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{"ts": "2026-07-31T10:19:02.539367-04:00", "symbol": "PAYX", "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": "QQQ anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:08:43 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": "2026-07-31T10:19:02.553234-04:00"}
{"ts": "2026-07-31T10:19:47.481028-04:00", "symbol": "ADP", "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": "QQQ anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:08:43 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": "2026-07-31T10:19:47.495454-04:00"}
{"ts": "2026-07-31T10:20:16.594861-04:00", "symbol": "ROP", "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": "QQQ anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:08:43 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": "2026-07-31T10:20:16.608128-04:00"}
{"ts": "2026-07-31T10:20:39.651691-04:00", "symbol": "CRM", "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": "2026-07-31T10:20:24.137463-04:00", "decision_ts": "2026-07-31T10:20:39.137463-04:00", "open": 180.66, "high": 180.66, "low": 180.4, "close": 180.44, "fill": 180.44, "vwap": 180.54361857634146, "ticks": 21}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "180.44", "bar VWAP": "180.5436", "close \u2212 VWAP": "-0.1036"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T10:20:39.751929-04:00"}
{"ts": "2026-07-31T10:21:02.950106-04:00", "symbol": "MCHP", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "early_volatility", "skip_detail": "SMH early-vol whipsaw \u2014 all entries halted until 12:00:00 ET", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T10:21:02.962517-04:00"}
{"ts": "2026-07-31T10:21:30.012111-04:00", "symbol": "NXPI", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-NXPI-20260731T102130-entry", "alpaca_parent_id": "9bf36488-f916-4ddf-b964-c18d4d29ecff", "alpaca_tp_id": "3e4ba730-a16a-450f-a49e-6aa22069219b", "alpaca_sl_id": "dac46480-9fda-4e98-b9a7-1f6a67813485", "shares": 186.0, "entry_anchor_price": 245.6175, "entry_price_ref": 246.12022076791106, "entry_price_fill": 245.3, "entry_gate_price": 245.6175, "signal_ts": "2026-07-31T10:21:14.034195-04:00", "entry_filled_at": "2026-07-31T14:21:31.563387+00:00", "decision_bar_wall": "2026-07-31T10:21:14.052291-04:00", "entry_confirmed_wall": "2026-07-31T10:21:30.012111-04:00", "decision_bar": {"signal_ts": "2026-07-31T10:21:14.034195-04:00", "decision_ts": "2026-07-31T10:21:29.034195-04:00", "open": 246.095, "high": 246.2, "low": 245.5, "close": 245.6175, "fill": 245.6175, "vwap": 246.12022076791106, "ticks": 7}, "tp_level": 241.69, "sl_level": 247.58, "sl_anchor_price": 245.6175, "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": "2026-07-31T15:45:00-04:00", "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": "538.90", "last 1m close": "543.91", "deviation": "+0.93%", "threshold": "+1.50%"}, "retouch_metrics": {"bar VWAP": "246.1202", "bar low": "246.09", "bar high": "246.20"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.20% = (246.12 \u2212 245.62) / 246.12", "close": "245.62 below VWAP 246.12", "open": "246.09 below VWAP 246.12", "local trend": "signal bar: with-trade bar  \u00b7  prior 2/4 < 3 (>0.35%/0.15%)", "anchor drift": "SMH dev +0.93% 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": "2026-07-31T10:21:31.670680-04:00"}
{"ts": "2026-07-31T10:25:00-04:00", "symbol": "WDAY", "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": "QQQ anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:08:43 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": "2026-07-31T10:26:00.128956-04:00"}
{"ts": "2026-07-31T10:27:46.435861-04:00", "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": "2026-07-31T10:27:31.031135-04:00", "decision_ts": "2026-07-31T10:27:46.031135-04:00", "open": 210.485, "high": 210.74, "low": 210.32, "close": 210.74, "fill": 210.74, "vwap": 210.56174498408387, "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": "210.74", "bar VWAP": "210.5617", "close \u2212 VWAP": "+0.1783"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T10:27:46.569154-04:00"}
{"ts": "2026-07-31T10:28:23.768430-04:00", "symbol": "REGN", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": 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": "QQQ anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:08:43 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": "2026-07-31T10:28:23.778666-04:00"}
{"ts": "2026-07-31T10:31:05.462611-04:00", "symbol": "ADI", "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": "2026-07-31T10:30:50.260673-04:00", "decision_ts": "2026-07-31T10:31:05.260673-04:00", "open": 368.24, "high": 368.92, "low": 367.65, "close": 368.92, "fill": 368.92, "vwap": 368.56903390610927, "ticks": 16}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "368.92", "bar VWAP": "368.5690", "close \u2212 VWAP": "+0.3510"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T10:31:05.692604-04:00"}
{"ts": "2026-07-31T10:31:21.888873-04:00", "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": "2026-07-31T10:31:06.599031-04:00", "decision_ts": "2026-07-31T10:31:21.599031-04:00", "open": 518.16, "high": 519.51, "low": 518.0, "close": 519.44, "fill": 519.44, "vwap": 519.4574892751651, "ticks": 33}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_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 519.46 -0.10% = 518.94; first tick (after delay) 519.44 @ 10:31:21; gap +0.00% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T10:31:21.971243-04:00"}
{"ts": "2026-07-31T10:32:52.498408-04:00", "symbol": "COP", "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": "2026-07-31T10:32:36.853690-04:00", "decision_ts": "2026-07-31T10:32:51.853690-04:00", "open": 118.58, "high": 118.77, "low": 118.58, "close": 118.77, "fill": 118.77, "vwap": 118.75991059204696, "ticks": 7}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "118.77", "bar VWAP": "118.7599", "close \u2212 VWAP": "+0.0101"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T10:32:52.589905-04:00"}
{"ts": "2026-07-31T10:33:13.059630-04:00", "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": 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": "2026-07-31T10:33:13.072778-04:00"}
{"ts": "2026-07-31T10:34:31.830460-04:00", "symbol": "CVX", "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": "2026-07-31T10:34:16.266214-04:00", "decision_ts": "2026-07-31T10:34:31.266214-04:00", "open": 193.22, "high": 193.42, "low": 193.22, "close": 193.38, "fill": 193.46, "vwap": 193.3770033259508, "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": "193.38", "bar VWAP": "193.3770", "close \u2212 VWAP": "+0.0030"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T10:34:32.031527-04:00"}
{"ts": "2026-07-31T10:35:26.503983-04:00", "symbol": "NXPI", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-NXPI-20260731T102130-entry", "alpaca_parent_id": "9bf36488-f916-4ddf-b964-c18d4d29ecff", "alpaca_tp_id": "3e4ba730-a16a-450f-a49e-6aa22069219b", "alpaca_sl_id": "dac46480-9fda-4e98-b9a7-1f6a67813485", "shares": 186.0, "entry_anchor_price": 245.6175, "entry_price_ref": 246.12022076791106, "entry_price_fill": 245.3, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 241.69, "sl_level": 247.58, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-07-31T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 247.58, "exit_price_fill": 247.887849, "exit_filled_at": "2026-07-31T14:35:19.240667+00:00", "pnl_ref": -271.51893716854437, "pnl_fill": -481.33991399999576, "return_pct_ref": -0.5931163345840984, "return_pct_fill": -1.0549730941703972, "slip_entry_bps": 33.32602113519608, "slip_exit_bps": 12.434324258824462, "slip_total_bps": 45.76034539402054, "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": "2026-07-31T10:35:26.522903-04:00"}
