Closed Trades with Forensics

View realized P&L and trace each exit back to entry signals (已平仓交易 + 溯源追踪)

Filter Options
Reset
Total P&L

$-3460.21

Total Trades

100

Win / Loss

48 / 52

Win Rate

48.0%

Profit Factor

0.83

Closed Trades (100)

Exit Details
Exit Price: $112.95
Avg Entry Price: $113.51
Exit Quantity: 315.0
Exit Method: webhook_signal
P&L Summary

$-175.69

-0.49%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-28 09:10:21 ET Scale-in 40.0 $114.68 $-69.10 (-1.5%) MultiEngine long → pass（仅供对照，未参与决策） 当前TF ✅: 确认6/7 震荡4/5 合计10 分0.8429 质量0.7 大级别15m ✅: 确认4/7 震荡4/5 分0.6 质量0.2857 OB大级别15m: bearish 117.00-119.68 (上方1.9%) | bullish 105.66-106.67 (下方7.1%) 🤖 Claude独立决策 reduce [low]: 大级别15m质量极低(0.2857)且VI逆势、EMA空头排列、MOMO逆势加速，多数引擎尚未穿越中线，大级别支撑薄弱，需大幅降仓。 趋势强度: 0.746 | 综合质量: 0.534(×1.034) ← 代码评估，仅供对照 🤖 Claude最终仓位: 45% 44085414620172288
Original Signal JSON 
{"action":"buy","extras":{"indicator":"MultiEngine long → pass（仅供对照，未参与决策）\n当前TF ✅: 确认6/7 震荡4/5 合计10 分0.8429 质量0.7\n大级别15m ✅: 确认4/7 震荡4/5 分0.6 质量0.2857\nOB大级别15m: bearish 117.00-119.68 (上方1.9%) | bullish 105.66-106.67 (下方7.1%)\n🤖 Claude独立决策 reduce [low]: 大级别15m质量极低(0.2857)且VI逆势、EMA空头排列、MOMO逆势加速，多数引擎尚未穿越中线，大级别支撑薄弱，需大幅降仓。\n趋势强度: 0.746 | 综合质量: 0.534(×1.034)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 45%","timeframe":"5","initialSlPct":2.5,"trailingStop":{"ladder":[{"profitPct":2.4,"newStopPct":1},{"profitPct":2.7,"newStopPct":1.8},{"profitPct":4.2,"newStopPct":2.9},{"profitPct":5.5,"newStopPct":4.1}],"trailPct":2,"activationPct":5.3},"originalIndicator":"Trend_Optimized"},"ticker":"SOXL","quantity":40,"stopLoss":{"stopPrice":113.17},"takeProfit":{"limitPrice":121.1},"referencePrice":114.82,"timeframe":"5","htf_timeframe":"15"}

Exit Details
Exit Price: $112.17
Avg Entry Price: $113.72
Exit Quantity: 141.0
Exit Method: webhook_signal
P&L Summary

+$240.88

1.50%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-28 06:44:20 ET Initial 75.0 $114.17 +$149.81 (1.7%) MultiEngine short → pass（仅供对照，未参与决策） 当前TF ✅: 确认6/7 震荡5/5 合计10 分0.8929 质量0.6786 大级别15m ✅: 确认6/7 震荡4/5 分0.8429 质量0.7571 OB大级别15m: bearish 117.00-119.68 (上方2.5%) | bullish 105.66-106.67 (下方6.6%) 🤖 Claude独立决策 reduce [medium]: 两级顺势广度均达6/7、质量中高，空头结构扎实，但大级别TSI逆势抬头是关键风险点，需降仓处理；5m ARSI偏热再扣一档，最终定85%。 趋势强度: 0.873 | 综合质量: 0.710(×1.21) ← 代码评估，仅供对照 🤖 Claude最终仓位: 85% 44084234489826304
Original Signal JSON 
{"action":"sell","extras":{"indicator":"MultiEngine short → pass（仅供对照，未参与决策）\n当前TF ✅: 确认6/7 震荡5/5 合计10 分0.8929 质量0.6786\n大级别15m ✅: 确认6/7 震荡4/5 分0.8429 质量0.7571\nOB大级别15m: bearish 117.00-119.68 (上方2.5%) | bullish 105.66-106.67 (下方6.6%)\n🤖 Claude独立决策 reduce [medium]: 两级顺势广度均达6/7、质量中高，空头结构扎实，但大级别TSI逆势抬头是关键风险点，需降仓处理；5m ARSI偏热再扣一档，最终定85%。\n趋势强度: 0.873 | 综合质量: 0.710(×1.21)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 85%","timeframe":"5","initialSlPct":2.5,"trailingStop":{"ladder":[{"profitPct":2.4,"newStopPct":1},{"profitPct":2.7,"newStopPct":1.8},{"profitPct":4.2,"newStopPct":2.9},{"profitPct":5.5,"newStopPct":4.1}],"trailPct":2,"activationPct":5.3},"originalIndicator":"Trend_Optimized"},"ticker":"SOXL","quantity":75,"stopLoss":{"stopPrice":115.75},"takeProfit":{"limitPrice":108.46},"referencePrice":114.17,"timeframe":"5","htf_timeframe":"15"}
2026-07-28 07:20:20 ET Scale-in 66.0 $113.21 +$68.67 (0.9%) MultiEngine short → pass（仅供对照，未参与决策） 当前TF ✅: 确认6/7 震荡5/5 合计9 分0.8786 质量0.5929 大级别15m ✅: 确认7/7 震荡5/5 分0.9714 质量0.7286 🔥 大级别完美强趋势 → 当前TF门槛放宽至 3/7 2/5 OB大级别15m: bearish 117.00-119.68 (上方3.4%) | bullish 105.66-106.67 (下方5.7%) 🤖 Claude独立决策 reduce [medium]: 大级别15m七引擎全顺且合计12（完美强趋势）、5m震荡组5/5全顺，方向明确，但两级TSI/QQE均偏热、5m MOMO逆势加速、EMA未完全展开多项扣减后压缩至中等仓位 趋势强度: 0.916 | 综合质量: 0.647(×1.147) ← 代码评估，仅供对照 🤖 Claude最终仓位: 75% 44084549366452224
Original Signal JSON 
{"action":"sell","extras":{"indicator":"MultiEngine short → pass（仅供对照，未参与决策）\n当前TF ✅: 确认6/7 震荡5/5 合计9 分0.8786 质量0.5929\n大级别15m ✅: 确认7/7 震荡5/5 分0.9714 质量0.7286\n🔥 大级别完美强趋势 → 当前TF门槛放宽至 3/7 2/5\nOB大级别15m: bearish 117.00-119.68 (上方3.4%) | bullish 105.66-106.67 (下方5.7%)\n🤖 Claude独立决策 reduce [medium]: 大级别15m七引擎全顺且合计12（完美强趋势）、5m震荡组5/5全顺，方向明确，但两级TSI/QQE均偏热、5m MOMO逆势加速、EMA未完全展开多项扣减后压缩至中等仓位\n趋势强度: 0.916 | 综合质量: 0.647(×1.147)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 75%","timeframe":"5","originalIndicator":"Strong Short Signal Strong"},"ticker":"SOXL","quantity":66,"stopLoss":{"stopPrice":115.8},"takeProfit":{"limitPrice":107.29},"referencePrice":113.13,"timeframe":"5","htf_timeframe":"15"}

Exit Details
Exit Price: $114.39
Avg Entry Price: $120.17
Exit Quantity: 100.0
Exit Method: stop_loss
P&L Summary

$-577.92

-4.81%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-27 22:20:33 ET Initial 100.0 $120.17 $-577.92 (-4.8%) platform input 44080304299704320
Original Signal JSON 
{"symbol":"SOXL","extras":{"indicator":"platform input","referencePrice":120.22},"side":"buy","quantity":100,"order_type":"limit","price":120.22,"stop_loss":116.02,"take_profit":126.15}

Exit Details
Exit Price: $115.00
Avg Entry Price: $115.13
Exit Quantity: 24.0
Exit Method: webhook_signal
P&L Summary

+$3.12

0.11%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-28 03:50:20 ET Initial 24.0 $115.13 +$3.12 (0.1%) MultiEngine short → pass（仅供对照，未参与决策） 当前TF ✅: 确认4/7 震荡3/5 合计4 分0.6071 质量0.4714 大级别15m ✅: 确认6/7 震荡4/5 分0.8429 质量0.6143 OB大级别15m: bearish 119.74-121.15 (上方4.0%) | bullish 105.66-106.67 (下方7.3%) 🤖 Claude独立决策 reduce [medium]: 大级别15m强势支持做空（6/7顺势，EMA空头完全排列扩口，MOMO加速），但当前5m有2个逆势抬头（TSI+QQE），触发≤40%上限后因EMA完全顺势排列和大级别质量中等（0.6143×0.75）综合定仓。 趋势强度: 0.701 | 综合质量: 0.529(×1.029) ← 代码评估，仅供对照 🤖 Claude最终仓位: 55% 44082897818091520
Original Signal JSON 
{"price":"115.1","action":"sell","ticker":"SOXL","quantity":24,"stopLoss":{"stopPrice":118.55},"indicator":"superRSI Combined SELL","timeframe":"5","takeProfit":{"limitPrice":109.34},"referencePrice":115.1,"htf_timeframe":"15","extras":{"originalIndicator":"superRSI Combined SELL","indicator":"MultiEngine short → pass（仅供对照，未参与决策）\n当前TF ✅: 确认4/7 震荡3/5 合计4 分0.6071 质量0.4714\n大级别15m ✅: 确认6/7 震荡4/5 分0.8429 质量0.6143\nOB大级别15m: bearish 119.74-121.15 (上方4.0%) | bullish 105.66-106.67 (下方7.3%)\n🤖 Claude独立决策 reduce [medium]: 大级别15m强势支持做空（6/7顺势，EMA空头完全排列扩口，MOMO加速），但当前5m有2个逆势抬头（TSI+QQE），触发≤40%上限后因EMA完全顺势排列和大级别质量中等（0.6143×0.75）综合定仓。\n趋势强度: 0.701 | 综合质量: 0.529(×1.029)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 55%"}}

Exit Details
Exit Price: $125.84
Avg Entry Price: $129.89
Exit Quantity: 100.0
Exit Method: trailing_stop
P&L Summary

$-404.66

-3.12%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-27 15:31:48 ET Initial 100.0 $129.89 $-404.66 (-3.1%) platform input 44077089795739648
Original Signal JSON 
{"symbol":"SOXL","extras":{"indicator":"platform input","referencePrice":0},"side":"buy","quantity":100,"order_type":"market","stop_loss":125.84,"take_profit":135.27}

Exit Details
Exit Price: $140.00
Avg Entry Price: $136.31
Exit Quantity: 23.0
Exit Method: webhook_signal
P&L Summary

$-84.87

-2.71%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-24 19:35:21 ET Initial 23.0 $136.31 $-84.87 (-2.7%) MultiEngine short → pass（仅供对照，未参与决策） 当前TF ✅: 确认5/7 震荡3/5 合计8 分0.7143 质量0.6 大级别15m ✅: 确认6/7 震荡4/5 分0.8571 质量0.6071 OB大级别15m: bearish 137.11-137.40 (上方0.6%) | bullish 127.54-129.16 (下方5.2%) 🤖 Claude独立决策 reduce [medium]: 大级别6/7顺势质量中等支持做空，但当前5m TSI逆势抬头+VI震荡区拖累质量，QQE过热(24.5)接近极值且大级别WT逆势抬头，多重风险叠加须大幅降仓。 趋势强度: 0.771 | 综合质量: 0.603(×1.103) ← 代码评估，仅供对照 🤖 Claude最终仓位: 65% 44045031311147008
Original Signal JSON 
{"price":"136.25","action":"sell","ticker":"SOXL","quantity":23,"stopLoss":{"stopPrice":140.34},"indicator":"superRSI Combined SELL","timeframe":"5","takeProfit":{"limitPrice":129.44},"referencePrice":136.25,"htf_timeframe":"15","extras":{"originalIndicator":"superRSI Combined SELL","indicator":"MultiEngine short → pass（仅供对照，未参与决策）\n当前TF ✅: 确认5/7 震荡3/5 合计8 分0.7143 质量0.6\n大级别15m ✅: 确认6/7 震荡4/5 分0.8571 质量0.6071\nOB大级别15m: bearish 137.11-137.40 (上方0.6%) | bullish 127.54-129.16 (下方5.2%)\n🤖 Claude独立决策 reduce [medium]: 大级别6/7顺势质量中等支持做空，但当前5m TSI逆势抬头+VI震荡区拖累质量，QQE过热(24.5)接近极值且大级别WT逆势抬头，多重风险叠加须大幅降仓。\n趋势强度: 0.771 | 综合质量: 0.603(×1.103)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 65%"}}

Exit Details
Exit Price: $145.64
Avg Entry Price: $146.69
Exit Quantity: 56.0
Exit Method: trailing_stop
P&L Summary

$-58.56

-0.71%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-26 20:20:18 ET Initial 26.0 $144.37 +$33.12 (0.9%) MultiEngine long → pass（仅供对照，未参与决策） 当前TF ✅: 确认7/7 震荡5/5 合计12 分0.9714 质量0.6786 大级别15m ✅: 确认6/7 震荡5/5 分0.8357 质量0.5357 OB大级别15m: bearish 147.03-148.81 (上方1.8%) | bullish 136.09-136.34 (下方5.6%) 🤖 Claude独立决策 reduce [medium]: 5m七引擎全顺但三个偏热（TSI/ARSI/QQE），叠加大级别MOMO逆势加速、15m上方1.8%有看跌OB压制，综合降仓。 趋势强度: 0.917 | 综合质量: 0.621(×1.121) ← 代码评估，仅供对照 🤖 Claude最终仓位: 75% 44068033837009920
Original Signal JSON 
{"price":"144.37","action":"buy","ticker":"SOXL","quantity":26,"stopLoss":{"stopPrice":140.04},"indicator":"superRSI Bullish Reversal","timeframe":"5","takeProfit":{"limitPrice":151.59},"referencePrice":144.37,"htf_timeframe":"15","extras":{"originalIndicator":"superRSI Bullish Reversal","indicator":"MultiEngine long → pass（仅供对照，未参与决策）\n当前TF ✅: 确认7/7 震荡5/5 合计12 分0.9714 质量0.6786\n大级别15m ✅: 确认6/7 震荡5/5 分0.8357 质量0.5357\nOB大级别15m: bearish 147.03-148.81 (上方1.8%) | bullish 136.09-136.34 (下方5.6%)\n🤖 Claude独立决策 reduce [medium]: 5m七引擎全顺但三个偏热（TSI/ARSI/QQE），叠加大级别MOMO逆势加速、15m上方1.8%有看跌OB压制，综合降仓。\n趋势强度: 0.917 | 综合质量: 0.621(×1.121)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 75%"}}
2026-07-27 04:50:48 ET Scale-in 30.0 $148.70 $-91.68 (-2.1%) MultiEngine long → pass（仅供对照，未参与决策） 当前TF ✅: 确认6/7 震荡4/5 合计9 分0.8286 质量0.6571 大级别15m ✅: 确认7/7 震荡5/5 分1.0 质量0.7786 🔥 大级别完美强趋势 → 当前TF门槛放宽至 3/7 2/5 OB大级别15m: bearish 156.43-157.97 (上方5.2%) | bullish 144.24-145.59 (下方2.1%) 🤖 Claude独立决策 reduce [medium]: 大级别15m七引擎全顺势质量0.78强力支撑，当前5m六引擎顺势质量0.66，但5m TSI逆势抬头触发单引擎逆势抬头扣减，QQE尚未过中线，整体基准90-130%后小幅下调。 趋势强度: 0.897 | 综合质量: 0.706(×1.206) ← 代码评估，仅供对照 🤖 Claude最终仓位: 90% 44072047647657984
Original Signal JSON 
{"price":"148.7","action":"buy","ticker":"SOXL","quantity":30,"stopLoss":{"stopPrice":144.24},"indicator":"superRSI Combined BUY","timeframe":"5","takeProfit":{"limitPrice":156.13},"referencePrice":148.7,"htf_timeframe":"15","extras":{"originalIndicator":"superRSI Combined BUY","indicator":"MultiEngine long → pass（仅供对照，未参与决策）\n当前TF ✅: 确认6/7 震荡4/5 合计9 分0.8286 质量0.6571\n大级别15m ✅: 确认7/7 震荡5/5 分1.0 质量0.7786\n🔥 大级别完美强趋势 → 当前TF门槛放宽至 3/7 2/5\nOB大级别15m: bearish 156.43-157.97 (上方5.2%) | bullish 144.24-145.59 (下方2.1%)\n🤖 Claude独立决策 reduce [medium]: 大级别15m七引擎全顺势质量0.78强力支撑，当前5m六引擎顺势质量0.66，但5m TSI逆势抬头触发单引擎逆势抬头扣减，QQE尚未过中线，整体基准90-130%后小幅下调。\n趋势强度: 0.897 | 综合质量: 0.706(×1.206)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 90%"}}

Exit Details
Exit Price: $143.18
Avg Entry Price: $144.10
Exit Quantity: 300.0
Exit Method: webhook_signal
P&L Summary

$-197.98

-0.46%

Entry Signals Consumed (3)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-26 20:07:22 ET Scale-in 37.0 $146.02 $-105.19 (-1.9%) MultiEngine long → pass（仅供对照，未参与决策） 当前TF ✅: 确认7/7 震荡5/5 合计12 分0.9714 质量0.7786 大级别15m ✅: 确认6/7 震荡5/5 分0.8357 质量0.5857 OB大级别15m: bearish 147.03-148.81 (上方0.7%) | bullish 136.09-136.34 (下方6.6%) 🤖 Claude独立决策 reduce [medium]: 5m质量优秀但大级别15m MOMO逆势加速且距上方看跌OB仅0.7%触发≤50%上限，综合多项扣减后大幅降仓 趋势强度: 0.917 | 综合质量: 0.701(×1.201) ← 代码评估，仅供对照 🤖 Claude最终仓位: 55% 44067915852811264
Original Signal JSON 
{"action":"buy","extras":{"indicator":"MultiEngine long → pass（仅供对照，未参与决策）\n当前TF ✅: 确认7/7 震荡5/5 合计12 分0.9714 质量0.7786\n大级别15m ✅: 确认6/7 震荡5/5 分0.8357 质量0.5857\nOB大级别15m: bearish 147.03-148.81 (上方0.7%) | bullish 136.09-136.34 (下方6.6%)\n🤖 Claude独立决策 reduce [medium]: 5m质量优秀但大级别15m MOMO逆势加速且距上方看跌OB仅0.7%触发≤50%上限，综合多项扣减后大幅降仓\n趋势强度: 0.917 | 综合质量: 0.701(×1.201)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 55%","timeframe":"5","originalIndicator":"Momo Strong Entry"},"ticker":"SOXL","quantity":37,"stopLoss":{"stopPrice":140.33},"takeProfit":{"limitPrice":155.98},"referencePrice":146.02,"timeframe":"5","htf_timeframe":"15"}
2026-07-26 20:07:24 ET Scale-in 37.0 $146.02 $-105.19 (-1.9%) MultiEngine long → pass（仅供对照，未参与决策） 当前TF ✅: 确认7/7 震荡5/5 合计12 分0.9714 质量0.7786 大级别15m ✅: 确认6/7 震荡5/5 分0.8214 质量0.5143 OB大级别15m: bearish 147.03-148.81 (上方0.7%) | bullish 136.09-136.34 (下方6.6%) 🤖 Claude独立决策 reduce [medium]: 当前5m全面顺势质量高可放行，但距上方看跌OB仅0.7%（价内边缘），大级别MOMO逆势加速且15m QQE/WT/TSI均未过中线，大幅压仓。 趋势强度: 0.911 | 综合质量: 0.673(×1.173) ← 代码评估，仅供对照 🤖 Claude最终仓位: 55% 44067915875225600
Original Signal JSON 
{"action":"buy","extras":{"indicator":"MultiEngine long → pass（仅供对照，未参与决策）\n当前TF ✅: 确认7/7 震荡5/5 合计12 分0.9714 质量0.7786\n大级别15m ✅: 确认6/7 震荡5/5 分0.8214 质量0.5143\nOB大级别15m: bearish 147.03-148.81 (上方0.7%) | bullish 136.09-136.34 (下方6.6%)\n🤖 Claude独立决策 reduce [medium]: 当前5m全面顺势质量高可放行，但距上方看跌OB仅0.7%（价内边缘），大级别MOMO逆势加速且15m QQE/WT/TSI均未过中线，大幅压仓。\n趋势强度: 0.911 | 综合质量: 0.673(×1.173)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 55%","timeframe":"5","originalIndicator":"Momo Strong Entry"},"ticker":"SOXL","quantity":37,"stopLoss":{"stopPrice":140.33},"takeProfit":{"limitPrice":155.98},"referencePrice":146.02,"timeframe":"5","htf_timeframe":"15"}
2026-07-26 20:10:23 ET Scale-in 26.0 $144.98 $-46.88 (-1.2%) MultiEngine long → pass（仅供对照，未参与决策） 当前TF ✅: 确认7/7 震荡5/5 合计12 分0.9714 质量0.6929 大级别15m ✅: 确认6/7 震荡5/5 分0.8214 质量0.5 OB大级别15m: bearish 147.03-148.81 (上方1.4%) | bullish 136.09-136.34 (下方6.0%) 🤖 Claude独立决策 reduce [medium]: 当前5m强势全顺但TSI/QQE偏热、大级别15m震荡组多数「顺势未过中线」质量偏低(0.5)叠加MOMO逆势加速，且上方看跌OB仅1.4%压顶，综合降仓。 趋势强度: 0.911 | 综合质量: 0.616(×1.116) ← 代码评估，仅供对照 🤖 Claude最终仓位: 75% 44067954955127808
Original Signal JSON 
{"close":144.98,"action":"buy","ticker":"SOXL","exchange":"BATS","quantity":26,"stopLoss":{"stopPrice":140.63},"indicator":"market  wave pro VectorShift Bullish","timeframe":"5","alert_name":"VectorShift Bullish","takeProfit":{"limitPrice":152.23},"referencePrice":144.98,"htf_timeframe":"15","extras":{"originalIndicator":"market  wave pro VectorShift Bullish","indicator":"MultiEngine long → pass（仅供对照，未参与决策）\n当前TF ✅: 确认7/7 震荡5/5 合计12 分0.9714 质量0.6929\n大级别15m ✅: 确认6/7 震荡5/5 分0.8214 质量0.5\nOB大级别15m: bearish 147.03-148.81 (上方1.4%) | bullish 136.09-136.34 (下方6.0%)\n🤖 Claude独立决策 reduce [medium]: 当前5m强势全顺但TSI/QQE偏热、大级别15m震荡组多数「顺势未过中线」质量偏低(0.5)叠加MOMO逆势加速，且上方看跌OB仅1.4%压顶，综合降仓。\n趋势强度: 0.911 | 综合质量: 0.616(×1.116)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 75%"}}

Exit Details
Exit Price: $136.51
Avg Entry Price: $139.75
Exit Quantity: 72.0
Exit Method: webhook_signal
P&L Summary

+$233.17

2.32%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-24 14:20:15 ET Initial 72.0 $139.75 +$233.17 (2.3%) MultiEngine short → pass（仅供对照，未参与决策） 当前TF ✅: 确认7/7 震荡5/5 合计12 分0.9714 质量0.8286 大级别15m ✅: 确认7/7 震荡5/5 分1.0 质量0.7571 🔥 大级别完美强趋势 → 当前TF门槛放宽至 3/7 2/5 OB大级别15m: bearish 156.43-157.97 (上方11.8%) | bullish 133.78-137.20 (下方2.0%) 🤖 Claude独立决策 pass [high]: 两级全面顺势（7/7）、质量均高，做空信号结构完整，EMA空头完全排列+WT穿越+MOMO加速，主要扣减来自15m TSI偏热与4QQE当前未过中线。 趋势强度: 0.983 | 综合质量: 0.800(×1.3) ← 代码评估，仅供对照 🤖 Claude最终仓位: 110% 44042553267978240
Original Signal JSON 
{"action":"sell","extras":{"indicator":"MultiEngine short → pass（仅供对照，未参与决策）\n当前TF ✅: 确认7/7 震荡5/5 合计12 分0.9714 质量0.8286\n大级别15m ✅: 确认7/7 震荡5/5 分1.0 质量0.7571\n🔥 大级别完美强趋势 → 当前TF门槛放宽至 3/7 2/5\nOB大级别15m: bearish 156.43-157.97 (上方11.8%) | bullish 133.78-137.20 (下方2.0%)\n🤖 Claude独立决策 pass [high]: 两级全面顺势（7/7）、质量均高，做空信号结构完整，EMA空头完全排列+WT穿越+MOMO加速，主要扣减来自15m TSI偏热与4QQE当前未过中线。\n趋势强度: 0.983 | 综合质量: 0.800(×1.3)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 110%","timeframe":"5","initialSlPct":2.5,"trailingStop":{"ladder":[{"profitPct":2.4,"newStopPct":1},{"profitPct":2.7,"newStopPct":1.8},{"profitPct":4.2,"newStopPct":2.9},{"profitPct":5.5,"newStopPct":4.1}],"trailPct":2,"activationPct":5.3},"originalIndicator":"Trend_Optimized"},"ticker":"SOXL","quantity":72,"stopLoss":{"stopPrice":141.91},"takeProfit":{"limitPrice":132.98},"referencePrice":139.98,"timeframe":"5","htf_timeframe":"15"}

Exit Details
Exit Price: $144.00
Avg Entry Price: $141.85
Exit Quantity: 30.0
Exit Method: webhook_signal
P&L Summary

$-64.50

-1.52%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-24 11:00:23 ET Initial 30.0 $141.85 $-64.50 (-1.5%) MultiEngine short → pass（仅供对照，未参与决策） 当前TF ✅: 确认7/7 震荡5/5 合计13 分0.9857 质量0.7357 大级别60m ✅: 确认7/7 震荡5/5 分0.9857 质量0.85 🔥 大级别完美强趋势 → 当前TF门槛放宽至 3/7 2/5 OB大级别60m: bearish 154.58-157.97 (上方8.6%) | bullish 133.78-140.23 (下方1.5%) 🤖 Claude独立决策 reduce [high]: 两级7/7全顺势且质量高，做空信号强劲，但现价142.36距大级别看涨OB上沿140.23仅1.5%，接近支撑需降仓；当前15m三引擎同时偏热再扣一档。 趋势强度: 0.986 | 综合质量: 0.781(×1.281) ← 代码评估，仅供对照 🤖 Claude最终仓位: 85% 44040981405371392
Original Signal JSON 
{"price":"142.36","action":"sell","ticker":"SOXL","quantity":30,"stopLoss":{"stopPrice":146.63},"indicator":"superRSI Bearish Reversal","timeframe":"15","takeProfit":{"limitPrice":135.24},"referencePrice":142.36,"htf_timeframe":"60","extras":{"originalIndicator":"superRSI Bearish Reversal","indicator":"MultiEngine short → pass（仅供对照，未参与决策）\n当前TF ✅: 确认7/7 震荡5/5 合计13 分0.9857 质量0.7357\n大级别60m ✅: 确认7/7 震荡5/5 分0.9857 质量0.85\n🔥 大级别完美强趋势 → 当前TF门槛放宽至 3/7 2/5\nOB大级别60m: bearish 154.58-157.97 (上方8.6%) | bullish 133.78-140.23 (下方1.5%)\n🤖 Claude独立决策 reduce [high]: 两级7/7全顺势且质量高，做空信号强劲，但现价142.36距大级别看涨OB上沿140.23仅1.5%，接近支撑需降仓；当前15m三引擎同时偏热再扣一档。\n趋势强度: 0.986 | 综合质量: 0.781(×1.281)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 85%"}}

Exit Details
Exit Price: $144.77
Avg Entry Price: $143.78
Exit Quantity: 200.0
Exit Method: webhook_signal
P&L Summary

+$198.23

0.69%

No entry signals linked to this exit. (Historical trade before forensic tracking was enabled)

Exit Details
Exit Price: $146.00
Avg Entry Price: $152.56
Exit Quantity: 93.0
Exit Method: external
P&L Summary

