23:24.235152-04:00", "open": 353.94, "high": 354.13, "low": 353.92, "close": 353.93, "fill": 353.93, "vwap": 354.1099773613853, "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": "small_gap", "skip_detail": "threshold VWAP@touch 354.11 -0.10% = 353.76; first tick (after delay) 353.93 @ 11:23:24; 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": "2026-07-08T11:23:24.626952-04:00"}
{"ts": "2026-07-08T11:23:58.607489-04:00", "symbol": "IBM", "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": "2026-07-08T11:23:42.941815-04:00", "decision_ts": "2026-07-08T11:23:57.941815-04:00", "open": 300.32, "high": 300.35, "low": 299.6639, "close": 299.88, "fill": 299.67, "vwap": 300.185976590932, "ticks": 12}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "299.88", "bar VWAP": "300.1860", "close \u2212 VWAP": "-0.3060"}, "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": "2026-07-08T11:23:58.925174-04:00"}
{"ts": "2026-07-08T11:28:19.954245-04:00", "symbol": "CTSH", "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": "2026-07-08T11:28:04.862047-04:00", "decision_ts": "2026-07-08T11:28:19.862047-04:00", "open": 43.3, "high": 43.38, "low": 43.3, "close": 43.32, "fill": 43.32, "vwap": 43.35955283481303, "ticks": 87}, "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 43.36 -0.10% = 43.32; first tick (after delay) 43.32 @ 11:28:19; 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": "2026-07-08T11:28:20.253990-04:00"}
{"ts": "2026-07-08T11:28:47.616535-04:00", "symbol": "CEG", "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": "2026-07-08T11:28:32.243617-04:00", "decision_ts": "2026-07-08T11:28:47.243617-04:00", "open": 241.03, "high": 241.24, "low": 240.88, "close": 240.91, "fill": 240.91, "vwap": 240.91109104004593, "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": "240.91", "bar VWAP": "240.9111", "close \u2212 VWAP": "-0.0011"}, "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": "2026-07-08T11:28:47.616930-04:00"}
{"ts": "2026-07-08T11:34:36.631501-04:00", "symbol": "MPWR", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "too_many_sl_within_etf", "skip_detail": "SMH anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:47:58 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": "2026-07-08T11:34:36.643833-04:00"}
{"ts": "2026-07-08T11:35:58.701440-04:00", "symbol": "SPGI", "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": "2026-07-08T11:35:42.992173-04:00", "decision_ts": "2026-07-08T11:35:57.992173-04:00", "open": 433.66, "high": 434.54, "low": 433.52, "close": 434.43, "fill": 434.43, "vwap": 434.47347489448504, "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 434.47 -0.10% = 434.04; first tick (after delay) 434.43 @ 11:35:58; 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": "2026-07-08T11:35:58.874916-04:00"}
{"ts": "2026-07-08T11:37:06.327514-04:00", "symbol": "MSTR", "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": "2026-07-08T11:36:50.574243-04:00", "decision_ts": "2026-07-08T11:37:05.574243-04:00", "open": 93.23, "high": 93.4, "low": 92.9927, "close": 93.38, "fill": 93.38, "vwap": 93.31660693291758, "ticks": 51}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "93.38", "bar VWAP": "93.3166", "close \u2212 VWAP": "+0.0634"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-08T11:37:06.640266-04:00"}
{"ts": "2026-07-08T11:37:31.205988-04:00", "symbol": "ASML", "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 11:47:58 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": "2026-07-08T11:37:31.219174-04:00"}
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{"ts": "2026-07-08T12:10:43.142384-04:00", "symbol": "DELL", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-DELL-20260708T121043-entry", "alpaca_parent_id": "ec1c8a64-25d6-4f71-8a48-5fe5c353454f", "alpaca_tp_id": "581a3ee2-2d35-48c9-a5d8-27c1ecab8184", "alpaca_sl_id": "240e60fe-fbdc-4287-96f2-ec55c72a8a6e", "shares": 113.0, "entry_anchor_price": 427.16, "entry_price_ref": 427.84139952770965, "entry_price_fill": 425.971263, "entry_gate_price": 427.16, "signal_ts": "2026-07-08T12:10:27.791150-04:00", "entry_filled_at": "2026-07-08T16:10:46.004492+00:00", "decision_bar_wall": "2026-07-08T12:10:27.814976-04:00", "entry_confirmed_wall": "2026-07-08T12:10:43.142384-04:00", "decision_bar": {"signal_ts": "2026-07-08T12:10:27.791150-04:00", "decision_ts": "2026-07-08T12:10:42.791150-04:00", "open": 426.18, "high": 427.97, "low": 426.0, "close": 427.305, "fill": 427.16, "vwap": 427.84139952770965, "ticks": 29}, "tp_level": 422.46, "sl_level": 429.51, "sl_anchor_price": 427.16, "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": "2026-07-08T15:45:00-04:00", "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": "tick", "skip_reason": null, "skip_detail": null, "skip_metrics": null, "anchor_metrics": {"anchor": "SPY", "EOD close": "747.71", "last 1m close": "741.66", "deviation": "-0.81%", "threshold": "+1.00%"}, "retouch_metrics": {"bar VWAP": "427.8414", "bar low": "426.00", "bar high": "427.87"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.16% = (427.84 \u2212 427.16) / 427.84", "close": "427.31 below VWAP 427.84", "open": "426.18 below VWAP 427.84", "local trend": "signal bar 0.46%/0.26% < 0.40%/0.20%  \u00b7  prior 1/4 < 3 (>0.35%/0.15%)", "anchor drift": "SPY dev -0.81% vs band +1.00%"}, "entry_gate_status": {"entered via": "open", "gap @ entry": "open", "close": "open", "open": "open", "local trend": "open", "anchor drift": "open"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-08T12:10:46.417542-04:00"}