{"ts": "2026-07-31T10:35:28.691289-04:00", "symbol": "ON", "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": "2026-07-31T10:35:13.371413-04:00", "decision_ts": "2026-07-31T10:35:28.371413-04:00", "open": 83.73, "high": 84.19, "low": 83.7, "close": 84.15, "fill": 84.15, "vwap": 84.0884956125595, "ticks": 25}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "84.15", "bar VWAP": "84.0885", "close \u2212 VWAP": "+0.0615"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T10:35:28.722562-04:00"}
{"ts": "2026-07-31T10:35:30.661362-04:00", "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": "not_shortable", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T10:35:30.674574-04:00"}
{"ts": "2026-07-31T10:35:30.788513-04:00", "symbol": "NVDA", "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": "QQQ anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:08:43 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": "2026-07-31T10:35:30.824517-04:00"}
{"ts": "2026-07-31T10:35:34.945813-04:00", "symbol": "SWKS", "side": "long", "phase": "error", "alert_origin": null, "client_order_id": "vwap-bot-SWKS-20260731T103534-a84f1774-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: 977, available: 0)", "retry": "1/3", "logged_at": "2026-07-31T10:35:34.945849-04:00"}
{"ts": "2026-07-31T10:35:35.948076-04:00", "symbol": "SWKS", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-SWKS-20260731T100916-entry", "alpaca_parent_id": "a84f1774-01f6-41bf-851a-fa0fbdbcb573", "alpaca_tp_id": "329d6584-023f-4d94-9990-1f7f3dda1f73", "alpaca_sl_id": "a329f7c5-fba7-4dbd-a42b-efe5e101b6bd", "shares": 977.0, "entry_anchor_price": 61.32, "entry_price_ref": 61.2355459482153, "entry_price_fill": 61.431893, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 62.3, "sl_level": 60.83, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-07-31T15:45:00-04:00", "exit_reason": "take_profit", "exit_price_ref": 62.3, "exit_price_fill": 62.23, "exit_filled_at": "2026-07-31T14:35:36.863470+00:00", "pnl_ref": 1039.9716085936525, "pnl_fill": 779.7505389999947, "return_pct_ref": 1.7382943767413561, "return_pct_fill": 1.2991737044469653, "slip_entry_bps": 32.064228177331735, "slip_exit_bps": 11.235955056179822, "slip_total_bps": 43.30018323351156, "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": "2026-07-31T10:35:37.024629-04:00"}
{"ts": "2026-07-31T10:35:45.893821-04:00", "symbol": "QCOM", "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": "2026-07-31T10:35:30.633922-04:00", "decision_ts": "2026-07-31T10:35:45.633922-04:00", "open": 148.72, "high": 149.38, "low": 148.72, "close": 149.29, "fill": 149.29, "vwap": 149.0877612807471, "ticks": 46}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "149.29", "bar VWAP": "149.0878", "close \u2212 VWAP": "+0.2022"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T10:35:45.894940-04:00"}
{"ts": "2026-07-31T10:37:44.176958-04:00", "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": "2026-07-31T10:37:29.123369-04:00", "decision_ts": "2026-07-31T10:37:44.123369-04:00", "open": 381.1, "high": 382.0, "low": 380.9, "close": 381.61, "fill": 381.61, "vwap": 381.7498797344463, "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 381.75 -0.10% = 381.37; first tick (after delay) 381.61 @ 10:37:44; 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": "2026-07-31T10:37:44.358939-04:00"}
{"ts": "2026-07-31T10:38:38.585618-04:00", "symbol": "MRVL", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-MRVL-20260731T103838-entry", "alpaca_parent_id": "71e802ae-a351-4491-ba5b-92c1af16e420", "alpaca_tp_id": "6c48b0d6-033c-413a-b8d4-5199f5da3f0a", "alpaca_sl_id": "ad8c6487-81eb-4473-84d2-8f53cd7e33e3", "shares": 310.0, "entry_anchor_price": 194.07, "entry_price_ref": 194.35886559401564, "entry_price_fill": 193.92, "entry_gate_price": 194.07, "signal_ts": "2026-07-31T10:38:23.277530-04:00", "entry_filled_at": "2026-07-31T14:38:39.579035+00:00", "decision_bar_wall": "2026-07-31T10:38:23.293718-04:00", "entry_confirmed_wall": "2026-07-31T10:38:38.585618-04:00", "decision_bar": {"signal_ts": "2026-07-31T10:38:23.277530-04:00", "decision_ts": "2026-07-31T10:38:38.277530-04:00", "open": 193.79, "high": 194.59, "low": 193.595, "close": 194.07, "fill": 194.07, "vwap": 194.35886559401564, "ticks": 80}, "tp_level": 190.96, "sl_level": 195.62, "sl_anchor_price": 194.07, "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": "2026-07-31T15:45:00-04:00", "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": "538.90", "last 1m close": "546.17", "deviation": "+1.35%", "threshold": "+1.50%"}, "retouch_metrics": {"bar VWAP": "194.3589", "bar low": "193.59", "bar high": "194.37"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.15% = (194.36 \u2212 194.07) / 194.36", "close": "194.07 below VWAP 194.36", "open": "193.79 below VWAP 194.36", "local trend": "signal bar 0.51%/0.14% < 0.40%/0.20%  \u00b7  prior 2/4 < 3 (>0.35%/0.15%)", "anchor drift": "SMH dev +1.35% 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": "2026-07-31T10:38:39.815741-04:00"}
{"ts": "2026-07-31T10:44:26.617252-04:00", "symbol": "ADSK", "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": "QQQ anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:08:43 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": "2026-07-31T10:44:26.627903-04:00"}
{"ts": "2026-07-31T10:44:26.900970-04:00", "symbol": "NOW", "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": "2026-07-31T10:44:11.263405-04:00", "decision_ts": "2026-07-31T10:44:26.263405-04:00", "open": 109.73, "high": 109.9574, "low": 109.73, "close": 109.93, "fill": 109.93, "vwap": 109.84610653584656, "ticks": 60}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "109.93", "bar VWAP": "109.8461", "close \u2212 VWAP": "+0.0839"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T10:44:26.926144-04:00"}
{"ts": "2026-07-31T10:44:35.082837-04:00", "symbol": "IBM", "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": "2026-07-31T10:44:19.817979-04:00", "decision_ts": "2026-07-31T10:44:34.817979-04:00", "open": 219.265, "high": 219.405, "low": 219.16, "close": 219.405, "fill": 219.405, "vwap": 219.3030792123003, "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": "219.41", "bar VWAP": "219.3031", "close \u2212 VWAP": "+0.1019"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T10:44:35.083105-04:00"}
{"ts": "2026-07-31T10:45:49.039034-04:00", "symbol": "LLY", "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": "2026-07-31T10:45:33.604747-04:00", "decision_ts": "2026-07-31T10:45:48.604747-04:00", "open": 1131.35, "high": 1132.88, "low": 1131.35, "close": 1132.49, "fill": 1132.4, "vwap": 1132.6148962348054, "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 1132.61 -0.10% = 1131.48; first tick (after delay) 1132.40 @ 10:45:49; 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": "2026-07-31T10:45:49.121823-04:00"}
{"ts": "2026-07-31T10:46:00.434264-04:00", "symbol": "NXPI", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-31T10:45:45.321626-04:00", "decision_ts": "2026-07-31T10:46:00.321626-04:00", "open": 246.56, "high": 246.56, "low": 245.87, "close": 246.45, "fill": 246.45, "vwap": 246.23855902545185, "ticks": 16}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 246.24 +0.10% = 246.48; first tick (after delay) 246.45 @ 10:46:00; gap +0.09% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T10:46:00.632116-04:00"}