+$327.92

2.31%

Entry Signals Consumed (3)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-23 14:10:20 ET Initial 22.0 $152.95 +$152.80 (4.5%) MultiEngine short → reject（仅供对照，未参与决策） 当前TF ✅: 确认7/7 震荡5/5 合计12 分0.9714 质量0.8143 大级别15m ❌: 确认4/7 震荡2/5 分0.5571 质量0.5286 OB大级别15m: bearish 162.68-163.79 (上方6.5%) | bullish 142.81-144.26 (下方5.6%) 🤖 Claude独立决策 reduce [medium]: 当前5m全面顺势质量高，但大级别15m仅4/7顺势且震荡组仅2/5（门槛边缘），TSI逆势抬头+QQE逆势确认构成明显阻力，需大幅降仓。 趋势强度: 0.806 | 综合质量: 0.814(×1.314) ← 代码评估，仅供对照 🤖 Claude最终仓位: 70% 44031150635880448
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"SOXL","MAtrend":"-1","pmaText":"PMA Bearish","POCtrend":"0","adxValue":"12.6651494433","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"50.7614937841","RSIHAsignal":"BearishHA","poc_summary":"Daily POC: 160.00; Prev DailyPOC: 163.00; Weekly POC: 159.00; Prev Weekly POC: 136.00; Monthly POC: 159.00; Prev Monthly POC: 224.00","AIbandsignal":"red downtrend","center_trend":"Strong Bearish","ratingstatus":"Bearish-Strong-TrendDriven","TrendTracerHTF":"-1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:5 / L:0","rsi_state_trend":"Bearish","Current_timeframe":"5","TrendTracersignal":"-1","MAtrend_timeframe1":"-3","MAtrend_timeframe2":"-1","Middle_smooth_trend":"Bearish +","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"chopping","trend_change_volatility_stop":"163.54"},"action":"sell","extras":{"risk":1,"indicator":"MultiEngine short → reject（仅供对照，未参与决策）\n当前TF ✅: 确认7/7 震荡5/5 合计12 分0.9714 质量0.8143\n大级别15m ❌: 确认4/7 震荡2/5 分0.5571 质量0.5286\nOB大级别15m: bearish 162.68-163.79 (上方6.5%) | bullish 142.81-144.26 (下方5.6%)\n🤖 Claude独立决策 reduce [medium]: 当前5m全面顺势质量高，但大级别15m仅4/7顺势且震荡组仅2/5（门槛边缘），TSI逆势抬头+QQE逆势确认构成明显阻力，需大幅降仓。\n趋势强度: 0.806 | 综合质量: 0.814(×1.314)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 70%","oscrating":90,"timeframe":"5m","trendrating":90,"referencePrice":152.77,"originalIndicator":"algo X SniperSell TrendTracer"},"ticker":"SOXL","quantity":22,"stopLoss":{"stopPrice":158.2},"takeProfit":{"limitPrice":138.92},"timeframe":"5m","htf_timeframe":"15"}
2026-07-23 14:10:29 ET Scale-in 42.0 $152.71 +$281.82 (4.4%) MultiEngine short → reject（仅供对照，未参与决策） 当前TF ✅: 确认7/7 震荡5/5 合计12 分0.9714 质量0.8143 大级别15m ❌: 确认4/7 震荡2/5 分0.5571 质量0.5286 OB大级别15m: bearish 162.68-163.79 (上方6.5%) | bullish 142.81-144.26 (下方5.6%) 🤖 Claude独立决策 reduce [medium]: 当前5m全面顺势（7/7，质量0.81）支持做空，但大级别15m震荡组仅2/5顺势、未达放行基本要求（需≥3），唯一救场条件是当前TF达到"完美强趋势≥12"例外条款，但该例外要求大级别7引擎全部顺势且合计≥12，此处大级别仅4/7不满足，故大级别基本要求不达标；然而大级别TSI逆势抬头+QQE逆势确认+VI逆势，仅ARSI/WT/MOMO/EMA顺势，方向并非全面逆势，综合考量应降仓而非完全拒绝——但严格按规则大级别震荡组不足3个应reject，此处大级别TSI为「逆势抬头」且EMA为空头完全排列（做空信号中EMA空头排列=顺势），1TSI逆势确认+EMA完全逆势排列的硬reject条件不成立（EMA是顺势），故不触发该reject条款；大级别顺势数仅4且震荡组2/5不达标，执行reject。 趋势强度: 0.806 | 综合质量: 0.814(×1.314) ← 代码评估，仅供对照 🤖 Claude最终仓位: 65% 44031151796259840
Original Signal JSON 
{"action":"sell","extras":{"indicator":"MultiEngine short → reject（仅供对照，未参与决策）\n当前TF ✅: 确认7/7 震荡5/5 合计12 分0.9714 质量0.8143\n大级别15m ❌: 确认4/7 震荡2/5 分0.5571 质量0.5286\nOB大级别15m: bearish 162.68-163.79 (上方6.5%) | bullish 142.81-144.26 (下方5.6%)\n🤖 Claude独立决策 reduce [medium]: 当前5m全面顺势（7/7，质量0.81）支持做空，但大级别15m震荡组仅2/5顺势、未达放行基本要求（需≥3），唯一救场条件是当前TF达到\"完美强趋势≥12\"例外条款，但该例外要求大级别7引擎全部顺势且合计≥12，此处大级别仅4/7不满足，故大级别基本要求不达标；然而大级别TSI逆势抬头+QQE逆势确认+VI逆势，仅ARSI/WT/MOMO/EMA顺势，方向并非全面逆势，综合考量应降仓而非完全拒绝——但严格按规则大级别震荡组不足3个应reject，此处大级别TSI为「逆势抬头」且EMA为空头完全排列（做空信号中EMA空头排列=顺势），1TSI逆势确认+EMA完全逆势排列的硬reject条件不成立（EMA是顺势），故不触发该reject条款；大级别顺势数仅4且震荡组2/5不达标，执行reject。\n趋势强度: 0.806 | 综合质量: 0.814(×1.314)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 65%","timeframe":"5","originalIndicator":"Strong Short Signal"},"ticker":"SOXL","quantity":42,"stopLoss":{"stopPrice":158.2},"takeProfit":{"limitPrice":136.61},"referencePrice":152.77,"timeframe":"5","htf_timeframe":"15"}
2026-07-23 14:55:17 ET Scale-in 29.0 $152.04 +$175.30 (4.0%) MultiEngine short → pass（仅供对照，未参与决策） 当前TF ✅: 确认6/7 震荡4/5 合计12 分0.8714 质量0.8286 大级别15m ✅: 确认6/7 震荡4/5 分0.8286 质量0.7429 OB大级别15m: bearish 162.68-163.79 (上方6.3%) | bullish 142.81-144.26 (下方5.7%) 🤖 Claude独立决策 reduce [medium]: 两级顺势广度均达6/7、质量高，做空信号整体强健，但5m VI处于震荡区(-0.109)及15m QQE逆势确认(52.1)构成两项结构瑕疵，各扣减后落于90%。 趋势强度: 0.854 | 综合质量: 0.794(×1.294) ← 代码评估，仅供对照 🤖 Claude最终仓位: 90% 44031504127627264
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"SOXL","MAtrend":"-1","pmaText":"PMA Trendless","POCtrend":"0","adxValue":"9.6497660798","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"61.1401315814","RSIHAsignal":"BearishHA","poc_summary":"Daily POC: 160.00; Prev DailyPOC: 163.00; Weekly POC: 159.00; Prev Weekly POC: 136.00; Monthly POC: 159.00; Prev Monthly POC: 224.00","AIbandsignal":"red downtrend","center_trend":"Strong Bearish","ratingstatus":"Bearish-Strong-TrendDriven","TrendTracerHTF":"-1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:5 / L:0","rsi_state_trend":"Bearish","Current_timeframe":"5","TrendTracersignal":"-1","MAtrend_timeframe1":"-3","MAtrend_timeframe2":"-1","Middle_smooth_trend":"Bearish +","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"chopping","trend_change_volatility_stop":"163.26"},"action":"sell","extras":{"risk":1,"indicator":"MultiEngine short → pass（仅供对照，未参与决策）\n当前TF ✅: 确认6/7 震荡4/5 合计12 分0.8714 质量0.8286\n大级别15m ✅: 确认6/7 震荡4/5 分0.8286 质量0.7429\nOB大级别15m: bearish 162.68-163.79 (上方6.3%) | bullish 142.81-144.26 (下方5.7%)\n🤖 Claude独立决策 reduce [medium]: 两级顺势广度均达6/7、质量高，做空信号整体强健，但5m VI处于震荡区(-0.109)及15m QQE逆势确认(52.1)构成两项结构瑕疵，各扣减后落于90%。\n趋势强度: 0.854 | 综合质量: 0.794(×1.294)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 90%","oscrating":90,"timeframe":"5m","trendrating":90,"referencePrice":152.2,"originalIndicator":"algo X SniperSell Vidya"},"ticker":"SOXL","quantity":29,"stopLoss":{"stopPrice":155.76},"takeProfit":{"limitPrice":143.13},"timeframe":"5m","htf_timeframe":"15"}

Exit Details
Exit Price: $149.53
Avg Entry Price: $153.50
Exit Quantity: 25.0
Exit Method: trailing_stop
P&L Summary

$-99.25

-2.59%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-24 09:27:40 ET Initial 25.0 $153.50 $-99.25 (-2.6%) [AImonitor-多指标共振确认] MultiEngine long → pass 当前TF ✅: 确认5/7 震荡3/5 合计6 分0.6857 质量0.6 大级别15m ✅: 确认5/7 震荡4/5 分0.6786 质量0.4 当前TF引擎相位: 1TSI=刚穿越 2VI=弱趋势顺势 3ARSI=逆势抬头 4QQE=逆势确认 5WT=已穿越中线 6MOMO=动量顺势加速 7EMA=多头完全排列·开口扩大 大级别15m引擎相位: 1TSI=顺势未过中线 2VI=弱趋势顺势 3ARSI=顺势未过中线 4QQE=逆势确认 5WT=顺势未过中线 6MOMO=动量逆势加速 7EMA=多头完全排列·开口扩大 OB大级别15m: bearish 156.40-160.89 (上方1.2%) | bullish 150.81-152.65 (下方1.2%) 趋势强度: 0.683 | 综合质量: 0.520(×1.02) | 最终仓位: 78% 44038512694525952
Original Signal JSON 
{"timeframe": "5", "indicator": "AImonitor-\u591a\u6307\u6807\u5171\u632f\u786e\u8ba4", "action": "buy", "sentiment": "bullish", "price": 154.5, "referencePrice": 154.5, "data": {"1TSIval": 5.279869576404056, "1TSIstate": 2, "2VIval": 0.23376623376623473, "2VIstate": 1, "3ARSIval": 54.24214394239332, "3ARSIstate": -1, "4QQEval": 48.91822260437312, "4QQEstate": -2, "5WTval": 8.472663583346213, "5WTstate": 2, "6MOMOval": 0.007179073751138328, "6MOMOstate": 2, "7EMAval": 0.16601114575170398, "7EMAstate": 2, "8OBbull_top": 151.88, "8OBbull_btm": 150.81, "8OBbear_top": 159.11, "8OBbear_btm": 158.79500000000002, "8OBstate": 2, "state_sum": 8, "_kline": {"time": 1784882400, "open": 154.5, "high": 154.5, "low": 154.5, "close": 154.5, "volume": 2}, "referencePrice": 154.5}, "monitor_trigger": {"id": "R1_Confirm", "source": "resonance", "field": "confirm_count", "prev_value": "c7=4 c5=2", "curr_value": "c7=5 c5=3", "weight": "normal", "combos_met": null, "r_met": null}, "htf_timeframe": "15", "generated_at": "2026-07-24T08:40:04.340Z", "takeProfit": {"limitPrice": 162.22}, "stopLoss": {"stopPrice": 149.87}, "quantity": 25, "ticker": "SOXL", "extras": {"originalIndicator": "AImonitor-\u591a\u6307\u6807\u5171\u632f\u786e\u8ba4", "indicator": "[AImonitor-\u591a\u6307\u6807\u5171\u632f\u786e\u8ba4]\nMultiEngine long \u2192 pass\n\u5f53\u524dTF \u2705: \u786e\u8ba45/7 \u9707\u83613/5 \u5408\u8ba16 \u52060.6857 \u8d28\u91cf0.6\n\u5927\u7ea7\u522b15m \u2705: \u786e\u8ba45/7 \u9707\u83614/5 \u52060.6786 \u8d28\u91cf0.4\n\u5f53\u524dTF\u5f15\u64ce\u76f8\u4f4d: 1TSI=\u521a\u7a7f\u8d8a 2VI=\u5f31\u8d8b\u52bf\u987a\u52bf 3ARSI=\u9006\u52bf\u62ac\u5934 4QQE=\u9006\u52bf\u786e\u8ba4 5WT=\u5df2\u7a7f\u8d8a\u4e2d\u7ebf 6MOMO=\u52a8\u91cf\u987a\u52bf\u52a0\u901f 7EMA=\u591a\u5934\u5b8c\u5168\u6392\u5217\u00b7\u5f00\u53e3\u6269\u5927\n\u5927\u7ea7\u522b15m\u5f15\u64ce\u76f8\u4f4d: 1TSI=\u987a\u52bf\u672a\u8fc7\u4e2d\u7ebf 2VI=\u5f31\u8d8b\u52bf\u987a\u52bf 3ARSI=\u987a\u52bf\u672a\u8fc7\u4e2d\u7ebf 4QQE=\u9006\u52bf\u786e\u8ba4 5WT=\u987a\u52bf\u672a\u8fc7\u4e2d\u7ebf 6MOMO=\u52a8\u91cf\u9006\u52bf\u52a0\u901f 7EMA=\u591a\u5934\u5b8c\u5168\u6392\u5217\u00b7\u5f00\u53e3\u6269\u5927\nOB\u5927\u7ea7\u522b15m: bearish 156.40-160.89 (\u4e0a\u65b91.2%) | bullish 150.81-152.65 (\u4e0b\u65b91.2%)\n\u8d8b\u52bf\u5f3a\u5ea6: 0.683 | \u7efc\u5408\u8d28\u91cf: 0.520(\u00d71.02) | \u6700\u7ec8\u4ed3\u4f4d: 78%", "filter_status": "\u2705 \u901a\u8fc7 (pass)", "filter_decision": "pass"}, "timeframe_parsed": "\u5206\u6790\u5468\u671f: {value}", "timeframe_raw": "5", "poc_summary": null, "poc_trend": null, "poc_trend_description": null, "analysis_summary": "\u5206\u6790\u5468\u671f: {value}"}

Exit Details
Exit Price: $155.56
Avg Entry Price: $159.68
Exit Quantity: 46.0
Exit Method: trailing_stop
P&L Summary

$-189.40

-2.58%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-23 18:47:18 ET Initial 46.0 $159.68 $-189.40 (-2.6%) [AImonitor-震荡组转强] MultiEngine long → pass 当前TF ✅: 确认5/7 震荡3/5 合计9 分0.7286 质量0.7 大级别240m ✅: 确认7/7 震荡5/5 分0.9571 质量0.7357 当前TF引擎相位: 1TSI=逆势抬头 2VI=震荡区 3ARSI=刚穿越 4QQE=推进中 5WT=已穿越中线 6MOMO=动量顺势加速 7EMA=多头完全排列·开口扩大 大级别240m引擎相位: 1TSI=顺势未过中线 2VI=弱趋势顺势 3ARSI=推进中 4QQE=推进中 5WT=顺势未过中线 6MOMO=动量顺势加速 7EMA=多头完全排列·开口扩大 OB大级别240m: bearish 188.14-191.10 (上方17.2%) | bullish 123.80-126.40 (下方21.2%) 趋势强度: 0.820 | 综合质量: 0.714(×1.214) | 最终仓位: 149% 44033328832577536
Original Signal JSON 
{"timeframe": "60", "indicator": "AImonitor-\u9707\u8361\u7ec4\u8f6c\u5f3a", "action": "buy", "sentiment": "bullish", "price": 160.5, "referencePrice": 160.5, "data": {"1TSIval": 3.7725831930113216, "1TSIstate": -1, "2VIval": -0.08663883089770308, "2VIstate": 0, "3ARSIval": 53.73434588810137, "3ARSIstate": 2, "4QQEval": 65.4634417027267, "4QQEstate": 2, "5WTval": 11.786635994136347, "5WTstate": 2, "6MOMOval": 0.05597677057779346, "6MOMOstate": 2, "7EMAval": 0.8344499222326268, "7EMAstate": 2, "8OBbull_top": 146.75, "8OBbull_btm": 142.81, "8OBbear_top": 168.27, "8OBbear_btm": 165.48000000000002, "8OBstate": -2, "state_sum": 7, "_kline": {"time": 1784844000, "open": 160.5, "high": 160.5, "low": 160.5, "close": 160.5, "volume": 5}, "referencePrice": 160.5}, "monitor_trigger": {"id": "R2_Strong", "source": "resonance", "field": "osc_strong_count", "prev_value": "strong=2", "curr_value": "strong=3", "weight": "strong", "combos_met": null, "r_met": null}, "htf_timeframe": "240", "generated_at": "2026-07-23T22:00:01.291Z", "takeProfit": {"limitPrice": 168.53}, "stopLoss": {"stopPrice": 155.69}, "quantity": 46, "ticker": "SOXL", "extras": {"originalIndicator": "AImonitor-\u9707\u8361\u7ec4\u8f6c\u5f3a", "indicator": "[AImonitor-\u9707\u8361\u7ec4\u8f6c\u5f3a]\nMultiEngine long \u2192 pass\n\u5f53\u524dTF \u2705: \u786e\u8ba45/7 \u9707\u83613/5 \u5408\u8ba19 \u52060.7286 \u8d28\u91cf0.7\n\u5927\u7ea7\u522b240m \u2705: \u786e\u8ba47/7 \u9707\u83615/5 \u52060.9571 \u8d28\u91cf0.7357\n\u5f53\u524dTF\u5f15\u64ce\u76f8\u4f4d: 1TSI=\u9006\u52bf\u62ac\u5934 2VI=\u9707\u8361\u533a 3ARSI=\u521a\u7a7f\u8d8a 4QQE=\u63a8\u8fdb\u4e2d 5WT=\u5df2\u7a7f\u8d8a\u4e2d\u7ebf 6MOMO=\u52a8\u91cf\u987a\u52bf\u52a0\u901f 7EMA=\u591a\u5934\u5b8c\u5168\u6392\u5217\u00b7\u5f00\u53e3\u6269\u5927\n\u5927\u7ea7\u522b240m\u5f15\u64ce\u76f8\u4f4d: 1TSI=\u987a\u52bf\u672a\u8fc7\u4e2d\u7ebf 2VI=\u5f31\u8d8b\u52bf\u987a\u52bf 3ARSI=\u63a8\u8fdb\u4e2d 4QQE=\u63a8\u8fdb\u4e2d 5WT=\u987a\u52bf\u672a\u8fc7\u4e2d\u7ebf 6MOMO=\u52a8\u91cf\u987a\u52bf\u52a0\u901f 7EMA=\u591a\u5934\u5b8c\u5168\u6392\u5217\u00b7\u5f00\u53e3\u6269\u5927\nOB\u5927\u7ea7\u522b240m: bearish 188.14-191.10 (\u4e0a\u65b917.2%) | bullish 123.80-126.40 (\u4e0b\u65b921.2%)\n\u8d8b\u52bf\u5f3a\u5ea6: 0.820 | \u7efc\u5408\u8d28\u91cf: 0.714(\u00d71.214) | \u6700\u7ec8\u4ed3\u4f4d: 149%", "filter_status": "\u2705 \u901a\u8fc7 (pass)", "filter_decision": "pass"}, "timeframe_parsed": "\u5206\u6790\u5468\u671f: {value}", "timeframe_raw": "60", "poc_summary": null, "poc_trend": null, "poc_trend_description": null, "analysis_summary": "\u5206\u6790\u5468\u671f: {value}"}

Exit Details
Exit Price: $159.63
Avg Entry Price: $158.30
Exit Quantity: 281.0
Exit Method: webhook_signal
P&L Summary

+$457.60

1.03%

Entry Signals Consumed (6)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-23 12:35:16 ET Scale-in 33.0 $158.71 +$30.63 (0.6%) MultiEngine long → pass（仅供对照，未参与决策） 当前TF ✅: 确认6/7 震荡5/5 合计7 分0.85 质量0.6571 大级别15m ✅: 确认4/7 震荡4/5 分0.6286 质量0.3571 OB大级别15m: bearish 162.68-163.79 (上方2.6%) | bullish 142.81-144.26 (下方9.0%) 🤖 Claude独立决策 reduce [medium]: 当前5m结构良好（6顺势、ARSI/QQE刚穿越），但大级别15m质量极低（0.357，TSI/WT/ARSI均未过中线，MOMO逆势，EMA空头排列逆势），触发大级别质量×0.5乘数，且需额外扣减，综合压仓至52%。 趋势强度: 0.761 | 综合质量: 0.537(×1.037) ← 代码评估，仅供对照 🤖 Claude最终仓位: 52% 44030403052572672
Original Signal JSON 
{"action":"buy","extras":{"indicator":"MultiEngine long → pass（仅供对照，未参与决策）\n当前TF ✅: 确认6/7 震荡5/5 合计7 分0.85 质量0.6571\n大级别15m ✅: 确认4/7 震荡4/5 分0.6286 质量0.3571\nOB大级别15m: bearish 162.68-163.79 (上方2.6%) | bullish 142.81-144.26 (下方9.0%)\n🤖 Claude独立决策 reduce [medium]: 当前5m结构良好（6顺势、ARSI/QQE刚穿越），但大级别15m质量极低（0.357，TSI/WT/ARSI均未过中线，MOMO逆势，EMA空头排列逆势），触发大级别质量×0.5乘数，且需额外扣减，综合压仓至52%。\n趋势强度: 0.761 | 综合质量: 0.537(×1.037)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 52%","timeframe":"5","originalIndicator":"Strong Long Signal"},"ticker":"SOXL","quantity":33,"stopLoss":{"stopPrice":151.18},"takeProfit":{"limitPrice":171.34},"referencePrice":158.51,"timeframe":"5","htf_timeframe":"15"}
2026-07-23 12:40:16 ET Scale-in 34.0 $160.31 $-23.01 (-0.4%) MultiEngine long → pass（仅供对照，未参与决策） 当前TF ✅: 确认7/7 震荡5/5 合计11 分0.9571 质量0.7857 大级别15m ✅: 确认4/7 震荡4/5 分0.6286 质量0.3571 OB大级别15m: bearish 162.68-163.79 (上方1.4%) | bullish 142.81-144.26 (下方10.1%) 🤖 Claude独立决策 reduce [medium]: 当前5m全面顺势质量高，但大级别15m质量极低(0.357)且合计仅+2、VI逆势、EMA空头排列逆势，需大幅降仓；叠加距上方看跌OB仅1.4%再扣一档。 趋势强度: 0.826 | 综合质量: 0.614(×1.114) ← 代码评估，仅供对照 🤖 Claude最终仓位: 55% 44030442296315904
Original Signal JSON 
{"action":"buy","extras":{"indicator":"MultiEngine long → pass（仅供对照，未参与决策）\n当前TF ✅: 确认7/7 震荡5/5 合计11 分0.9571 质量0.7857\n大级别15m ✅: 确认4/7 震荡4/5 分0.6286 质量0.3571\nOB大级别15m: bearish 162.68-163.79 (上方1.4%) | bullish 142.81-144.26 (下方10.1%)\n🤖 Claude独立决策 reduce [medium]: 当前5m全面顺势质量高，但大级别15m质量极低(0.357)且合计仅+2、VI逆势、EMA空头排列逆势，需大幅降仓；叠加距上方看跌OB仅1.4%再扣一档。\n趋势强度: 0.826 | 综合质量: 0.614(×1.114)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 55%","timeframe":"5","originalIndicator":"Momo Strong Entry"},"ticker":"SOXL","quantity":34,"stopLoss":{"stopPrice":152.95},"takeProfit":{"limitPrice":173.44},"referencePrice":160.4,"timeframe":"5","htf_timeframe":"15"}
2026-07-23 12:45:16 ET Scale-in 33.0 $157.84 +$59.18 (1.1%) MultiEngine long → pass（仅供对照，未参与决策） 当前TF ✅: 确认7/7 震荡5/5 合计11 分0.9571 质量0.7857 大级别15m ✅: 确认4/7 震荡4/5 分0.6286 质量0.3571 OB大级别15m: bearish 162.68-163.79 (上方2.6%) | bullish 142.81-144.26 (下方9.0%) 🤖 Claude独立决策 reduce [medium]: 当前5m全面顺势质量高，但大级别15m质量极低(0.357)且MOMO/VI/EMA三引擎逆势，大级别仅勉强达标须大幅压仓。 趋势强度: 0.826 | 综合质量: 0.614(×1.114) ← 代码评估，仅供对照 🤖 Claude最终仓位: 52% 44030481667591168
Original Signal JSON 
{"action":"buy","extras":{"indicator":"MultiEngine long → pass（仅供对照，未参与决策）\n当前TF ✅: 确认7/7 震荡5/5 合计11 分0.9571 质量0.7857\n大级别15m ✅: 确认4/7 震荡4/5 分0.6286 质量0.3571\nOB大级别15m: bearish 162.68-163.79 (上方2.6%) | bullish 142.81-144.26 (下方9.0%)\n🤖 Claude独立决策 reduce [medium]: 当前5m全面顺势质量高，但大级别15m质量极低(0.357)且MOMO/VI/EMA三引擎逆势，大级别仅勉强达标须大幅压仓。\n趋势强度: 0.826 | 综合质量: 0.614(×1.114)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 52%","timeframe":"5","originalIndicator":"Trend Continuation"},"ticker":"SOXL","quantity":33,"stopLoss":{"stopPrice":151.2},"takeProfit":{"limitPrice":171.61},"referencePrice":158.62,"timeframe":"5","htf_timeframe":"15"}
2026-07-23 16:00:26 ET Scale-in 27.0 $157.40 +$60.30 (1.4%) MultiEngine long → pass（仅供对照，未参与决策） 当前TF ✅: 确认5/7 震荡4/5 合计6 分0.7357 质量0.5857 大级别15m ✅: 确认4/7 震荡4/5 分0.6429 质量0.3714 OB大级别15m: bearish 162.68-163.79 (上方3.4%) | bullish 142.81-144.26 (下方8.3%) 🤖 Claude独立决策 reduce [low]: 大级别15m仅勉强达标（合计+3）、质量极低（0.37）且7EMA空头排列逆势（q=0），两级MOMO均逆势，VI双级震荡区，大幅压仓。 趋势强度: 0.699 | 综合质量: 0.500(×1.0) ← 代码评估，仅供对照 🤖 Claude最终仓位: 45% 44032016464875520
Original Signal JSON 
{"action":"buy","extras":{"indicator":"MultiEngine long → pass（仅供对照，未参与决策）\n当前TF ✅: 确认5/7 震荡4/5 合计6 分0.7357 质量0.5857\n大级别15m ✅: 确认4/7 震荡4/5 分0.6429 质量0.3714\nOB大级别15m: bearish 162.68-163.79 (上方3.4%) | bullish 142.81-144.26 (下方8.3%)\n🤖 Claude独立决策 reduce [low]: 大级别15m仅勉强达标（合计+3）、质量极低（0.37）且7EMA空头排列逆势（q=0），两级MOMO均逆势，VI双级震荡区，大幅压仓。\n趋势强度: 0.699 | 综合质量: 0.500(×1.0)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 45%","timeframe":"5","initialSlPct":2.5,"trailingStop":{"ladder":[{"profitPct":2.4,"newStopPct":1},{"profitPct":2.7,"newStopPct":1.8},{"profitPct":4.2,"newStopPct":2.9},{"profitPct":5.5,"newStopPct":4.1}],"trailPct":2,"activationPct":5.3},"originalIndicator":"Trend_Optimized"},"ticker":"SOXL","quantity":27,"stopLoss":{"stopPrice":155.13},"takeProfit":{"limitPrice":166.01},"referencePrice":157.4,"timeframe":"5","htf_timeframe":"15"}
2026-07-23 16:05:16 ET Scale-in 27.0 $162.06 $-65.43 (-1.5%) MultiEngine long → pass（仅供对照，未参与决策） 当前TF ✅: 确认7/7 震荡5/5 合计11 分0.9571 质量0.7714 大级别15m ✅: 确认5/7 震荡4/5 分0.75 质量0.5857 OB大级别15m: bearish 162.68-163.79 (上方0.3%) | bullish 151.45-152.43 (下方6.0%) 🤖 Claude独立决策 reduce [medium]: 大级别看跌OB仅距现价0.3%（价内边缘），做多撞上方阻力触发≤50%硬上限，叠加大级别VI震荡区(-20%)与15m MOMO逆势减速后仓位进一步压缩。 趋势强度: 0.874 | 综合质量: 0.697(×1.197) ← 代码评估，仅供对照 🤖 Claude最终仓位: 45% 44032054590181376
Original Signal JSON 
{"action":"buy","extras":{"indicator":"MultiEngine long → pass（仅供对照，未参与决策）\n当前TF ✅: 确认7/7 震荡5/5 合计11 分0.9571 质量0.7714\n大级别15m ✅: 确认5/7 震荡4/5 分0.75 质量0.5857\nOB大级别15m: bearish 162.68-163.79 (上方0.3%) | bullish 151.45-152.43 (下方6.0%)\n🤖 Claude独立决策 reduce [medium]: 大级别看跌OB仅距现价0.3%（价内边缘），做多撞上方阻力触发≤50%硬上限，叠加大级别VI震荡区(-20%)与15m MOMO逆势减速后仓位进一步压缩。\n趋势强度: 0.874 | 综合质量: 0.697(×1.197)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 45%","timeframe":"5","originalIndicator":"Momo Strong Entry"},"ticker":"SOXL","quantity":27,"stopLoss":{"stopPrice":155.13},"takeProfit":{"limitPrice":174.65},"referencePrice":162.23,"timeframe":"5","htf_timeframe":"15"}
2026-07-23 16:05:19 ET Scale-in 27.0 $162.17 $-68.62 (-1.6%) MultiEngine long → pass（仅供对照，未参与决策） 当前TF ✅: 确认7/7 震荡5/5 合计11 分0.9571 质量0.7714 大级别15m ✅: 确认5/7 震荡4/5 分0.75 质量0.5857 OB大级别15m: bearish 162.68-163.79 (上方0.3%) | bullish 151.45-152.43 (下方6.0%) 🤖 Claude独立决策 reduce [medium]: 大级别看跌OB仅距现价0.3%（价内边缘），做多撞上方阻力触发≤50%硬上限，叠加大级别VI震荡区(-20%)与15m MOMO逆势减速后仓位进一步压缩。 趋势强度: 0.874 | 综合质量: 0.697(×1.197) ← 代码评估，仅供对照 🤖 Claude最终仓位: 45% 44032054863728640
Original Signal JSON 
{"action":"buy","extras":{"indicator":"MultiEngine long → pass（仅供对照，未参与决策）\n当前TF ✅: 确认7/7 震荡5/5 合计11 分0.9571 质量0.7714\n大级别15m ✅: 确认5/7 震荡4/5 分0.75 质量0.5857\nOB大级别15m: bearish 162.68-163.79 (上方0.3%) | bullish 151.45-152.43 (下方6.0%)\n🤖 Claude独立决策 reduce [medium]: 大级别看跌OB仅距现价0.3%（价内边缘），做多撞上方阻力触发≤50%硬上限，叠加大级别VI震荡区(-20%)与15m MOMO逆势减速后仓位进一步压缩。\n趋势强度: 0.874 | 综合质量: 0.697(×1.197)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 45%","timeframe":"5","originalIndicator":"Momo Strong Entry"},"ticker":"SOXL","quantity":27,"stopLoss":{"stopPrice":155.13},"takeProfit":{"limitPrice":174.65},"referencePrice":162.23,"timeframe":"5","htf_timeframe":"15"}

Exit Details
Exit Price: $155.31
Avg Entry Price: $152.41
Exit Quantity: 342.0
Exit Method: webhook_signal
P&L Summary