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{"ts": "2026-07-08T12:20:40.602308-04:00", "symbol": "VRSK", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-08T12:20:25.007412-04:00", "decision_ts": "2026-07-08T12:20:40.007412-04:00", "open": 190.5, "high": 190.5, "low": 190.5, "close": 190.5, "fill": 190.5, "vwap": 190.51168153965313, "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": "190.50", "bar VWAP": "190.5117", "close \u2212 VWAP": "-0.0117"}, "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": "2026-07-08T12:20:40.727433-04:00"}
{"ts": "2026-07-08T12:21:33.300761-04:00", "symbol": "AMD", "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": "2026-07-08T12:21:18.103165-04:00", "decision_ts": "2026-07-08T12:21:33.103165-04:00", "open": 509.9721, "high": 510.9799, "low": 509.5001, "close": 510.755, "fill": 510.755, "vwap": 510.3453093370622, "ticks": 49}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "510.75", "bar VWAP": "510.3453", "close \u2212 VWAP": "+0.4097"}, "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": "2026-07-08T12:21:33.633131-04:00"}
{"ts": "2026-07-08T12:21:51.954035-04:00", "symbol": "SNPS", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-08T12:21:35.987562-04:00", "decision_ts": "2026-07-08T12:21:50.987562-04:00", "open": 429.91, "high": 430.15, "low": 429.87, "close": 430.15, "fill": 430.15, "vwap": 430.0309512739673, "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": "430.15", "bar VWAP": "430.0310", "close \u2212 VWAP": "+0.1190"}, "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": "2026-07-08T12:21:51.954449-04:00"}
{"ts": "2026-07-08T12:21:58.284281-04:00", "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": "2026-07-08T12:21:43.167180-04:00", "decision_ts": "2026-07-08T12:21:58.167180-04:00", "open": 154.93, "high": 155.25, "low": 154.88, "close": 155.25, "fill": 155.25, "vwap": 155.12089510442544, "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": "155.25", "bar VWAP": "155.1209", "close \u2212 VWAP": "+0.1291"}, "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": "2026-07-08T12:21:58.329561-04:00"}
{"ts": "2026-07-08T12:22:04.160555-04:00", "symbol": "DELL", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": 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": "2026-07-08T12:22:04.173627-04:00"}
{"ts": "2026-07-08T12:22:04.475619-04:00", "symbol": "ON", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-ON-20260708T121152-entry", "alpaca_parent_id": "4268f613-ec66-4f13-9ab9-501294a28aa2", "alpaca_tp_id": "95830807-87da-4a44-9dcb-81d5954b70c5", "alpaca_sl_id": "825e98ef-322c-497b-81bb-12f6b494bce6", "shares": 407.0, "entry_anchor_price": 90.94, "entry_price_ref": 91.03614427811968, "entry_price_fill": 90.91, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 89.48, "sl_level": 91.67, "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": "2026-07-08T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 91.67, "exit_price_fill": 91.72, "exit_filled_at": "2026-07-08T16:21:58.383324+00:00", "pnl_ref": -257.97927880529153, "pnl_fill": -329.6700000000009, "return_pct_ref": -0.6962681986441233, "return_pct_fill": -0.8909910900890994, "slip_entry_bps": 13.856504921199795, "slip_exit_bps": 5.454347114650066, "slip_total_bps": 19.310852035849862, "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": "2026-07-08T12:22:04.532407-04:00"}
{"ts": "2026-07-08T12:22:17.362936-04:00", "symbol": "SNDK", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-08T12:22:02.268846-04:00", "decision_ts": "2026-07-08T12:22:17.268846-04:00", "open": 1633.7, "high": 1641.69, "low": 1633.7, "close": 1641.69, "fill": 1641.98, "vwap": 1636.4988940751084, "ticks": 91}, "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": "1641.69", "bar VWAP": "1636.4989", "close \u2212 VWAP": "+5.1911"}, "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": "2026-07-08T12:22:17.395222-04:00"}