{"ts": "2026-07-31T10:46:15.829260-04:00", "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": {"signal_ts": "2026-07-31T10:46:00.687027-04:00", "decision_ts": "2026-07-31T10:46:15.687027-04:00", "open": 184.72, "high": 184.79, "low": 184.32, "close": 184.62, "fill": 184.62, "vwap": 184.5116575211611, "ticks": 347}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_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 184.51 +0.10% = 184.70; first tick (after delay) 184.62 @ 10:46:15; 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": "2026-07-31T10:46:15.973586-04:00"}
{"ts": "2026-07-31T10:46:32.003261-04:00", "symbol": "TSLA", "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": "QQQ anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:08:43 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": "2026-07-31T10:46:32.012532-04:00"}
{"ts": "2026-07-31T10:49:39.699995-04:00", "symbol": "STM", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": 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": "2026-07-31T10:49:39.732867-04:00"}
{"ts": "2026-07-31T10:49:49.809861-04:00", "symbol": "AVGO", "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": "2026-07-31T10:49:34.643191-04:00", "decision_ts": "2026-07-31T10:49:49.643191-04:00", "open": 387.322, "high": 387.98, "low": 387.06, "close": 387.86, "fill": 387.86, "vwap": 387.96599828446494, "ticks": 61}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 387.97 -0.10% = 387.58; first tick (after delay) 387.86 @ 10:49:49; 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": "2026-07-31T10:49:49.912975-04:00"}
{"ts": "2026-07-31T10:51:53.371987-04:00", "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": "2026-07-31T10:51:37.404142-04:00", "decision_ts": "2026-07-31T10:51:52.404142-04:00", "open": 241.97, "high": 242.77, "low": 241.51, "close": 242.75, "fill": 242.75, "vwap": 242.34302868282109, "ticks": 21}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "242.75", "bar VWAP": "242.3430", "close \u2212 VWAP": "+0.4070"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T10:51:53.474793-04:00"}
{"ts": "2026-07-31T10:52:10.219111-04:00", "symbol": "ORLY", "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": "QQQ anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:08:43 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": "2026-07-31T10:52:10.229346-04:00"}
{"ts": "2026-07-31T10:52:20.677633-04:00", "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": "2026-07-31T10:52:04.870060-04:00", "decision_ts": "2026-07-31T10:52:19.870060-04:00", "open": 1024.6599, "high": 1024.6599, "low": 1024.01, "close": 1024.01, "fill": 1024.01, "vwap": 1024.2828275406118, "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": "open_above_vwap", "skip_detail": null, "skip_metrics": {"bar open": "1024.66", "bar VWAP": "1024.2828", "bar open \u2212 VWAP": "+0.3771"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T10:52:20.711568-04:00"}
{"ts": "2026-07-31T10:53:09.354097-04:00", "symbol": "XOM", "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": "2026-07-31T10:52:54.298240-04:00", "decision_ts": "2026-07-31T10:53:09.298240-04:00", "open": 153.42, "high": 153.64, "low": 153.39, "close": 153.57, "fill": 153.575, "vwap": 153.59811428226956, "ticks": 23}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 153.60 -0.10% = 153.44; first tick (after delay) 153.57 @ 10:53:09; 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": "2026-07-31T10:53:09.361922-04:00"}
{"ts": "2026-07-31T10:56:22.635677-04:00", "symbol": "COST", "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": "2026-07-31T10:56:06.972026-04:00", "decision_ts": "2026-07-31T10:56:21.972026-04:00", "open": 947.51, "high": 947.73, "low": 946.64, "close": 946.805, "fill": 946.805, "vwap": 947.0686512323824, "ticks": 9}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "946.80", "bar VWAP": "947.0687", "close \u2212 VWAP": "-0.2637"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T10:56:22.794811-04:00"}
{"ts": "2026-07-31T10:56:31.158742-04:00", "symbol": "AXON", "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": "QQQ anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:08:43 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": "2026-07-31T10:56:31.172882-04:00"}
{"ts": "2026-07-31T10:59:13.445286-04:00", "symbol": "WDAY", "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": "QQQ anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:08:43 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": "2026-07-31T10:59:13.459786-04:00"}
{"ts": "2026-07-31T11:00:11.329468-04:00", "symbol": "CTSH", "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": "QQQ anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:08:43 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": "2026-07-31T11:00:11.339948-04:00"}
{"ts": "2026-07-31T11:01:59.839873-04:00", "symbol": "GEV", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-31T11:01:44.390536-04:00", "decision_ts": "2026-07-31T11:01:59.390536-04:00", "open": 1002.685, "high": 1006.52, "low": 1001.83, "close": 1004.92, "fill": 1004.92, "vwap": 1005.4089271511474, "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 1005.41 -0.10% = 1004.40; first tick (after delay) 1004.92 @ 11:01:59; 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": "2026-07-31T11:02:00.005227-04:00"}
{"ts": "2026-07-31T11:04:24.340521-04:00", "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": 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": "QQQ anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:08:43 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": "2026-07-31T11:04:24.353653-04:00"}
{"ts": "2026-07-31T11:05:08.708077-04:00", "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": "2026-07-31T11:04:53.225171-04:00", "decision_ts": "2026-07-31T11:05:08.225171-04:00", "open": 141.741, "high": 142.6499, "low": 141.741, "close": 142.6499, "fill": 142.55, "vwap": 142.27186277343122, "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": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "142.65", "bar VWAP": "142.2719", "close \u2212 VWAP": "+0.3780"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T11:05:08.783808-04:00"}
{"ts": "2026-07-31T11:05:19.851874-04:00", "symbol": "TER", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-31T11:05:04.682035-04:00", "decision_ts": "2026-07-31T11:05:19.682035-04:00", "open": 374.42, "high": 375.9536, "low": 374.42, "close": 375.875, "fill": 375.875, "vwap": 375.07033145098796, "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_above_vwap", "skip_detail": null, "skip_metrics": {"close": "375.88", "bar VWAP": "375.0703", "close \u2212 VWAP": "+0.8047"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T11:05:19.987508-04:00"}
{"ts": "2026-07-31T11:05:20.396194-04:00", "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": 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": "QQQ anchor circuit: \u22652 stop-losses within 3min \u2014 entries halted until 11:08:43 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": "2026-07-31T11:05:20.407867-04:00"}