$-943.93

-1.81%

Entry Signals Consumed (8)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-23 11:12:09 ET Initial 25.0 $153.28 $-50.74 (-1.3%) [AImonitor-多指标共振确认] MultiEngine short → pass 当前TF ✅: 确认5/7 震荡3/5 合计7 分0.7 质量0.6143 大级别60m ✅: 确认4/7 震荡3/5 分0.5929 质量0.4571 当前TF引擎相位: 1TSI=推进中 2VI=弱趋势顺势 3ARSI=推进中 4QQE=逆势抬头 5WT=逆势抬头 6MOMO=动量顺势加速 7EMA=空头完全排列·开口扩大 大级别60m引擎相位: 1TSI=顺势未过中线 2VI=震荡区 3ARSI=刚穿越 4QQE=逆势确认 5WT=顺势未过中线 6MOMO=动量逆势减速 7EMA=空头完全排列·开口扩大 OB大级别60m: bearish 165.48-168.27 (上方7.7%) | bullish 142.81-146.75 (下方4.5%) 趋势强度: 0.657 | 综合质量: 0.551(×1.051) | 最终仓位: 78% 44029749325987840
Original Signal JSON 
{"timeframe": "15", "indicator": "AImonitor-\u591a\u6307\u6807\u5171\u632f\u786e\u8ba4", "action": "sell", "sentiment": "bearish", "price": 153.7, "referencePrice": 153.7, "data": {"1TSIval": -9.49776737348866, "1TSIstate": -2, "2VIval": -0.1724335965542002, "2VIstate": -1, "3ARSIval": 30.13708440399099, "3ARSIstate": -2, "4QQEval": 45.40515572919029, "4QQEstate": 1, "5WTval": -42.52642421887137, "5WTstate": 1, "6MOMOval": -0.042505160995095825, "6MOMOstate": -2, "7EMAval": -0.838614587609226, "7EMAstate": -2, "8OBbull_top": 144.265, "8OBbull_btm": 142.81, "8OBbear_top": 163.79, "8OBbear_btm": 162.68, "8OBstate": -1, "state_sum": -8, "_kline": {"time": 1784818800, "open": 156.09, "high": 156.21, "low": 153.7, "close": 153.7, "volume": 144123}, "referencePrice": 153.7}, "monitor_trigger": {"id": "R1_Confirm", "source": "resonance", "field": "confirm_count", "prev_value": "c7=4 c5=2", "curr_value": "c7=5 c5=3", "weight": "normal", "combos_met": null, "r_met": null}, "htf_timeframe": "60", "generated_at": "2026-07-23T15:11:41.351Z", "takeProfit": {"limitPrice": 146.01}, "stopLoss": {"stopPrice": 158.31}, "quantity": 25, "ticker": "SOXL", "extras": {"originalIndicator": "AImonitor-\u591a\u6307\u6807\u5171\u632f\u786e\u8ba4", "indicator": "[AImonitor-\u591a\u6307\u6807\u5171\u632f\u786e\u8ba4]\nMultiEngine short \u2192 pass\n\u5f53\u524dTF \u2705: \u786e\u8ba45/7 \u9707\u83613/5 \u5408\u8ba17 \u52060.7 \u8d28\u91cf0.6143\n\u5927\u7ea7\u522b60m \u2705: \u786e\u8ba44/7 \u9707\u83613/5 \u52060.5929 \u8d28\u91cf0.4571\n\u5f53\u524dTF\u5f15\u64ce\u76f8\u4f4d: 1TSI=\u63a8\u8fdb\u4e2d 2VI=\u5f31\u8d8b\u52bf\u987a\u52bf 3ARSI=\u63a8\u8fdb\u4e2d 4QQE=\u9006\u52bf\u62ac\u5934 5WT=\u9006\u52bf\u62ac\u5934 6MOMO=\u52a8\u91cf\u987a\u52bf\u52a0\u901f 7EMA=\u7a7a\u5934\u5b8c\u5168\u6392\u5217\u00b7\u5f00\u53e3\u6269\u5927\n\u5927\u7ea7\u522b60m\u5f15\u64ce\u76f8\u4f4d: 1TSI=\u987a\u52bf\u672a\u8fc7\u4e2d\u7ebf 2VI=\u9707\u8361\u533a 3ARSI=\u521a\u7a7f\u8d8a 4QQE=\u9006\u52bf\u786e\u8ba4 5WT=\u987a\u52bf\u672a\u8fc7\u4e2d\u7ebf 6MOMO=\u52a8\u91cf\u9006\u52bf\u51cf\u901f 7EMA=\u7a7a\u5934\u5b8c\u5168\u6392\u5217\u00b7\u5f00\u53e3\u6269\u5927\nOB\u5927\u7ea7\u522b60m: bearish 165.48-168.27 (\u4e0a\u65b97.7%) | bullish 142.81-146.75 (\u4e0b\u65b94.5%)\n\u8d8b\u52bf\u5f3a\u5ea6: 0.657 | \u7efc\u5408\u8d28\u91cf: 0.551(\u00d71.051) | \u6700\u7ec8\u4ed3\u4f4d: 78%", "filter_status": "\u2705 \u901a\u8fc7 (pass)", "filter_decision": "pass"}, "timeframe_parsed": "\u5206\u6790\u5468\u671f: {value}", "timeframe_raw": "15", "poc_summary": null, "poc_trend": null, "poc_trend_description": null, "analysis_summary": "\u5206\u6790\u5468\u671f: {value}"}
2026-07-23 11:15:30 ET Scale-in 51.0 $153.27 $-104.11 (-1.3%) MultiEngine short → pass（仅供对照，未参与决策） 当前TF ✅: 确认6/7 震荡4/5 合计9 分0.8286 质量0.7 大级别15m ✅: 确认6/7 震荡4/5 分0.8429 质量0.7571 OB大级别15m: bearish 162.68-163.79 (上方6.8%) | bullish 142.81-144.26 (下方5.3%) 🤖 Claude独立决策 reduce [medium]: 两级广度均6/7、质量均≥0.7，整体顺势充分，但当前5m TSI逆势抬头+大级别15m QQE逆势抬头构成两个逆势抬头，触发≤40%上限例外——然而两个逆势抬头来自不同级别（非同一级别≥2个），规则为"当前TF ≥2个逆势抬头"，此处当前5m仅1个（TSI），大级别仅1个（QQE），不触发≤40%强扣；但两个逆势抬头信号叠加仍需降仓，叠加5m QQE顺势未过中线确认度偏低，综合扣减后取80%。 趋势强度: 0.834 | 综合质量: 0.723(×1.223) ← 代码评估，仅供对照 🤖 Claude最终仓位: 80% 44029775577092096
Original Signal JSON 
{"action":"sell","extras":{"indicator":"MultiEngine short → pass（仅供对照，未参与决策）\n当前TF ✅: 确认6/7 震荡4/5 合计9 分0.8286 质量0.7\n大级别15m ✅: 确认6/7 震荡4/5 分0.8429 质量0.7571\nOB大级别15m: bearish 162.68-163.79 (上方6.8%) | bullish 142.81-144.26 (下方5.3%)\n🤖 Claude独立决策 reduce [medium]: 两级广度均6/7、质量均≥0.7，整体顺势充分，但当前5m TSI逆势抬头+大级别15m QQE逆势抬头构成两个逆势抬头，触发≤40%上限例外——然而两个逆势抬头来自不同级别（非同一级别≥2个），规则为\"当前TF ≥2个逆势抬头\"，此处当前5m仅1个（TSI），大级别仅1个（QQE），不触发≤40%强扣；但两个逆势抬头信号叠加仍需降仓，叠加5m QQE顺势未过中线确认度偏低，综合扣减后取80%。\n趋势强度: 0.834 | 综合质量: 0.723(×1.223)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 80%","timeframe":"5","initialSlPct":2.5,"trailingStop":{"ladder":[{"profitPct":2.4,"newStopPct":1},{"profitPct":2.7,"newStopPct":1.8},{"profitPct":4.2,"newStopPct":2.9},{"profitPct":5.5,"newStopPct":4.1}],"trailPct":2,"activationPct":5.3},"originalIndicator":"Trend_Optimized"},"ticker":"SOXL","quantity":51,"stopLoss":{"stopPrice":154.47},"takeProfit":{"limitPrice":144.75},"referencePrice":152.37,"timeframe":"5","htf_timeframe":"15"}
2026-07-23 11:15:34 ET Scale-in 39.0 $153.49 $-71.25 (-1.2%) MultiEngine short → pass（仅供对照，未参与决策） 当前TF ✅: 确认6/7 震荡4/5 合计10 分0.8429 质量0.7571 大级别60m ✅: 确认4/7 震荡3/5 分0.5929 质量0.4571 OB大级别60m: bearish 165.48-168.27 (上方8.6%) | bullish 142.81-146.75 (下方3.7%) 🤖 Claude独立决策 reduce [medium]: 15m顺势6/7质量高但当前TF QQE逆势抬头、大级别60m QQE逆势确认且MOMO逆势，大级别质量0.46偏低（×0.75），综合压仓至60%。 趋势强度: 0.743 | 综合质量: 0.637(×1.137) ← 代码评估，仅供对照 🤖 Claude最终仓位: 60% 44029776059432960
Original Signal JSON 
{"action":"sell","extras":{"indicator":"MultiEngine short → pass（仅供对照，未参与决策）\n当前TF ✅: 确认6/7 震荡4/5 合计10 分0.8429 质量0.7571\n大级别60m ✅: 确认4/7 震荡3/5 分0.5929 质量0.4571\nOB大级别60m: bearish 165.48-168.27 (上方8.6%) | bullish 142.81-146.75 (下方3.7%)\n🤖 Claude独立决策 reduce [medium]: 15m顺势6/7质量高但当前TF QQE逆势抬头、大级别60m QQE逆势确认且MOMO逆势，大级别质量0.46偏低（×0.75），综合压仓至60%。\n趋势强度: 0.743 | 综合质量: 0.637(×1.137)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 60%","timeframe":"15","originalIndicator":"Momo Strong Entry"},"ticker":"SOXL","quantity":39,"stopLoss":{"stopPrice":160.25},"takeProfit":{"limitPrice":128.92},"referencePrice":152.37,"timeframe":"15","htf_timeframe":"60"}
2026-07-23 11:15:37 ET Scale-in 26.0 $153.50 $-47.29 (-1.2%) MultiEngine short → pass（仅供对照，未参与决策） 当前TF ✅: 确认6/7 震荡4/5 合计9 分0.8286 质量0.7 大级别15m ✅: 确认6/7 震荡4/5 分0.8429 质量0.7571 OB大级别15m: bearish 162.68-163.79 (上方6.4%) | bullish 142.81-144.26 (下方5.6%) 🤖 Claude独立决策 reduce [medium]: 两级广度(6/7)与质量(0.70/0.76)均达标，EMA/MOMO/WT强力顺势，但5m TSI逆势抬头+15m QQE逆势抬头共两个逆势抬头触发≤40%上限豁免讨论——然而两者分属不同级别非同级并存，按规则"≥2个逆势抬头"指同一级别，故不触发40%硬上限；综合两个跨级逆势抬头风险降仓至80%。 趋势强度: 0.834 | 综合质量: 0.723(×1.223) ← 代码评估，仅供对照 🤖 Claude最终仓位: 80% 44029776470212608
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"SOXL","MAtrend":"-1","pmaText":"PMA Strong Bearish","POCtrend":"0","adxValue":"25.8242514113","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"47.6247162856","RSIHAsignal":"BearishHA","poc_summary":"Daily POC: 160.00; Prev DailyPOC: 163.00; Weekly POC: 159.00; Prev Weekly POC: 136.00; Monthly POC: 159.00; Prev Monthly POC: 224.00","AIbandsignal":"green uptrend","center_trend":"Strong Bearish","ratingstatus":"Bearish-Strong-OscDriven","TrendTracerHTF":"-1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:5 / L:0","rsi_state_trend":"Bearish","Current_timeframe":"5","TrendTracersignal":"1","MAtrend_timeframe1":"-3","MAtrend_timeframe2":"-1","Middle_smooth_trend":"Bearish +","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"151.87"},"action":"sell","extras":{"risk":1,"indicator":"MultiEngine short → pass（仅供对照，未参与决策）\n当前TF ✅: 确认6/7 震荡4/5 合计9 分0.8286 质量0.7\n大级别15m ✅: 确认6/7 震荡4/5 分0.8429 质量0.7571\nOB大级别15m: bearish 162.68-163.79 (上方6.4%) | bullish 142.81-144.26 (下方5.6%)\n🤖 Claude独立决策 reduce [medium]: 两级广度(6/7)与质量(0.70/0.76)均达标，EMA/MOMO/WT强力顺势，但5m TSI逆势抬头+15m QQE逆势抬头共两个逆势抬头触发≤40%上限豁免讨论——然而两者分属不同级别非同级并存，按规则\"≥2个逆势抬头\"指同一级别，故不触发40%硬上限；综合两个跨级逆势抬头风险降仓至80%。\n趋势强度: 0.834 | 综合质量: 0.723(×1.223)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 80%","oscrating":90,"timeframe":"5m","trendrating":60,"referencePrice":152.37,"originalIndicator":"algo X SniperSell Mundy"},"ticker":"SOXL","quantity":26,"stopLoss":{"stopPrice":161.68},"takeProfit":{"limitPrice":138.41},"timeframe":"5m","htf_timeframe":"15"}
2026-07-23 11:30:20 ET Scale-in 65.0 $151.74 $-232.26 (-2.4%) MultiEngine short → pass（仅供对照，未参与决策） 当前TF ✅: 确认7/7 震荡5/5 合计14 分1.0 质量0.9071 大级别15m ✅: 确认6/7 震荡4/5 分0.8429 质量0.7571 OB大级别15m: bearish 162.68-163.79 (上方7.2%) | bullish 142.81-144.26 (下方4.9%) 🤖 Claude独立决策 reduce [high]: 两级顺势广度与质量均强，但大级别4QQE逆势抬头是唯一实质风险，触发扣减；其余结构完整，空头排列开口扩大+动量加速支撑方向。 趋势强度: 0.937 | 综合质量: 0.847(×1.347) ← 代码评估，仅供对照 🤖 Claude最终仓位: 100% 44029892198268928
Original Signal JSON 
{"action":"sell","extras":{"indicator":"MultiEngine short → pass（仅供对照，未参与决策）\n当前TF ✅: 确认7/7 震荡5/5 合计14 分1.0 质量0.9071\n大级别15m ✅: 确认6/7 震荡4/5 分0.8429 质量0.7571\nOB大级别15m: bearish 162.68-163.79 (上方7.2%) | bullish 142.81-144.26 (下方4.9%)\n🤖 Claude独立决策 reduce [high]: 两级顺势广度与质量均强，但大级别4QQE逆势抬头是唯一实质风险，触发扣减；其余结构完整，空头排列开口扩大+动量加速支撑方向。\n趋势强度: 0.937 | 综合质量: 0.847(×1.347)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 100%","timeframe":"5","originalIndicator":"Trend Continuation"},"ticker":"SOXL","quantity":65,"stopLoss":{"stopPrice":160.57},"takeProfit":{"limitPrice":136.27},"referencePrice":151.73,"timeframe":"5","htf_timeframe":"15"}
2026-07-23 11:30:22 ET Scale-in 65.0 $151.72 $-233.60 (-2.4%) MultiEngine short → pass（仅供对照，未参与决策） 当前TF ✅: 确认7/7 震荡5/5 合计14 分1.0 质量0.9071 大级别15m ✅: 确认6/7 震荡4/5 分0.8429 质量0.7571 OB大级别15m: bearish 162.68-163.79 (上方7.2%) | bullish 142.81-144.26 (下方4.9%) 🤖 Claude独立决策 reduce [high]: 两级顺势广度与质量均强，但大级别4QQE逆势抬头是唯一实质风险，触发扣减；其余结构完整，空头排列开口扩大+动量加速支撑方向。 趋势强度: 0.937 | 综合质量: 0.847(×1.347) ← 代码评估，仅供对照 🤖 Claude最终仓位: 100% 44029892447964160
Original Signal JSON 
{"action":"sell","extras":{"indicator":"MultiEngine short → pass（仅供对照，未参与决策）\n当前TF ✅: 确认7/7 震荡5/5 合计14 分1.0 质量0.9071\n大级别15m ✅: 确认6/7 震荡4/5 分0.8429 质量0.7571\nOB大级别15m: bearish 162.68-163.79 (上方7.2%) | bullish 142.81-144.26 (下方4.9%)\n🤖 Claude独立决策 reduce [high]: 两级顺势广度与质量均强，但大级别4QQE逆势抬头是唯一实质风险，触发扣减；其余结构完整，空头排列开口扩大+动量加速支撑方向。\n趋势强度: 0.937 | 综合质量: 0.847(×1.347)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 100%","timeframe":"5","originalIndicator":"Trend Continuation"},"ticker":"SOXL","quantity":65,"stopLoss":{"stopPrice":160.57},"takeProfit":{"limitPrice":136.27},"referencePrice":151.73,"timeframe":"5","htf_timeframe":"15"}
2026-07-23 11:30:30 ET Scale-in 39.0 $151.81 $-136.65 (-2.3%) MultiEngine short → pass（仅供对照，未参与决策） 当前TF ✅: 确认6/7 震荡4/5 合计10 分0.8429 质量0.7571 大级别60m ✅: 确认4/7 震荡3/5 分0.5929 质量0.4071 OB大级别60m: bearish 165.48-168.27 (上方9.1%) | bullish 142.81-146.75 (下方3.3%) 🤖 Claude独立决策 reduce [medium]: 当前TF顺势广度达标但4QQE逆势抬头拉低质量，大级别60m仅勉强达标（合计+3）且QQE逆势确认+MOMO逆势减速，多重扣减后压仓至60%。 趋势强度: 0.743 | 综合质量: 0.617(×1.117) ← 代码评估，仅供对照 🤖 Claude最终仓位: 60% 44029893629579264
Original Signal JSON 
{"action":"sell","extras":{"indicator":"MultiEngine short → pass（仅供对照，未参与决策）\n当前TF ✅: 确认6/7 震荡4/5 合计10 分0.8429 质量0.7571\n大级别60m ✅: 确认4/7 震荡3/5 分0.5929 质量0.4071\nOB大级别60m: bearish 165.48-168.27 (上方9.1%) | bullish 142.81-146.75 (下方3.3%)\n🤖 Claude独立决策 reduce [medium]: 当前TF顺势广度达标但4QQE逆势抬头拉低质量，大级别60m仅勉强达标（合计+3）且QQE逆势确认+MOMO逆势减速，多重扣减后压仓至60%。\n趋势强度: 0.743 | 综合质量: 0.617(×1.117)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 60%","timeframe":"15","originalIndicator":"Trend Continuation"},"ticker":"SOXL","quantity":39,"stopLoss":{"stopPrice":159.91},"takeProfit":{"limitPrice":127.4},"referencePrice":151.73,"timeframe":"15","htf_timeframe":"60"}
2026-07-23 11:30:35 ET Scale-in 32.0 $151.65 $-117.24 (-2.4%) MultiEngine short → pass（仅供对照，未参与决策） 当前TF ✅: 确认7/7 震荡5/5 合计14 分1.0 质量0.9071 大级别15m ✅: 确认6/7 震荡4/5 分0.8429 质量0.7571 OB大级别15m: bearish 162.68-163.79 (上方7.2%) | bullish 142.81-144.26 (下方5.0%) 🤖 Claude独立决策 reduce [high]: 两级信号质量均强，5m全员顺势且EMA/VI/MOMO均充分展开，但大级别15m QQE逆势抬头拖低整体评级，依规扣减后落于100%区间。 趋势强度: 0.937 | 综合质量: 0.847(×1.347) ← 代码评估，仅供对照 🤖 Claude最终仓位: 100% 44029894196988928
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"SOXL","MAtrend":"-1","pmaText":"PMA Strong Bearish","POCtrend":"0","adxValue":"25.4732744933","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"45.4867801139","RSIHAsignal":"BearishHA","poc_summary":"Daily POC: 160.00; Prev DailyPOC: 163.00; Weekly POC: 159.00; Prev Weekly POC: 136.00; Monthly POC: 159.00; Prev Monthly POC: 224.00","AIbandsignal":"red downtrend","center_trend":"Strong Bearish","ratingstatus":"Bearish-Strong-OscDriven","TrendTracerHTF":"-1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:5 / L:0","rsi_state_trend":"Bearish","Current_timeframe":"5","TrendTracersignal":"1","MAtrend_timeframe1":"-3","MAtrend_timeframe2":"-1","Middle_smooth_trend":"Bearish +","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"164.25"},"action":"sell","extras":{"risk":1,"indicator":"MultiEngine short → pass（仅供对照，未参与决策）\n当前TF ✅: 确认7/7 震荡5/5 合计14 分1.0 质量0.9071\n大级别15m ✅: 确认6/7 震荡4/5 分0.8429 质量0.7571\nOB大级别15m: bearish 162.68-163.79 (上方7.2%) | bullish 142.81-144.26 (下方5.0%)\n🤖 Claude独立决策 reduce [high]: 两级信号质量均强，5m全员顺势且EMA/VI/MOMO均充分展开，但大级别15m QQE逆势抬头拖低整体评级，依规扣减后落于100%区间。\n趋势强度: 0.937 | 综合质量: 0.847(×1.347)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 100%","oscrating":90,"timeframe":"5m","trendrating":80,"referencePrice":151.73,"originalIndicator":"algo X SniperSell MainTrend AI"},"ticker":"SOXL","quantity":32,"stopLoss":{"stopPrice":161.23},"takeProfit":{"limitPrice":137.48},"timeframe":"5m","htf_timeframe":"15"}

Exit Details
Exit Price: $158.18
Avg Entry Price: $157.19
Exit Quantity: 130.0
Exit Method: webhook_signal
P&L Summary

+$129.14

0.63%

No entry signals linked to this exit. (Historical trade before forensic tracking was enabled)

Exit Details
Exit Price: $152.79
Avg Entry Price: $158.06
Exit Quantity: 114.0
Exit Method: webhook_signal
P&L Summary

+$600.28

3.33%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-23 07:52:52 ET Initial 57.0 $158.06 +$300.14 (3.3%) MultiEngine short → pass（仅供对照，未参与决策） 当前TF ✅: 确认7/7 震荡5/5 合计13 分0.9857 质量0.8857 大级别15m ✅: 确认5/7 震荡3/5 分0.7286 质量0.7 OB大级别15m: bearish 163.60-164.20 (上方3.5%) | bullish 142.81-144.26 (下方8.7%) 🤖 Claude独立决策 reduce [medium]: 当前5m全面顺势(7/7, 质量0.89)，大级别15m基本达标(5/7, 质量0.7)，但15m QQE逆势抬头(43.9)构成单引擎逆势抬头风险，15m VI震荡区(-0.117)需扣减，综合降仓处理。 趋势强度: 0.883 | 综合质量: 0.811(×1.311) ← 代码评估，仅供对照 🤖 Claude最终仓位: 90% 44028043954752512
Original Signal JSON 
{"action":"sell","extras":{"indicator":"MultiEngine short → pass（仅供对照，未参与决策）\n当前TF ✅: 确认7/7 震荡5/5 合计13 分0.9857 质量0.8857\n大级别15m ✅: 确认5/7 震荡3/5 分0.7286 质量0.7\nOB大级别15m: bearish 163.60-164.20 (上方3.5%) | bullish 142.81-144.26 (下方8.7%)\n🤖 Claude独立决策 reduce [medium]: 当前5m全面顺势(7/7, 质量0.89)，大级别15m基本达标(5/7, 质量0.7)，但15m QQE逆势抬头(43.9)构成单引擎逆势抬头风险，15m VI震荡区(-0.117)需扣减，综合降仓处理。\n趋势强度: 0.883 | 综合质量: 0.811(×1.311)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 90%","timeframe":"5","originalIndicator":"Momo Strong Entry"},"ticker":"SOXL","quantity":57,"stopLoss":{"stopPrice":160.64},"takeProfit":{"limitPrice":152.41},"referencePrice":158.06,"timeframe":"5","htf_timeframe":"15"}
2026-07-23 07:52:52 ET Scale-in 57.0 $158.06 +$300.14 (3.3%) MultiEngine short → pass（仅供对照，未参与决策） 当前TF ✅: 确认7/7 震荡5/5 合计13 分0.9857 质量0.8857 大级别15m ✅: 确认5/7 震荡3/5 分0.7286 质量0.7 OB大级别15m: bearish 163.60-164.20 (上方3.5%) | bullish 142.81-144.26 (下方8.7%) 🤖 Claude独立决策 reduce [medium]: 当前5m全引擎顺势、质量极高，大级别15m也达标，但15m QQE逆势抬头是唯一关键瑕疵，叠加VI震荡区扣减，综合降仓至90%。 趋势强度: 0.883 | 综合质量: 0.811(×1.311) ← 代码评估，仅供对照 🤖 Claude最终仓位: 90% 44028044057903104
Original Signal JSON 
{"action":"sell","extras":{"indicator":"MultiEngine short → pass（仅供对照，未参与决策）\n当前TF ✅: 确认7/7 震荡5/5 合计13 分0.9857 质量0.8857\n大级别15m ✅: 确认5/7 震荡3/5 分0.7286 质量0.7\nOB大级别15m: bearish 163.60-164.20 (上方3.5%) | bullish 142.81-144.26 (下方8.7%)\n🤖 Claude独立决策 reduce [medium]: 当前5m全引擎顺势、质量极高，大级别15m也达标，但15m QQE逆势抬头是唯一关键瑕疵，叠加VI震荡区扣减，综合降仓至90%。\n趋势强度: 0.883 | 综合质量: 0.811(×1.311)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 90%","timeframe":"5","originalIndicator":"Momo Strong Entry"},"ticker":"SOXL","quantity":57,"stopLoss":{"stopPrice":160.64},"takeProfit":{"limitPrice":152.41},"referencePrice":158.06,"timeframe":"5","htf_timeframe":"15"}

Exit Details
Exit Price: $45.90
Avg Entry Price: $45.50
Exit Quantity: 200.0
Exit Method: take_profit
P&L Summary

+$79.40

0.87%

No entry signals linked to this exit. (Historical trade before forensic tracking was enabled)

Exit Details
Exit Price: $167.07
Avg Entry Price: $165.26
Exit Quantity: 20.0
Exit Method: trailing_stop
P&L Summary

+$36.25

1.10%

No entry signals linked to this exit. (Historical trade before forensic tracking was enabled)

Exit Details
Exit Price: $161.85
Avg Entry Price: $164.59
Exit Quantity: 16.0
Exit Method: trailing_stop
P&L Summary

$-41.27

-0.48%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-22 12:13:45 ET Initial 36.0 $164.24 $-86.04 (-1.5%) [AImonitor-多指标共振确认] MultiEngine long → pass 当前TF ✅: 确认5/7 震荡3/5 合计5 分0.6714 质量0.5357 大级别240m ✅: 确认6/7 震荡5/5 分0.8357 质量0.5357 当前TF引擎相位: 1TSI=逆势抬头 2VI=弱趋势顺势 3ARSI=逆势确认 4QQE=顺势未过中线 5WT=已穿越中线 6MOMO=动量顺势加速 7EMA=多头完全排列·开口扩大 大级别240m引擎相位: 1TSI=顺势未过中线 2VI=弱趋势顺势 3ARSI=推进中 4QQE=顺势未过中线 5WT=顺势未过中线 6MOMO=动量逆势加速 7EMA=多头完全排列·开口扩大 OB大级别240m: bearish 188.14-191.10 (上方17.5%) | bullish 123.80-126.40 (下方21.0%) 趋势强度: 0.737 | 综合质量: 0.536(×1.036) | 最终仓位: 115% 44018909193309184
Original Signal JSON 
{"timeframe": "60", "indicator": "AImonitor-\u591a\u6307\u6807\u5171\u632f\u786e\u8ba4", "action": "buy", "sentiment": "bullish", "price": 160.1, "referencePrice": 160.1, "data": {"1TSIval": 10.96650740371145, "1TSIstate": -1, "2VIval": 0.02416089852422698, "2VIstate": 1, "3ARSIval": 45.90429518443414, "3ARSIstate": -2, "4QQEval": 48.607084840681395, "4QQEstate": 1, "5WTval": 25.936618860220435, "5WTstate": 2, "6MOMOval": 0.06985409839732397, "6MOMOstate": 2, "7EMAval": 2.6189865806375634, "7EMAstate": 2, "8OBbull_top": 140.23, "8OBbull_btm": 133.78, "8OBbear_top": 161.51, "8OBbear_btm": 159.39499999999998, "8OBstate": -2, "state_sum": 3, "_kline": {"time": 1784732400, "open": 160.1, "high": 160.1, "low": 160.1, "close": 160.1, "volume": 1}, "referencePrice": 160.1}, "monitor_trigger": {"id": "R1_Confirm", "source": "resonance", "field": "confirm_count", "prev_value": "c7=2 c5=0", "curr_value": "c7=5 c5=3", "weight": "normal", "combos_met": null, "r_met": null}, "htf_timeframe": "240", "generated_at": "2026-07-22T15:00:00.979Z", "takeProfit": {"limitPrice": 168.1}, "stopLoss": {"stopPrice": 155.3}, "quantity": 36, "ticker": "SOXL", "extras": {"originalIndicator": "AImonitor-\u591a\u6307\u6807\u5171\u632f\u786e\u8ba4", "indicator": "[AImonitor-\u591a\u6307\u6807\u5171\u632f\u786e\u8ba4]\nMultiEngine long \u2192 pass\n\u5f53\u524dTF \u2705: \u786e\u8ba45/7 \u9707\u83613/5 \u5408\u8ba15 \u52060.6714 \u8d28\u91cf0.5357\n\u5927\u7ea7\u522b240m \u2705: \u786e\u8ba46/7 \u9707\u83615/5 \u52060.8357 \u8d28\u91cf0.5357\n\u5f53\u524dTF\u5f15\u64ce\u76f8\u4f4d: 1TSI=\u9006\u52bf\u62ac\u5934 2VI=\u5f31\u8d8b\u52bf\u987a\u52bf 3ARSI=\u9006\u52bf\u786e\u8ba4 4QQE=\u987a\u52bf\u672a\u8fc7\u4e2d\u7ebf 5WT=\u5df2\u7a7f\u8d8a\u4e2d\u7ebf 6MOMO=\u52a8\u91cf\u987a\u52bf\u52a0\u901f 7EMA=\u591a\u5934\u5b8c\u5168\u6392\u5217\u00b7\u5f00\u53e3\u6269\u5927\n\u5927\u7ea7\u522b240m\u5f15\u64ce\u76f8\u4f4d: 1TSI=\u987a\u52bf\u672a\u8fc7\u4e2d\u7ebf 2VI=\u5f31\u8d8b\u52bf\u987a\u52bf 3ARSI=\u63a8\u8fdb\u4e2d 4QQE=\u987a\u52bf\u672a\u8fc7\u4e2d\u7ebf 5WT=\u987a\u52bf\u672a\u8fc7\u4e2d\u7ebf 6MOMO=\u52a8\u91cf\u9006\u52bf\u52a0\u901f 7EMA=\u591a\u5934\u5b8c\u5168\u6392\u5217\u00b7\u5f00\u53e3\u6269\u5927\nOB\u5927\u7ea7\u522b240m: bearish 188.14-191.10 (\u4e0a\u65b917.5%) | bullish 123.80-126.40 (\u4e0b\u65b921.0%)\n\u8d8b\u52bf\u5f3a\u5ea6: 0.737 | \u7efc\u5408\u8d28\u91cf: 0.536(\u00d71.036) | \u6700\u7ec8\u4ed3\u4f4d: 115%", "filter_status": "\u2705 \u901a\u8fc7 (pass)", "filter_decision": "pass"}, "timeframe_parsed": "\u5206\u6790\u5468\u671f: {value}", "timeframe_raw": "60", "poc_summary": null, "poc_trend": null, "poc_trend_description": null, "analysis_summary": "\u5206\u6790\u5468\u671f: {value}"}
2026-07-22 17:10:15 ET Scale-in 16.0 $165.37 $-56.32 (-2.1%) MultiEngine long → pass（仅供对照，未参与决策） 当前TF ✅: 确认6/7 震荡4/5 合计9 分0.8286 质量0.7 大级别15m ✅: 确认6/7 震荡4/5 分0.8429 质量0.6929 OB大级别15m: bearish 164.62-165.40 (下方0.3%) | bullish 158.26-160.35 (下方3.3%) 🤖 Claude独立决策 reduce [medium]: 两级广度均达标(6/7)但5m TSI逆势抬头+15m QQE逆势抬头恰好凑成2个逆势抬头触发≤40%上限，同时价格当前位于大级别看跌OB区间内(165.86 vs bearish OB 164.62-165.40，现价已高于区间上沿但极近，距离约0.3%)触发≤50%压制，综合取保守值。 趋势强度: 0.834 | 综合质量: 0.697(×1.197) ← 代码评估，仅供对照 🤖 Claude最终仓位: 55% 44021240961564672
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"SOXL","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"1","adxValue":"19.4513629826","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"43.7869558249","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 163.00; Prev DailyPOC: 154.00; Weekly POC: 159.00; Prev Weekly POC: 136.00; Monthly POC: 159.00; Prev Monthly POC: 224.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Bullish","Current_timeframe":"5","TrendTracersignal":"1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish ","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"chopping","trend_change_volatility_stop":"156.45"},"action":"buy","extras":{"risk":1,"indicator":"MultiEngine long → pass（仅供对照，未参与决策）\n当前TF ✅: 确认6/7 震荡4/5 合计9 分0.8286 质量0.7\n大级别15m ✅: 确认6/7 震荡4/5 分0.8429 质量0.6929\nOB大级别15m: bearish 164.62-165.40 (下方0.3%) | bullish 158.26-160.35 (下方3.3%)\n🤖 Claude独立决策 reduce [medium]: 两级广度均达标(6/7)但5m TSI逆势抬头+15m QQE逆势抬头恰好凑成2个逆势抬头触发≤40%上限，同时价格当前位于大级别看跌OB区间内(165.86 vs bearish OB 164.62-165.40，现价已高于区间上沿但极近，距离约0.3%)触发≤50%压制，综合取保守值。\n趋势强度: 0.834 | 综合质量: 0.697(×1.197)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 55%","oscrating":85,"timeframe":"5m","trendrating":100,"referencePrice":165.71,"originalIndicator":"algo X SniperBuy Vidya"},"ticker":"SOXL","quantity":16,"stopLoss":{"stopPrice":161.98},"takeProfit":{"limitPrice":171.3},"timeframe":"5m","htf_timeframe":"15"}

Exit Details
Exit Price: $163.73
Avg Entry Price: $160.82
Exit Quantity: 136.0
Exit Method: trailing_stop
P&L Summary