{"ts": "2026-07-08T12:22:34.860712-04:00", "symbol": "APP", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-APP-20260708T120707-entry", "alpaca_parent_id": "db81d431-3ab9-423c-8806-21c71f5532ed", "alpaca_tp_id": "ff099d41-be81-46b1-b5d2-6e5b1b1ef677", "alpaca_sl_id": "bacf7299-b1a1-4928-8640-5f8df42a5bc7", "shares": 89.0, "entry_anchor_price": 512.05, "entry_price_ref": 512.6838652596036, "entry_price_fill": 512.06, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 506.42, "sl_level": 514.87, "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": "2026-07-08T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 514.87, "exit_price_fill": 514.99, "exit_filled_at": "2026-07-08T16:22:27.187806+00:00", "pnl_ref": -194.56599189527685, "pnl_fill": -260.77000000000567, "return_pct_ref": -0.4264098967283525, "return_pct_fill": -0.5721985704800314, "slip_entry_bps": 12.168615044824715, "slip_exit_bps": 2.3306854157360997, "slip_total_bps": 14.499300460560814, "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": "2026-07-08T12:22:34.897454-04:00"}
{"ts": "2026-07-08T12:22:41.107358-04:00", "symbol": "VRT", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-08T12:22:25.213832-04:00", "decision_ts": "2026-07-08T12:22:40.213832-04:00", "open": 311.76, "high": 312.1382, "low": 311.68, "close": 311.79, "fill": 311.79, "vwap": 312.0514604762266, "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": "small_gap", "skip_detail": "threshold VWAP@touch 312.05 -0.10% = 311.74; first tick (after delay) 311.79 @ 12:22:41; 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": "2026-07-08T12:22:41.152777-04:00"}
{"ts": "2026-07-08T12:24:01.919651-04:00", "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": "2026-07-08T12:23:46.626606-04:00", "decision_ts": "2026-07-08T12:24:01.626606-04:00", "open": 116.58, "high": 116.78, "low": 116.58, "close": 116.77, "fill": 116.77, "vwap": 116.76866404881315, "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_above_vwap", "skip_detail": null, "skip_metrics": {"close": "116.77", "bar VWAP": "116.7687", "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": "2026-07-08T12:24:01.952082-04:00"}
{"ts": "2026-07-08T12:26:23.809695-04:00", "symbol": "GLW", "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": "2026-07-08T12:26:07.858593-04:00", "decision_ts": "2026-07-08T12:26:22.858593-04:00", "open": 183.62, "high": 183.91, "low": 183.509, "close": 183.75, "fill": 183.75, "vwap": 183.84927390665226, "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": "small_gap", "skip_detail": "threshold VWAP@touch 183.85 -0.10% = 183.67; first tick (after delay) 183.75 @ 12:26:23; 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": "2026-07-08T12:26:23.893376-04:00"}
{"ts": "2026-07-08T12:28:31.127701-04:00", "symbol": "DELL", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-DELL-20260708T121043-entry", "alpaca_parent_id": "ec1c8a64-25d6-4f71-8a48-5fe5c353454f", "alpaca_tp_id": "581a3ee2-2d35-48c9-a5d8-27c1ecab8184", "alpaca_sl_id": "240e60fe-fbdc-4287-96f2-ec55c72a8a6e", "shares": 113.0, "entry_anchor_price": 427.16, "entry_price_ref": 427.84139952770965, "entry_price_fill": 425.971263, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 422.46, "sl_level": 429.51, "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": "2026-07-08T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 429.51, "exit_price_fill": 429.69, "exit_filled_at": "2026-07-08T16:28:27.136847+00:00", "pnl_ref": -188.551853368808, "pnl_fill": -420.2172809999973, "return_pct_ref": -0.3900044442011197, "return_pct_fill": -0.8730018484838453, "slip_entry_bps": 43.71097630509951, "slip_exit_bps": 4.1908220996020304, "slip_total_bps": 47.90179840470154, "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": "2026-07-08T12:28:31.149158-04:00"}
{"ts": "2026-07-08T12:29:09.463235-04:00", "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": "2026-07-08T12:28:53.561366-04:00", "decision_ts": "2026-07-08T12:29:08.561366-04:00", "open": 182.785, "high": 182.785, "low": 182.5, "close": 182.525, "fill": 182.525, "vwap": 182.6107796339352, "ticks": 19}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "182.53", "bar VWAP": "182.6108", "close \u2212 VWAP": "-0.0858"}, "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": "2026-07-08T12:29:09.532518-04:00"}
{"ts": "2026-07-08T12:30:08.844446-04:00", "symbol": "CRWD", "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": "2026-07-08T12:29:53.229482-04:00", "decision_ts": "2026-07-08T12:30:08.229482-04:00", "open": 188.55, "high": 189.1, "low": 188.51, "close": 188.85, "fill": 188.85, "vwap": 188.83033295397615, "ticks": 105}, "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": "188.85", "bar VWAP": "188.8303", "close \u2212 VWAP": "+0.0197"}, "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": "2026-07-08T12:30:08.900781-04:00"}
{"ts": "2026-07-08T12:30:50.586527-04:00", "symbol": "INTC", "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": "2026-07-08T12:30:35.324508-04:00", "decision_ts": "2026-07-08T12:30:50.324508-04:00", "open": 106.8309, "high": 107.2, "low": 106.7901, "close": 107.1244, "fill": 107.12, "vwap": 107.18767376464045, "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 107.19 -0.10% = 107.08; first tick (after delay) 107.12 @ 12:30:50; 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": "2026-07-08T12:30:50.864310-04:00"}