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{"ts": "2026-07-31T11:10:26.293984-04:00", "symbol": "KLAC", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-KLAC-20260731T111026-entry", "alpaca_parent_id": "2f12f1a8-402a-42b1-b4a3-fa8f822a461c", "alpaca_tp_id": "f90c93c4-0a9f-4b5b-8ad3-78d564e7aa39", "alpaca_sl_id": "83a63913-0359-43d9-ad75-b387a3f39d5e", "shares": 250.0, "entry_anchor_price": 185.15, "entry_price_ref": 184.64897303361573, "entry_price_fill": 185.16, "entry_gate_price": 185.15, "signal_ts": "2026-07-31T11:10:11.026020-04:00", "entry_filled_at": "2026-07-31T15:10:27.438934+00:00", "decision_bar_wall": "2026-07-31T11:10:11.038895-04:00", "entry_confirmed_wall": "2026-07-31T11:10:26.293984-04:00", "decision_bar": {"signal_ts": "2026-07-31T11:10:11.026020-04:00", "decision_ts": "2026-07-31T11:10:26.026020-04:00", "open": 185.2, "high": 185.23, "low": 184.6377, "close": 185.15, "fill": 185.15, "vwap": 184.64897303361573, "ticks": 193}, "tp_level": 188.11, "sl_level": 183.67, "sl_anchor_price": 185.15, "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": "2026-07-31T15:45:00-04:00", "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": "538.90", "last 1m close": "543.95", "deviation": "+0.94%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "184.6490", "bar low": "184.64", "bar high": "185.23"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.27% = (185.15 \u2212 184.65) / 184.65", "close": "185.15 above VWAP 184.65", "open": "185.20 above VWAP 184.65", "local trend": "signal bar 0.32%/0.03% < 0.40%/0.20%  \u00b7  prior 1/4 < 3 (>0.35%/0.15%)", "anchor drift": "SMH dev +0.94% 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": "2026-07-31T11:10:27.642312-04:00"}
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{"ts": "2026-07-31T11:36:05.227199-04:00", "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": 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": "2026-07-31T11:36:05.242978-04:00"}
{"ts": "2026-07-31T11:36:40.140687-04:00", "symbol": "PANW", "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": "2026-07-31T11:36:25.116170-04:00", "decision_ts": "2026-07-31T11:36:40.116170-04:00", "open": 326.19, "high": 326.59, "low": 326.19, "close": 326.41, "fill": 326.41, "vwap": 326.34397593998943, "ticks": 11}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "326.41", "bar VWAP": "326.3440", "close \u2212 VWAP": "+0.0660"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T11:36:40.254600-04:00"}
{"ts": "2026-07-31T11:40:21.050552-04:00", "symbol": "AVGO", "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": "2026-07-31T11:40:05.772603-04:00", "decision_ts": "2026-07-31T11:40:20.772603-04:00", "open": 387.28, "high": 387.85, "low": 387.21, "close": 387.52, "fill": 387.6, "vwap": 387.65423072704624, "ticks": 44}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 387.65 -0.10% = 387.27; first tick (after delay) 387.60 @ 11:40:21; 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": "2026-07-31T11:40:21.120388-04:00"}
{"ts": "2026-07-31T11:42:07.372788-04:00", "symbol": "ETN", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": 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": "2026-07-31T11:42:07.387595-04:00"}
{"ts": "2026-07-31T11:44:48.425906-04:00", "symbol": "AXON", "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": "2026-07-31T11:44:33.373419-04:00", "decision_ts": "2026-07-31T11:44:48.373419-04:00", "open": 519.79, "high": 521.59, "low": 518.95, "close": 521.59, "fill": 521.59, "vwap": 520.4816450687448, "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": "521.59", "bar VWAP": "520.4816", "close \u2212 VWAP": "+1.1084"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T11:44:48.496470-04:00"}
{"ts": "2026-07-31T11:45:20.397483-04:00", "symbol": "CDNS", "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": "2026-07-31T11:45:05.088174-04:00", "decision_ts": "2026-07-31T11:45:20.088174-04:00", "open": 336.93, "high": 338.235, "low": 336.9, "close": 337.905, "fill": 337.91, "vwap": 337.6194807555598, "ticks": 19}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "337.90", "bar VWAP": "337.6195", "close \u2212 VWAP": "+0.2855"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T11:45:20.434368-04:00"}
{"ts": "2026-07-31T11:45:31.791413-04:00", "symbol": "DHR", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-31T11:45:16.257876-04:00", "decision_ts": "2026-07-31T11:45:31.257876-04:00", "open": 194.66, "high": 194.66, "low": 194.48, "close": 194.565, "fill": 194.565, "vwap": 194.5093688111432, "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": "194.56", "bar VWAP": "194.5094", "close \u2212 VWAP": "+0.0556"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T11:45:31.910237-04:00"}
{"ts": "2026-07-31T11:49:03.574167-04:00", "symbol": "PLTR", "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": "2026-07-31T11:48:48.554308-04:00", "decision_ts": "2026-07-31T11:49:03.554308-04:00", "open": 121.095, "high": 121.29, "low": 120.9701, "close": 121.27, "fill": 121.27, "vwap": 121.2379750843303, "ticks": 41}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_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": "121.27", "bar VWAP": "121.2380", "close \u2212 VWAP": "+0.0320"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T11:49:03.642359-04:00"}
{"ts": "2026-07-31T11:49:52.880973-04:00", "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": "2026-07-31T11:49:36.954726-04:00", "decision_ts": "2026-07-31T11:49:51.954726-04:00", "open": 412.85, "high": 413.71, "low": 412.7, "close": 413.71, "fill": 413.71, "vwap": 413.18899515396737, "ticks": 90}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_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": "413.71", "bar VWAP": "413.1890", "close \u2212 VWAP": "+0.5210"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T11:49:52.908982-04:00"}
{"ts": "2026-07-31T11:50:34.020926-04:00", "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": "2026-07-31T11:50:18.265118-04:00", "decision_ts": "2026-07-31T11:50:33.265118-04:00", "open": 385.695, "high": 386.38, "low": 385.481, "close": 386.36, "fill": 386.37, "vwap": 385.9227517574085, "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": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "386.36", "bar VWAP": "385.9228", "close \u2212 VWAP": "+0.4372"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T11:50:34.064472-04:00"}
{"ts": "2026-07-31T11:51:29.359757-04:00", "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": "2026-07-31T11:51:13.381379-04:00", "decision_ts": "2026-07-31T11:51:28.381379-04:00", "open": 213.81, "high": 214.08, "low": 213.77, "close": 213.885, "fill": 213.885, "vwap": 213.95960219546942, "ticks": 74}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 213.96 -0.10% = 213.75; first tick (after delay) 213.88 @ 11:51:29; 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": "2026-07-31T11:51:29.443616-04:00"}
{"ts": "2026-07-31T11:51:49.772306-04:00", "symbol": "VRSK", "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": "2026-07-31T11:51:34.604171-04:00", "decision_ts": "2026-07-31T11:51:49.604171-04:00", "open": 195.67, "high": 195.83, "low": 195.33, "close": 195.58, "fill": 195.58, "vwap": 195.76492814121573, "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 195.76 -0.10% = 195.57; first tick (after delay) 195.58 @ 11:51:49; 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": "2026-07-31T11:51:49.801567-04:00"}
{"ts": "2026-07-31T11:52:13.017587-04:00", "symbol": "DDOG", "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": "2026-07-31T11:51:57.376563-04:00", "decision_ts": "2026-07-31T11:52:12.376563-04:00", "open": 270.37, "high": 271.195, "low": 270.37, "close": 270.95, "fill": 270.95, "vwap": 270.9255113681191, "ticks": 10}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "270.95", "bar VWAP": "270.9255", "close \u2212 VWAP": "+0.0245"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T11:52:13.017902-04:00"}