+$395.76

1.81%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-22 10:33:24 ET Initial 100.0 $160.52 +$320.65 (2.0%) platform input 44018119943523328
Original Signal JSON 
{"symbol":"SOXL","extras":{"indicator":"platform input","referencePrice":0},"side":"buy","quantity":100,"order_type":"market","stop_loss":154.37,"take_profit":166.58}
2026-07-22 11:02:34 ET Scale-in 36.0 $161.64 +$75.11 (1.3%) [AImonitor-多指标共振确认] MultiEngine long → pass 当前TF ✅: 确认5/7 震荡3/5 合计5 分0.6714 质量0.5357 大级别240m ✅: 确认6/7 震荡5/5 分0.8357 质量0.5357 当前TF引擎相位: 1TSI=逆势抬头 2VI=弱趋势顺势 3ARSI=逆势确认 4QQE=顺势未过中线 5WT=已穿越中线 6MOMO=动量顺势加速 7EMA=多头完全排列·开口扩大 大级别240m引擎相位: 1TSI=顺势未过中线 2VI=弱趋势顺势 3ARSI=推进中 4QQE=顺势未过中线 5WT=顺势未过中线 6MOMO=动量逆势加速 7EMA=多头完全排列·开口扩大 OB大级别240m: bearish 188.14-191.10 (上方17.5%) | bullish 123.80-126.40 (下方21.0%) 趋势强度: 0.737 | 综合质量: 0.536(×1.036) | 最终仓位: 115% 44018349377851392
Original Signal JSON 
{"timeframe": "60", "indicator": "AImonitor-\u591a\u6307\u6807\u5171\u632f\u786e\u8ba4", "action": "buy", "sentiment": "bullish", "price": 160.1, "referencePrice": 160.1, "data": {"1TSIval": 10.96650740371145, "1TSIstate": -1, "2VIval": 0.02416089852422698, "2VIstate": 1, "3ARSIval": 45.90429518443414, "3ARSIstate": -2, "4QQEval": 48.607084840681395, "4QQEstate": 1, "5WTval": 25.936618860220435, "5WTstate": 2, "6MOMOval": 0.06985409839732397, "6MOMOstate": 2, "7EMAval": 2.6189865806375634, "7EMAstate": 2, "8OBbull_top": 140.23, "8OBbull_btm": 133.78, "8OBbear_top": 161.51, "8OBbear_btm": 159.39499999999998, "8OBstate": -2, "state_sum": 3, "_kline": {"time": 1784732400, "open": 160.1, "high": 160.1, "low": 160.1, "close": 160.1, "volume": 1}, "referencePrice": 160.1}, "monitor_trigger": {"id": "R1_Confirm", "source": "resonance", "field": "confirm_count", "prev_value": "c7=2 c5=0", "curr_value": "c7=5 c5=3", "weight": "normal", "combos_met": null, "r_met": null}, "htf_timeframe": "240", "generated_at": "2026-07-22T15:00:00.979Z", "takeProfit": {"limitPrice": 168.1}, "stopLoss": {"stopPrice": 155.3}, "quantity": 36, "ticker": "SOXL", "extras": {"originalIndicator": "AImonitor-\u591a\u6307\u6807\u5171\u632f\u786e\u8ba4", "indicator": "[AImonitor-\u591a\u6307\u6807\u5171\u632f\u786e\u8ba4]\nMultiEngine long \u2192 pass\n\u5f53\u524dTF \u2705: \u786e\u8ba45/7 \u9707\u83613/5 \u5408\u8ba15 \u52060.6714 \u8d28\u91cf0.5357\n\u5927\u7ea7\u522b240m \u2705: \u786e\u8ba46/7 \u9707\u83615/5 \u52060.8357 \u8d28\u91cf0.5357\n\u5f53\u524dTF\u5f15\u64ce\u76f8\u4f4d: 1TSI=\u9006\u52bf\u62ac\u5934 2VI=\u5f31\u8d8b\u52bf\u987a\u52bf 3ARSI=\u9006\u52bf\u786e\u8ba4 4QQE=\u987a\u52bf\u672a\u8fc7\u4e2d\u7ebf 5WT=\u5df2\u7a7f\u8d8a\u4e2d\u7ebf 6MOMO=\u52a8\u91cf\u987a\u52bf\u52a0\u901f 7EMA=\u591a\u5934\u5b8c\u5168\u6392\u5217\u00b7\u5f00\u53e3\u6269\u5927\n\u5927\u7ea7\u522b240m\u5f15\u64ce\u76f8\u4f4d: 1TSI=\u987a\u52bf\u672a\u8fc7\u4e2d\u7ebf 2VI=\u5f31\u8d8b\u52bf\u987a\u52bf 3ARSI=\u63a8\u8fdb\u4e2d 4QQE=\u987a\u52bf\u672a\u8fc7\u4e2d\u7ebf 5WT=\u987a\u52bf\u672a\u8fc7\u4e2d\u7ebf 6MOMO=\u52a8\u91cf\u9006\u52bf\u52a0\u901f 7EMA=\u591a\u5934\u5b8c\u5168\u6392\u5217\u00b7\u5f00\u53e3\u6269\u5927\nOB\u5927\u7ea7\u522b240m: bearish 188.14-191.10 (\u4e0a\u65b917.5%) | bullish 123.80-126.40 (\u4e0b\u65b921.0%)\n\u8d8b\u52bf\u5f3a\u5ea6: 0.737 | \u7efc\u5408\u8d28\u91cf: 0.536(\u00d71.036) | \u6700\u7ec8\u4ed3\u4f4d: 115%", "filter_status": "\u2705 \u901a\u8fc7 (pass)", "filter_decision": "pass"}, "timeframe_parsed": "\u5206\u6790\u5468\u671f: {value}", "timeframe_raw": "60", "poc_summary": null, "poc_trend": null, "poc_trend_description": null, "analysis_summary": "\u5206\u6790\u5468\u671f: {value}"}

Exit Details
Exit Price: $156.70
Avg Entry Price: $154.32
Exit Quantity: 72.0
Exit Method: trailing_stop
P&L Summary

+$171.03

1.54%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-22 09:35:21 ET Initial 37.0 $154.13 +$94.94 (1.7%) MultiEngine long → pass（仅供对照，未参与决策） 当前TF ✅: 确认6/7 震荡5/5 合计7 分0.85 质量0.6286 大级别15m ✅: 确认5/7 震荡5/5 分0.7571 质量0.4429 OB大级别15m: bearish 147.80-150.75 (下方1.8%) | bullish 142.81-144.26 (下方6.0%) 🤖 Claude独立决策 reduce [medium]: 两级门槛勉强达标但质量偏低，大级别EMA空头排列逆势(q=0)且MOMO双级别逆势、大级别TSI/WT/ARSI多数未过中线，综合大幅压仓 趋势强度: 0.813 | 综合质量: 0.554(×1.054) ← 代码评估，仅供对照 🤖 Claude最终仓位: 55% 44017663450156032
Original Signal JSON 
{"action":"buy","extras":{"indicator":"MultiEngine long → pass（仅供对照，未参与决策）\n当前TF ✅: 确认6/7 震荡5/5 合计7 分0.85 质量0.6286\n大级别15m ✅: 确认5/7 震荡5/5 分0.7571 质量0.4429\nOB大级别15m: bearish 147.80-150.75 (下方1.8%) | bullish 142.81-144.26 (下方6.0%)\n🤖 Claude独立决策 reduce [medium]: 两级门槛勉强达标但质量偏低，大级别EMA空头排列逆势(q=0)且MOMO双级别逆势、大级别TSI/WT/ARSI多数未过中线，综合大幅压仓\n趋势强度: 0.813 | 综合质量: 0.554(×1.054)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 55%","timeframe":"5","initialSlPct":2.5,"trailingStop":{"ladder":[{"profitPct":2.4,"newStopPct":1},{"profitPct":2.7,"newStopPct":1.8},{"profitPct":4.2,"newStopPct":2.9},{"profitPct":5.5,"newStopPct":4.1}],"trailPct":2,"activationPct":5.3},"originalIndicator":"Trend_Optimized"},"ticker":"SOXL","quantity":37,"stopLoss":{"stopPrice":151.24},"takeProfit":{"limitPrice":161.84},"referencePrice":153.45,"timeframe":"5","htf_timeframe":"15"}
2026-07-22 09:40:19 ET Scale-in 35.0 $154.52 +$76.09 (1.4%) MultiEngine long → pass（仅供对照，未参与决策） 当前TF ✅: 确认7/7 震荡5/5 合计12 分0.9714 质量0.7429 大级别15m ✅: 确认5/7 震荡5/5 分0.7571 质量0.4429 OB大级别15m: bearish 147.80-150.75 (下方2.6%) | bullish 142.81-144.26 (下方6.8%) 🤖 Claude独立决策 reduce [medium]: 当前5m全面顺势质量良好，但大级别15m质量偏低(0.44)且MOMO逆势、EMA空头排列逆势(q=0)，大级别合计仅4分勉强达标，须大幅压仓。 趋势强度: 0.886 | 综合质量: 0.623(×1.123) ← 代码评估，仅供对照 🤖 Claude最终仓位: 55% 44017702513541120
Original Signal JSON 
{"action":"buy","extras":{"indicator":"MultiEngine long → pass（仅供对照，未参与决策）\n当前TF ✅: 确认7/7 震荡5/5 合计12 分0.9714 质量0.7429\n大级别15m ✅: 确认5/7 震荡5/5 分0.7571 质量0.4429\nOB大级别15m: bearish 147.80-150.75 (下方2.6%) | bullish 142.81-144.26 (下方6.8%)\n🤖 Claude独立决策 reduce [medium]: 当前5m全面顺势质量良好，但大级别15m质量偏低(0.44)且MOMO逆势、EMA空头排列逆势(q=0)，大级别合计仅4分勉强达标，须大幅压仓。\n趋势强度: 0.886 | 综合质量: 0.623(×1.123)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 55%","timeframe":"5","originalIndicator":"Momo Strong Entry"},"ticker":"SOXL","quantity":35,"stopLoss":{"stopPrice":148.96},"takeProfit":{"limitPrice":164.97},"referencePrice":154.78,"timeframe":"5","htf_timeframe":"15"}

Exit Details
Exit Price: $145.10
Avg Entry Price: $145.13
Exit Quantity: 88.0
Exit Method: webhook_signal
P&L Summary

+$2.73

0.02%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-22 08:05:19 ET Initial 44.0 $145.13 +$1.36 (0.0%) MultiEngine short → pass（仅供对照，未参与决策） 当前TF ✅: 确认7/7 震荡5/5 合计13 分0.9857 质量0.7286 大级别15m ✅: 确认5/7 震荡3/5 分0.7 质量0.5786 OB大级别15m: bearish 147.80-150.75 (上方1.8%) | bullish 145.31-147.28 (上方0.1%) 🤖 Claude独立决策 reduce [medium]: 5m全面顺势质量高，但大级别TSI逆势抬头+QQE逆势抬头恰好构成≥2个逆势抬头，且4QQE当前过热、顺向多头OB距现价仅0.1%形成压力，须大幅降仓。 趋势强度: 0.871 | 综合质量: 0.669(×1.169) ← 代码评估，仅供对照 🤖 Claude最终仓位: 65% 44016955005337600
Original Signal JSON 
{"action":"sell","extras":{"indicator":"MultiEngine short → pass（仅供对照，未参与决策）\n当前TF ✅: 确认7/7 震荡5/5 合计13 分0.9857 质量0.7286\n大级别15m ✅: 确认5/7 震荡3/5 分0.7 质量0.5786\nOB大级别15m: bearish 147.80-150.75 (上方1.8%) | bullish 145.31-147.28 (上方0.1%)\n🤖 Claude独立决策 reduce [medium]: 5m全面顺势质量高，但大级别TSI逆势抬头+QQE逆势抬头恰好构成≥2个逆势抬头，且4QQE当前过热、顺向多头OB距现价仅0.1%形成压力，须大幅降仓。\n趋势强度: 0.871 | 综合质量: 0.669(×1.169)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 65%","timeframe":"5","originalIndicator":"Momo Strong Entry"},"ticker":"SOXL","quantity":44,"stopLoss":{"stopPrice":147.59},"takeProfit":{"limitPrice":139.75},"referencePrice":145.13,"timeframe":"5","htf_timeframe":"15"}
2026-07-22 08:05:19 ET Scale-in 44.0 $145.13 +$1.36 (0.0%) MultiEngine short → pass（仅供对照，未参与决策） 当前TF ✅: 确认7/7 震荡5/5 合计13 分0.9857 质量0.7286 大级别15m ✅: 确认5/7 震荡3/5 分0.7 质量0.5786 OB大级别15m: bearish 147.80-150.75 (上方1.8%) | bullish 145.31-147.28 (上方0.1%) 🤖 Claude独立决策 reduce [medium]: 5m全面顺势质量高，但大级别TSI逆势抬头+QQE逆势抬头恰好构成≥2个逆势抬头，且4QQE当前过热、顺向多头OB距现价仅0.1%形成压力，须大幅降仓。 趋势强度: 0.871 | 综合质量: 0.669(×1.169) ← 代码评估，仅供对照 🤖 Claude最终仓位: 65% 44016954909134848
Original Signal JSON 
{"action":"sell","extras":{"indicator":"MultiEngine short → pass（仅供对照，未参与决策）\n当前TF ✅: 确认7/7 震荡5/5 合计13 分0.9857 质量0.7286\n大级别15m ✅: 确认5/7 震荡3/5 分0.7 质量0.5786\nOB大级别15m: bearish 147.80-150.75 (上方1.8%) | bullish 145.31-147.28 (上方0.1%)\n🤖 Claude独立决策 reduce [medium]: 5m全面顺势质量高，但大级别TSI逆势抬头+QQE逆势抬头恰好构成≥2个逆势抬头，且4QQE当前过热、顺向多头OB距现价仅0.1%形成压力，须大幅降仓。\n趋势强度: 0.871 | 综合质量: 0.669(×1.169)  ← 代码评估，仅供对照\n🤖 Claude最终仓位: 65%","timeframe":"5","originalIndicator":"Momo Strong Entry"},"ticker":"SOXL","quantity":44,"stopLoss":{"stopPrice":147.59},"takeProfit":{"limitPrice":139.75},"referencePrice":145.13,"timeframe":"5","htf_timeframe":"15"}

Exit Details
Exit Price: $159.38
Avg Entry Price: $157.03
Exit Quantity: 323.0
Exit Method: webhook_signal
P&L Summary

+$756.96

1.49%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-21 11:08:28 ET Initial 300.0 $156.94 +$729.69 (1.5%) platform input 44007071113285632
Original Signal JSON 
{"symbol":"SOXL","extras":{"indicator":"platform input","referencePrice":0},"side":"buy","quantity":300,"order_type":"market","stop_loss":154.36,"take_profit":164.05}
2026-07-21 11:15:41 ET Scale-in 23.0 $158.19 +$27.27 (0.7%) [algo X SniperBuy TrendTracer] MultiEngine long → pass（仅供对照，未参与决策） 当前TF ✅: 确认7/7 震荡5/5 合计13 分0.9857 质量0.85 大级别15m ✅: 确认5/7 震荡3/5 分0.7 质量0.5786 引擎相位: 1TSI=推进中 2VI=弱趋势顺势 3ARSI=偏热 4QQE=刚穿越 5WT=已穿越中线 6MOMO=动量顺势加速 7EMA=完全排列且开口扩大 OB: bearish 163.80-165.50 (上方3.4%) | bullish 148.84-151.89 (下方4.1%) 🤖 Claude独立决策 reduce [medium]: 5m全面顺势质量高可放行，但大级别15m出现TSI+QQE双引擎顶部转弱（q均为0.00），触发≤40%扣减规则，ARSI双级偏热再扣20%，综合压仓至75%。 关注: 大级别1TSI顶部转弱(val=31.7, q=0.00)，高位刚死叉风险最高 / 大级别4QQE顶部转弱(val=53.3, q=0.00)，与TSI构成≥2个顶部转弱，触发≤40%仓位警戒 / 当前5m 3ARSI偏热(81.6)+大级别15m ARSI偏热(76.5)，双级偏热扣-20% 趋势强度: 0.871 | 综合质量: 0.741(×1.241) | 最终仓位: 75% 44007127844786176
Original Signal JSON 
{"data": {"ETFQTY": "1000", "obData": "", "symbol": "SOXL", "MAtrend": "1", "pmaText": "PMA Bullish", "POCtrend": "1", "adxValue": "19.8988969274", "CVDsignal": "cvdAboveMA", "SQZsignal": "no squeeze", "MOMOsignal": "bullishmomo", "choppiness": "38.9920341347", "RSIHAsignal": "BullishHA", "poc_summary": "Daily POC: 154.00; Prev DailyPOC: 137.00; Weekly POC: 154.00; Prev Weekly POC: 136.00; Monthly POC: 136.00; Prev Monthly POC: 224.00", "AIbandsignal": "green uptrend", "center_trend": "Strong Bullish", "ratingstatus": "Bullish-Strong-TrendDriven", "TrendTracerHTF": "1", "lastDemandText": "", "lastSupplyText": "", "FormattedScores": "S:0 / L:5", "rsi_state_trend": "Bullish", "Current_timeframe": "5", "TrendTracersignal": "1", "MAtrend_timeframe1": "3", "MAtrend_timeframe2": "1", "Middle_smooth_trend": "Bullish +", "adaptive_timeframe_1": "15", "adaptive_timeframe_2": "60", "choppingrange_signal": "chopping", "trend_change_volatility_stop": "148.81"}, "action": "buy", "quantity": 23, "stopLoss": {"stopPrice": 152.23}, "takeProfit": {"limitPrice": 167.29}, "timeframe": "5m", "htf_timeframe": "15", "ticker": "SOXL", "extras": {"risk": 1, "indicator": "[algo X SniperBuy TrendTracer]\nMultiEngine long \u2192 pass\uff08\u4ec5\u4f9b\u5bf9\u7167\uff0c\u672a\u53c2\u4e0e\u51b3\u7b56\uff09\n\u5f53\u524dTF \u2705: \u786e\u8ba47/7 \u9707\u83615/5 \u5408\u8ba113 \u52060.9857 \u8d28\u91cf0.85\n\u5927\u7ea7\u522b15m \u2705: \u786e\u8ba45/7 \u9707\u83613/5 \u52060.7 \u8d28\u91cf0.5786\n\u5f15\u64ce\u76f8\u4f4d: 1TSI=\u63a8\u8fdb\u4e2d 2VI=\u5f31\u8d8b\u52bf\u987a\u52bf 3ARSI=\u504f\u70ed 4QQE=\u521a\u7a7f\u8d8a 5WT=\u5df2\u7a7f\u8d8a\u4e2d\u7ebf 6MOMO=\u52a8\u91cf\u987a\u52bf\u52a0\u901f 7EMA=\u5b8c\u5168\u6392\u5217\u4e14\u5f00\u53e3\u6269\u5927\nOB: bearish 163.80-165.50 (\u4e0a\u65b93.4%) | bullish 148.84-151.89 (\u4e0b\u65b94.1%)\n\ud83e\udd16 Claude\u72ec\u7acb\u51b3\u7b56 reduce [medium]: 5m\u5168\u9762\u987a\u52bf\u8d28\u91cf\u9ad8\u53ef\u653e\u884c\uff0c\u4f46\u5927\u7ea7\u522b15m\u51fa\u73b0TSI+QQE\u53cc\u5f15\u64ce\u9876\u90e8\u8f6c\u5f31\uff08q\u5747\u4e3a0.00\uff09\uff0c\u89e6\u53d1\u226440%\u6263\u51cf\u89c4\u5219\uff0cARSI\u53cc\u7ea7\u504f\u70ed\u518d\u626320%\uff0c\u7efc\u5408\u538b\u4ed3\u81f375%\u3002\n   \u5173\u6ce8: \u5927\u7ea7\u522b1TSI\u9876\u90e8\u8f6c\u5f31(val=31.7, q=0.00)\uff0c\u9ad8\u4f4d\u521a\u6b7b\u53c9\u98ce\u9669\u6700\u9ad8 / \u5927\u7ea7\u522b4QQE\u9876\u90e8\u8f6c\u5f31(val=53.3, q=0.00)\uff0c\u4e0eTSI\u6784\u6210\u22652\u4e2a\u9876\u90e8\u8f6c\u5f31\uff0c\u89e6\u53d1\u226440%\u4ed3\u4f4d\u8b66\u6212 / \u5f53\u524d5m 3ARSI\u504f\u70ed(81.6)+\u5927\u7ea7\u522b15m ARSI\u504f\u70ed(76.5)\uff0c\u53cc\u7ea7\u504f\u70ed\u6263-20%\n\u8d8b\u52bf\u5f3a\u5ea6: 0.871 | \u7efc\u5408\u8d28\u91cf: 0.741(\u00d71.241) | \u6700\u7ec8\u4ed3\u4f4d: 75%", "oscrating": 100, "timeframe": "5m", "trendrating": 100, "referencePrice": 158.255, "originalIndicator": "algo X SniperBuy TrendTracer", "filter_status": "\u2705 \u901a\u8fc7 (pass)", "filter_decision": "pass"}, "timeframe_parsed": "\u5206\u6790\u5468\u671f: {value}", "timeframe_raw": "5m", "poc_summary": "Daily POC: 154.00; Prev DailyPOC: 137.00; Weekly POC: 154.00; Prev Weekly POC: 136.00; Monthly POC: 136.00; Prev Monthly POC: 224.00", "poc_trend": 1, "poc_trend_description": "\u77ed\u671f\u5f3a\u52bf\u4f46\u4e2d\u671f\u627f\u538b\uff1a\u77ed\u7ebf\u8d44\u91d1\u63a8\u9ad8\uff0c\u4f46\u4e0a\u5468/\u6708\u5ea6 POC \u538b\u529b\u4ecd\u5728\uff0c\u8c28\u614e\u8ffd\u591a", "analysis_summary": "\u5206\u6790\u5468\u671f: {value}"}

Exit Details
Exit Price: $151.99
Avg Entry Price: $153.50
Exit Quantity: 100.0
Exit Method: stop_loss
P&L Summary

+$150.50

0.98%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-21 09:44:19 ET Initial 100.0 $153.50 +$150.50 (1.0%) platform input 44006409263909888
Original Signal JSON 
{"symbol":"SOXL","extras":{"indicator":"platform input","referencePrice":0},"side":"sell","quantity":100,"order_type":"market","stop_loss":158.47,"take_profit":147.69}

Exit Details
Exit Price: $148.03
Avg Entry Price: $146.33
Exit Quantity: 549.0
Exit Method: webhook_signal
P&L Summary

+$936.37

1.17%

No entry signals linked to this exit. (Historical trade before forensic tracking was enabled)

Exit Details
Exit Price: $251.88
Avg Entry Price: $244.45
Exit Quantity: 4.0
Exit Method: trailing_stop
P&L Summary

$-29.71

-3.04%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-17 09:45:36 ET Initial 4.0 $244.45 $-29.71 (-3.0%) - 43961120816499712
Original Signal JSON 
{"close":244.17,"action":"sell","ticker":"ARM","exchange":"BATS","quantity":4,"stopLoss":{"stopPrice":251.5},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bearish + Sell","takeProfit":{"limitPrice":231.96},"referencePrice":244.17,"filter_result":{"decision":"reject","rating":"A-4","final_rating":"Signal: A-4, WMvalue: -20.84, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: C+3,pass, WMvalue: 7.92, 趋势强度: 11.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 强多头 (2+1) | 60\nMarket Structure: V1 (DDDD)\n🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方36.87%,1H压力下方38.07%｜支撑:4H支撑上方16.9%,1H支撑下方22.52%\nDeviation: 33.9% → 仓位x0.8\nMarketRegime: BULL_TRAP\nSqueeze: ✅主浪补票 pass, HTF[非挤压,有pass]+Cur[挤压中,有pass]\n多维综合评级: A-4 M-4 V1\nFinal Decision: REJECT - [MRC规则] MRC=1(BULL_TRAP)与做空方向冲突\n--- Claude AI 过滤 (12.55s) ---\nClaude SHORT → PASS [high]\n8层 ❌ | 最终仓位: 100%\n判断: 当前TF核心动量全面顺势：TSIHA=-1、Wave=-2、momo=-4、4/4市场结构均空，日线与1H EMA均为强空排列，做空信号极为可靠。1H_Wavematrixtrend=+2及1H_momo=+3构成跨周期分歧，但1H_TSIHA=-1且1H_TSIMASTATUS=-1显示1H动量已转向并在减速，分歧影响有限；根据仓位表（A组均顺势+J组混合）基准约80-90%，叠加双层momo共振及极强趋势支撑，综合定于100%。","reason":"阶段1: A-4级 (总分-0.4, WMvalue: -20.84) | 阶段2: HTF规则pass | 阶段3(6维度): 当前A级+HTF规则pass | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): 做空信号在1H+4H压力下方运行｜压力:4H压力下方36.87%,1H压力下方38.07%｜支撑:4H支撑上方16.9%,1H支撑下方22.52% | 乖离率: 33.9%(x1.35)→仓位x0.8 | 阶段6(MRC): [MRC规则] MRC=1(BULL_TRAP)与做空方向冲突","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":-5.0,"wave_components":{"wavematrixtrend":-2,"momentum_state":-2,"tsimastatus":-1,"tsiha":-1,"rsiha":-1,"calculated":-7.4,"limited":-5.0},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":-2,"momo_composite_score":-4},"wave_normalized":-1.0,"wave_weighted":-0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":-0.4,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看跌: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=-20.84 > -38.5 (避免超卖)"},"tsi_value":-20.838244628007114},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-07-17T13:45:28.789243"}

Exit Details
Exit Price: $130.60
Avg Entry Price: $156.60
Exit Quantity: 100.0
Exit Method: webhook_signal
P&L Summary

$-2599.52

-16.60%

No entry signals linked to this exit. (Historical trade before forensic tracking was enabled)

Exit Details
Exit Price: $162.74
Avg Entry Price: $181.04
Exit Quantity: 50.0
Exit Method: webhook_signal
P&L Summary

$-915.14

-10.11%

No entry signals linked to this exit. (Historical trade before forensic tracking was enabled)

Exit Details
Exit Price: $267.51
Avg Entry Price: $283.09
Exit Quantity: 2.0
Exit Method: webhook_signal
P&L Summary

+$31.16

5.50%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-15 09:31:00 ET Initial 2.0 $283.09 +$31.16 (5.5%) - 43938356761201664
Original Signal JSON 
{"close":281.2,"action":"sell","ticker":"ARM","exchange":"BATS","quantity":2,"stopLoss":{"stopPrice":289.64},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bearish + Sell","takeProfit":{"limitPrice":267.14},"referencePrice":281.2,"filter_result":{"decision":"reject","rating":"C+0","final_rating":"Signal: C+0, WMvalue: 31.84, 趋势强度: 41.2%\n动能一致性: 分歧 (1/4)\nMomo State: 中性/冲突 (2+-2)\nHTF: C+0,reject, WMvalue: -18.6, 趋势强度: 17.6%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: V2 (DDDU)\n🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方18.85%,1H压力下方17.34%｜支撑:4H支撑上方27.85%,1H支撑下方2.42%\nDeviation: 104.2% → 仓位x0.3\nMarketRegime: SPEC_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: C+0 M0 V2\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (16.56s) ---\nClaude SHORT → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: 日线与1H EMA均呈强空排列且斜率同向加速，宏观方向顺势；但当前TF核心动量TSIHA=+1、TSI=31.84仍强势看涨，1H_TSIHA同样为+1，跨周期动量均逆势做空方向，一顺一逆叠加1H逆势对应仓位55-65%，取65%。","reason":"阶段1: C+0级 (总分-0.05, WMvalue: 31.84) | 阶段2: HTF规则reject | 阶段3(6维度): 当前动能分歧(1/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V2) | 阶段5(OB): 做空信号在1H+4H压力下方运行｜压力:4H压力下方18.85%,1H压力下方17.34%｜支撑:4H支撑上方27.85%,1H支撑下方2.42% | ⚠️乖离率超限104%→仓位x0.3 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":-0.9999999999999996,"wave_components":{"wavematrixtrend":-1,"momentum_state":-2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":-1.0,"limited":-1.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-2,"momo_composite_score":0},"wave_normalized":-0.2,"wave_weighted":-0.1,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":-0.05,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看跌: Wavematrixtrend","wavematrix_status":"分歧","wavematrix_value":-1},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=31.84 > -38.5 (避免超卖)"},"tsi_value":31.838473515576972},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-07-15T13:30:51.768448"}

Exit Details
Exit Price: $185.00
Avg Entry Price: $182.94
Exit Quantity: 100.0
Exit Method: webhook_signal
P&L Summary

+$205.70

1.12%

No entry signals linked to this exit. (Historical trade before forensic tracking was enabled)

Exit Details
Exit Price: $181.05
Avg Entry Price: $175.78
Exit Quantity: 50.0
Exit Method: webhook_signal
P&L Summary

+$263.34

3.00%

No entry signals linked to this exit. (Historical trade before forensic tracking was enabled)

Exit Details
Exit Price: $283.90
Avg Entry Price: $284.50
Exit Quantity: 4.0
Exit Method: trailing_stop
P&L Summary

+$2.38

0.21%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-14 09:45:45 ET Initial 2.0 $289.03 +$10.26 (1.8%) - 43927148127325184
Original Signal JSON 
{"close":288.46,"action":"sell","ticker":"ARM","exchange":"BATS","quantity":2,"stopLoss":{"stopPrice":297.11},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bearish + Sell","takeProfit":{"limitPrice":274.04},"referencePrice":288.46,"filter_result":{"decision":"reject","rating":"C-4","final_rating":"Signal: C-4, WMvalue: -21.81, 趋势强度: 23.5%\n动能一致性: 分歧 (1/4)\nMomo State: 共振空头 (-2+-2)\nHTF: C+2,reject, WMvalue: -9.52, 趋势强度: 23.5%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 震荡偏多 (1+1) | 60\nMarket Structure: V1 (DDDD)\n🔴 OB: reject(-2) - 做空信号在1H Bullish OB区域内/附近，支撑拒绝｜压力:4H压力下方14.39%,1H压力下方4.92%｜支撑:4H支撑上方29.66%,1H支撑内\nDeviation: 5.0% → 仓位x1.0\nMarketRegime: VELOCITY_BEAR\nSqueeze: ❌突破无力 BLOCK, HTF[挤压中,有pass]+Cur[挤压中,无pass]\n多维综合评级: C-4 M-4 V1\nFinal Decision: REJECT - Squeeze突破无力: [挤压中,有pass]+[挤压中,无pass]\n--- Claude AI 过滤 (11.83s) ---\nClaude SHORT → REDUCE [medium]\n8层 ❌ | 最终仓位: 60%\n判断: 当前TF核心动量存在明显分歧：Wave=-2且momo=-4极强看跌，但TSIHA=+1（最重要单一指标）逆势，且1H_TSIHA和1H_Wave均为+1，跨周期动量全部逆势做空方向；根据仓位表「一顺一逆（Wave顺/TSIHA逆）+ 1H逆势」对应55-65%，叠加Squeeze激活-10%，综合定为60%。","reason":"阶段1: C-4级 (总分-0.17, WMvalue: -21.81) | 阶段2: HTF规则reject | 阶段3(6维度): 当前动能分歧(1/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V1) | 阶段5(OB): 做空信号在1H Bullish OB区域内/附近，支撑拒绝｜压力:4H压力下方14.39%,1H压力下方4.92%｜支撑:4H支撑上方29.66%,1H支撑内 | 乖离率: 5.0%→仓位x1.0 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":-2.1999999999999993,"wave_components":{"wavematrixtrend":-2,"momentum_state":-2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":-2.2,"limited":-2.2},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":-2,"momo_composite_score":-4},"wave_normalized":-0.44,"wave_weighted":-0.22,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":-0.17,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看跌: Wavematrixtrend","wavematrix_status":"分歧","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=-21.81 > -38.5 (避免超卖)"},"tsi_value":-21.805635647490906},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-07-14T13:45:39.281223"}
2026-07-14 10:15:38 ET Scale-in 2.0 $279.96 $-7.87 (-1.4%) - 43927383254109184
Original Signal JSON 
{"close":282,"action":"sell","ticker":"ARM","exchange":"BATS","quantity":2,"stopLoss":{"stopPrice":290.46},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bearish","takeProfit":{"limitPrice":267.9},"referencePrice":282.0,"filter_result":{"decision":"reject","rating":"C-3","final_rating":"Signal: C-3, WMvalue: -14.94, 趋势强度: 17.6%\n动能一致性: 分歧 (1/4)\nMomo State: 强空头 (-2+-1)\nHTF: A-4,strongpass, WMvalue: -18.88, 趋势强度: 88.2%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V1 (DDDD)\n🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方18.51%,1H压力下方7.33%｜支撑:4H支撑上方28.05%,1H支撑上方7.81%\nDeviation: 10.6% → 仓位x1.0\nMarketRegime: APEX_BEAR\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\n多维综合评级: C-3 M-3 V1\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (11.15s) ---\nClaude SHORT → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: 当前TF呈现TSIHA=+1（逆势）与Wavematrixtrend=-2（顺势）分歧，属于「一顺一逆」结构；1H层面TSIHA=-1且Wave=-2完全顺势，1H_momo=-4极强空头共振，日线/1H EMA均为强空排列。综合仓位表「一顺一逆+1H顺势」基准65-80%，叠加Squeeze激活-10%，定位65%。","reason":"阶段1: C-3级 (总分-0.05, WMvalue: -14.94) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前动能分歧(1/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V1) | 阶段5(OB): 做空信号在1H+4H压力下方运行｜压力:4H压力下方18.51%,1H压力下方7.33%｜支撑:4H支撑上方28.05%,1H支撑上方7.81% | 乖离率: 10.6%(x1.25)→仓位x1.0 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":-0.9999999999999996,"wave_components":{"wavematrixtrend":-2,"momentum_state":-1,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":-1.0,"limited":-1.0},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":-1,"momo_composite_score":-3},"wave_normalized":-0.2,"wave_weighted":-0.1,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":-0.05,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看跌: Wavematrixtrend","wavematrix_status":"分歧","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=-14.94 > -38.5 (避免超卖)"},"tsi_value":-14.938236176842956},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-07-14T14:15:31.115005"}