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{"ts": "2026-07-08T12:41:17.351709-04:00", "symbol": "ABNB", "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": "2026-07-08T12:41:01.913911-04:00", "decision_ts": "2026-07-08T12:41:16.913911-04:00", "open": 142.78, "high": 142.91, "low": 142.76, "close": 142.76, "fill": 142.76, "vwap": 142.8080632738004, "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 142.81 -0.10% = 142.67; first tick (after delay) 142.76 @ 12:41:17; 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": "2026-07-08T12:41:17.379247-04:00"}
{"ts": "2026-07-08T12:41:20.540446-04:00", "symbol": "ODFL", "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": "2026-07-08T12:41:04.771656-04:00", "decision_ts": "2026-07-08T12:41:19.771656-04:00", "open": 217.33, "high": 217.345, "low": 217.33, "close": 217.345, "fill": 217.345, "vwap": 217.2206218047293, "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": "217.34", "bar VWAP": "217.2206", "close \u2212 VWAP": "+0.1244"}, "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": "2026-07-08T12:41:20.540698-04:00"}
{"ts": "2026-07-08T12:42:34.283115-04:00", "symbol": "MS", "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": "2026-07-08T12:42:18.690082-04:00", "decision_ts": "2026-07-08T12:42:33.690082-04:00", "open": 217.94, "high": 218.0031, "low": 217.91, "close": 217.925, "fill": 217.925, "vwap": 217.99508839768652, "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 218.00 -0.10% = 217.78; first tick (after delay) 217.93 @ 12:42:34; 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": "2026-07-08T12:42:34.360392-04:00"}
{"ts": "2026-07-08T12:43:27.891265-04:00", "symbol": "GS", "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": "2026-07-08T12:43:12.604283-04:00", "decision_ts": "2026-07-08T12:43:27.604283-04:00", "open": 1022.46, "high": 1022.935, "low": 1022.46, "close": 1022.7425, "fill": 1022.7425, "vwap": 1022.8891362433471, "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": "small_gap", "skip_detail": "threshold VWAP@touch 1022.89 -0.10% = 1021.87; first tick (after delay) 1022.74 @ 12:43:27; 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": "2026-07-08T12:43:27.914209-04:00"}
{"ts": "2026-07-08T12:44:11.364480-04:00", "symbol": "SNDK", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-SNDK-20260708T124105-entry", "alpaca_parent_id": "4672e898-608d-422d-91a2-5a29901cc17b", "alpaca_tp_id": "358d2374-cab7-4d4d-b863-d70f1cf316f6", "alpaca_sl_id": "1a7872df-4865-4547-9734-e63c6144512e", "shares": 27.0, "entry_anchor_price": 1634.44, "entry_price_ref": 1636.4315707532419, "entry_price_fill": 1631.142857, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 1616.46, "sl_level": 1643.43, "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": "2026-07-08T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 1643.43, "exit_price_fill": 1643.87, "exit_filled_at": "2026-07-08T16:44:05.084759+00:00", "pnl_ref": -188.9575896624708, "pnl_fill": -343.6328609999957, "return_pct_ref": -0.4276640326327241, "return_pct_fill": -0.7802592486232385, "slip_entry_bps": 32.318575660377086, "slip_exit_bps": 2.6773272971761934, "slip_total_bps": 34.99590295755328, "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": "2026-07-08T12:44:11.385705-04:00"}
{"ts": "2026-07-08T12:44:17.561910-04:00", "symbol": "MRVL", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-08T12:44:02.552386-04:00", "decision_ts": "2026-07-08T12:44:17.552386-04:00", "open": 230.4421, "high": 230.95, "low": 230.4421, "close": 230.665, "fill": 230.665, "vwap": 230.49104371575947, "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": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "230.66", "bar VWAP": "230.4910", "close \u2212 VWAP": "+0.1740"}, "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": "2026-07-08T12:44:17.668881-04:00"}
{"ts": "2026-07-08T12:50:34.142844-04:00", "symbol": "ALAB", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-08T12:50:18.587351-04:00", "decision_ts": "2026-07-08T12:50:33.587351-04:00", "open": 385.705, "high": 387.4504, "low": 385.705, "close": 386.11, "fill": 386.42, "vwap": 385.9186909777406, "ticks": 22}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "386.11", "bar VWAP": "385.9187", "close \u2212 VWAP": "+0.1913"}, "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": "2026-07-08T12:50:34.206062-04:00"}
{"ts": "2026-07-08T12:53:07.367787-04:00", "symbol": "GE", "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": "2026-07-08T12:52:52.232123-04:00", "decision_ts": "2026-07-08T12:53:07.232123-04:00", "open": 357.695, "high": 357.95, "low": 357.54, "close": 357.95, "fill": 357.92, "vwap": 357.8107164202557, "ticks": 18}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "357.95", "bar VWAP": "357.8107", "close \u2212 VWAP": "+0.1393"}, "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": "2026-07-08T12:53:07.432458-04:00"}