{"ts": "2026-07-31T11:55:41.795211-04:00", "symbol": "CSCO", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-31T11:55:25.867173-04:00", "decision_ts": "2026-07-31T11:55:40.867173-04:00", "open": 114.78, "high": 114.95, "low": 114.77, "close": 114.86, "fill": 114.86, "vwap": 114.90206165485037, "ticks": 33}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 114.90 -0.10% = 114.79; first tick (after delay) 114.86 @ 11:55:41; 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": "2026-07-31T11:55:41.887576-04:00"}
{"ts": "2026-07-31T11:56:37.211113-04:00", "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": "2026-07-31T11:56:21.918835-04:00", "decision_ts": "2026-07-31T11:56:36.918835-04:00", "open": 91.535, "high": 91.82, "low": 91.535, "close": 91.806, "fill": 91.806, "vwap": 91.71338309699931, "ticks": 89}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "91.81", "bar VWAP": "91.7134", "close \u2212 VWAP": "+0.0926"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T11:56:37.244332-04:00"}
{"ts": "2026-07-31T11:57:36.633630-04:00", "symbol": "ANET", "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": "2026-07-31T11:57:20.634022-04:00", "decision_ts": "2026-07-31T11:57:35.634022-04:00", "open": 178.67, "high": 178.84, "low": 177.5631, "close": 178.695, "fill": 178.695, "vwap": 178.73459423096233, "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 178.73 -0.10% = 178.56; first tick (after delay) 178.69 @ 11:57:36; 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": "2026-07-31T11:57:36.669441-04:00"}
{"ts": "2026-07-31T12:01:10.373607-04:00", "symbol": "SYK", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-31T12:00:54.490950-04:00", "decision_ts": "2026-07-31T12:01:09.490950-04:00", "open": 323.21, "high": 323.21, "low": 322.23, "close": 322.495, "fill": 322.495, "vwap": 322.26664691585046, "ticks": 25}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 322.27 +0.10% = 322.59; first tick (after delay) 322.50 @ 12:01:10; 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": "2026-07-31T12:01:10.504307-04:00"}
{"ts": "2026-07-31T12:04:59.449273-04:00", "symbol": "DASH", "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": "2026-07-31T12:04:44.157393-04:00", "decision_ts": "2026-07-31T12:04:59.157393-04:00", "open": 195.2, "high": 195.33, "low": 195.15, "close": 195.33, "fill": 195.33, "vwap": 195.30531422094032, "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": "195.33", "bar VWAP": "195.3053", "close \u2212 VWAP": "+0.0247"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T12:04:59.529433-04:00"}
{"ts": "2026-07-31T12:10:18.691083-04:00", "symbol": "LIN", "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": "2026-07-31T12:10:03.204291-04:00", "decision_ts": "2026-07-31T12:10:18.204291-04:00", "open": 477.725, "high": 477.97, "low": 477.37, "close": 477.74, "fill": 477.74, "vwap": 477.5636908664504, "ticks": 64}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 477.56 +0.10% = 478.04; first tick (after delay) 477.74 @ 12:10:18; 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": "2026-07-31T12:10:18.812360-04:00"}
{"ts": "2026-07-31T12:16:40.927493-04:00", "symbol": "META", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-31T12:16:25.873789-04:00", "decision_ts": "2026-07-31T12:16:40.873789-04:00", "open": 547.365, "high": 548.6, "low": 547.2201, "close": 548.3802, "fill": 548.56, "vwap": 548.278451783892, "ticks": 27}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "548.38", "bar VWAP": "548.2785", "close \u2212 VWAP": "+0.1017"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T12:16:41.097249-04:00"}
{"ts": "2026-07-31T12:23:23.366548-04:00", "symbol": "NVDA", "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": "2026-07-31T12:23:08.150936-04:00", "decision_ts": "2026-07-31T12:23:23.150936-04:00", "open": 197.225, "high": 197.36, "low": 197.1986, "close": 197.279, "fill": 197.285, "vwap": 197.33537837593164, "ticks": 174}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_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 197.34 -0.10% = 197.14; first tick (after delay) 197.28 @ 12:23:23; 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": "2026-07-31T12:23:23.448931-04:00"}
{"ts": "2026-07-31T12:27:17.355577-04:00", "symbol": "T", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-T-20260731T111555-entry", "alpaca_parent_id": "7e8c885d-771f-4a41-b20e-16a34966d0a6", "alpaca_tp_id": "2e9cf42d-df94-4f58-9ec8-4d397a21b41b", "alpaca_sl_id": "9d6228b8-a24a-4017-83a4-dc7ac2d83ea0", "shares": 2141.0, "entry_anchor_price": 23.29, "entry_price_ref": 23.26106876349487, "entry_price_fill": 23.29, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 23.55, "sl_level": 23.16, "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": "2026-07-31T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 23.16, "exit_price_fill": 23.16, "exit_filled_at": "2026-07-31T16:27:14.132740+00:00", "pnl_ref": -216.38822264251414, "pnl_fill": -278.3299999999979, "return_pct_ref": -0.4344975053488631, "return_pct_fill": -0.5581794761700287, "slip_entry_bps": 12.43762133171365, "slip_exit_bps": 0.0, "slip_total_bps": 12.43762133171365, "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": "2026-07-31T12:27:17.374297-04:00"}
{"ts": "2026-07-31T12:29:30.791564-04:00", "symbol": "TER", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-31T12:29:14.828260-04:00", "decision_ts": "2026-07-31T12:29:29.828260-04:00", "open": 373.74, "high": 374.515, "low": 373.62, "close": 374.41, "fill": 374.41, "vwap": 374.25749045632847, "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": "374.41", "bar VWAP": "374.2575", "close \u2212 VWAP": "+0.1525"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T12:29:30.930562-04:00"}
{"ts": "2026-07-31T12:30:09.107006-04:00", "symbol": "ABBV", "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": "2026-07-31T12:29:53.798849-04:00", "decision_ts": "2026-07-31T12:30:08.798849-04:00", "open": 252.51, "high": 252.52, "low": 252.21, "close": 252.4, "fill": 252.4, "vwap": 252.44106662913305, "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": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "252.40", "bar VWAP": "252.4411", "close \u2212 VWAP": "-0.0411"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T12:30:09.178024-04:00"}
{"ts": "2026-07-31T12:30:15.396177-04:00", "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": "2026-07-31T12:29:59.963612-04:00", "decision_ts": "2026-07-31T12:30:14.963612-04:00", "open": 516.19, "high": 517.7499, "low": 516.08, "close": 517.49, "fill": 517.49, "vwap": 517.5119184194215, "ticks": 17}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 517.51 -0.10% = 516.99; first tick (after delay) 517.49 @ 12:30:15; gap +0.00% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T12:30:15.397057-04:00"}
{"ts": "2026-07-31T12:30:27.077067-04:00", "symbol": "WDC", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-31T12:30:12.073137-04:00", "decision_ts": "2026-07-31T12:30:27.073137-04:00", "open": 552.2, "high": 553.6466, "low": 552.2, "close": 553.48, "fill": 553.25, "vwap": 552.4201804054994, "ticks": 37}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "553.48", "bar VWAP": "552.4202", "close \u2212 VWAP": "+1.0598"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T12:30:27.633828-04:00"}
{"ts": "2026-07-31T12:30:36.800149-04:00", "symbol": "TXN", "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": "2026-07-31T12:30:21.710939-04:00", "decision_ts": "2026-07-31T12:30:36.710939-04:00", "open": 277.09, "high": 277.27, "low": 277.03, "close": 277.175, "fill": 277.175, "vwap": 277.24163307019535, "ticks": 40}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 277.24 -0.10% = 276.96; first tick (after delay) 277.18 @ 12:30:36; 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": "2026-07-31T12:30:36.811505-04:00"}