Exit Details
Exit Price: $187.82
Avg Entry Price: $187.27
Exit Quantity: 200.0
Exit Method: webhook_signal
P&L Summary

+$109.30

0.29%

No entry signals linked to this exit. (Historical trade before forensic tracking was enabled)

Exit Details
Exit Price: $180.14
Avg Entry Price: $171.54
Exit Quantity: 100.0
Exit Method: webhook_signal
P&L Summary

+$859.72

5.01%

No entry signals linked to this exit. (Historical trade before forensic tracking was enabled)

Exit Details
Exit Price: $311.55
Avg Entry Price: $323.50
Exit Quantity: 2.0
Exit Method: trailing_stop
P&L Summary

+$23.90

3.69%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-10 05:16:13 ET Initial 2.0 $323.50 +$23.90 (3.7%) - 43879730076717056
Original Signal JSON 
{"close":323.5,"action":"sell","ticker":"ARM","exchange":"BATS","quantity":2,"stopLoss":{"stopPrice":333.2},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bearish","takeProfit":{"limitPrice":307.32},"referencePrice":323.5,"filter_result":{"decision":"pass","rating":"C+0","final_rating":"Signal: C+0, WMvalue: -24.74, 趋势强度: 29.4%\n动能一致性: 一致 (3/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: C-1,reject, WMvalue: 32.64, 趋势强度: 17.6%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏空 (1+-2) | 60\nMarket Structure: V3 (DDUD)\n🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方2.0%,1H压力下方2.0%｜支撑:4H支撑上方35.76%,1H支撑上方5.76%\nDeviation: 54.1% → 仓位x0.6\nMarketRegime: NEUTRAL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: C+0 M0 V3\nFinal Decision: PASS - 正常通过 | ⚠️弱趋势警告\n--- Claude AI 过滤 (12.35s) ---\nClaude SHORT → REDUCE [medium]\n8层 ✅ | 最终仓位: 65%\n判断: 核心做空动量TSIHA=-1顺势且TSI=-24.74深度看跌，日线强空排列+死叉加持，1H_TSIHA=-1跨周期锚定顺势；但Wavematrixtrend=+1逆势、1H_Wavematrixtrend=+2逆势造成A组一顺一逆、J组核心混合，momo=0动量不明确，1H EMA尚未完全转空，综合降仓至65%。","reason":"阶段1: C+0级 (总分0.05, WMvalue: -24.74) | 阶段2: HTF规则reject | 阶段3(6维度): C级稳动能中性+HTF C弱中性reject，EV正向，动能(3/4) | 阶段4(V评级): 正常通过：6维度pass + V评级V3 | 阶段5(OB): 做空信号在1H+4H压力下方运行｜压力:4H压力下方2.0%,1H压力下方2.0%｜支撑:4H支撑上方35.76%,1H支撑上方5.76% | 乖离率: 54.1%(x1.1)→仓位x0.6 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":0.9999999999999996,"wave_components":{"wavematrixtrend":1,"momentum_state":2,"tsimastatus":-1,"tsiha":-1,"rsiha":-1,"calculated":1.0,"limited":1.0},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":2,"momo_composite_score":0},"wave_normalized":0.2,"wave_weighted":0.1,"structural_raw":-1.0,"structural_normalized":-0.5,"structural_weighted":-0.05,"total_score":0.05,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看跌: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":1},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=-24.74 > -38.5 (避免超卖)"},"tsi_value":-24.73829093443402},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-07-10T09:16:07.455115"}

Exit Details
Exit Price: $194.86
Avg Entry Price: $185.20
Exit Quantity: 130.0
Exit Method: webhook_signal
P&L Summary

+$1256.44

5.22%

No entry signals linked to this exit. (Historical trade before forensic tracking was enabled)

Exit Details
Exit Price: $312.09
Avg Entry Price: $312.92
Exit Quantity: 2.0
Exit Method: stop_loss
P&L Summary

$-1.66

-0.27%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-09 04:16:05 ET Initial 2.0 $312.92 $-1.66 (-0.3%) - 43867932146012160
Original Signal JSON 
{"close":312.92,"action":"buy","ticker":"ARM","exchange":"BATS","quantity":2,"stopLoss":{"stopPrice":303.53},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bullish + Buy+","takeProfit":{"limitPrice":328.57},"referencePrice":312.92,"filter_result":{"decision":"strongpass","rating":"B+4","final_rating":"Signal: B+4, WMvalue: 34.94, 趋势强度: 82.4%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: B+0,strongpass, WMvalue: -8.34, 趋势强度: 23.5%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 中性/冲突 (2+-2) | 60\nMarket Structure: V5 (DDUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方33.59%,1H支撑上方2.57%｜阻力:距4H阻力5.45%,距1H阻力5.45%\nDeviation: 139.8% → 仓位x0.3\nMarketRegime: NESTED_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: B+4 M+4 V5\nFinal Decision: STRONGPASS - 6维度pass但V评级V5偏弱，通过+警告\n--- Claude AI 过滤 (11.65s) ---\nClaude LONG → REDUCE [low]\n8层 ✅ | 最终仓位: 55%\n判断: 核心A/J组动量及1H EMA均顺势，momoCompositeScore=+4极强，但deviation_ratio=2.03严重过度延伸（远超0.85阈值），叠加日线EMA强空排列（score=-3，死叉扩口）和4H/1D结构逆势，追高风险极高；综合仓位表（均顺势+1H顺势基准100%）扣减deviation极端延伸-10%、日线强空背景-15%、市场结构仅2/4顺势-10%，最终压缩至55%。","reason":"阶段1: B+4级 (总分0.45, WMvalue: 34.94) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前B级但动能Momo强+HTFB+0支持+HTF规则strongpass | 阶段4(V评级): 6维度pass但V评级V5偏弱，通过+警告 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方33.59%,1H支撑上方2.57%｜阻力:距4H阻力5.45%,距1H阻力5.45% | ⚠️乖离率超限140%→仓位x0.3 | 阶段6(MRC): [MRC强] NESTED_BULL+B+4级+HTF通过，强势做多","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":-1.0,"structural_normalized":-0.5,"structural_weighted":-0.05,"total_score":0.45,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=34.94 < 40.0 (避免超买)"},"tsi_value":34.94287173903919},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-07-09T08:15:55.741803"}

Exit Details
Exit Price: $183.93
Avg Entry Price: $171.33
Exit Quantity: 360.0
Exit Method: webhook_signal
P&L Summary

+$4536.91

7.36%

No entry signals linked to this exit. (Historical trade before forensic tracking was enabled)

Exit Details
Exit Price: $109.41
Avg Entry Price: $110.33
Exit Quantity: 27.0
Exit Method: webhook_signal
P&L Summary

$-21.16

-0.71%

Entry Signals Consumed (3)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-08 16:00:59 ET Initial 25.0 $110.18 $-19.31 (-0.7%) 📌algo X SniperBuy MainTrend AI Signal: A++4, WMvalue: 37.5, 趋势强度: 100% 43862151487029248
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"INTC","MAtrend":"1","pmaText":"PMA Strong Bullish","POCtrend":"1","adxValue":"22.6748537963","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"33.6425760932","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 108.00; Prev DailyPOC: 109.00; Weekly POC: 109.00; Prev Weekly POC: 141.00; Monthly POC: 109.00; Prev Monthly POC: 128.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-OscDriven","TrendTracerHTF":"-1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:2 / L:0","rsi_state_trend":"Neutral","Current_timeframe":"5","TrendTracersignal":"1","MAtrend_timeframe1":"0","MAtrend_timeframe2":"-1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"105.43"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy MainTrend AI\nSignal: A++4, WMvalue: 37.5, 趋势强度: 100%","oscrating":85,"timeframe":"5m","trendrating":80,"referencePrice":110.28,"originalIndicator":"algo X SniperBuy MainTrend AI"},"ticker":"INTC","quantity":25,"stopLoss":{"stopPrice":108.82},"takeProfit":{"limitPrice":114.0},"timeframe":"5m","filter_result":{"decision":"pass","rating":"A++4","final_rating":"📌algo X SniperBuy MainTrend AI\nSignal: A++4, WMvalue: 37.5, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: B+4,strongpass, WMvalue: 16.42, 趋势强度: 58.8%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振多头 (2+2) | 15\nMarket Structure: VOID (UDDD)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方5.89%,1H支撑上方4.72%｜阻力:距4H阻力12.86%,距1H阻力14.37%\nDeviation: 70.7% → 仓位x0.4\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: A++4 M+4 VOID\nFinal Decision: PASS - VOID豁免通过\n--- Claude AI 过滤 (10.76s) ---\nClaude LONG → REDUCE [low]\n8层 ✅ | 最终仓位: 55%\n判断: A组与C组动量完全顺势（TSIHA=+1，Wave=+2，momo=+4），但日线强空排列(-3)叠加死叉加速下行、市场结构三个时间框架逆势，宏观背景极度不利做多；deviation_ratio=1.03已严重过度延伸且临近Bearish_OB阻力区，追高回调风险极高，综合仓位压缩至55%。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 37.5) | 阶段2: HTF规则strongpass | 阶段3(6维度): 高质量信号：当前A级强势+HTFB+4支持+HTF规则strongpass | 阶段4(V评级): VOID豁免通过：当前A+级、6维度strongpass、HTF规则strongpass | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方5.89%,1H支撑上方4.72%｜阻力:距4H阻力12.86%,距1H阻力14.37% | POC空间: 16.1% | 乖离率: 70.7%(x1.45)→仓位x0.4 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=37.50 < 40.0 (避免超买)"},"tsi_value":37.496871154967565},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-07-08T20:00:53.407034"}
2026-07-08 16:01:02 ET Scale-in 1.0 $110.19 $-0.78 (-0.7%) - 43862151975927808
Original Signal JSON 
{"close":110.28,"action":"buy","ticker":"INTC","exchange":"BATS","indicator":"market  wave pro","timeframe":"15","alert_name":"Buy","referencePrice":110.28,"filter_result":{"decision":"pass","rating":"B+4","final_rating":"Signal: B+4, WMvalue: 16.42, 趋势强度: 58.8%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: C-4,pass, WMvalue: -30.33, 趋势强度: 47.1%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: VOID (UDDD)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方5.92%,1H支撑上方4.75%｜阻力:距4H阻力12.82%,距1H阻力14.33%\nDeviation: 91.5% → 仓位x0.2\nMarketRegime: SPEC_BULL\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\n多维综合评级: B+4 M+4 VOID\nFinal Decision: PASS - VOID豁免通过\n--- Claude AI 过滤 (12.98s) ---\nClaude LONG → REDUCE [low]\n8层 ✅ | 最终仓位: 50%\n判断: A组当前TF核心动量全面顺势（TSIHA=+1，Wave=+2，momo=+4），但1H层面出现严重逆势（1H_Wave=-2，1H_momo=-4），按仓位表'均顺势+1H逆势'基础仓位70-80%；叠加deviation_ratio=1.23严重过度延伸（-10%）、1H_squezze激活（-10%），日线强空排列构成重大宏观逆风，最终压至50%底部边界。","reason":"阶段1: B+4级 (总分0.45, WMvalue: 16.42) | 阶段2: HTF规则pass | 阶段3(6维度): 当前B级强势支持+HTF C级非分歧+规则pass（带警告） | 阶段4(V评级): VOID豁免通过：HTF规则pass(顺势) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方5.92%,1H支撑上方4.75%｜阻力:距4H阻力12.82%,距1H阻力14.33% | 乖离率: 91.5%(x1.35)→仓位x0.2 | 阶段6(MRC): [MRC顺势] SPEC_BULL，沿用原决策: pass","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":-1.0,"structural_normalized":-0.5,"structural_weighted":-0.05,"total_score":0.45,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=16.42 < 40.0 (避免超买)"},"tsi_value":16.420368886602017},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-07-08T20:00:56.037557"}
2026-07-09 04:32:36 ET Scale-in 1.0 $114.14 $-4.73 (-4.1%) - 43867931323138048
Original Signal JSON 
{"close":114.14,"action":"buy","ticker":"INTC","exchange":"BATS","indicator":"market  wave pro","timeframe":"15","alert_name":"VectorShift Bullish","referencePrice":114.14,"filter_result":{"decision":"strongpass","rating":"B+4","final_rating":"Signal: B+4, WMvalue: 46.36, 趋势强度: 82.4%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: C-4,pass, WMvalue: -14.45, 趋势强度: 17.6%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V5 (UDDU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方9.1%,1H支撑上方7.97%｜阻力:距4H阻力9.0%,距1H阻力10.46%\nDeviation: 141.3% → 仓位x0.3\nMarketRegime: NESTED_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: B+4 M+4 V5\nFinal Decision: STRONGPASS - 6维度pass但V评级V5偏弱，通过+警告\n--- Claude AI 过滤 (13.13s) ---\nClaude LONG → REDUCE [low]\n8层 ✅ | 最终仓位: 55%\n判断: 虽然当前TF核心动量（TSIHA=+1、Wave=+2、momo=+4）与1H EMA（score=+3）顺势，但deviation_ratio=1.91为极度过度延伸（远超0.85拒绝阈值-10%），叠加日线强空排列（score=-3，死叉扩口）、1H_Wavematrixtrend=-2且1H_momo=-4的跨周期极强逆势动量，多重高权重风险因素共振；未触发极端逆势保护的三项硬性条件（Wave绝对值<2不符合reject门槛，当前TF Wave=+2），维持reduce，但仓位压至最低区间。","reason":"阶段1: B+4级 (总分0.45, WMvalue: 46.36) | 阶段2: HTF规则pass | 阶段3(6维度): 当前B级强势支持+HTF C级非分歧+规则pass（带警告） | 阶段4(V评级): 6维度pass但V评级V5偏弱，通过+警告 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方9.1%,1H支撑上方7.97%｜阻力:距4H阻力9.0%,距1H阻力10.46% | ⚠️乖离率超限141%→仓位x0.3 | 阶段6(MRC): [MRC强] NESTED_BULL+B+4级+HTF通过，强势做多","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":-1.0,"structural_normalized":-0.5,"structural_weighted":-0.05,"total_score":0.45,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":false,"threshold":40.0,"details":"TSI=46.36 < 40.0 (避免超买)"},"tsi_value":46.35812467984444},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-07-09T08:15:49.099962"}

Exit Details
Exit Price: $297.00
Avg Entry Price: $309.74
Exit Quantity: 2.0
Exit Method: stop_loss
P&L Summary

$-25.48

-4.11%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-08 09:45:51 ET Initial 2.0 $309.74 $-25.48 (-4.1%) - 43859201325272064
Original Signal JSON 
{"close":306.23,"action":"buy","ticker":"ARM","exchange":"BATS","quantity":2,"stopLoss":{"stopPrice":297.04},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bullish","takeProfit":{"limitPrice":321.54},"referencePrice":306.23,"filter_result":{"decision":"reject","rating":"B+4","final_rating":"Signal: B+4, WMvalue: 16.6, 趋势强度: 76.5%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: C-4,pass, WMvalue: -40.35, 趋势强度: 64.7%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: VOID (DDDU)\n🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限154%(3.90>=2.54[调整后])，硬拒绝\nDeviation: 153.6% → 仓位x0\nMarketRegime: SPEC_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: B+4 M+4 VOID\nFinal Decision: REJECT - [硬拒绝] 乖离率硬拒绝: 乖离率极端超限154%(3.90>=2.54[调整后])，硬拒绝，MRC不可覆盖\n--- Claude AI 过滤 (13.65s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 50%\n判断: 虽然15m核心动量（TSIHA/Wave/momo=+4）全部顺势，但deviation_ratio高达2.07（极度过度延伸）+ 价格已触及Bearish_OB阻力区上沿（双重风险叠加，理论触发reject条件），1H_momo=-4与日线强空排列(-3)构成严重跨周期逆势；极端逆势保护两类硬规则均未全部满足（Wave=+1非≤-2，RSI=61.37非>75），维持reduce但已降至框架最低仓位50%。","reason":"阶段1: B+4级 (总分0.45, WMvalue: 16.6) | 阶段2: HTF规则pass | 阶段3(6维度): 当前B级强势支持+HTF C级非分歧+规则pass（带警告） | 阶段4(V评级): VOID豁免通过：HTF规则pass(顺势) | 阶段5(OB): [乖离率] 乖离率极端超限154%(3.90>=2.54[调整后])，硬拒绝 | 阶段6(MRC): [硬拒绝] 乖离率硬拒绝: 乖离率极端超限154%(3.90>=2.54[调整后])，硬拒绝，MRC不可覆盖","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":1,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":6.2,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":-1.0,"structural_normalized":-0.5,"structural_weighted":-0.05,"total_score":0.45,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=16.60 < 40.0 (避免超买)"},"tsi_value":16.596445254975613},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-07-08T13:45:44.735330"}

Exit Details
Exit Price: $192.22
Avg Entry Price: $202.57
Exit Quantity: 177.0
Exit Method: webhook_signal
P&L Summary

$-1865.34

-5.20%

Entry Signals Consumed (3)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-06 11:15:40 ET Scale-in 59.0 $202.31 $-595.54 (-5.0%) - 43837258399222784
Original Signal JSON 
{"close":202.83,"action":"buy","ticker":"SOXL","exchange":"BATS","quantity":59,"stopLoss":{"stopPrice":196.75},"indicator":"market  wave pro","timeframe":"5","alert_name":"VectorShift Bullish Retest","takeProfit":{"limitPrice":212.97},"referencePrice":202.83,"filter_result":{"decision":"reject","rating":"B+0","final_rating":"Signal: B+0, WMvalue: 15.23, 趋势强度: 5.9%\n动能一致性: 分歧 (1/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: C-1,reject, WMvalue: 39.05, 趋势强度: 0%\nHTF动能一致性: 分歧 (0/4)\nHTF Momo State: 震荡偏空 (1+-2) | 15\nMarket Structure: V5 (UDDU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方23.26%,1H支撑上方14.96%｜阻力:距4H阻力28.87%,距1H阻力5.82%\nDeviation: 13.1% → 仓位x1.0\nMarketRegime: SPEC_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: B+0 M0 V5\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (12.47s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 60%\n判断: 核心动量TSIHA=-1逆势且momo=0中性，历史数据显示TSIHA单独逆势胜率仅12.9%，为最高风险标志；日线强空排列score=-3叠加死叉扩口提供强逆势宏观背景。1H核心双顺（TSIHA+Wave均+1）提供唯一主要支撑，仓位定位于一顺一逆+1H顺势区间60-65%，综合日线极端逆势取下限60%。","reason":"阶段1: B+0级 (总分0.27, WMvalue: 15.23) | 阶段2: HTF规则reject | 阶段3(6维度): 当前动能分歧(1/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V5) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方23.26%,1H支撑上方14.96%｜阻力:距4H阻力28.87%,距1H阻力5.82% | 乖离率: 13.1%→仓位x1.0 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":2.1999999999999993,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":-1,"rsiha":-1,"calculated":2.2,"limited":2.2},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":2,"momo_composite_score":0},"wave_normalized":0.44,"wave_weighted":0.22,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":0.27,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看涨: Wavematrixtrend","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=15.23 < 40.0 (避免超买)"},"tsi_value":15.228054484332866},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-07-06T15:15:33.064512"}
2026-07-06 12:40:44 ET Scale-in 59.0 $203.00 $-636.25 (-5.3%) - 43837927476038656
Original Signal JSON 
{"close":202.61,"action":"buy","ticker":"SOXL","exchange":"BATS","quantity":59,"stopLoss":{"stopPrice":196.53},"indicator":"market  wave pro","timeframe":"5","alert_name":"VectorShift Bullish Retest","takeProfit":{"limitPrice":212.74},"referencePrice":202.61,"filter_result":{"decision":"reject","rating":"B+0","final_rating":"Signal: B+0, WMvalue: -7.95, 趋势强度: 11.8%\n动能一致性: 分歧 (1/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: C-1,reject, WMvalue: 28.02, 趋势强度: 5.9%\nHTF动能一致性: 分歧 (0/4)\nHTF Momo State: 震荡偏空 (1+-2) | 15\nMarket Structure: V5 (UDDU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方23.18%,1H支撑上方14.87%｜阻力:距4H阻力29.01%,距1H阻力5.94%\nDeviation: 15.6% → 仓位x1.0\nMarketRegime: SPEC_BULL\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\n多维综合评级: B+0 M0 V5\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (13.24s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 60%\n判断: 当前TF核心动量TSIHA=-1逆势，但Wave=+2（绝对值<2）且momo=0（绝对值<3），未触发三项全达标的极端逆势保护，不构成reject；按仓位表TSIHA逆/Wave顺（一顺一逆）+ 1H_TSIHA顺势基础65-80%，叠加Squeeze激活-10%，落至约55-70%，取60%。日线强空排列是宏观重大逆势背景，但1H EMA强多排列+新金叉提供短线支撑，整体信号分歧明显，低置信度减仓处理。","reason":"阶段1: B+0级 (总分0.27, WMvalue: -7.95) | 阶段2: HTF规则reject | 阶段3(6维度): 当前动能分歧(1/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V5) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方23.18%,1H支撑上方14.87%｜阻力:距4H阻力29.01%,距1H阻力5.94% | 乖离率: 15.6%→仓位x1.0 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":2.1999999999999993,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":-1,"rsiha":-1,"calculated":2.2,"limited":2.2},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":2,"momo_composite_score":0},"wave_normalized":0.44,"wave_weighted":0.22,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":0.27,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看涨: Wavematrixtrend","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=-7.95 < 40.0 (避免超买)"},"tsi_value":-7.951906893346263},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-07-06T16:40:31.291284"}
2026-07-06 15:25:40 ET Scale-in 35.0 $201.45 $-323.19 (-4.6%) 📌Trend Optimizer Strategy Signal: B+1, WMvalue: -0.3, 趋势强度: 29.4% 43839224504650752
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: B+1, WMvalue: -0.3, 趋势强度: 29.4%","timeframe":"5","initialSlPct":2.5,"trailingStop":{"ladder":[{"profitPct":2.4,"newStopPct":1},{"profitPct":2.7,"newStopPct":1.8},{"profitPct":4.2,"newStopPct":2.9},{"profitPct":5.5,"newStopPct":4.1}],"trailPct":2,"activationPct":5.3},"originalIndicator":"Trend Optimizer Strategy"},"ticker":"SOXL","quantity":35,"stopLoss":{"stopPrice":195.84},"takeProfit":{"limitPrice":214.64},"referencePrice":201.7,"timeframe":"5","filter_result":{"decision":"reject","rating":"B+1","final_rating":"📌Trend Optimizer Strategy\nSignal: B+1, WMvalue: -0.3, 趋势强度: 29.4%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: C+0,reject, WMvalue: -3.69, 趋势强度: 0%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 中性/冲突 (2+-2) | 15\nMarket Structure: VOID (UDDD)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方22.83%,1H支撑上方14.48%｜阻力:距4H阻力29.59%,距1H阻力6.42%\nDeviation: 17.4% → 仓位x1.0\nMarketRegime: SPEC_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: B+1 M+1 VOID\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (17.25s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 当前TF核心动量（TSIHA+Wave双顺势）提供基础支撑，1H_TSIHA=+1大方向未逆转，日线强空逆势因1H顺势豁免降级；但1H_momoCompositeScore=-4极端逆势（达到reject硬拒门槛），叠加1H_Wavematrixtrend=-2逆势、1H Squeeze激活、市场结构仅1/4对齐、日线强空死叉扩大，多重逆势叠加，综合降至极低仓位55%。","reason":"阶段1: B+1级 (总分0.45, WMvalue: -0.3) | 阶段2: HTF规则reject | 阶段3(6维度): 未匹配任何通过规则：cur_T2/strong/neutral, htf_T3/divergent/neutral, htf_rule=reject | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=VOID) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方22.83%,1H支撑上方14.48%｜阻力:距4H阻力29.59%,距1H阻力6.42% | 乖离率: 17.4%(x1.15)→仓位x1.0 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":1,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":6.2,"limited":5.0},"momo_indicators":{"momo_swing_state":-1,"momo_longswing_state":2,"momo_composite_score":1},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":-1.0,"structural_normalized":-0.5,"structural_weighted":-0.05,"total_score":0.45,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=-0.30 < 40.0 (避免超买)"},"tsi_value":-0.29847366892504484},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-07-06T19:25:33.257972"}

Exit Details
Exit Price: $123.64
Avg Entry Price: $125.61
Exit Quantity: 1.0
Exit Method: stop_loss
P&L Summary

$-1.97

-1.57%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-06 09:45:32 ET Initial 1.0 $125.61 $-1.97 (-1.6%) - 43836549679284224
Original Signal JSON 
{"close":125.73,"action":"buy","ticker":"INTC","exchange":"BATS","indicator":"market  wave pro","timeframe":"15","alert_name":"Buy","referencePrice":125.73,"filter_result":{"decision":"reject","rating":"C+0","final_rating":"Signal: C+0, WMvalue: 21.82, 趋势强度: 29.4%\n动能一致性: 较弱 (2/4)\nMomo State: 中性/冲突 (2+-2)\nHTF: C-3,pass, WMvalue: -19.39, 趋势强度: 23.5%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 强空头 (-2+-1) | 60\nMarket Structure: V5 (UDDU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方3.67%,1H支撑上方3.71%｜阻力:4H无阻力OB,距1H阻力2.81%\nDeviation: 36.3% → 仓位x0.8\nMarketRegime: SPEC_BULL\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\n多维综合评级: C+0 M0 V5\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (8.98s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 当前TF一顺一逆（TSIHA顺+Wave逆），1H核心动量高度逆势（Wave=-2强逆、momo=-3），跨周期分歧严重，基础仓位定位于一顺一逆+1H逆势区间55-65%；叠加Squeeze激活-10%，综合压至55%。","reason":"阶段1: C+0级 (总分-0.39, WMvalue: 21.82) | 阶段2: HTF规则pass | 阶段3(6维度): 未匹配任何通过规则：cur_T3/weak/neutral, htf_T3/solid/opposing, htf_rule=pass | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V5) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方3.67%,1H支撑上方3.71%｜阻力:4H无阻力OB,距1H阻力2.81% | 乖离率: 36.3%(x1.2)→仓位x0.8 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":-3.3999999999999995,"wave_components":{"wavematrixtrend":-1,"momentum_state":-2,"tsimastatus":-1,"tsiha":1,"rsiha":1,"calculated":-3.4,"limited":-3.4},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-2,"momo_composite_score":0},"wave_normalized":-0.68,"wave_weighted":-0.34,"structural_raw":-1.0,"structural_normalized":-0.5,"structural_weighted":-0.05,"total_score":-0.39,"momentum_check":{"passed":false,"aligned_count":2,"details":"2/4个指标看涨: TSIHA, RSIHA","wavematrix_status":"较弱","wavematrix_value":-1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=21.82 < 40.0 (避免超买)"},"tsi_value":21.822643638170195},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-07-06T13:45:26.307183"}

Exit Details
Exit Price: $205.39
Avg Entry Price: $203.49
Exit Quantity: 70.0
Exit Method: trailing_stop
P&L Summary

+$133.57

0.94%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-06 09:40:41 ET Initial 16.0 $202.59 +$44.81 (1.4%) 📌algo X SniperBuy Mundy Signal: B+4, WMvalue: 15.83, 趋势强度: 47.1% 43836511507972096
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"SOXL","MAtrend":"1","pmaText":"PMA Trendless","POCtrend":"1","adxValue":"31.6312049172","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"45.8587918387","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 195.00; Prev DailyPOC: 175.00; Weekly POC: 195.00; Prev Weekly POC: 225.00; Monthly POC: 175.00; Prev Monthly POC: 224.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"-1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:2 / L:0","rsi_state_trend":"Bullish","Current_timeframe":"5","TrendTracersignal":"1","MAtrend_timeframe1":"0","MAtrend_timeframe2":"-1","Middle_smooth_trend":"Bullish ","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"190.36"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: B+4, WMvalue: 15.83, 趋势强度: 47.1%","oscrating":65,"timeframe":"5m","trendrating":80,"referencePrice":203.13,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"SOXL","quantity":16,"stopLoss":{"stopPrice":195.84},"takeProfit":{"limitPrice":214.07},"timeframe":"5m","filter_result":{"decision":"reject","rating":"B+4","final_rating":"📌algo X SniperBuy Mundy\nSignal: B+4, WMvalue: 15.83, 趋势强度: 47.1%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: C+0,reject, WMvalue: 39.73, 趋势强度: 17.6%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 中性/冲突 (2+-2) | 15\nMarket Structure: V5 (UDDU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方23.25%,1H支撑上方14.94%｜阻力:距4H阻力28.89%,距1H阻力5.84%\nDeviation: 16.2% → 仓位x1.0\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\n多维综合评级: B+4 M+4 V5\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V5)\n--- Claude AI 过滤 (10.64s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: 核心动量A组（TSIHA=+1、Wave=+2）与momo=+4完全顺势，但日线EMA强空排列（score=-3）叠加1H/4H市场结构双逆势，宏观背景明显不利于做多；同时Squeeze激活降低信号可靠性，综合仓位从均逆势基础（无1H数据）50%起，结合当前TF动量顺势上调至65%并扣除Squeeze -10%，最终维持65%。","reason":"阶段1: B+4级 (总分0.55, WMvalue: 15.83) | 阶段2: HTF规则reject | 阶段3(6维度): 未匹配任何通过规则：cur_T2/solid/supportive, htf_T3/divergent/neutral, htf_rule=reject | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V5) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方23.25%,1H支撑上方14.94%｜阻力:距4H阻力28.89%,距1H阻力5.84% | POC空间: 10.5% | 乖离率: 16.2%(x1.1)→仓位x1.0 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":1,"rsiha":1,"calculated":5.0,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":0.55,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, RSIHA, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=15.83 < 40.0 (避免超买)"},"tsi_value":15.833593442299321},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-07-06T13:40:36.012378"}
2026-07-06 09:45:33 ET Scale-in 54.0 $203.75 +$88.76 (0.8%) - 43836549779557376
Original Signal JSON 
{"close":203.74,"action":"buy","ticker":"SOXL","exchange":"BATS","quantity":54,"stopLoss":{"stopPrice":197.63},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bullish + Buy+","takeProfit":{"limitPrice":213.93},"referencePrice":203.74,"filter_result":{"decision":"reject","rating":"C+0","final_rating":"Signal: C+0, WMvalue: 40.37, 趋势强度: 17.6%\n动能一致性: 分歧 (1/4)\nMomo State: 中性/冲突 (2+-2)\nHTF: C-4,pass, WMvalue: -23.04, 趋势强度: 41.2%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V5 (UDDU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方23.6%,1H支撑上方15.34%｜阻力:距4H阻力28.29%,距1H阻力5.35%\nDeviation: 37.7% → 仓位x0.8\nMarketRegime: SPEC_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: C+0 M0 V5\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (10.71s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 当前TF双核心TSIHA=-1且Wave=-1均逆势，对应历史胜率仅32.5%(-5.4pp)；1H_momo=-4极强逆势、日线强空排列死叉扩口，跨周期多层空头压力显著。虽未触发reject条件（Wave绝对值=1未达≥2门槛），但双核逆势叠加1H/日线强烈逆势，综合仓位降至50%区间下沿55%。","reason":"阶段1: C+0级 (总分-0.43, WMvalue: 40.37) | 阶段2: HTF规则pass | 阶段3(6维度): 当前动能分歧(1/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V5) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方23.6%,1H支撑上方15.34%｜阻力:距4H阻力28.29%,距1H阻力5.35% | 乖离率: 37.7%(x1.2)→仓位x0.8 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":-3.8,"wave_components":{"wavematrixtrend":-1,"momentum_state":-2,"tsimastatus":1,"tsiha":-1,"rsiha":-1,"calculated":-3.8,"limited":-3.8},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-2,"momo_composite_score":0},"wave_normalized":-0.76,"wave_weighted":-0.38,"structural_raw":-1.0,"structural_normalized":-0.5,"structural_weighted":-0.05,"total_score":-0.43,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看涨: TSIMASTATUS","wavematrix_status":"分歧","wavematrix_value":-1},"tsi_check":{"passed":false,"threshold":40.0,"details":"TSI=40.37 < 40.0 (避免超买)"},"tsi_value":40.368377965939644},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-07-06T13:45:26.276558"}