{"ts": "2026-07-08T12:54:45.342586-04:00", "symbol": "BLK", "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": "2026-07-08T12:54:30.044505-04:00", "decision_ts": "2026-07-08T12:54:45.044505-04:00", "open": 988.55, "high": 989.31, "low": 988.01, "close": 988.725, "fill": 988.21, "vwap": 988.7844996568393, "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 988.78 -0.10% = 987.80; first tick (after delay) 988.21 @ 12:54:45; 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": "2026-07-08T12:54:45.414123-04:00"}
{"ts": "2026-07-08T13:01:06.621388-04:00", "symbol": "PYPL", "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": "2026-07-08T13:00:50.849560-04:00", "decision_ts": "2026-07-08T13:01:05.849560-04:00", "open": 44.25, "high": 44.28, "low": 44.235, "close": 44.275, "fill": 44.27, "vwap": 44.27282735822406, "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": "44.27", "bar VWAP": "44.2728", "close \u2212 VWAP": "+0.0022"}, "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": "2026-07-08T13:01:06.774360-04:00"}
{"ts": "2026-07-08T13:01:30.857951-04:00", "symbol": "ABT", "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": "2026-07-08T13:01:15.495990-04:00", "decision_ts": "2026-07-08T13:01:30.495990-04:00", "open": 95.55, "high": 95.555, "low": 95.49, "close": 95.5, "fill": 95.5, "vwap": 95.50584249220618, "ticks": 14}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "95.50", "bar VWAP": "95.5058", "close \u2212 VWAP": "-0.0058"}, "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": "2026-07-08T13:01:30.924639-04:00"}
{"ts": "2026-07-08T13:07:14.181458-04:00", "symbol": "STX", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-STX-20260708T123837-entry", "alpaca_parent_id": "9d7cc880-96c0-4629-90e0-cde0f2aa8581", "alpaca_tp_id": "1dbc1723-ab08-4d84-9673-a3c6fad6c647", "alpaca_sl_id": "17c33515-4457-41e1-b473-141ce652bc93", "shares": 71.0, "entry_anchor_price": 830.59, "entry_price_ref": 832.5438480639576, "entry_price_fill": 828.71, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 821.45, "sl_level": 835.16, "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": "2026-07-08T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 835.16, "exit_price_fill": 835.95, "exit_filled_at": "2026-07-08T17:07:07.876620+00:00", "pnl_ref": -185.74678745900633, "pnl_fill": -514.0400000000006, "return_pct_ref": -0.31423593389419135, "return_pct_fill": -0.8736469935200608, "slip_entry_bps": 46.04980353735153, "slip_exit_bps": 9.459265290484186, "slip_total_bps": 55.50906882783572, "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": "2026-07-08T13:07:14.203477-04:00"}
{"ts": "2026-07-08T13:08:32.590856-04:00", "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": "2026-07-08T13:08:16.811773-04:00", "decision_ts": "2026-07-08T13:08:31.811773-04:00", "open": 700.25, "high": 701.355, "low": 700.25, "close": 701.355, "fill": 701.355, "vwap": 700.9816588309255, "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": "701.36", "bar VWAP": "700.9817", "close \u2212 VWAP": "+0.3733"}, "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": "2026-07-08T13:08:32.667837-04:00"}
{"ts": "2026-07-08T13:08:46.837847-04:00", "symbol": "ETN", "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": "2026-07-08T13:08:31.718399-04:00", "decision_ts": "2026-07-08T13:08:46.718399-04:00", "open": 394.84, "high": 395.245, "low": 394.83, "close": 395.16, "fill": 395.16, "vwap": 395.220785357331, "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 395.22 -0.10% = 394.83; first tick (after delay) 395.16 @ 13:08:46; 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": "2026-07-08T13:08:46.871924-04:00"}
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{"ts": "2026-07-08T13:11:59.244402-04:00", "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": "2026-07-08T13:11:43.352066-04:00", "decision_ts": "2026-07-08T13:11:58.352066-04:00", "open": 255.3925, "high": 255.405, "low": 254.8688, "close": 255.17, "fill": 255.17, "vwap": 254.98256986070913, "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 254.98 +0.10% = 255.24; first tick (after delay) 255.17 @ 13:11:59; gap +0.07% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-08T13:11:59.293357-04:00"}
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{"ts": "2026-07-08T13:22:13.656145-04:00", "symbol": "CAT", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-08T13:21:57.887549-04:00", "decision_ts": "2026-07-08T13:22:12.887549-04:00", "open": 939.31, "high": 940.0, "low": 938.9179, "close": 940.0, "fill": 940.0, "vwap": 939.6992657114909, "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": "940.00", "bar VWAP": "939.6993", "close \u2212 VWAP": "+0.3007"}, "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": "2026-07-08T13:22:13.760509-04:00"}