{"ts": "2026-07-31T12:32:30.770163-04:00", "symbol": "ADI", "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": "2026-07-31T12:32:15.248540-04:00", "decision_ts": "2026-07-31T12:32:30.248540-04:00", "open": 368.28, "high": 368.425, "low": 368.15, "close": 368.37, "fill": 368.37, "vwap": 368.34516897342513, "ticks": 7}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "368.37", "bar VWAP": "368.3452", "close \u2212 VWAP": "+0.0248"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T12:32:31.078483-04:00"}
{"ts": "2026-07-31T12:32:34.222803-04:00", "symbol": "QCOM", "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": "2026-07-31T12:32:18.586359-04:00", "decision_ts": "2026-07-31T12:32:33.586359-04:00", "open": 148.77, "high": 148.935, "low": 148.75, "close": 148.935, "fill": 148.935, "vwap": 148.8369198346722, "ticks": 11}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "148.94", "bar VWAP": "148.8369", "close \u2212 VWAP": "+0.0981"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T12:32:34.223165-04:00"}
{"ts": "2026-07-31T12:33:56.633446-04:00", "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": "not_shortable", "skip_detail": null, "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T12:33:56.646761-04:00"}
{"ts": "2026-07-31T12:36:24.786897-04:00", "symbol": "STM", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-31T12:36:09.423962-04:00", "decision_ts": "2026-07-31T12:36:24.423962-04:00", "open": 52.99, "high": 53.02, "low": 52.95, "close": 52.99, "fill": 52.99, "vwap": 53.01007207025, "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 53.01 -0.10% = 52.96; first tick (after delay) 52.99 @ 12:36:24; 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": "2026-07-31T12:36:24.972694-04:00"}
{"ts": "2026-07-31T12:46:06.051625-04:00", "symbol": "GEHC", "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": "2026-07-31T12:45:50.764847-04:00", "decision_ts": "2026-07-31T12:46:05.764847-04:00", "open": 67.835, "high": 67.88, "low": 67.83, "close": 67.835, "fill": 67.835, "vwap": 67.87064107502843, "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": "small_gap", "skip_detail": "threshold VWAP@touch 67.87 -0.10% = 67.80; first tick (after delay) 67.83 @ 12:46:06; 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": "2026-07-31T12:46:06.168247-04:00"}
{"ts": "2026-07-31T12:51:35.786538-04:00", "symbol": "STX", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-31T12:51:20.595375-04:00", "decision_ts": "2026-07-31T12:51:35.595375-04:00", "open": 868.26, "high": 870.71, "low": 867.8, "close": 870.71, "fill": 870.71, "vwap": 869.8705195176981, "ticks": 21}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "870.71", "bar VWAP": "869.8705", "close \u2212 VWAP": "+0.8395"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T12:51:35.982752-04:00"}
{"ts": "2026-07-31T12:57:11.619845-04:00", "symbol": "TRI", "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": "2026-07-31T12:56:55.775680-04:00", "decision_ts": "2026-07-31T12:57:10.775680-04:00", "open": 97.745, "high": 97.75, "low": 97.3, "close": 97.3, "fill": 97.3, "vwap": 97.43397318333477, "ticks": 9}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "97.30", "bar VWAP": "97.4340", "close \u2212 VWAP": "-0.1340"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T12:57:11.703806-04:00"}
{"ts": "2026-07-31T12:58:00.190262-04:00", "symbol": "WBD", "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": "2026-07-31T12:57:00-04:00", "decision_ts": "2026-07-31T12:57:15-04:00", "open": 25.61, "high": 25.9, "low": 25.5726, "close": 25.835, "fill": 25.835, "vwap": 25.575718574535422, "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": "large_gap", "skip_detail": "threshold VWAP@touch 25.58 +0.40% = 25.68; first tick (after delay) 25.84 @ 12:58:00; gap +1.01% > max 0.40%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T12:58:00.246464-04:00"}
{"ts": "2026-07-31T12:58:27.935004-04:00", "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": "2026-07-31T12:58:12.502335-04:00", "decision_ts": "2026-07-31T12:58:27.502335-04:00", "open": 721.23, "high": 722.5, "low": 720.73, "close": 722.215, "fill": 722.215, "vwap": 721.8090020934518, "ticks": 92}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_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": "722.22", "bar VWAP": "721.8090", "close \u2212 VWAP": "+0.4060"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T12:58:28.140672-04:00"}
{"ts": "2026-07-31T13:02:15.713793-04:00", "symbol": "CEG", "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": "2026-07-31T13:02:00.087864-04:00", "decision_ts": "2026-07-31T13:02:15.087864-04:00", "open": 263.52, "high": 263.64, "low": 263.52, "close": 263.575, "fill": 263.575, "vwap": 263.591704577764, "ticks": 3}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 263.59 -0.10% = 263.33; first tick (after delay) 263.57 @ 13:02:15; 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": "2026-07-31T13:02:15.790341-04:00"}
{"ts": "2026-07-31T13:12:12.124700-04:00", "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": "2026-07-31T13:11:56.335541-04:00", "decision_ts": "2026-07-31T13:12:11.335541-04:00", "open": 118.065, "high": 118.45, "low": 117.9, "close": 118.45, "fill": 118.45, "vwap": 118.16545233252496, "ticks": 379}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_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": "118.45", "bar VWAP": "118.1655", "close \u2212 VWAP": "+0.2845"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T13:12:12.185533-04:00"}
{"ts": "2026-07-31T13:24:22.825646-04:00", "symbol": "TTWO", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-31T13:24:07.717959-04:00", "decision_ts": "2026-07-31T13:24:22.717959-04:00", "open": 240.67, "high": 240.796, "low": 240.67, "close": 240.796, "fill": 240.796, "vwap": 240.63133973205424, "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": "240.80", "bar VWAP": "240.6313", "close \u2212 VWAP": "+0.1647"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T13:24:22.908113-04:00"}
{"ts": "2026-07-31T13:24:38.259595-04:00", "symbol": "ON", "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": "2026-07-31T13:24:22.602474-04:00", "decision_ts": "2026-07-31T13:24:37.602474-04:00", "open": 83.615, "high": 83.815, "low": 83.615, "close": 83.76, "fill": 83.76, "vwap": 83.80586929222241, "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 83.81 -0.10% = 83.72; first tick (after delay) 83.76 @ 13:24:38; 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": "2026-07-31T13:24:38.570022-04:00"}