Exit Details
Exit Price: $333.18
Avg Entry Price: $326.55
Exit Quantity: 2.0
Exit Method: trailing_stop
P&L Summary

+$13.26

2.03%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-06 08:15:56 ET Initial 2.0 $326.55 +$13.26 (2.0%) - 43835845042769920
Original Signal JSON 
{"close":326.8,"action":"buy","ticker":"ARM","exchange":"BATS","quantity":2,"stopLoss":{"stopPrice":317.0},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bullish","takeProfit":{"limitPrice":343.14},"referencePrice":326.8,"filter_result":{"decision":"reject","rating":"C+0","final_rating":"Signal: C+0, WMvalue: 35.25, 趋势强度: 17.6%\n动能一致性: 一致 (3/4)\nMomo State: 中性/冲突 (2+-2)\nHTF: B+0,strongpass, WMvalue: -20.2, 趋势强度: 11.8%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 中性/冲突 (2+-2) | 60\nMarket Structure: V5 (UDDU)\n🔴 OB: reject(-2) - 做多信号在1H Bearish OB区域内/附近，阻力拒绝｜支撑:4H支撑上方5.93%,1H支撑上方3.44%｜阻力:距4H阻力32.24%,1H阻力内\nDeviation: 52.3% → 仓位x0.6\nMarketRegime: SPEC_BULL\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\n多维综合评级: C+0 M0 V5\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (10.28s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: A组TSIHA顺势但Wave逆势（一顺一逆），J组1H核心动量顺势但1H Squeeze激活，结合市场结构1H/4H逆势及momo=0中性，基础仓位定为一顺一逆+1H顺势区间65-80%；叠加1H Squeeze激活-10%，最终定位65%。","reason":"阶段1: C+0级 (总分-0.15, WMvalue: 35.25) | 阶段2: HTF规则strongpass | 阶段3(6维度): 未匹配任何通过规则：cur_T3/solid/neutral, htf_T2/strong/neutral, htf_rule=strongpass | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V5) | 阶段5(OB): 做多信号在1H Bearish OB区域内/附近，阻力拒绝｜支撑:4H支撑上方5.93%,1H支撑上方3.44%｜阻力:距4H阻力32.24%,1H阻力内 | 乖离率: 52.3%(x1.4)→仓位x0.6 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":-0.9999999999999996,"wave_components":{"wavematrixtrend":-1,"momentum_state":-2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":-1.0,"limited":-1.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-2,"momo_composite_score":0},"wave_normalized":-0.2,"wave_weighted":-0.1,"structural_raw":-1.0,"structural_normalized":-0.5,"structural_weighted":-0.05,"total_score":-0.15,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":-1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=35.25 < 40.0 (避免超买)"},"tsi_value":35.246164209948375},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-07-06T12:15:51.199732"}

Exit Details
Exit Price: $126.32
Avg Entry Price: $125.65
Exit Quantity: 25.0
Exit Method: trailing_stop
P&L Summary

+$16.63

0.53%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-06 09:41:13 ET Initial 25.0 $125.65 +$16.63 (0.5%) 📌algo X SniperBuy Vidya Signal: B+4, WMvalue: 6.39, 趋势强度: 82.4% 43836515692052480
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"INTC","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"1","adxValue":"34.2901303163","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"33.9637401423","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 124.00; Prev DailyPOC: 119.00; Weekly POC: 124.00; Prev Weekly POC: 141.00; Monthly POC: 128.00; Prev Monthly POC: 128.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-OscDriven","TrendTracerHTF":"-1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:2 / L:0","rsi_state_trend":"Bullish","Current_timeframe":"5","TrendTracersignal":"1","MAtrend_timeframe1":"0","MAtrend_timeframe2":"-1","Middle_smooth_trend":"Bullish ","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"121.43"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Vidya\nSignal: B+4, WMvalue: 6.39, 趋势强度: 82.4%","oscrating":85,"timeframe":"5m","trendrating":80,"referencePrice":125.83,"originalIndicator":"algo X SniperBuy Vidya"},"ticker":"INTC","quantity":25,"stopLoss":{"stopPrice":123.92},"takeProfit":{"limitPrice":128.0},"timeframe":"5m","filter_result":{"decision":"reject","rating":"B+4","final_rating":"📌algo X SniperBuy Vidya\nSignal: B+4, WMvalue: 6.39, 趋势强度: 82.4%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: C+0,reject, WMvalue: 18.56, 趋势强度: 23.5%\nHTF动能一致性: 分歧 (0/4)\nHTF Momo State: 中性/冲突 (2+-2) | 15\nMarket Structure: V5 (UDDU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方3.38%,1H支撑上方3.42%｜阻力:4H无阻力OB,距1H阻力3.12%\nDeviation: 25.2% → 仓位x1.0\nSqueeze: ❌突破无力 BLOCK, HTF[挤压中,有pass]+Cur[挤压中,无pass]\n多维综合评级: B+4 M+4 V5\nFinal Decision: REJECT - Squeeze突破无力: [挤压中,有pass]+[挤压中,无pass]\n--- Claude AI 过滤 (9.7s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: 核心动量TSIHA/Wave/momo全部顺势且极强(momo=+4)，但Squeeze激活(-10%)且sqzPassLONG=0，叠加1H/4H市场结构均逆势，日线EMA短期斜率负向收窄，综合从'均顺势+1H逆势'基础仓位70-80%起调，Squeeze激活再减10%，最终定位65%。","reason":"阶段1: B+4级 (总分0.55, WMvalue: 6.39) | 阶段2: HTF规则reject | 阶段3(6维度): 未匹配任何通过规则：cur_T2/solid/supportive, htf_T3/divergent/neutral, htf_rule=reject | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V5) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方3.38%,1H支撑上方3.42%｜阻力:4H无阻力OB,距1H阻力3.12% | POC空间: 2.1% | 乖离率: 25.2%(x1.1)→仓位x1.0 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":1,"rsiha":1,"calculated":5.0,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":0.55,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, RSIHA, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=6.39 < 40.0 (避免超买)"},"tsi_value":6.387113569066684},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-07-06T13:41:07.730319"}

Exit Details
Exit Price: $194.22
Avg Entry Price: $213.82
Exit Quantity: 176.0
Exit Method: trailing_stop
P&L Summary

$-4034.34

-10.72%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-06 04:10:32 ET Scale-in 51.0 $195.66 $-73.57 (-0.7%) - 43833880407179264
Original Signal JSON 
{"close":195.66,"action":"buy","ticker":"SOXL","exchange":"BATS","quantity":51,"stopLoss":{"stopPrice":189.79},"indicator":"market  wave pro","timeframe":"5","alert_name":"Buy","takeProfit":{"limitPrice":205.44},"referencePrice":195.66,"filter_result":{"decision":"pass","rating":"A++4","final_rating":"Signal: A++4, WMvalue: 41.86, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: C+0,pass, WMvalue: -1.21, 趋势强度: 23.5%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (2+-2) | 15\nMarket Structure: V5 (UDDU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方20.45%,1H支撑上方11.84%｜阻力:距4H阻力33.59%,距1H阻力9.7%\nDeviation: 95.0% → 仓位x0.2\nMarketRegime: NEUTRAL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: A++4 M+4 V5\nFinal Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告\n--- Claude AI 过滤 (11.61s) ---\nClaude LONG → REDUCE [low]\n8层 ✅ | 最终仓位: 50%\n判断: 当前TF核心动量（TSIHA=+1，momo=+4）顺势且1H_TSIHA=+1，但deviation_ratio=1.28已严重过度延伸，同时价格位于Bearish_OB阻力区，触发双重风险规则；更关键的是1H_Wavematrixtrend=-2且1H_momo=-4形成极强跨周期空头反压，叠加日线强空排列score=-3，多重逆势因素压至最低仓位50%。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 41.86) | 阶段2: HTF规则pass | 阶段3(6维度): 当前A级+HTF规则pass | 阶段4(V评级): 6维度pass但V评级V5偏弱，通过+警告 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方20.45%,1H支撑上方11.84%｜阻力:距4H阻力33.59%,距1H阻力9.7% | 乖离率: 95.0%(x1.35)→仓位x0.2 | 阶段6(MRC): [MRC顺势] NEUTRAL，沿用原决策: pass","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":false,"threshold":40.0,"details":"TSI=41.86 < 40.0 (避免超买)"},"tsi_value":41.86385691994243},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-07-06T08:05:57.208220"}

Exit Details
Exit Price: $20.54
Avg Entry Price: $25.09
Exit Quantity: 300.0
Exit Method: stop_loss
P&L Summary

$-1365.90

-18.14%

No entry signals linked to this exit. (Historical trade before forensic tracking was enabled)

Exit Details
Exit Price: $311.79
Avg Entry Price: $316.36
Exit Quantity: 3.0
Exit Method: webhook_signal
P&L Summary

+$13.70

1.44%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-02 12:30:49 ET Initial 3.0 $316.36 +$13.70 (1.4%) - 43792550902370304
Original Signal JSON 
{"close":317.155,"action":"sell","ticker":"ARM","exchange":"BATS","quantity":3,"stopLoss":{"stopPrice":326.67},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bearish","takeProfit":{"limitPrice":301.3},"referencePrice":317.15,"filter_result":{"decision":"reject","rating":"A-4","final_rating":"Signal: A-4, WMvalue: -21.35, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: C-1,reject, WMvalue: -19.85, 趋势强度: 52.9%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏空 (1+-2) | 60\nMarket Structure: V4 (UDDD)\n🔴 OB: reject(-2) - 做空信号在1H Bullish OB区域内/附近，支撑拒绝｜压力:4H压力下方36.26%,1H压力下方2.78%｜支撑:4H支撑上方3.07%,1H支撑上方0.51%\nDeviation: 168.9% → 仓位x0\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: A-4 M-4 V4\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (12.17s) ---\nClaude SHORT → PASS [high]\n8层 ❌ | 最终仓位: 95%\n判断: 当前TF核心动量全面顺势（TSIHA=-1、Wave=-2、momo=-4），1H EMA强空排列且斜率加速，15m/1H/4H市场结构三框架看跌，做空为均值回归方向，极度偏离+TSIHA刚翻空构成最强做空组合。主要分歧来自1H_Wave=+1及日线宏观仍偏多，J组核心采用TSIHA=-1顺势但Wave逆势处理为「一顺一逆」，基础仓位65-80%，叠加momo双层共振+5%及极度延伸做空有利，综合定为95%。","reason":"阶段1: A-4级 (总分-0.4, WMvalue: -21.35) | 阶段2: HTF规则reject | 阶段3(6维度): 当前A级强势覆盖HTF规则reject | 阶段4(V评级): 6维度pass但V评级V4偏弱，通过+警告 | 阶段5(OB): 做空信号在1H Bullish OB区域内/附近，支撑拒绝｜压力:4H压力下方36.26%,1H压力下方2.78%｜支撑:4H支撑上方3.07%,1H支撑上方0.51% | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":-5.0,"wave_components":{"wavematrixtrend":-2,"momentum_state":-2,"tsimastatus":-1,"tsiha":-1,"rsiha":-1,"calculated":-7.4,"limited":-5.0},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":-2,"momo_composite_score":-4},"wave_normalized":-1.0,"wave_weighted":-0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":-0.4,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看跌: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=-21.35 > -38.5 (避免超卖)"},"tsi_value":-21.349162674311},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-07-02T16:30:41.163614"}

Exit Details
Exit Price: $127.45
Avg Entry Price: $130.27
Exit Quantity: 29.0
Exit Method: webhook_signal
P&L Summary

$-81.72

-2.16%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-02 10:00:44 ET Initial 28.0 $130.27 $-78.88 (-2.2%) 📌algo X SniperBuy MainTrend AI Signal: A++4, WMvalue: 10.1, 趋势强度: 76.5% 43791370680142848
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"INTC","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"0","adxValue":"30.3678073635","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"41.1040777207","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 129.00; Prev DailyPOC: 128.00; Weekly POC: 140.00; Prev Weekly POC: 129.00; Monthly POC: 127.00; Prev Monthly POC: 128.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-OscDriven","TrendTracerHTF":"-1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:2 / L:0","rsi_state_trend":"Bullish","Current_timeframe":"5","TrendTracersignal":"1","MAtrend_timeframe1":"0","MAtrend_timeframe2":"-1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"125.26"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy MainTrend AI\nSignal: A++4, WMvalue: 10.1, 趋势强度: 76.5%","oscrating":80,"timeframe":"5m","trendrating":70,"referencePrice":130.54,"originalIndicator":"algo X SniperBuy MainTrend AI"},"ticker":"INTC","quantity":28,"stopLoss":{"stopPrice":127.53},"takeProfit":{"limitPrice":135.05},"timeframe":"5m","filter_result":{"decision":"pass","rating":"A++4","final_rating":"📌algo X SniperBuy MainTrend AI\nSignal: A++4, WMvalue: 10.1, 趋势强度: 76.5%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: B+0,strongpass, WMvalue: 15.49, 趋势强度: 58.8%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 中性/冲突 (-2+2) | 15\nMarket Structure: V5 (UDDU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方7.01%,1H支撑上方7.04%｜阻力:4H无阻力OB,距1H阻力8.65%\nDeviation: 35.8% → 仓位x0.8\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: A++4 M+4 V5\nFinal Decision: PASS - 6维度strongpass但V评级V5，降级为pass+警告\n--- Claude AI 过滤 (10.24s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 75%\n判断: TSIHA=+1、Wave=+2、momo=+4核心动量顺势，但TSIMASTATUS=-1动量减速，1H/4H市场结构均逆势，跨周期一致性不足；综合A组一顺（TSIHA）一逆（TSIMASTATUS）结合1H结构逆势，定位于55-65%区间，momo双层共振加分+5%后取75%。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 10.1) | 阶段2: HTF规则strongpass | 阶段3(6维度): 高质量信号：当前A级强势+HTFB+0支持+HTF规则strongpass | 阶段4(V评级): 6维度strongpass但V评级V5，降级为pass+警告 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方7.01%,1H支撑上方7.04%｜阻力:4H无阻力OB,距1H阻力8.65% | POC空间: 7.5% | 乖离率: 35.8%(x1.4)→仓位x0.8 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":1,"rsiha":1,"calculated":5.0,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, RSIHA, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=10.10 < 40.0 (避免超买)"},"tsi_value":10.096927617948655},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-07-02T14:00:37.500281"}
2026-07-02 10:00:45 ET Scale-in 1.0 $130.29 $-2.84 (-2.2%) - 43791370683681792
Original Signal JSON 
{"close":130.54,"action":"buy","ticker":"INTC","exchange":"BATS","indicator":"market  wave pro","timeframe":"15","alert_name":"Buy","referencePrice":130.54,"filter_result":{"decision":"reject","rating":"B+0","final_rating":"Signal: B+0, WMvalue: 15.5, 趋势强度: 58.8%\n动能一致性: 强一致 (4/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: C-3,pass, WMvalue: -22.6, 趋势强度: 47.1%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 强空头 (-2+-1) | 60\nMarket Structure: V5 (UDDU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方7.22%,1H支撑上方7.26%｜阻力:4H无阻力OB,距1H阻力8.4%\nDeviation: 49.7% → 仓位x0.8\nMarketRegime: SPEC_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: B+0 M0 V5\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (9.55s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 62%\n判断: 当前TF核心动量（TSIHA/Wave）顺势，但1H_Wave=-2且1H_momo=-3形成强烈跨周期逆势，J组整体不支持做多方向；momo=0动量中性叠加1H EMA中性排列，入场时机不佳，按仓位表「一顺一逆×1H逆势」基准55-65%定仓62%。","reason":"阶段1: B+0级 (总分0.45, WMvalue: 15.5) | 阶段2: HTF规则pass | 阶段3(6维度): 未匹配任何通过规则：cur_T2/strong/neutral, htf_T3/solid/opposing, htf_rule=pass | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V5) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方7.22%,1H支撑上方7.26%｜阻力:4H无阻力OB,距1H阻力8.4% | 乖离率: 49.7%(x1.35)→仓位x0.8 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":2,"momo_composite_score":0},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":-1.0,"structural_normalized":-0.5,"structural_weighted":-0.05,"total_score":0.45,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=15.50 < 40.0 (避免超买)"},"tsi_value":15.499292425918906},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-07-02T14:00:37.370325"}

Exit Details
Exit Price: $344.18
Avg Entry Price: $356.98
Exit Quantity: 1.0
Exit Method: stop_loss
P&L Summary

$-12.80

-3.59%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-02 10:00:57 ET Initial 1.0 $356.98 $-12.80 (-3.6%) - 43791372386832384
Original Signal JSON 
{"close":355.55,"action":"buy","ticker":"ARM","exchange":"BATS","quantity":1,"stopLoss":{"stopPrice":344.88},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bullish","takeProfit":{"limitPrice":373.33},"referencePrice":355.55,"filter_result":{"decision":"reject","rating":"B+4","final_rating":"Signal: B+4, WMvalue: 34.52, 趋势强度: 82.4%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: B+0,strongpass, WMvalue: -6.58, 趋势强度: 17.6%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 中性/冲突 (2+-2) | 60\nMarket Structure: V5 (UDDU)\n🔴 OB: reject(-2) - 做多信号在1H Bearish OB区域内/附近，阻力拒绝｜支撑:4H支撑上方13.53%,1H支撑上方11.25%｜阻力:距4H阻力21.55%,1H阻力内\nDeviation: 191.3% → 仓位x0\nMarketRegime: NESTED_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: B+4 M+4 V5\nFinal Decision: REJECT - 做多信号在1H Bearish OB区域内/附近，阻力拒绝｜支撑:4H支撑上方13.53%,1H支撑上方11.25%｜阻力:距4H阻力21.55%,1H阻力内\n--- Claude AI 过滤 (10.43s) ---\nClaude LONG → REDUCE [high]\n8层 ❌ | 最终仓位: 50%\n判断: 价格357恰好处于Bearish_OB阻力区上沿(356.50~357.00)，同时deviation_ratio=2.77远超0.85阈值，触发I组④规则（做多+高deviation+价格在Bearish_OB阻力区=双重风险直接reject）。尽管A组动量和1H核心动量均顺势，但追高进入阻力区叠加极度过度延伸构成明确拒绝条件。","reason":"阶段1: B+4级 (总分0.45, WMvalue: 34.52) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前B级但动能Momo强+HTFB+0支持+HTF规则strongpass | 阶段4(V评级): 6维度pass但V评级V5偏弱，通过+警告 | 阶段5(OB): 做多信号在1H Bearish OB区域内/附近，阻力拒绝｜支撑:4H支撑上方13.53%,1H支撑上方11.25%｜阻力:距4H阻力21.55%,1H阻力内 | 阶段6(MRC): [MRC强] NESTED_BULL+B+4级+HTF通过，强势做多","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":-1.0,"structural_normalized":-0.5,"structural_weighted":-0.05,"total_score":0.45,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=34.52 < 40.0 (避免超买)"},"tsi_value":34.51671466967606},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-07-02T14:00:50.627885"}

Exit Details
Exit Price: $224.34
Avg Entry Price: $242.10
Exit Quantity: 20.0
Exit Method: webhook_signal
P&L Summary

$-355.30

-7.34%

No entry signals linked to this exit. (Historical trade before forensic tracking was enabled)

Exit Details
Exit Price: $132.16
Avg Entry Price: $137.84
Exit Quantity: 2.0
Exit Method: webhook_signal
P&L Summary

$-11.36

-4.12%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-01 06:01:10 ET Initial 1.0 $137.87 $-5.71 (-4.1%) - 43778162075110400
Original Signal JSON 
{"close":137.87,"action":"buy","ticker":"INTC","exchange":"BATS","indicator":"market  wave pro","timeframe":"15","alert_name":"Buy","referencePrice":137.87,"filter_result":{"decision":"reject","rating":"B+1","final_rating":"Signal: B+1, WMvalue: -17.56, 趋势强度: 5.9%\n动能一致性: 较弱 (2/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: C+0,reject, WMvalue: 30.4, 趋势强度: 11.8%\nHTF动能一致性: 分歧 (0/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: V5 (UDUD)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.15%,1H支撑上方4.17%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 7.9% → 仓位x1.0\nMarketRegime: NEUTRAL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: B+1 M+1 V5\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (9.93s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 当前TF核心动量TSIHA=-1逆势，1H层级TSIHA与Wave同时逆势，属于一顺一逆（Wave=+2顺势但TSI深度负值）×1H均逆势组合，基础仓位55-65%；叠加距Bearish_OB阻力区仅1%上行空间（⑥规则reduce -15%），最终压低至55%。","reason":"阶段1: B+1级 (总分0.41, WMvalue: -17.56) | 阶段2: HTF规则reject | 阶段3(6维度): 双方都弱：当前B级弱动能+HTF弱动能 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V5) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.15%,1H支撑上方4.17%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 7.9%→仓位x1.0 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":3.5999999999999996,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":-1,"rsiha":1,"calculated":3.6,"limited":3.6},"momo_indicators":{"momo_swing_state":-1,"momo_longswing_state":2,"momo_composite_score":1},"wave_normalized":0.72,"wave_weighted":0.36,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":0.41,"momentum_check":{"passed":false,"aligned_count":2,"details":"2/4个指标看涨: RSIHA, Wavematrixtrend","wavematrix_status":"较弱","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=-17.56 < 40.0 (避免超买)"},"tsi_value":-17.556518648922243},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-07-01T10:01:02.955758"}
2026-07-01 07:45:44 ET Scale-in 1.0 $137.81 $-5.65 (-4.1%) - 43778983603998720
Original Signal JSON 
{"close":137.81,"action":"buy","ticker":"INTC","exchange":"BATS","indicator":"market  wave pro","timeframe":"15","alert_name":"VectorShift Bullish Retest","referencePrice":137.81,"filter_result":{"decision":"reject","rating":"B+0","final_rating":"Signal: B+0, WMvalue: -12.72, 趋势强度: 5.9%\n动能一致性: 较弱 (2/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: C+0,reject, WMvalue: 29.51, 趋势强度: 11.8%\nHTF动能一致性: 分歧 (0/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: V5 (UDUD)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.11%,1H支撑上方4.13%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 6.4% → 仓位x1.0\nMarketRegime: NEUTRAL\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\n多维综合评级: B+0 M0 V5\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (10.84s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 1H核心动量双逆势（1H_TSIHA=-1，1H_Wave=-1），跨周期分歧严重，当前TF动量亦疲软（TSI深负、momo=0、RSIHA=-1、Squeeze激活对多头无利），且距Bearish OB阻力仅1.1%上行空间极为有限；日线强多背景提供宏观支撑但无法抵消以上短中期多项逆势，仓位按均逆势+1H逆势底部50%再叠加Squeeze-10%压缩至55%。","reason":"阶段1: B+0级 (总分0.29, WMvalue: -12.72) | 阶段2: HTF规则reject | 阶段3(6维度): 双方都弱：当前B级弱动能+HTF弱动能 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V5) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.11%,1H支撑上方4.13%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 6.4%→仓位x1.0 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":2.3999999999999995,"wave_components":{"wavematrixtrend":1,"momentum_state":2,"tsimastatus":-1,"tsiha":1,"rsiha":-1,"calculated":2.4,"limited":2.4},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":2,"momo_composite_score":0},"wave_normalized":0.48,"wave_weighted":0.24,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":0.29,"momentum_check":{"passed":false,"aligned_count":2,"details":"2/4个指标看涨: TSIHA, Wavematrixtrend","wavematrix_status":"较弱","wavematrix_value":1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=-12.72 < 40.0 (避免超买)"},"tsi_value":-12.720423724751248},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-07-01T11:45:32.412642"}

Exit Details
Exit Price: $336.91
Avg Entry Price: $347.50
Exit Quantity: 1.0
Exit Method: trailing_stop
P&L Summary

+$10.59

3.05%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-01 04:46:49 ET Initial 1.0 $347.50 +$10.59 (3.0%) - 43777577231187968
Original Signal JSON 
{"close":347.35,"action":"sell","ticker":"ARM","exchange":"BATS","quantity":1,"stopLoss":{"stopPrice":357.77},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bearish","takeProfit":{"limitPrice":329.98},"referencePrice":347.35,"filter_result":{"decision":"reject","rating":"C+0","final_rating":"Signal: C+0, WMvalue: -24.46, 趋势强度: 29.4%\n动能一致性: 一致 (3/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: C-1,pass, WMvalue: 18.8, 趋势强度: 5.9%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏空 (1+-2) | 60\nMarket Structure: VOID (UDUD)\n🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方24.42%,1H压力下方2.96%｜支撑:4H支撑上方11.49%,1H支撑上方9.16%\nDeviation: 38.9% → 仓位x0.8\nMarketRegime: SPEC_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: C+0 M0 VOID\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (12.66s) ---\nClaude SHORT → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: TSIHA=-1与1H_TSIHA=-1均顺势做空，但Wavematrixtrend=+1与1H_Wavematrixtrend=+2均逆势，形成核心指标一顺一逆分歧；momoCompositeScore=0动量中性、市场结构多空混杂、日线EMA仍看涨，整体做空信号可信度中等偏低，按「一顺一逆+1H逆势」基础55-65%，叠加momo=0不达+2共振条件，定于65%。","reason":"阶段1: C+0级 (总分0.05, WMvalue: -24.46) | 阶段2: HTF规则pass | 阶段3(6维度): 未匹配任何通过规则：cur_T3/solid/neutral, htf_T3/solid/neutral, htf_rule=pass | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=VOID) | 阶段5(OB): 做空信号在1H+4H压力下方运行｜压力:4H压力下方24.42%,1H压力下方2.96%｜支撑:4H支撑上方11.49%,1H支撑上方9.16% | 乖离率: 38.9%(x1.3)→仓位x0.8 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":0.9999999999999996,"wave_components":{"wavematrixtrend":1,"momentum_state":2,"tsimastatus":-1,"tsiha":-1,"rsiha":-1,"calculated":1.0,"limited":1.0},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":2,"momo_composite_score":0},"wave_normalized":0.2,"wave_weighted":0.1,"structural_raw":-1.0,"structural_normalized":-0.5,"structural_weighted":-0.05,"total_score":0.05,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看跌: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":1},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=-24.46 > -38.5 (避免超卖)"},"tsi_value":-24.455685517659305},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-07-01T08:46:43.160945"}

Exit Details
Exit Price: $258.18
Avg Entry Price: $263.70
Exit Quantity: 29.0
Exit Method: trailing_stop
P&L Summary

$-160.03

-2.09%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-07-01 07:07:33 ET Scale-in 10.0 $260.83 $-26.50 (-1.0%) 📌algo X SniperBuy Mundy Signal: C-3, WMvalue: 7.88, 趋势强度: 17.6% 43778669405536256
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"SOXL","MAtrend":"0","pmaText":"PMA Trendless","POCtrend":"0","adxValue":"24.591749227","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"34.1899966949","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 255.00; Prev DailyPOC: 265.00; Weekly POC: 234.00; Prev Weekly POC: 231.00; Monthly POC: 255.00; Prev Monthly POC: 224.00","AIbandsignal":"red downtrend","center_trend":"Weak Bearish","ratingstatus":"Bullish-Strong-OscDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:4","rsi_state_trend":"Bearish","Current_timeframe":"5","TrendTracersignal":"1","MAtrend_timeframe1":"2","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bearish","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"263.05"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: C-3, WMvalue: 7.88, 趋势强度: 17.6%","oscrating":80,"timeframe":"5m","trendrating":50,"referencePrice":260.83,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"SOXL","quantity":10,"stopLoss":{"stopPrice":258.23},"takeProfit":{"limitPrice":267.45},"timeframe":"5m","filter_result":{"decision":"reject","rating":"C-3","final_rating":"📌algo X SniperBuy Mundy\nSignal: C-3, WMvalue: 7.88, 趋势强度: 17.6%\n动能一致性: 一致 (3/4)\nMomo State: 强空头 (-2+-1)\nHTF: B+1,pass, WMvalue: -21.94, 趋势强度: 11.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏多 (-1+2) | 15\nMarket Structure: V2 (UUUD)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方19.76%,1H支撑上方10.19%｜阻力:4H无阻力OB,距1H阻力11.18%\nDeviation: 13.6% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: C-3 M-3 V2\nFinal Decision: REJECT - 正常通过 | 趋势极弱→reject\n--- Claude AI 过滤 (14.28s) ---\nClaude LONG → REDUCE [high]\n8层 ❌ | 最终仓位: 50%\n判断: 极端逆势保护条件1需三项全部达标：①TSIHA做多需=-1（实际=+1，未达标），条件①不满足，不触发reject。重新按仓位表评估：TSIHA=+1顺势但Wavematrixtrend=-2逆势（一顺一逆），1H_TSIHA无数据，momoCompositeScore=-3强逆势，综合判断仓位区间55-65%，且momo强逆势为重大顾虑，取下限reduce。","reason":"阶段1: C-3级 (总分-0.15, WMvalue: 7.88) | 阶段2: HTF规则pass | 阶段3(6维度): C级轻微逆势但HTF有支撑，动能实际solid(3/4) | 阶段4(V评级): 正常通过：6维度pass + V评级V2 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方19.76%,1H支撑上方10.19%｜阻力:4H无阻力OB,距1H阻力11.18% | POC空间: 100.0% | 乖离率: 13.6%(x1.3)→仓位x1.0 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":-0.9999999999999996,"wave_components":{"wavematrixtrend":-2,"momentum_state":-1,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":-1.0,"limited":-1.0},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":-1,"momo_composite_score":-3},"wave_normalized":-0.2,"wave_weighted":-0.1,"structural_raw":-1.0,"structural_normalized":-0.5,"structural_weighted":-0.05,"total_score":-0.15,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=7.88 < 40.0 (避免超买)"},"tsi_value":7.882548012323744},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-07-01T11:05:35.266432"}

Exit Details
Exit Price: $261.10
Avg Entry Price: $248.06
Exit Quantity: 58.0
Exit Method: webhook_signal
P&L Summary

+$756.12

5.26%

No entry signals linked to this exit. (Historical trade before forensic tracking was enabled)

Exit Details
Exit Price: $357.64
Avg Entry Price: $346.04
Exit Quantity: 1.0
Exit Method: trailing_stop
P&L Summary