{"ts": "2026-07-08T13:25:19.561298-04:00", "symbol": "ARM", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-08T13:25:03.831586-04:00", "decision_ts": "2026-07-08T13:25:18.831586-04:00", "open": 298.66, "high": 299.54, "low": 298.57, "close": 299.505, "fill": 299.505, "vwap": 298.97427034407747, "ticks": 18}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "299.50", "bar VWAP": "298.9743", "close \u2212 VWAP": "+0.5307"}, "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": "2026-07-08T13:25:19.877637-04:00"}
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{"ts": "2026-07-08T13:31:34.827755-04:00", "symbol": "WFC", "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": "2026-07-08T13:31:19.707271-04:00", "decision_ts": "2026-07-08T13:31:34.707271-04:00", "open": 85.74, "high": 85.83, "low": 85.74, "close": 85.825, "fill": 85.825, "vwap": 85.78362700187196, "ticks": 20}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "85.83", "bar VWAP": "85.7836", "close \u2212 VWAP": "+0.0414"}, "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": "2026-07-08T13:31:34.828276-04:00"}
{"ts": "2026-07-08T13:36:37.473108-04:00", "symbol": "LLY", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-LLY-20260708T110633-entry", "alpaca_parent_id": "be13ff90-796e-44a5-b119-3f17cd961b59", "alpaca_tp_id": "47e85558-ea59-4444-920a-46a05c055522", "alpaca_sl_id": "1eb2a8a8-bc51-4ee4-95df-30be34ef2443", "shares": 17.0, "entry_anchor_price": 1226.595, "entry_price_ref": 1225.0932797621033, "entry_price_fill": 1227.570625, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 1240.09, "sl_level": 1219.85, "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": "2026-07-08T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 1219.85, "exit_price_fill": 1219.0, "exit_filled_at": "2026-07-08T17:36:32.847127+00:00", "pnl_ref": -89.13575595575753, "pnl_fill": -145.70062500000108, "return_pct_ref": -0.42799024765866056, "return_pct_fill": -0.6981777525020272, "slip_entry_bps": 20.22168661620475, "slip_exit_bps": 6.968069844652287, "slip_total_bps": 27.189756460857037, "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": "2026-07-08T13:36:37.494502-04:00"}
{"ts": "2026-07-08T13:36:46.666359-04:00", "symbol": "AMGN", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-08T13:36:30.791531-04:00", "decision_ts": "2026-07-08T13:36:45.791531-04:00", "open": 367.76, "high": 367.825, "low": 367.58, "close": 367.745, "fill": 367.745, "vwap": 367.6297751205293, "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 367.63 +0.10% = 368.00; first tick (after delay) 367.75 @ 13:36:46; 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": "2026-07-08T13:36:46.728550-04:00"}
{"ts": "2026-07-08T13:38:29.108786-04:00", "symbol": "BA", "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": "2026-07-08T13:38:14.002645-04:00", "decision_ts": "2026-07-08T13:38:29.002645-04:00", "open": 225.09, "high": 225.17, "low": 225.09, "close": 225.09, "fill": 225.09, "vwap": 225.16308478601746, "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 225.16 -0.10% = 224.94; first tick (after delay) 225.09 @ 13:38:29; 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": "2026-07-08T13:38:29.146035-04:00"}
{"ts": "2026-07-08T13:44:37.962876-04:00", "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": "2026-07-08T13:44:22.465388-04:00", "decision_ts": "2026-07-08T13:44:37.465388-04:00", "open": 834.65, "high": 835.17, "low": 832.505, "close": 832.69, "fill": 832.69, "vwap": 832.97060162814, "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_below_vwap", "skip_detail": null, "skip_metrics": {"close": "832.69", "bar VWAP": "832.9706", "close \u2212 VWAP": "-0.2806"}, "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": "2026-07-08T13:44:38.084791-04:00"}
{"ts": "2026-07-08T13:55:57.710512-04:00", "symbol": "MU", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-MU-20260708T135557-entry", "alpaca_parent_id": "968c6e83-dfce-4412-a87b-78451ffad745", "alpaca_tp_id": "a596e0dc-bc2a-4877-a049-ee2c1d676ab5", "alpaca_sl_id": "bc4de795-429a-4f92-aace-2e075b6a96df", "shares": 67.0, "entry_anchor_price": 933.755, "entry_price_ref": 932.4223637589782, "entry_price_fill": 934.035821, "entry_gate_price": 933.755, "signal_ts": "2026-07-08T13:55:42.618397-04:00", "entry_filled_at": "2026-07-08T17:55:59.969981+00:00", "decision_bar_wall": "2026-07-08T13:55:42.631803-04:00", "entry_confirmed_wall": "2026-07-08T13:55:57.710512-04:00", "decision_bar": {"signal_ts": "2026-07-08T13:55:42.618397-04:00", "decision_ts": "2026-07-08T13:55:57.618397-04:00", "open": 934.845, "high": 934.95, "low": 932.3, "close": 933.5, "fill": 933.755, "vwap": 932.4223637589782, "ticks": 133}, "tp_level": 948.7, "sl_level": 926.28, "sl_anchor_price": 