{"ts": "2026-07-31T13:26:01.789918-04:00", "symbol": "ALAB", "side": "short", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-ALAB-20260731T132601-entry", "alpaca_parent_id": "91c9c228-327f-4219-b9d8-daf0b5943090", "alpaca_tp_id": "b5fbd046-89d3-4a52-abab-d4b145bc624c", "alpaca_sl_id": "80ef6982-e4f2-40fb-bda4-be2552cfb042", "shares": 190.0, "entry_anchor_price": 317.67, "entry_price_ref": 318.0277332183092, "entry_price_fill": 317.67, "entry_gate_price": 317.67, "signal_ts": "2026-07-31T13:25:46.084726-04:00", "entry_filled_at": "2026-07-31T17:26:02.879430+00:00", "decision_bar_wall": "2026-07-31T13:25:46.097066-04:00", "entry_confirmed_wall": "2026-07-31T13:26:01.789918-04:00", "decision_bar": {"signal_ts": "2026-07-31T13:25:46.084726-04:00", "decision_ts": "2026-07-31T13:26:01.084726-04:00", "open": 317.12, "high": 318.5, "low": 317.08, "close": 317.67, "fill": 317.67, "vwap": 318.0277332183092, "ticks": 23}, "tp_level": 312.59, "sl_level": 320.21, "sl_anchor_price": 317.67, "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": "2026-07-31T15:45:00-04:00", "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": "538.90", "last 1m close": "546.64", "deviation": "+1.44%", "threshold": "+1.50%"}, "retouch_metrics": {"bar VWAP": "318.0277", "bar low": "317.08", "bar high": "318.10"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.11% = (318.03 \u2212 317.67) / 318.03", "close": "317.67 below VWAP 318.03", "open": "317.12 below VWAP 318.03", "local trend": "signal bar 0.45%/0.17% < 0.40%/0.20%  \u00b7  prior 0/4 < 3 (>0.35%/0.15%)", "anchor drift": "SMH dev +1.44% 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": "2026-07-31T13:26:03.116428-04:00"}
{"ts": "2026-07-31T13:27:16.125217-04:00", "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": "2026-07-31T13:27:00.951742-04:00", "decision_ts": "2026-07-31T13:27:15.951742-04:00", "open": 193.43, "high": 193.88, "low": 193.43, "close": 193.8265, "fill": 193.83, "vwap": 193.44621621016114, "ticks": 104}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_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": "193.83", "bar VWAP": "193.4462", "close \u2212 VWAP": "+0.3803"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T13:27:16.494027-04:00"}
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{"ts": "2026-07-31T13:37:18.940568-04:00", "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": "2026-07-31T13:37:03.084534-04:00", "decision_ts": "2026-07-31T13:37:18.084534-04:00", "open": 141.5, "high": 141.66, "low": 141.455, "close": 141.595, "fill": 141.66, "vwap": 141.57250764442088, "ticks": 26}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "141.59", "bar VWAP": "141.5725", "close \u2212 VWAP": "+0.0225"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T13:37:19.004719-04:00"}
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{"ts": "2026-07-31T13:37:37.783946-04:00", "symbol": "PM", "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": "2026-07-31T13:37:22.502864-04:00", "decision_ts": "2026-07-31T13:37:37.502864-04:00", "open": 191.925, "high": 191.925, "low": 191.785, "close": 191.79, "fill": 191.79, "vwap": 191.8010164103048, "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": "191.79", "bar VWAP": "191.8010", "close \u2212 VWAP": "-0.0110"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T13:37:37.784845-04:00"}
{"ts": "2026-07-31T13:41:58.118825-04:00", "symbol": "ALNY", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-31T13:41:43.021426-04:00", "decision_ts": "2026-07-31T13:41:58.021426-04:00", "open": 203.36, "high": 203.52, "low": 203.0101, "close": 203.365, "fill": 203.46, "vwap": 203.3756661589628, "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": "price_cross_vwap", "skip_detail": "first tick (after delay) 203.46 @ 13:41:58 above VWAP@touch 203.38; gap -0.04%", "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": "2026-07-31T13:41:58.218899-04:00"}
{"ts": "2026-07-31T13:45:27.684089-04:00", "symbol": "INSM", "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": "2026-07-31T13:45:12.228568-04:00", "decision_ts": "2026-07-31T13:45:27.228568-04:00", "open": 98.3, "high": 98.385, "low": 98.27, "close": 98.31, "fill": 98.31, "vwap": 98.29942626246192, "ticks": 24}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_above_vwap", "skip_detail": null, "skip_metrics": {"close": "98.31", "bar VWAP": "98.2994", "close \u2212 VWAP": "+0.0106"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T13:45:27.852732-04:00"}
{"ts": "2026-07-31T13:46:57.260889-04:00", "symbol": "DELL", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-31T13:46:41.882280-04:00", "decision_ts": "2026-07-31T13:46:56.882280-04:00", "open": 409.925, "high": 410.9, "low": 409.925, "close": 410.67, "fill": 410.67, "vwap": 410.84875066591434, "ticks": 7}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 410.85 -0.10% = 410.44; first tick (after delay) 410.67 @ 13:46:57; 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": "2026-07-31T13:46:57.326503-04:00"}
{"ts": "2026-07-31T13:50:52.238229-04:00", "symbol": "SBUX", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-31T13:50:36.238749-04:00", "decision_ts": "2026-07-31T13:50:51.238749-04:00", "open": 105.58, "high": 105.75, "low": 105.44, "close": 105.73, "fill": 105.73, "vwap": 105.67294041943373, "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": "105.73", "bar VWAP": "105.6729", "close \u2212 VWAP": "+0.0571"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T13:50:52.493500-04:00"}
{"ts": "2026-07-31T14:13:14.021775-04:00", "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": "2026-07-31T14:12:58.647725-04:00", "decision_ts": "2026-07-31T14:13:13.647725-04:00", "open": 554.53, "high": 554.995, "low": 552.81, "close": 552.8101, "fill": 552.8101, "vwap": 553.2532952123936, "ticks": 11}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "552.81", "bar VWAP": "553.2533", "close \u2212 VWAP": "-0.4432"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T14:13:14.422874-04:00"}
{"ts": "2026-07-31T14:14:11.529435-04:00", "symbol": "APP", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-31T14:13:56.510126-04:00", "decision_ts": "2026-07-31T14:14:11.510126-04:00", "open": 387.88, "high": 388.04, "low": 387.68, "close": 387.71, "fill": 387.71, "vwap": 387.6889833980776, "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 387.69 +0.10% = 388.08; first tick (after delay) 387.71 @ 14:14:11; 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": "2026-07-31T14:14:11.674834-04:00"}
{"ts": "2026-07-31T14:14:51.930564-04:00", "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": "2026-07-31T14:14:36.592646-04:00", "decision_ts": "2026-07-31T14:14:51.592646-04:00", "open": 723.415, "high": 724.0, "low": 722.18, "close": 722.405, "fill": 722.405, "vwap": 722.3607861469777, "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 722.36 +0.10% = 723.08; first tick (after delay) 722.40 @ 14:14:51; gap +0.01% \u2264 min 0.10%", "skip_metrics": null, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T14:14:52.014182-04:00"}
{"ts": "2026-07-31T14:16:02.596036-04:00", "symbol": "MO", "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": "2026-07-31T14:15:46.920293-04:00", "decision_ts": "2026-07-31T14:16:01.920293-04:00", "open": 68.74, "high": 68.75, "low": 68.68, "close": 68.68, "fill": 68.68, "vwap": 68.69169594622693, "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": "68.68", "bar VWAP": "68.6917", "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": "2026-07-31T14:16:02.728765-04:00"}
{"ts": "2026-07-31T14:53:48.080455-04:00", "symbol": "AAPL", "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": "2026-07-31T14:53:33.051432-04:00", "decision_ts": "2026-07-31T14:53:48.051432-04:00", "open": 302.5, "high": 302.9, "low": 302.47, "close": 302.8696, "fill": 302.869, "vwap": 302.7117984309797, "ticks": 478}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_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": "302.87", "bar VWAP": "302.7118", "close \u2212 VWAP": "+0.1578"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T14:53:48.121906-04:00"}