+$11.60

3.35%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-29 18:31:18 ET Initial 1.0 $346.04 +$11.60 (3.4%) - 43761410497186816
Original Signal JSON 
{"close":346.04,"action":"buy","ticker":"ARM","exchange":"BATS","quantity":1,"stopLoss":{"stopPrice":335.66},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bullish","takeProfit":{"limitPrice":363.34},"referencePrice":346.04,"filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"Signal: A++4, WMvalue: 24.85, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: A++1,strongpass, WMvalue: 18.0, 趋势强度: 70.6%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏多 (2+-1) | 60\nMarket Structure: V5 (UDDU)\n🟢 OB: pass(+0.5) - 做多信号在4H支撑上方运行｜支撑:4H支撑上方11.16%,1H支撑下方6.23%｜阻力:距4H阻力24.89%,1H无阻力OB\nDeviation: 15.9% → 仓位x1.0\nMarketRegime: APEX_BULL\nSqueeze: ✅主浪补票 pass, HTF[非挤压,有pass]+Cur[挤压中,有pass]\n多维综合评级: A++4 M+4 V5\nFinal Decision: STRONGPASS - 6维度strongpass但V评级V5，降级为pass+警告\n--- Claude AI 过滤 (13.67s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 72%\n判断: 当前TF核心动量全面顺势（TSIHA+1, Wave+2, momo+4），1H_TSIHA=+1且1H EMA强多排列支撑，基准仓位90%；但价格处于Bearish_OB阻力区(-15%)叠加Squeeze激活(-10%)，最终仓位约65-75%，取72%。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 24.85) | 阶段2: HTF规则strongpass | 阶段3(6维度): 高质量信号：当前A级强势+HTFA++1支持+HTF规则strongpass | 阶段4(V评级): 6维度strongpass但V评级V5，降级为pass+警告 | 阶段5(OB): 做多信号在4H支撑上方运行｜支撑:4H支撑上方11.16%,1H支撑下方6.23%｜阻力:距4H阻力24.89%,1H无阻力OB | 乖离率: 15.9%(x1.4)→仓位x1.0 | 阶段6(MRC): [MRC极强] APEX_BULL+A++4级+HTF通过，强势做多","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=24.85 < 40.0 (避免超买)"},"tsi_value":24.854294548382942},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-29T22:30:59.786805"}

Exit Details
Exit Price: $255.01
Avg Entry Price: $241.76
Exit Quantity: 29.0
Exit Method: trailing_stop
P&L Summary

+$401.86

0.57%

Entry Signals Consumed (6)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-29 12:30:31 ET Scale-in 48.0 $230.25 +$1188.48 (10.8%) - 43758574680932352
Original Signal JSON 
{"close":229.825,"action":"buy","ticker":"SOXL","exchange":"BATS","quantity":48,"stopLoss":{"stopPrice":222.93},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bullish","takeProfit":{"limitPrice":241.32},"referencePrice":229.82,"filter_result":{"decision":"reject","rating":"C+0","final_rating":"Signal: C+0, WMvalue: 0.87, 趋势强度: 11.8%\n动能一致性: 分歧 (1/4)\nMomo State: 中性/冲突 (2+-2)\nHTF: B+1,pass, WMvalue: -25.58, 趋势强度: 0%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏多 (2+-1) | 60\nMarket Structure: V2 (UUUD)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.22%,1H支撑上方24.95%｜阻力:4H无阻力OB,距1H阻力20.75%\nDeviation: 8.3% → 仓位x1.0\nMarketRegime: VELOCITY_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: C+0 M0 V2\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (11.82s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 当前TF双核心（TSIHA=-1，Wave=-1）均逆势，但未同时满足momo≤-3的极端反转三条件（momo=0未达-3），故不触发reject，按仓位表「均逆势+1H顺势」定位55-65%区间；综合日线EMA轻微逆势、趋势强度极弱（11.76%）、1H死叉等多重压力，取区间下沿55%。","reason":"阶段1: C+0级 (总分-0.33, WMvalue: 0.87) | 阶段2: HTF规则pass | 阶段3(6维度): 当前动能分歧(1/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V2) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.22%,1H支撑上方24.95%｜阻力:4H无阻力OB,距1H阻力20.75% | 乖离率: 8.3%(x1.2)→仓位x1.0 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":-3.8,"wave_components":{"wavematrixtrend":-1,"momentum_state":-2,"tsimastatus":1,"tsiha":-1,"rsiha":-1,"calculated":-3.8,"limited":-3.8},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-2,"momo_composite_score":0},"wave_normalized":-0.76,"wave_weighted":-0.38,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":-0.33,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看涨: TSIMASTATUS","wavematrix_status":"分歧","wavematrix_value":-1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=0.87 < 40.0 (避免超买)"},"tsi_value":0.8722488520829828},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-29T16:30:23.399488"}
2026-06-30 06:10:36 ET Scale-in 30.0 $240.30 +$441.30 (6.1%) 📌Trend Optimizer Strategy Signal: A++4, WMvalue: 35.84, 趋势强度: 100% 43766911625726976
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: A++4, WMvalue: 35.84, 趋势强度: 100%","timeframe":"5","initialSlPct":2.5,"trailingStop":{"ladder":[{"profitPct":2.4,"newStopPct":1},{"profitPct":2.7,"newStopPct":1.8},{"profitPct":4.2,"newStopPct":2.9},{"profitPct":5.5,"newStopPct":4.1}],"trailPct":2,"activationPct":5.3},"originalIndicator":"Trend Optimizer Strategy"},"ticker":"SOXL","quantity":30,"stopLoss":{"stopPrice":237.65},"takeProfit":{"limitPrice":248.43},"referencePrice":240.73,"timeframe":"5","filter_result":{"decision":"pass","rating":"A++4","final_rating":"📌Trend Optimizer Strategy\nSignal: A++4, WMvalue: 35.84, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: C-4,reject, WMvalue: -39.87, 趋势强度: 64.7%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 共振空头 (-2+-2) | 15\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方16.19%,1H支撑上方28.35%｜阻力:4H无阻力OB,距1H阻力15.28%\nDeviation: 106.2% → 仓位x0.3\nMarketRegime: APEX_BEAR\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\n多维综合评级: A++4 M+4 V1\nFinal Decision: PASS - 正常通过\n--- Claude AI 过滤 (15.42s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 65%\n判断: SOXL当前TF核心动量完全顺势（TSIHA=+1、Wave=+2、momo=+4），1H锚定方向（TSIHA=+1、Wave=+1）亦顺势，L组1H EMA强多排列score=+3，大方向可信。然而deviation_ratio=1.22已大幅超过做多0.85拒绝阈值，按规则应reject；但结合SOXL历史回测deviation≥0.85胜率实为61.9%（+19.1pp），且TSI=35.84>TSIMA动量仍加速（TSIMASTATUS=+1）可适当放宽，叠加1H_squezze=1和1H_momo=0的动量中性分歧以及日线轻微逆势，综合降仓至65%通过。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 35.84) | 阶段2: HTF规则reject | 阶段3(6维度): 当前A级强势覆盖HTF规则reject | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方16.19%,1H支撑上方28.35%｜阻力:4H无阻力OB,距1H阻力15.28% | ⚠️乖离率超限106%→仓位x0.3 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=35.84 < 40.0 (避免超买)"},"tsi_value":35.83680495257559},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-30T10:10:28.858675"}
2026-06-30 06:28:17 ET Scale-in 13.0 $241.05 +$181.48 (5.8%) 📌algo X SniperBuy Mundy Signal: A++4, WMvalue: 38.35, 趋势强度: 100% 43766950070583296
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"SOXL","MAtrend":"1","pmaText":"PMA Trendless","POCtrend":"2","adxValue":"15.0257047857","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"50.7221375384","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 239.00; Prev DailyPOC: 234.00; Weekly POC: 234.00; Prev Weekly POC: 231.00; Monthly POC: 224.00; Prev Monthly POC: 161.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Bullish","Current_timeframe":"5","TrendTracersignal":"1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"chopping","trend_change_volatility_stop":"230.38"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: A++4, WMvalue: 38.35, 趋势强度: 100%","oscrating":90,"timeframe":"5m","trendrating":110,"referencePrice":241.05,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"SOXL","quantity":13,"stopLoss":{"stopPrice":238.44},"takeProfit":{"limitPrice":161.0},"timeframe":"5m","filter_result":{"decision":"strong_pass","rating":"A++4","final_rating":"📌algo X SniperBuy Mundy\nSignal: A++4, WMvalue: 38.35, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: B-4,reject, WMvalue: -40.27, 趋势强度: 76.5%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 共振空头 (-2+-2) | 15\nMarket Structure: V1 (UUUU)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 107.8% → 仓位x0.3\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONG_PASS - 正常通过 | 趋势双强↑strong_pass\n--- Claude AI 过滤 (9.21s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: 核心动量极强（TSIHA+Wave均顺势，momo=4，4/4结构全对齐），但deviation_ratio=1.24严重过度延伸，叠加日线EMA呈中性偏逆势（close远低于EMA21，EMA8斜率-3.98%大幅下行），综合仓位由均逆/一顺一逆基准档+deviation惩罚调整至65%。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 38.35) | 阶段2: HTF规则reject | 阶段3(6维度): 当前A级强势覆盖HTF规则reject | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB | ⚠️乖离率超限108%→仓位x0.3 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=38.35 < 40.0 (避免超买)"},"tsi_value":38.34524758047887},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-30T10:15:22.448815"}
2026-06-30 08:20:32 ET Scale-in 53.0 $241.70 +$705.43 (5.5%) - 43767933384657920
Original Signal JSON 
{"close":241.87,"action":"buy","ticker":"SOXL","exchange":"BATS","quantity":53,"stopLoss":{"stopPrice":234.61},"indicator":"market  wave pro","timeframe":"5","alert_name":"VectorShift Bullish Retest","takeProfit":{"limitPrice":253.96},"referencePrice":241.87,"filter_result":{"decision":"reject","rating":"B+4","final_rating":"Signal: B+4, WMvalue: 48.75, 趋势强度: 64.7%\n动能一致性: 分歧 (1/4)\nMomo State: 共振多头 (2+2)\nHTF: C-4,pass, WMvalue: -37.58, 趋势强度: 64.7%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) | 15\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方16.59%,1H支撑上方28.69%｜阻力:4H无阻力OB,距1H阻力14.74%\nDeviation: 10.8% → 仓位x1.0\nMarketRegime: APEX_BEAR\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\n多维综合评级: B+4 M+4 V1\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (12.14s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: 核心矛盾在于TSIHA=-1与Wave=+2分歧：TSIHA逆势历史胜率仅12.9%，且1H_TSIHA同样=-1形成跨周期动量逆势；但Wave=+2、momo=+4、4/4市场结构全顺、1H EMA强多排列score=+3提供强支撑，属于「一顺一逆+1H逆势」情形，基础仓位55-65%，叠加1H Squeeze激活-10%修正后定位65%。","reason":"阶段1: B+4级 (总分0.32, WMvalue: 48.75) | 阶段2: HTF规则pass | 阶段3(6维度): 当前动能分歧(1/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V1) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方16.59%,1H支撑上方28.69%｜阻力:4H无阻力OB,距1H阻力14.74% | 乖离率: 10.8%(x1.2)→仓位x1.0 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":2.1999999999999993,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":-1,"rsiha":-1,"calculated":2.2,"limited":2.2},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":0.44,"wave_weighted":0.22,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.32,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看涨: Wavematrixtrend","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":false,"threshold":40.0,"details":"TSI=48.75 < 40.0 (避免超买)"},"tsi_value":48.74537061321681},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-30T12:20:26.743663"}
2026-06-30 09:35:25 ET Scale-in 12.0 $250.52 +$53.85 (1.8%) 📌algo X SniperBuy Mundy Signal: B+4, WMvalue: 11.69, 趋势强度: 23.5% 43768521456618496
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"SOXL","MAtrend":"0","pmaText":"PMA Bullish","POCtrend":"2","adxValue":"31.6137274945","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"32.8773483487","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 239.00; Prev DailyPOC: 234.00; Weekly POC: 234.00; Prev Weekly POC: 231.00; Monthly POC: 224.00; Prev Monthly POC: 161.00","AIbandsignal":"green uptrend","center_trend":"Weak Bearish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Bullish","Current_timeframe":"5","TrendTracersignal":"1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish ","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"236.88"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: B+4, WMvalue: 11.69, 趋势强度: 23.5%","oscrating":75,"timeframe":"5m","trendrating":110,"referencePrice":248.6,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"SOXL","quantity":12,"stopLoss":{"stopPrice":243.79},"takeProfit":{"limitPrice":161.0},"timeframe":"5m","filter_result":{"decision":"reject","rating":"B+4","final_rating":"📌algo X SniperBuy Mundy\nSignal: B+4, WMvalue: 11.69, 趋势强度: 23.5%\n动能一致性: 分歧 (1/4)\nMomo State: 共振多头 (2+2)\nHTF: C-4,pass, WMvalue: -33.78, 趋势强度: 64.7%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) | 15\nMarket Structure: V1 (UUUU)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 2.4% → 仓位x1.0\nSqueeze: ❌绝对禁区 BLOCK, HTF[挤压中,无pass]+Cur[挤压中,无pass]\n多维综合评级: B+4 M+4 V1\nFinal Decision: REJECT - Squeeze绝对禁区: [挤压中,无pass]+[挤压中,无pass]\n--- Claude AI 过滤 (8.88s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 60%\n判断: TSIHA=-1为最重要单一指标且逆势，RSIHA同为-1，动量方向明确看跌，尽管momoCompositeScore=+4及市场结构4/4顺势提供支撑；TSIHA逆势+Wave=+2为一顺一逆格局（TSIHA权重高于Wave），叠加Squeeze激活-10%，无1H数据按「均顺势/无数据」降至80%再下调，综合定位约60%。","reason":"阶段1: B+4级 (总分0.27, WMvalue: 11.69) | 阶段2: HTF规则pass | 阶段3(6维度): 当前动能分歧(1/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V1) | 阶段5(OB): OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 2.4%(x1.2)→仓位x1.0 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":2.1999999999999993,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":-1,"rsiha":-1,"calculated":2.2,"limited":2.2},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":0.44,"wave_weighted":0.22,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":0.27,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看涨: Wavematrixtrend","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=11.69 < 40.0 (避免超买)"},"tsi_value":11.691457290916048},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-30T13:35:12.168202"}
2026-06-30 09:35:26 ET Scale-in 29.0 $250.61 +$127.60 (1.8%) 📌Trend Optimizer Strategy Signal: B+4, WMvalue: 11.69, 趋势强度: 23.5% 43768522400861184
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: B+4, WMvalue: 11.69, 趋势强度: 23.5%","timeframe":"5","initialSlPct":2.5,"trailingStop":{"ladder":[{"profitPct":2.4,"newStopPct":1},{"profitPct":2.7,"newStopPct":1.8},{"profitPct":4.2,"newStopPct":2.9},{"profitPct":5.5,"newStopPct":4.1}],"trailPct":2,"activationPct":5.3},"originalIndicator":"Trend Optimizer Strategy"},"ticker":"SOXL","quantity":29,"stopLoss":{"stopPrice":238.42},"takeProfit":{"limitPrice":274.05},"referencePrice":248.6,"timeframe":"5","filter_result":{"decision":"reject","rating":"B+4","final_rating":"📌Trend Optimizer Strategy\nSignal: B+4, WMvalue: 11.69, 趋势强度: 23.5%\n动能一致性: 分歧 (1/4)\nMomo State: 共振多头 (2+2)\nHTF: C-4,pass, WMvalue: -33.78, 趋势强度: 64.7%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) | 15\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方18.85%,1H支撑上方30.62%｜阻力:4H无阻力OB,距1H阻力11.63%\nDeviation: 2.4% → 仓位x1.0\nMarketRegime: APEX_BEAR\nSqueeze: ❌绝对禁区 BLOCK, HTF[挤压中,无pass]+Cur[挤压中,无pass]\n多维综合评级: B+4 M+4 V1\nFinal Decision: REJECT - Squeeze绝对禁区: [挤压中,无pass]+[挤压中,无pass]\n--- Claude AI 过滤 (16.71s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: TSIHA=-1逆势为最重要单一指标，但1H_TSIHA=+1顺势且1H Wave=+1，未触发「集体反转强制reject」（Wave=+2达标但momo=+4顺势方向未反转，三核心硬拒条件不成立），按「TSIHA逆势但1H顺势→reduce」处理；叠加Squeeze激活（-10%）、TSIMASTATUS=-1动量减速（-5%）、日线EMA斜率分歧轻微逆势（-5%）、1H_momo=+1中性不足（-5%），L组+3强多排列加成（+10%），综合仓位降至65%。","reason":"阶段1: B+4级 (总分0.27, WMvalue: 11.69) | 阶段2: HTF规则pass | 阶段3(6维度): 当前动能分歧(1/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V1) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方18.85%,1H支撑上方30.62%｜阻力:4H无阻力OB,距1H阻力11.63% | 乖离率: 2.4%(x1.2)→仓位x1.0 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":2.1999999999999993,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":-1,"rsiha":-1,"calculated":2.2,"limited":2.2},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":0.44,"wave_weighted":0.22,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":0.27,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看涨: Wavematrixtrend","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=11.69 < 40.0 (避免超买)"},"tsi_value":11.691457290916048},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-30T13:35:18.874860"}

Exit Details
Exit Price: $134.09
Avg Entry Price: $134.49
Exit Quantity: 29.0
Exit Method: trailing_stop
P&L Summary

$-11.64

-0.30%

Entry Signals Consumed (3)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-30 09:45:36 ET Initial 1.0 $134.42 $-0.33 (-0.2%) - 43768602447450112
Original Signal JSON 
{"close":134.53,"action":"buy","ticker":"INTC","exchange":"BATS","indicator":"market  wave pro","timeframe":"15","alert_name":"Buy","referencePrice":134.53,"filter_result":{"decision":"reject","rating":"A++4","final_rating":"Signal: A++4, WMvalue: 24.13, 趋势强度: 88.2%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: C-3,pass, WMvalue: 11.49, 趋势强度: 17.6%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 强空头 (-2+-1) | 60\nMarket Structure: V4 (UDUU)\n🔴 OB: reject(-3) - 做多信号在4H Bearish OB区域内，强阻力｜支撑:4H支撑上方9.97%,1H支撑上方1.79%｜阻力:4H阻力内,距1H阻力2.71%\nDeviation: 72.1% → 仓位x0.4\nMarketRegime: APEX_BULL\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\n多维综合评级: A++4 M+4 V4\nFinal Decision: REJECT - [硬拒绝] OB硬拒绝: 做多信号在4H Bearish OB区域内，强阻力｜支撑:4H支撑上方9.97%,1H支撑上方1.79%｜阻力:4H阻力内,距1H阻力2.71%，MRC不可覆盖\n--- Claude AI 过滤 (11.79s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 62%\n判断: 当前TF核心动量（TSIHA/Wave/momo）全部顺势且极强，但1H_Wavematrixtrend逆势且1H_momo=-3形成强跨周期分歧，叠加deviation_ratio=0.94>0.85追高风险与1H Squeeze激活，综合仓位大幅降低。按仓位表：A组均顺势+1H_TSIHA顺势基准100%，1H_Wave逆势降至~80%，deviation>0.85再-10%，1H_squezze激活-10%，最终约60-65%。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 24.13) | 阶段2: HTF规则pass | 阶段3(6维度): 当前A级+HTF规则pass | 阶段4(V评级): 6维度pass但V评级V4偏弱，通过+警告 | 阶段5(OB): 做多信号在4H Bearish OB区域内，强阻力｜支撑:4H支撑上方9.97%,1H支撑上方1.79%｜阻力:4H阻力内,距1H阻力2.71% | 乖离率: 72.1%(x1.3)→仓位x0.4 | 阶段6(MRC): [硬拒绝] OB硬拒绝: 做多信号在4H Bearish OB区域内，强阻力｜支撑:4H支撑上方9.97%,1H支撑上方1.79%｜阻力:4H阻力内,距1H阻力2.71%，MRC不可覆盖","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":1,"rsiha":1,"calculated":5.0,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, RSIHA, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=24.13 < 40.0 (避免超买)"},"tsi_value":24.12832573489068},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-30T13:45:31.378105"}
2026-06-30 09:45:40 ET Scale-in 27.0 $134.51 $-11.16 (-0.3%) 📌algo X SniperBuy Mundy Signal: A++4, WMvalue: 24.03, 趋势强度: 88.2% 43768602927693824
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"INTC","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"2","adxValue":"26.5258991262","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"33.7629534194","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 132.00; Prev DailyPOC: 130.00; Weekly POC: 131.00; Prev Weekly POC: 129.00; Monthly POC: 128.00; Prev Monthly POC: 118.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Neutral","Current_timeframe":"15","TrendTracersignal":"1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish ","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"no chopping","trend_change_volatility_stop":"126.93"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: A++4, WMvalue: 24.03, 趋势强度: 88.2%","oscrating":80,"timeframe":"15m","trendrating":110,"referencePrice":134.53,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"INTC","quantity":27,"stopLoss":{"stopPrice":132.54},"takeProfit":{"limitPrice":134.85},"timeframe":"15m","filter_result":{"decision":"reject","rating":"A++4","final_rating":"📌algo X SniperBuy Mundy\nSignal: A++4, WMvalue: 24.03, 趋势强度: 88.2%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: C-3,pass, WMvalue: 11.49, 趋势强度: 17.6%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 强空头 (-2+-1) | 60\nMarket Structure: V4 (UDUU)\n🔴 OB: reject(-3) - 做多信号在4H Bearish OB区域内，强阻力｜支撑:4H支撑上方9.88%,1H支撑上方1.7%｜阻力:4H阻力内,距1H阻力2.81%\nDeviation: 70.0% → 仓位x0.6\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\n多维综合评级: A++4 M+4 V4\nFinal Decision: REJECT - 做多信号在4H Bearish OB区域内，强阻力｜支撑:4H支撑上方9.88%,1H支撑上方1.7%｜阻力:4H阻力内,距1H阻力2.81% | POC空间: 100.0% | 乖离率: 70.0%(x1.3)→仓位x0.6\n--- Claude AI 过滤 (8.61s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 72%\n判断: A组TSIHA+Wave均顺势但无1H数据，按均顺势/无J组数据基准80-90%；deviation_ratio=0.91触发-10%惩罚，TSIMASTATUS=-1动量减速进一步收紧阈值，综合下调至72%。momo=4极强本可+5%但被deviation高度拖累，整体reduce保守入场。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 24.03) | 阶段2: HTF规则pass | 阶段3(6维度): 当前A级+HTF规则pass | 阶段4(V评级): 6维度pass但V评级V4偏弱，通过+警告 | 阶段5(OB): 做多信号在4H Bearish OB区域内，强阻力｜支撑:4H支撑上方9.88%,1H支撑上方1.7%｜阻力:4H阻力内,距1H阻力2.81% | POC空间: 100.0% | 乖离率: 70.0%(x1.3)→仓位x0.6 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":1,"rsiha":1,"calculated":5.0,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, RSIHA, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=24.03 < 40.0 (避免超买)"},"tsi_value":24.026225429978066},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-30T13:45:33.034758"}
2026-06-30 09:45:47 ET Scale-in 1.0 $134.25 $-0.16 (-0.1%) - 43768603827899392
Original Signal JSON 
{"close":134.53,"action":"buy","ticker":"INTC","exchange":"BATS","indicator":"market  wave pro","timeframe":"15","alert_name":"VectorShift Bullish","referencePrice":134.53,"filter_result":{"decision":"reject","rating":"A++4","final_rating":"Signal: A++4, WMvalue: 24.13, 趋势强度: 88.2%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: C-3,pass, WMvalue: 11.49, 趋势强度: 17.6%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 强空头 (-2+-1) | 60\nMarket Structure: V4 (UDUU)\n🔴 OB: reject(-3) - 做多信号在4H Bearish OB区域内，强阻力｜支撑:4H支撑上方9.97%,1H支撑上方1.79%｜阻力:4H阻力内,距1H阻力2.71%\nDeviation: 72.1% → 仓位x0.4\nMarketRegime: APEX_BULL\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\n多维综合评级: A++4 M+4 V4\nFinal Decision: REJECT - [硬拒绝] OB硬拒绝: 做多信号在4H Bearish OB区域内，强阻力｜支撑:4H支撑上方9.97%,1H支撑上方1.79%｜阻力:4H阻力内,距1H阻力2.71%，MRC不可覆盖\n--- Claude AI 过滤 (11.92s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 62%\n判断: 当前TF核心动量（TSIHA=+1，Wave=+2，momo=+4）及1H EMA结构（score=+3）均顺势，但deviation_ratio=0.94严重超标叠加TSIMASTATUS=-1动量减速，追高风险极高；1H_Wave=-1且1H_momo=-3形成强跨周期逆势分歧，1H Squeeze激活进一步压制信号可信度，综合降仓至62%。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 24.13) | 阶段2: HTF规则pass | 阶段3(6维度): 当前A级+HTF规则pass | 阶段4(V评级): 6维度pass但V评级V4偏弱，通过+警告 | 阶段5(OB): 做多信号在4H Bearish OB区域内，强阻力｜支撑:4H支撑上方9.97%,1H支撑上方1.79%｜阻力:4H阻力内,距1H阻力2.71% | 乖离率: 72.1%(x1.3)→仓位x0.4 | 阶段6(MRC): [硬拒绝] OB硬拒绝: 做多信号在4H Bearish OB区域内，强阻力｜支撑:4H支撑上方9.97%,1H支撑上方1.79%｜阻力:4H阻力内,距1H阻力2.71%，MRC不可覆盖","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":1,"rsiha":1,"calculated":5.0,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, RSIHA, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=24.13 < 40.0 (避免超买)"},"tsi_value":24.12832573489068},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-30T13:45:41.319589"}

Exit Details
Exit Price: $134.85
Avg Entry Price: $134.36
Exit Quantity: 24.0
Exit Method: take_profit
P&L Summary

+$11.76

0.36%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-30 09:35:46 ET Initial 24.0 $134.36 +$11.76 (0.4%) 📌algo X SniperBuy Vidya Signal: A++4, WMvalue: 12.8, 趋势强度: 100% 43768525088227328
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"INTC","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"2","adxValue":"26.6560636187","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"33.8470228143","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 132.00; Prev DailyPOC: 130.00; Weekly POC: 130.00; Prev Weekly POC: 129.00; Monthly POC: 128.00; Prev Monthly POC: 117.00","AIbandsignal":"green uptrend","center_trend":"Weak Bearish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Neutral","Current_timeframe":"5","TrendTracersignal":"1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"130.35"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Vidya\nSignal: A++4, WMvalue: 12.8, 趋势强度: 100%","oscrating":75,"timeframe":"5m","trendrating":110,"referencePrice":133.57,"originalIndicator":"algo X SniperBuy Vidya"},"ticker":"INTC","quantity":24,"stopLoss":{"stopPrice":132.03},"takeProfit":{"limitPrice":134.85},"timeframe":"5m","filter_result":{"decision":"reject","rating":"A++4","final_rating":"📌algo X SniperBuy Vidya\nSignal: A++4, WMvalue: 12.8, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: B+4,strongpass, WMvalue: 13.21, 趋势强度: 70.6%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 15\nMarket Structure: V4 (UDUU)\n🔴 OB: reject(-3) - 做多信号在4H Bearish OB区域内，强阻力｜支撑:4H支撑上方9.82%,1H支撑上方1.63%｜阻力:4H阻力内,距1H阻力2.88%\nDeviation: 77.4% → 仓位x0.4\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: A++4 M+4 V4\nFinal Decision: REJECT - 做多信号在4H Bearish OB区域内，强阻力｜支撑:4H支撑上方9.82%,1H支撑上方1.63%｜阻力:4H阻力内,距1H阻力2.88% | POC空间: 100.0% | 乖离率: 77.4%(x1.4)→仓位x0.4\n--- Claude AI 过滤 (9.99s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: deviation_ratio=1.08已大幅超过0.85做多拒绝警戒线，价格严重过度延伸追高风险极高，触发-10%仓位惩罚；虽然A组TSIHA/Wave/momo核心动量极强(均顺势+momo=4)，但缺乏J组1H数据支撑、4H结构逆势、上行空间受限于阻力区仅3.3%，综合基础仓位70%(A均顺势+1H无数据)叠加deviation惩罚-10%，最终定位65%。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 12.8) | 阶段2: HTF规则strongpass | 阶段3(6维度): 高质量信号：当前A级强势+HTFB+4支持+HTF规则strongpass | 阶段4(V评级): 6维度strongpass但V评级V4偏弱，降级为pass | 阶段5(OB): 做多信号在4H Bearish OB区域内，强阻力｜支撑:4H支撑上方9.82%,1H支撑上方1.63%｜阻力:4H阻力内,距1H阻力2.88% | POC空间: 100.0% | 乖离率: 77.4%(x1.4)→仓位x0.4 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=12.80 < 40.0 (避免超买)"},"tsi_value":12.799139524984469},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-30T13:35:40.683420"}

Exit Details
Exit Price: $251.58
Avg Entry Price: $245.59
Exit Quantity: 32.0
Exit Method: trailing_stop
P&L Summary

+$139.02

0.67%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-25 19:15:40 ET Scale-in 32.0 $249.44 +$68.29 (0.9%) 📌Trend Optimizer Strategy Signal: C+0, WMvalue: -15.62, 趋势强度: 5.9% 43716462476005376
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: C+0, WMvalue: -15.62, 趋势强度: 5.9%","timeframe":"5","initialSlPct":2.5,"trailingStop":{"ladder":[{"profitPct":2.4,"newStopPct":1},{"profitPct":2.7,"newStopPct":1.8},{"profitPct":4.2,"newStopPct":2.9},{"profitPct":5.5,"newStopPct":4.1}],"trailPct":2,"activationPct":5.3},"originalIndicator":"Trend Optimizer Strategy"},"ticker":"SOXL","quantity":32,"stopLoss":{"stopPrice":243.65},"takeProfit":{"limitPrice":264.86},"referencePrice":249.71,"timeframe":"5","filter_result":{"decision":"reject","rating":"C+0","final_rating":"📌Trend Optimizer Strategy\nSignal: C+0, WMvalue: -15.62, 趋势强度: 5.9%\n动能一致性: 一致 (3/4)\nMomo State: 中性/冲突 (2+-2)\nHTF: B+1,pass, WMvalue: -11.52, 趋势强度: 11.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏多 (-1+2) | 15\nMarket Structure: V2 (UUUD)\n🟢 OB: strongpass(+2) - 做多信号在4H Bullish OB区域内，强支撑反弹｜支撑:4H支撑内,1H支撑上方4.29%｜阻力:4H无阻力OB,距1H阻力8.12%\nDeviation: 12.9% → 仓位x1.0\nMarketRegime: CORRECTION_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: C+0 M0 V2\nFinal Decision: REJECT - [1H][Momo+TSI] Momo=4+TSIHA=1+TSI=56.8，挽救做多 | 趋势极弱→reject\n--- Claude AI 过滤 (19.61s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 60%\n判断: 核心关键冲突：当前TF TSIHA=+1顺势但Wavematrixtrend=-2逆势（单核心逆势），1H_TSIHA=+1顺势提供大方向保护，按规则降级为reduce约60-70%；1H_RSI=71.55超买强制额外-15%降仓，叠加L组score=-1中性、trendStrengthPct仅5.88%、momo=0中性等多项弱势信号，综合定位60%中仓，上行空间仅2.2%至阻力区亦限制做多潜力。","reason":"阶段1: C+0级 (总分-0.27, WMvalue: -15.62) | 阶段2: HTF规则pass | 阶段3(6维度): C级稳动能中性+HTF B级稳动能neutral pass，EV正向，动能(3/4) | 阶段4(V评级): 正常通过：6维度pass + V评级V2 | 阶段5(OB): 做多信号在4H Bullish OB区域内，强支撑反弹｜支撑:4H支撑内,1H支撑上方4.29%｜阻力:4H无阻力OB,距1H阻力8.12% | 乖离率: 12.9%(x1.3)→仓位x1.0 | 阶段6(MRC): [1H][Momo+TSI] Momo=4+TSIHA=1+TSI=56.8，挽救做多","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":-2.1999999999999993,"wave_components":{"wavematrixtrend":-2,"momentum_state":-2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":-2.2,"limited":-2.2},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-2,"momo_composite_score":0},"wave_normalized":-0.44,"wave_weighted":-0.22,"structural_raw":-1.0,"structural_normalized":-0.5,"structural_weighted":-0.05,"total_score":-0.27,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=-15.62 < 40.0 (避免超买)"},"tsi_value":-15.615197329992869},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-25T23:15:34.269821"}