933.755, "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": "2026-07-08T15:45:00-04:00", "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": "581.45", "last 1m close": "590.64", "deviation": "+1.58%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "932.4224", "bar low": "932.41", "bar high": "934.95"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.14% = (933.75 \u2212 932.42) / 932.42", "close": "933.50 above VWAP 932.42", "open": "934.85 above VWAP 932.42", "local trend": "signal bar 0.28%/0.14% < 0.40%/0.20%  \u00b7  prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "SMH dev +1.58% vs band -1.50%"}, "entry_gate_status": {"entered via": "open", "gap @ entry": "open", "close": "open", "open": "open", "local trend": "open", "anchor drift": "open"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-08T13:56:00.230886-04:00"}
{"ts": "2026-07-08T14:02:18.645231-04:00", "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": "2026-07-08T14:02:02.968420-04:00", "decision_ts": "2026-07-08T14:02:17.968420-04:00", "open": 73.28, "high": 73.32, "low": 73.28, "close": 73.32, "fill": 73.32, "vwap": 73.28732745730899, "ticks": 66}, "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": "73.32", "bar VWAP": "73.2873", "close \u2212 VWAP": "+0.0327"}, "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": "2026-07-08T14:02:18.732107-04:00"}
{"ts": "2026-07-08T14:04:30.495278-04:00", "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": "2026-07-08T14:04:14.707802-04:00", "decision_ts": "2026-07-08T14:04:29.707802-04:00", "open": 138.83, "high": 138.95, "low": 138.82, "close": 138.89, "fill": 138.89, "vwap": 138.9298491145401, "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 138.93 -0.10% = 138.79; first tick (after delay) 138.89 @ 14:04:30; 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": "2026-07-08T14:04:30.523151-04:00"}
{"ts": "2026-07-08T14:05:06.843300-04:00", "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": "2026-07-08T14:04:50.985919-04:00", "decision_ts": "2026-07-08T14:05:05.985919-04:00", "open": 126.4499, "high": 126.46, "low": 126.34, "close": 126.405, "fill": 126.405, "vwap": 126.45317164439626, "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": "small_gap", "skip_detail": "threshold VWAP@touch 126.45 -0.10% = 126.33; first tick (after delay) 126.41 @ 14:05:06; 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": "2026-07-08T14:05:06.844643-04:00"}
{"ts": "2026-07-08T14:27:48.635991-04:00", "symbol": "DELL", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-08T14:27:32.991710-04:00", "decision_ts": "2026-07-08T14:27:47.991710-04:00", "open": 430.015, "high": 430.04, "low": 428.4918, "close": 428.79, "fill": 428.79, "vwap": 428.6230877437169, "ticks": 12}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 428.62 +0.10% = 429.05; first tick (after delay) 428.79 @ 14:27:48; 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": "2026-07-08T14:27:48.705971-04:00"}
{"ts": "2026-07-08T14:27:59.666914-04:00", "symbol": "AXON", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-AXON-20260708T142759-entry", "alpaca_parent_id": "c538ea21-778a-4721-a9ae-f3678d6a163f", "alpaca_tp_id": "10628841-a320-4d78-a22b-e42bf82c7778", "alpaca_sl_id": "61240fad-2ffd-4180-8875-4b73186c8f9c", "shares": 79.0, "entry_anchor_price": 607.06, "entry_price_ref": 608.2844854281099, "entry_price_fill": 607.06, "entry_gate_price": 607.06, "signal_ts": "2026-07-08T14:27:44.245100-04:00", "entry_filled_at": "2026-07-08T18:28:00.635207+00:00", "decision_bar_wall": "2026-07-08T14:27:44.257708-04:00", "entry_confirmed_wall": "2026-07-08T14:27:59.666914-04:00", "decision_bar": {"signal_ts": "2026-07-08T14:27:44.245100-04:00", "decision_ts": "2026-07-08T14:27:59.245100-04:00", "open": 606.75, "high": 608.7495, "low": 606.75, "close": 607.06, "fill": 607.06, "vwap": 608.2844854281099, "ticks": 15}, "tp_level": 600.38, "sl_level": 610.4, "sl_anchor_price": 607.06, "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": "2026-07-08T15:45:00-04:00", "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": "709.43", "last 1m close": "709.57", "deviation": "+0.02%", "threshold": "+1.50%"}, "retouch_metrics": {"bar VWAP": "608.2845", "bar low": "606.75", "bar high": "608.37"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.20% = (608.28 \u2212 607.06) / 608.28", "close": "607.06 below VWAP 608.28", "open": "606.75 below VWAP 608.28", "local trend": "signal bar 0.33%/0.05% < 0.40%/0.20%  \u00b7  prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev +0.02% vs band +1.50%"}, "entry_gate_status": {"entered via": "open", "gap @ entry": "open", "close": "open", "open": "open", "local trend": "open", "anchor drift": "open"}, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-08T14:28:00.835893-04:00"}