{"ts": "2026-07-31T14:56:19.862430-04:00", "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": "2026-07-31T14:56:03.999510-04:00", "decision_ts": "2026-07-31T14:56:18.999510-04:00", "open": 872.98, "high": 872.98, "low": 872.585, "close": 872.585, "fill": 872.585, "vwap": 872.7736217034862, "ticks": 8}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "872.59", "bar VWAP": "872.7736", "close \u2212 VWAP": "-0.1886"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T14:56:20.007929-04:00"}
{"ts": "2026-07-31T15:04:46.202691-04:00", "symbol": "TER", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": {"signal_ts": "2026-07-31T15:04:30.717926-04:00", "decision_ts": "2026-07-31T15:04:45.717926-04:00", "open": 376.06, "high": 376.09, "low": 375.19, "close": 375.255, "fill": 375.255, "vwap": 375.22449417719633, "ticks": 26}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "small_gap", "skip_detail": "threshold VWAP@touch 375.22 +0.10% = 375.60; first tick (after delay) 375.25 @ 15:04:46; 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": "2026-07-31T15:04:46.681325-04:00"}
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{"ts": "2026-07-31T15:24:24.818486-04:00", "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": "2026-07-31T15:24:09.626751-04:00", "decision_ts": "2026-07-31T15:24:24.626751-04:00", "open": 722.9301, "high": 723.56, "low": 722.57, "close": 722.585, "fill": 722.58, "vwap": 722.883311742656, "ticks": 43}, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "close_below_vwap", "skip_detail": null, "skip_metrics": {"close": "722.59", "bar VWAP": "722.8833", "close \u2212 VWAP": "-0.2983"}, "anchor_metrics": null, "retouch_metrics": null, "entry_gate_metrics": null, "entry_gate_status": null, "error_op": null, "error_http_status": null, "error_code": null, "error_message": null, "retry": null, "logged_at": "2026-07-31T15:24:24.922923-04:00"}
{"ts": "2026-07-31T15:24:27.804151-04:00", "symbol": "APP", "side": "long", "phase": "entry", "alert_origin": "trade", "client_order_id": "vwap-bot-APP-20260731T152427-entry", "alpaca_parent_id": "17f84e69-553a-4307-9e1a-d490469030e8", "alpaca_tp_id": "1e5eb159-552a-40cf-ba44-ad6ff2539ee2", "alpaca_sl_id": "1b841010-a5bc-4532-8849-c8f0a4e56bb3", "shares": 118.0, "entry_anchor_price": 389.11, "entry_price_ref": 388.25737691523557, "entry_price_fill": 389.27, "entry_gate_price": 389.11, "signal_ts": "2026-07-31T15:24:12.624843-04:00", "entry_filled_at": "2026-07-31T19:24:30.384136+00:00", "decision_bar_wall": "2026-07-31T15:24:12.637391-04:00", "entry_confirmed_wall": "2026-07-31T15:24:27.804151-04:00", "decision_bar": {"signal_ts": "2026-07-31T15:24:12.624843-04:00", "decision_ts": "2026-07-31T15:24:27.624843-04:00", "open": 390.01, "high": 390.01, "low": 388.01, "close": 389.1, "fill": 389.11, "vwap": 388.25737691523557, "ticks": 62}, "tp_level": 393.39, "sl_level": 386.97, "sl_anchor_price": 389.11, "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": "2026-07-31T15:45:00-04:00", "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": "683.55", "last 1m close": "689.82", "deviation": "+0.92%", "threshold": "-1.50%"}, "retouch_metrics": {"bar VWAP": "388.2574", "bar low": "388.01", "bar high": "390.01"}, "entry_gate_metrics": {"entered via": "all gates passed", "gap @ entry": "+0.22% = (389.11 \u2212 388.26) / 388.26", "close": "389.10 above VWAP 388.26", "open": "390.01 above VWAP 388.26", "local trend": "signal bar 0.51%/0.23% < 0.40%/0.20%  \u00b7  prior 2/4 < 3 (>0.35%/0.15%)", "anchor drift": "QQQ dev +0.92% 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": "2026-07-31T15:24:30.947146-04:00"}
{"ts": "2026-07-31T15:30:23.304001-04:00", "symbol": "APP", "side": "long", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-APP-20260731T152427-entry", "alpaca_parent_id": "17f84e69-553a-4307-9e1a-d490469030e8", "alpaca_tp_id": "1e5eb159-552a-40cf-ba44-ad6ff2539ee2", "alpaca_sl_id": "1b841010-a5bc-4532-8849-c8f0a4e56bb3", "shares": 118.0, "entry_anchor_price": 389.11, "entry_price_ref": 388.25737691523557, "entry_price_fill": 389.27, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 393.39, "sl_level": 386.97, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-07-31T15:45:00-04:00", "exit_reason": "stop_loss", "exit_price_ref": 386.97, "exit_price_fill": 386.89, "exit_filled_at": "2026-07-31T19:30:18.732073+00:00", "pnl_ref": -151.9104759977938, "pnl_fill": -280.83999999999946, "return_pct_ref": -0.33157822408010906, "return_pct_fill": -0.6114008271893567, "slip_entry_bps": 26.081232320937712, "slip_exit_bps": 2.0673437217365924, "slip_total_bps": 28.148576042674303, "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": "2026-07-31T15:30:23.325549-04:00"}
{"ts": "2026-07-31T15:39:53.550743-04:00", "symbol": "VRSK", "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": "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": "2026-07-31T15:39:53.564687-04:00"}
{"ts": "2026-07-31T15:41:49.001537-04:00", "symbol": "VRT", "side": "long", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": 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": "2026-07-31T15:41:49.018960-04:00"}
{"ts": "2026-07-31T15:45:00.390243-04:00", "symbol": "ALAB", "side": "short", "phase": "error", "alert_origin": null, "client_order_id": "vwap-bot-ALAB-20260731T154500-91c9c228-exit-eod_close", "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_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: 190, available: 0)", "retry": "1/3", "logged_at": "2026-07-31T15:45:00.390292-04:00"}
{"ts": "2026-07-31T15:45:00.113161-04:00", "symbol": "ALAB", "side": "short", "phase": "exit", "alert_origin": "trade", "client_order_id": "vwap-bot-ALAB-20260731T132601-entry", "alpaca_parent_id": "91c9c228-327f-4219-b9d8-daf0b5943090", "alpaca_tp_id": "b5fbd046-89d3-4a52-abab-d4b145bc624c", "alpaca_sl_id": "80ef6982-e4f2-40fb-bda4-be2552cfb042", "shares": 190.0, "entry_anchor_price": 317.67, "entry_price_ref": 318.0277332183092, "entry_price_fill": 317.67, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": 312.59, "sl_level": 320.21, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": "2026-07-31T15:45:00-04:00", "exit_reason": "eod_close", "exit_price_ref": 315.455789, "exit_price_fill": 315.455789, "exit_filled_at": "2026-07-31T19:45:01.947246+00:00", "pnl_ref": 488.6694014787531, "pnl_fill": 420.7000900000065, "return_pct_ref": 0.8087169607135292, "return_pct_fill": 0.6970160858752905, "slip_entry_bps": 11.248491277445533, "slip_exit_bps": -0.0, "slip_total_bps": 11.248491277445533, "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": "2026-07-31T15:45:02.004345-04:00"}
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{"ts": "2026-07-31T15:53:38.779496-04:00", "symbol": "ALAB", "side": "short", "phase": "skip", "alert_origin": null, "client_order_id": null, "alpaca_parent_id": null, "alpaca_tp_id": null, "alpaca_sl_id": null, "shares": null, "entry_anchor_price": null, "entry_price_ref": null, "entry_price_fill": null, "entry_gate_price": null, "signal_ts": null, "entry_filled_at": null, "decision_bar_wall": null, "entry_confirmed_wall": null, "decision_bar": null, "tp_level": null, "sl_level": null, "sl_anchor_price": null, "entry_price_recross_trigger": null, "recross_enabled": null, "recross_window_end_ts": null, "recross_arm_ts": null, "armed_entry_price_recross": null, "bar_open": null, "bar_vwap": null, "deadline_ts": null, "exit_reason": null, "exit_price_ref": null, "exit_price_fill": null, "exit_filled_at": null, "pnl_ref": null, "pnl_fill": null, "return_pct_ref": null, "return_pct_fill": null, "slip_entry_bps": null, "slip_exit_bps": null, "slip_total_bps": null, "event_source": null, "skip_reason": "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": "2026-07-31T15:53:38.795957-04:00"}
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