{"ts": "2026-07-08T14:39:47.460753-04:00", "symbol": "T", "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": "2026-07-08T14:39:32.335814-04:00", "decision_ts": "2026-07-08T14:39:47.335814-04:00", "open": 21.2299, "high": 21.23, "low": 21.19, "close": 21.195, "fill": 21.195, "vwap": 21.1994064773724, "ticks": 48}, "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": "21.20", "bar VWAP": "21.1994", "close \u2212 VWAP": "-0.0044"}, "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": "2026-07-08T14:39:47.534845-04:00"}
{"ts": "2026-07-08T14:40:06.396381-04:00", "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": "2026-07-08T14:39:50.976786-04:00", "decision_ts": "2026-07-08T14:40:05.976786-04:00", "open": 174.55, "high": 174.84, "low": 174.54, "close": 174.82, "fill": 174.82, "vwap": 174.77760416397214, "ticks": 95}, "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": "174.82", "bar VWAP": "174.7776", "close \u2212 VWAP": "+0.0424"}, "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": "2026-07-08T14:40:06.588521-04:00"}
{"ts": "2026-07-08T14:44:07.983951-04:00", "symbol": "AXON", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-AXON-20260708T142759-entry", "alpaca_parent_id": "c538ea21-778a-4721-a9ae-f3678d6a163f", "alpaca_tp_id": "10628841-a320-4d78-a22b-e42bf82c7778", "alpaca_sl_id": "61240fad-2ffd-4180-8875-4b73186c8f9c", "shares": 79.0, "entry_anchor_price": 607.06, "entry_price_ref": 608.2844854281099, "entry_price_fill": 607.06, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 600.38, "sl_level": 610.4, "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": "2026-07-08T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 610.4, "exit_price_fill": 610.52, "exit_filled_at": "2026-07-08T18:44:02.413796+00:00", "pnl_ref": -167.12565117931922, "pnl_fill": -273.3400000000029, "return_pct_ref": -0.3477837463504052, "return_pct_fill": -0.5699601357361805, "slip_entry_bps": 20.13014399418923, "slip_exit_bps": 1.9659239842726828, "slip_total_bps": 22.09606797846191, "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": "2026-07-08T14:44:08.026119-04:00"}
{"ts": "2026-07-08T14:44:54.319708-04:00", "symbol": "ZS", "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": "2026-07-08T14:44:38.945871-04:00", "decision_ts": "2026-07-08T14:44:53.945871-04:00", "open": 143.73, "high": 143.9, "low": 143.73, "close": 143.87, "fill": 143.87, "vwap": 143.88832503666092, "ticks": 4}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 143.89 -0.10% = 143.74; first tick (after delay) 143.87 @ 14:44:54; 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": "2026-07-08T14:44:54.454497-04:00"}
{"ts": "2026-07-08T15:12:03.941356-04:00", "symbol": "MU", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-MU-20260708T135557-entry", "alpaca_parent_id": "968c6e83-dfce-4412-a87b-78451ffad745", "alpaca_tp_id": "a596e0dc-bc2a-4877-a049-ee2c1d676ab5", "alpaca_sl_id": "bc4de795-429a-4f92-aace-2e075b6a96df", "shares": 67.0, "entry_anchor_price": 933.755, "entry_price_ref": 932.4223637589782, "entry_price_fill": 934.035821, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 948.7, "sl_level": 926.28, "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": "2026-07-08T15:45:00-04:00", "exit_reason": "take_profit", "exit_price_ref": 948.7, "exit_price_fill": 948.564516, "exit_filled_at": "2026-07-08T19:12:06.148133+00:00", "pnl_ref": 1090.6016281484613, "pnl_fill": 973.422564999998, "return_pct_ref": 1.7457363608697651, "return_pct_fill": 1.5554751406049006, "slip_entry_bps": 17.30393117682538, "slip_exit_bps": 1.428101612733419, "slip_total_bps": 18.732032789558797, "event_source": "tick", "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": "2026-07-08T15:12:07.115827-04:00"}
{"ts": "2026-07-08T15:12:36.250797-04:00", "symbol": "GLW", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-08T15:12:20.671965-04:00", "decision_ts": "2026-07-08T15:12:35.671965-04:00", "open": 184.55, "high": 184.59, "low": 184.13, "close": 184.27, "fill": 184.27, "vwap": 184.2288500757661, "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 184.23 +0.10% = 184.41; first tick (after delay) 184.27 @ 15:12:36; 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": "2026-07-08T15:12:36.330058-04:00"}
{"ts": "2026-07-08T15:20:36.516234-04:00", "symbol": "ARM", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-08T15:20:20.998058-04:00", "decision_ts": "2026-07-08T15:20:35.998058-04:00", "open": 297.8699, "high": 298.4495, "low": 297.7, "close": 298.4495, "fill": 298.4495, "vwap": 298.35586501503866, "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_above_vwap", "skip_detail": null, "skip_metrics": {"close": "298.45", "bar VWAP": "298.3559", "close \u2212 VWAP": "+0.0936"}, "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": "2026-07-08T15:20:36.631224-04:00"}
{"ts": "2026-07-08T15:31:05.559574-04:00", "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": "outside_window", "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": "2026-07-08T15:31:05.575751-04:00"}
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