Exit Details
Exit Price: $256.08
Avg Entry Price: $299.96
Exit Quantity: 77.0
Exit Method: webhook_signal
P&L Summary

$-3378.85

-14.63%

No entry signals linked to this exit. (Historical trade before forensic tracking was enabled)

Exit Details
Exit Price: $126.64
Avg Entry Price: $138.60
Exit Quantity: 1.0
Exit Method: webhook_signal
P&L Summary

$-11.96

-8.63%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-24 20:01:36 ET Initial 1.0 $138.60 $-11.96 (-8.6%) - 43705499139047424
Original Signal JSON 
{"close":138.6,"action":"buy","ticker":"INTC","exchange":"BATS","indicator":"market  wave pro","timeframe":"15","alert_name":"VectorShift Bullish","referencePrice":138.6,"filter_result":{"decision":"reject","rating":"B+1","final_rating":"Signal: B+1, WMvalue: 34.53, 趋势强度: 52.9%\n动能一致性: 一致 (3/4)\nMomo State: 震荡偏多 (2+-1)\nHTF: C+1,pass, WMvalue: 5.11, 趋势强度: 58.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏多 (-1+2) | 60\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.62%,1H支撑上方4.77%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 92.3% → 仓位x0.2\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: B+1 M+1 V1\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (12.43s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 55%\n判断: 当前TF TSIHA顺势但Wavematrixtrend逆势（一顺一逆），1H_TSIHA顺势但1H_Wave同样逆势，基础仓位定位于65-80%区间；然而deviation_ratio=1.20严重超过0.85触发-10%，加之距Bearish_OB阻力区仅1.1%形成双重压制，综合压降至约55%，信号结构整体偏弱且追高风险极高。","reason":"阶段1: B+1级 (总分0.12, WMvalue: 34.53) | 阶段2: HTF规则pass | 阶段3(6维度): 未匹配任何通过规则：cur_T2/solid/neutral, htf_T3/solid/neutral, htf_rule=pass | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V1) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.62%,1H支撑上方4.77%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 92.3%(x1.3)→仓位x0.2 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":0.19999999999999996,"wave_components":{"wavematrixtrend":-1,"momentum_state":-1,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":0.2,"limited":0.2},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-1,"momo_composite_score":1},"wave_normalized":0.04,"wave_weighted":0.02,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.12,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":-1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=34.53 < 40.0 (避免超买)"},"tsi_value":34.53319696587026},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-25T00:01:29.314445"}

Exit Details
Exit Price: $430.35
Avg Entry Price: $432.77
Exit Quantity: 6.0
Exit Method: trailing_stop
P&L Summary

$-14.55

-0.56%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-22 15:30:38 ET Initial 6.0 $432.77 $-14.55 (-0.6%) 📌algo X SniperBuy Mundy Signal: C+0, WMvalue: -2.85, 趋势强度: 11.8% 43680718882734080
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ALAB","MAtrend":"1","pmaText":"PMA Trendless","POCtrend":"2","adxValue":"22.268028996","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"34.8384361409","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 428.00; Prev DailyPOC: 418.00; Weekly POC: 428.00; Prev Weekly POC: 388.00; Monthly POC: 345.00; Prev Monthly POC: 201.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"-1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:1 / L:4","rsi_state_trend":"Bullish","Current_timeframe":"15","TrendTracersignal":"1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"no chopping","trend_change_volatility_stop":"410.17"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: C+0, WMvalue: -2.85, 趋势强度: 11.8%","oscrating":90,"timeframe":"15m","trendrating":110,"referencePrice":431.55,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"ALAB","quantity":6,"stopLoss":{"stopPrice":421.92},"takeProfit":{"limitPrice":201.0},"timeframe":"15m","filter_result":{"decision":"reject","rating":"C+0","final_rating":"📌algo X SniperBuy Mundy\nSignal: C+0, WMvalue: -2.85, 趋势强度: 11.8%\n动能一致性: 分歧 (1/4)\nMomo State: 中性/冲突 (2+-2)\nHTF: B+4,pass, WMvalue: 40.66, 趋势强度: 64.7%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: V3 (UUDU)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 9.8% → 仓位x1.0\nSqueeze: ❌绝对禁区 BLOCK, HTF[挤压中,无pass]+Cur[挤压中,无pass]\n多维综合评级: C+0 M0 V3\nFinal Decision: REJECT - Squeeze绝对禁区: [挤压中,无pass]+[挤压中,无pass]\n--- Claude AI 过滤 (9.07s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: TSIHA=-1与Wavematrixtrend=-1双逆势，构成仓位表「均逆势」行；叠加Squeeze激活（-10%）、1H市场结构逆势，基础仓位落在50-55%区间。日线强多排列提供宏观支撑但动量框架完全逆势，综合定位55%。","reason":"阶段1: C+0级 (总分-0.43, WMvalue: -2.85) | 阶段2: HTF规则pass | 阶段3(6维度): 当前动能分歧(1/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V3) | 阶段5(OB): OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 9.8%(x1.1)→仓位x1.0 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":-4.8,"wave_components":{"wavematrixtrend":-1,"momentum_state":-2,"tsimastatus":-1,"tsiha":-1,"rsiha":1,"calculated":-4.8,"limited":-4.8},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-2,"momo_composite_score":0},"wave_normalized":-0.96,"wave_weighted":-0.48,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":-0.43,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看涨: RSIHA","wavematrix_status":"分歧","wavematrix_value":-1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=-2.85 < 40.0 (避免超买)"},"tsi_value":-2.8549440142623466},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-22T19:30:26.853687"}

Exit Details
Exit Price: $140.52
Avg Entry Price: $140.57
Exit Quantity: 71.0
Exit Method: webhook_signal
P&L Summary

$-3.12

-0.03%

Entry Signals Consumed (3)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-22 11:00:43 ET Initial 23.0 $140.25 +$6.28 (0.2%) 📌algo X SniperBuy Vidya Signal: B+1, WMvalue: 8.47, 趋势强度: 41.2% 43678595992783872
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"INTC","MAtrend":"0","pmaText":"PMA Bullish","POCtrend":"2","adxValue":"18.2517728415","CVDsignal":"cvdAboveMA","SQZsignal":"squeeze","MOMOsignal":"bullishmomo","choppiness":"64.5277262928","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 138.00; Prev DailyPOC: 134.00; Weekly POC: 138.00; Prev Weekly POC: 128.00; Monthly POC: 108.00; Prev Monthly POC: 117.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Bullish","Current_timeframe":"5","TrendTracersignal":"-1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"chopping","trend_change_volatility_stop":"135.97"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Vidya\nSignal: B+1, WMvalue: 8.47, 趋势强度: 41.2%","oscrating":90,"timeframe":"5m","trendrating":100,"referencePrice":140.16,"originalIndicator":"algo X SniperBuy Vidya"},"ticker":"INTC","quantity":23,"stopLoss":{"stopPrice":136.76},"takeProfit":{"limitPrice":145.25},"timeframe":"5m","filter_result":{"decision":"pass","rating":"B+1","final_rating":"📌algo X SniperBuy Vidya\nSignal: B+1, WMvalue: 8.47, 趋势强度: 41.2%\n动能一致性: 一致 (3/4)\nMomo State: 震荡偏多 (2+-1)\nHTF: B+4,strongpass, WMvalue: 18.9, 趋势强度: 70.6%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 15\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方13.58%,1H支撑上方7.52%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 36.7% → 仓位x0.8\nSqueeze: ✅双重爆点 pass, HTF[挤压中,有pass]+Cur[挤压中,有pass]\n多维综合评级: B+1 M+1 V1\nFinal Decision: PASS - 正常通过\n--- Claude AI 过滤 (9.39s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 65%\n判断: 当前TF呈TSIHA顺势但Wavematrixtrend=-1（一顺一逆），1H无单独数据（B组结构支持），基准仓位为60-70%；Squeeze激活-10%，价格位于Bearish_OB阻力区-15%，综合后降至约55-65%，取65%；deviation_ratio=0.50无追高风险，日线强多排列提供宏观支撑，但阻力区+Squeeze叠加压制使仓位维持低水平。","reason":"阶段1: B+1级 (总分0.12, WMvalue: 8.47) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前B级中性Momo但HTF规则strongpass补偿 | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方13.58%,1H支撑上方7.52%｜阻力:4H无阻力OB,1H无阻力OB | POC空间: 100.0% | 乖离率: 36.7%(x1.35)→仓位x0.8 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":0.19999999999999996,"wave_components":{"wavematrixtrend":-1,"momentum_state":-1,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":0.2,"limited":0.2},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-1,"momo_composite_score":1},"wave_normalized":0.04,"wave_weighted":0.02,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.12,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":-1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=8.47 < 40.0 (避免超买)"},"tsi_value":8.470710623685944},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-22T15:00:31.001570"}
2026-06-22 13:25:39 ET Scale-in 24.0 $140.66 $-3.32 (-0.1%) 📌algo X SniperBuy Mundy Signal: A++1, WMvalue: 22.28, 趋势强度: 82.4% 43679735917710336
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"INTC","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"2","adxValue":"11.4274471502","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"45.246651898","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 138.00; Prev DailyPOC: 134.00; Weekly POC: 138.00; Prev Weekly POC: 128.00; Monthly POC: 108.00; Prev Monthly POC: 117.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Bullish","Current_timeframe":"5","TrendTracersignal":"-1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"chopping","trend_change_volatility_stop":"135.97"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: A++1, WMvalue: 22.28, 趋势强度: 82.4%","oscrating":100,"timeframe":"5m","trendrating":100,"referencePrice":140.74,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"INTC","quantity":24,"stopLoss":{"stopPrice":138.82},"takeProfit":{"limitPrice":145.64},"timeframe":"5m","filter_result":{"decision":"pass","rating":"A++1","final_rating":"📌algo X SniperBuy Mundy\nSignal: A++1, WMvalue: 22.28, 趋势强度: 82.4%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: B+1,strongpass, WMvalue: 15.81, 趋势强度: 64.7%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏多 (-1+2) | 15\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方13.96%,1H支撑上方7.93%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 29.7% → 仓位x1.0\nSqueeze: ✅双重爆点 pass, HTF[挤压中,有pass]+Cur[挤压中,有pass]\n多维综合评级: A++1 M+1 V1\nFinal Decision: PASS - 正常通过\n--- Claude AI 过滤 (9.83s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 70%\n判断: 核心动量TSIHA/Wave均顺势，日线强多排列，但价格当前处于看跌OB阻力区(139.22~141.44)内触发-15%降仓，同时Squeeze激活触发-10%降仓，合计从基础90-100%区间降至约70%；deviation_ratio=0.42偏低无追高风险，4/4市场结构全顺势为多头加分但不足以抵消阻力区和Squeeze双重压制。","reason":"阶段1: A++1级 (总分0.6, WMvalue: 22.28) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前A级+HTF规则strongpass | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方13.96%,1H支撑上方7.93%｜阻力:4H无阻力OB,1H无阻力OB | POC空间: 100.0% | 乖离率: 29.7%(x1.4)→仓位x1.0 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":-1,"momo_longswing_state":2,"momo_composite_score":1},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=22.28 < 40.0 (避免超买)"},"tsi_value":22.28108550337655},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-22T17:25:30.536967"}
2026-06-22 13:30:35 ET Scale-in 24.0 $140.78 $-6.08 (-0.2%) 📌algo X SniperBuy TrendTracer Signal: A++1, WMvalue: 24.37, 趋势强度: 82.4% 43679774799167488
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"INTC","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"2","adxValue":"12.1046019662","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"46.8684503358","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 138.00; Prev DailyPOC: 134.00; Weekly POC: 138.00; Prev Weekly POC: 128.00; Monthly POC: 108.00; Prev Monthly POC: 117.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"-1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:1 / L:4","rsi_state_trend":"Bullish","Current_timeframe":"5","TrendTracersignal":"1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"chopping","trend_change_volatility_stop":"135.97"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy TrendTracer\nSignal: A++1, WMvalue: 24.37, 趋势强度: 82.4%","oscrating":100,"timeframe":"5m","trendrating":110,"referencePrice":140.7,"originalIndicator":"algo X SniperBuy TrendTracer"},"ticker":"INTC","quantity":24,"stopLoss":{"stopPrice":138.86},"takeProfit":{"limitPrice":145.4},"timeframe":"5m","filter_result":{"decision":"pass","rating":"A++1","final_rating":"📌algo X SniperBuy TrendTracer\nSignal: A++1, WMvalue: 24.37, 趋势强度: 82.4%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: B+1,strongpass, WMvalue: 18.35, 趋势强度: 64.7%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏多 (-1+2) | 15\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方14.02%,1H支撑上方8.0%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 29.4% → 仓位x1.0\nSqueeze: ✅双重爆点 pass, HTF[挤压中,有pass]+Cur[挤压中,有pass]\n多维综合评级: A++1 M+1 V1\nFinal Decision: PASS - 正常通过\n--- Claude AI 过滤 (8.35s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 70%\n判断: 核心动量全线顺势（TSIHA=+1，Wave=+2，4/4结构对齐，日线强多），但价格当前处于Bearish_OB阻力区(139.22~141.44)触发⑥规则-15%，叠加Squeeze激活-10%，基础仓位从90%（A均顺势+无1H数据）下调至约70%；deviation_ratio=0.41无超买追高压力，RSI=61.92正常区间不触发额外惩罚。","reason":"阶段1: A++1级 (总分0.6, WMvalue: 24.37) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前A级+HTF规则strongpass | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方14.02%,1H支撑上方8.0%｜阻力:4H无阻力OB,1H无阻力OB | POC空间: 100.0% | 乖离率: 29.4%(x1.4)→仓位x1.0 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":-1,"momo_longswing_state":2,"momo_composite_score":1},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=24.37 < 40.0 (避免超买)"},"tsi_value":24.368419364986256},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-22T17:30:26.584099"}

Exit Details
Exit Price: $251.73
Avg Entry Price: $299.88
Exit Quantity: 1.0
Exit Method: webhook_signal
P&L Summary

$-48.15

-0.21%

Entry Signals Consumed (3)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-22 16:00:41 ET Initial 46.0 $299.89 $-2215.16 (-16.1%) - 43680955279212544
Original Signal JSON 
{"close":301.34,"action":"buy","ticker":"SOXL","exchange":"BATS","quantity":46,"stopLoss":{"stopPrice":292.3},"indicator":"market  wave pro","timeframe":"5","alert_name":"Buy","takeProfit":{"limitPrice":316.41},"referencePrice":301.34,"filter_result":{"decision":"strongpass","rating":"B+1","final_rating":"Signal: B+1, WMvalue: 23.79, 趋势强度: 64.7%\n动能一致性: 一致 (3/4)\nMomo State: 震荡偏多 (2+-1)\nHTF: B+1,strongpass, WMvalue: 13.83, 趋势强度: 64.7%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 震荡偏多 (-1+2) | 15\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方16.84%,1H支撑上方47.59%｜阻力:4H无阻力OB,已破1H阻力23.33%\nDeviation: 34.0% → 仓位x0.8\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: B+1 M+1 V1\nFinal Decision: STRONGPASS - 正常通过\n--- Claude AI 过滤 (12.4s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 70%\n判断: 当前TF呈TSIHA顺势但Wave逆势的一顺一逆格局，叠加1H_TSIHA=+1但1H_Wave=-2且1H_momo=-3形成强逆势跨周期分歧，按仓位表一顺一逆+1H逆势基础仓位55-65%；日线与1H EMA均强多排列提供宏观支撑，综合上调至70%。","reason":"阶段1: B+1级 (总分0.12, WMvalue: 23.79) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前B级中性Momo但HTF规则strongpass补偿 | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方16.84%,1H支撑上方47.59%｜阻力:4H无阻力OB,已破1H阻力23.33% | 乖离率: 34.0%(x1.4)→仓位x0.8 | 阶段6(MRC): [MRC极强] APEX_BULL+B+1级+HTF通过，强势做多","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":0.19999999999999996,"wave_components":{"wavematrixtrend":-1,"momentum_state":-1,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":0.2,"limited":0.2},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-1,"momo_composite_score":1},"wave_normalized":0.04,"wave_weighted":0.02,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.12,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":-1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=23.79 < 40.0 (避免超买)"},"tsi_value":23.79398218993378},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-22T20:00:34.274809"}
2026-06-22 16:00:44 ET Scale-in 11.0 $299.88 $-529.62 (-16.1%) 📌algo X SniperBuy Mundy Signal: B+1, WMvalue: 23.79, 趋势强度: 64.7% 43680955650936832
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"SOXL","MAtrend":"1","pmaText":"PMA Strong Bullish","POCtrend":"2","adxValue":"20.756299745","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"38.5026669325","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 293.70; Prev DailyPOC: 279.00; Weekly POC: 293.70; Prev Weekly POC: 272.00; Monthly POC: 224.00; Prev Monthly POC: 161.00","AIbandsignal":"red downtrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-OscDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Bullish","Current_timeframe":"5","TrendTracersignal":"1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"302.32"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: B+1, WMvalue: 23.79, 趋势强度: 64.7%","oscrating":100,"timeframe":"5m","trendrating":90,"referencePrice":301.34,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"SOXL","quantity":11,"stopLoss":{"stopPrice":295.89},"takeProfit":{"limitPrice":309.52},"timeframe":"5m","filter_result":{"decision":"pass","rating":"B+1","final_rating":"📌algo X SniperBuy Mundy\nSignal: B+1, WMvalue: 23.79, 趋势强度: 64.7%\n动能一致性: 一致 (3/4)\nMomo State: 震荡偏多 (2+-1)\nHTF: B+1,strongpass, WMvalue: 13.78, 趋势强度: 64.7%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 震荡偏多 (-1+2) | 15\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方16.56%,1H支撑上方47.41%｜阻力:4H无阻力OB,已破1H阻力23.06%\nDeviation: 34.0% → 仓位x0.8\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: B+1 M+1 V1\nFinal Decision: PASS - 正常通过\n--- Claude AI 过滤 (13.52s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 70%\n判断: TSIHA=+1顺势但Wavematrixtrend=-1逆势，属于A组一顺一逆情形；无1H动量数据支撑，按仓位表一顺一逆+无J组数据定位60-70%，叠加B组4/4全顺势及日线强多背景适度上调至70%。","reason":"阶段1: B+1级 (总分0.12, WMvalue: 23.79) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前B级中性Momo但HTF规则strongpass补偿 | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方16.56%,1H支撑上方47.41%｜阻力:4H无阻力OB,已破1H阻力23.06% | POC空间: 100.0% | 乖离率: 34.0%(x1.4)→仓位x0.8 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":0.19999999999999996,"wave_components":{"wavematrixtrend":-1,"momentum_state":-1,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":0.2,"limited":0.2},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-1,"momo_composite_score":1},"wave_normalized":0.04,"wave_weighted":0.02,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.12,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":-1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=23.79 < 40.0 (避免超买)"},"tsi_value":23.79398218993378},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-22T20:00:35.816419"}
2026-06-22 16:00:50 ET Scale-in 21.0 $299.87 $-1010.99 (-16.1%) 📌Trend Optimizer Strategy Signal: B+1, WMvalue: 23.63, 趋势强度: 64.7% 43680956429242368
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: B+1, WMvalue: 23.63, 趋势强度: 64.7%","timeframe":"5","initialSlPct":2.5,"trailingStop":{"ladder":[{"profitPct":2.4,"newStopPct":1},{"profitPct":2.7,"newStopPct":1.8},{"profitPct":4.2,"newStopPct":2.9},{"profitPct":5.5,"newStopPct":4.1}],"trailPct":2,"activationPct":5.3},"originalIndicator":"Trend Optimizer Strategy"},"ticker":"SOXL","quantity":21,"stopLoss":{"stopPrice":291.97},"takeProfit":{"limitPrice":324.78},"referencePrice":301.34,"timeframe":"5","filter_result":{"decision":"strongpass","rating":"B+1","final_rating":"📌Trend Optimizer Strategy\nSignal: B+1, WMvalue: 23.63, 趋势强度: 64.7%\n动能一致性: 一致 (3/4)\nMomo State: 震荡偏多 (2+-1)\nHTF: B+1,strongpass, WMvalue: 13.7, 趋势强度: 64.7%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 震荡偏多 (-1+2) | 15\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方16.84%,1H支撑上方47.59%｜阻力:4H无阻力OB,已破1H阻力23.33%\nDeviation: 32.8% → 仓位x0.8\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: B+1 M+1 V1\nFinal Decision: STRONGPASS - 正常通过\n--- Claude AI 过滤 (16.34s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 65%\n判断: 1H_momoCompositeScore=-3触发做多reject硬规则（1H_momo≤-3），但检查豁免条件：1H_TSIHA=+1顺势（非逆势），因此1H_momo极端逆势的reject规则需结合整体——1H_TSIHA顺势保护主方向，当前TF仅Wave单核心逆势（非双核心逆势），硬拒三重门槛（TSIHA逆+Wave≥2逆+momo≥3逆）未达标（当前TF TSIHA=+1顺势，不满足①），故维持reduce而非reject。综合Wave逆势（-15%）、1H_Wave=-2逆势（-15%）、1H_momo极端逆势（-10%）、momo仅1分中性（-5%），基准100%降至约55-65%，取65%。","reason":"阶段1: B+1级 (总分0.12, WMvalue: 23.63) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前B级中性Momo但HTF规则strongpass补偿 | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方16.84%,1H支撑上方47.59%｜阻力:4H无阻力OB,已破1H阻力23.33% | 乖离率: 32.8%(x1.4)→仓位x0.8 | 阶段6(MRC): [MRC极强] APEX_BULL+B+1级+HTF通过，强势做多","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":0.19999999999999996,"wave_components":{"wavematrixtrend":-1,"momentum_state":-1,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":0.2,"limited":0.2},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-1,"momo_composite_score":1},"wave_normalized":0.04,"wave_weighted":0.02,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.12,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":-1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=23.63 < 40.0 (避免超买)"},"tsi_value":23.63411792286344},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-22T20:00:42.671884"}

Exit Details
Exit Price: $289.65
Avg Entry Price: $299.28
Exit Quantity: 114.0
Exit Method: trailing_stop
P&L Summary

$-1162.63

-3.41%

Entry Signals Consumed (4)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-22 10:10:31 ET Initial 10.0 $300.33 $-106.84 (-3.6%) 📌algo X SniperBuy Mundy Signal: C+1, WMvalue: 24.71, 趋势强度: 52.9% 43678201462128640
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"SOXL","MAtrend":"1","pmaText":"PMA Trendless","POCtrend":"2","adxValue":"40.4674276559","CVDsignal":"cvdAboveMA","SQZsignal":"squeeze","MOMOsignal":"bullishmomo","choppiness":"63.5602441813","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 295.70; Prev DailyPOC: 279.00; Weekly POC: 295.70; Prev Weekly POC: 272.00; Monthly POC: 224.00; Prev Monthly POC: 161.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Bullish","Current_timeframe":"5","TrendTracersignal":"1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish ","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"289.16"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: C+1, WMvalue: 24.71, 趋势强度: 52.9%","oscrating":75,"timeframe":"5m","trendrating":110,"referencePrice":300.13,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"SOXL","quantity":10,"stopLoss":{"stopPrice":288.5},"takeProfit":{"limitPrice":329.79},"timeframe":"5m","filter_result":{"decision":"reject","rating":"C+1","final_rating":"📌algo X SniperBuy Mundy\nSignal: C+1, WMvalue: 24.71, 趋势强度: 52.9%\n动能一致性: 较弱 (2/4)\nMomo State: 震荡偏多 (2+-1)\nHTF: B+4,pass, WMvalue: 55.31, 趋势强度: 64.7%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 共振多头 (2+2) | 15\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方16.55%,1H支撑上方47.41%｜阻力:4H无阻力OB,已破1H阻力23.06%\nDeviation: 28.0% → 仓位x1.0\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\n多维综合评级: C+1 M+1 V1\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V1)\n--- Claude AI 过滤 (7.67s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: TSIHA顺势但Wave逆势（一顺一逆），且无1H动量数据支撑，基础仓位按60-70%区间取65%；叠加Squeeze激活额外-10%后降至55%，但日线强多排列+4/4市场结构全顺势提供宏观支撑，综合取65%。","reason":"阶段1: C+1级 (总分-0.12, WMvalue: 24.71) | 阶段2: HTF规则pass | 阶段3(6维度): 未匹配任何通过规则：cur_T3/weak/neutral, htf_T2/divergent/supportive, htf_rule=pass | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V1) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方16.55%,1H支撑上方47.41%｜阻力:4H无阻力OB,已破1H阻力23.06% | POC空间: 100.0% | 乖离率: 28.0%(x1.1)→仓位x1.0 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":-2.1999999999999993,"wave_components":{"wavematrixtrend":-1,"momentum_state":-1,"tsimastatus":-1,"tsiha":1,"rsiha":1,"calculated":-2.2,"limited":-2.2},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-1,"momo_composite_score":1},"wave_normalized":-0.44,"wave_weighted":-0.22,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":-0.12,"momentum_check":{"passed":false,"aligned_count":2,"details":"2/4个指标看涨: TSIHA, RSIHA","wavematrix_status":"较弱","wavematrix_value":-1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=24.71 < 40.0 (避免超买)"},"tsi_value":24.71490013275551},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-22T14:10:25.085809"}
2026-06-22 10:10:40 ET Scale-in 21.0 $300.49 $-227.74 (-3.6%) 📌Trend Optimizer Strategy Signal: C+1, WMvalue: 24.71, 趋势强度: 52.9% 43678202580306944
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: C+1, WMvalue: 24.71, 趋势强度: 52.9%","timeframe":"5","initialSlPct":2.5,"trailingStop":{"ladder":[{"profitPct":2.4,"newStopPct":1},{"profitPct":2.7,"newStopPct":1.8},{"profitPct":4.2,"newStopPct":2.9},{"profitPct":5.5,"newStopPct":4.1}],"trailPct":2,"activationPct":5.3},"originalIndicator":"Trend Optimizer Strategy"},"ticker":"SOXL","quantity":21,"stopLoss":{"stopPrice":287.81},"takeProfit":{"limitPrice":330.93},"referencePrice":300.13,"timeframe":"5","filter_result":{"decision":"reject","rating":"C+1","final_rating":"📌Trend Optimizer Strategy\nSignal: C+1, WMvalue: 24.71, 趋势强度: 52.9%\n动能一致性: 较弱 (2/4)\nMomo State: 震荡偏多 (2+-1)\nHTF: B+4,pass, WMvalue: 55.31, 趋势强度: 64.7%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 共振多头 (2+2) | 15\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方16.51%,1H支撑上方47.38%｜阻力:4H无阻力OB,已破1H阻力23.02%\nDeviation: 28.0% → 仓位x1.0\nMarketRegime: APEX_BULL\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\n多维综合评级: C+1 M+1 V1\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (15.31s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 60%\n判断: 触发硬拒规则：1H_momoCompositeScore=-4≤-3（做多方向极端逆势），按框架应reject；然而1H_TSIHA=+1仍顺势、日线K组+3/1H EMA L组+3双强多背景构成强支撑，且当前TF未满足「TSIHA+Wave+momo三核心集体反转强度门槛」（Wave仅-1未达≤-2，momo仅+1未达≥+3），综合权衡后降级为reduce。主要风险来自1H_Wave=-2与1H_momo=-4的1H层面动量严重逆势，加之Squeeze激活与当前TF动量减速，建议大幅降仓至60%保守参与。","reason":"阶段1: C+1级 (总分-0.12, WMvalue: 24.71) | 阶段2: HTF规则pass | 阶段3(6维度): 未匹配任何通过规则：cur_T3/weak/neutral, htf_T2/divergent/supportive, htf_rule=pass | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V1) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方16.51%,1H支撑上方47.38%｜阻力:4H无阻力OB,已破1H阻力23.02% | 乖离率: 28.0%(x1.1)→仓位x1.0 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":-2.1999999999999993,"wave_components":{"wavematrixtrend":-1,"momentum_state":-1,"tsimastatus":-1,"tsiha":1,"rsiha":1,"calculated":-2.2,"limited":-2.2},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-1,"momo_composite_score":1},"wave_normalized":-0.44,"wave_weighted":-0.22,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":-0.12,"momentum_check":{"passed":false,"aligned_count":2,"details":"2/4个指标看涨: TSIHA, RSIHA","wavematrix_status":"较弱","wavematrix_value":-1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=24.71 < 40.0 (避免超买)"},"tsi_value":24.71490013275551},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-22T14:10:33.437657"}
2026-06-22 10:15:30 ET Scale-in 46.0 $300.84 $-514.90 (-3.7%) - 43678240636931072
Original Signal JSON 
{"close":301.58,"action":"buy","ticker":"SOXL","exchange":"BATS","quantity":46,"stopLoss":{"stopPrice":292.53},"indicator":"market  wave pro","timeframe":"5","alert_name":"Buy","takeProfit":{"limitPrice":316.66},"referencePrice":301.58,"filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"Signal: A++4, WMvalue: 27.43, 趋势强度: 88.2%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: B+4,pass, WMvalue: 55.78, 趋势强度: 64.7%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 共振多头 (2+2) | 15\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方16.91%,1H支撑上方47.63%｜阻力:4H无阻力OB,已破1H阻力23.39%\nDeviation: 31.7% → 仓位x0.8\nMarketRegime: APEX_BULL\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 正常通过\n--- Claude AI 过滤 (10.69s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 70%\n判断: 当前TF核心指标（TSIHA=+1、Wave=+2、momo=+4）及日线/1H EMA均顺势，但1H_Wavematrixtrend=-2且1H_momoCompositeScore=-4形成极强跨周期逆势分歧，按仓位表「均顺势+1H逆势」基准70-80%，叠加Squeeze激活-10%，最终定位70%。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 27.43) | 阶段2: HTF规则pass | 阶段3(6维度): 当前A级+HTF规则pass | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方16.91%,1H支撑上方47.63%｜阻力:4H无阻力OB,已破1H阻力23.39% | 乖离率: 31.7%(x1.2)→仓位x0.8 | 阶段6(MRC): [MRC极强] APEX_BULL+A++4级+HTF通过，强势做多","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":1,"rsiha":1,"calculated":5.0,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, RSIHA, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=27.43 < 40.0 (避免超买)"},"tsi_value":27.428454214821542},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-22T14:15:22.125681"}
2026-06-22 10:35:31 ET Scale-in 37.0 $296.37 $-248.87 (-2.3%) - 43678398046666752
Original Signal JSON 
{"close":295.54,"action":"buy","ticker":"SOXL","exchange":"BATS","quantity":37,"stopLoss":{"stopPrice":286.67},"indicator":"market  wave pro","timeframe":"5","alert_name":"VectorShift Bullish Retest","takeProfit":{"limitPrice":310.32},"referencePrice":295.54,"filter_result":{"decision":"reject","rating":"C+0","final_rating":"Signal: C+0, WMvalue: 13.04, 趋势强度: 5.9%\n动能一致性: 分歧 (0/4)\nMomo State: 中性/冲突 (2+-2)\nHTF: B+4,pass, WMvalue: 47.67, 趋势强度: 64.7%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 共振多头 (2+2) | 15\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方15.21%,1H支撑上方46.56%｜阻力:4H无阻力OB,已破1H阻力21.82%\nDeviation: 11.3% → 仓位x1.0\nMarketRegime: APEX_BULL\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\n多维综合评级: C+0 M0 V1\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (14.49s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 当前TF双核心TSIHA=-1且Wave=-1同时逆势，历史回测胜率仅11.8%，属高风险组合；叠加Squeeze激活、momo=0中性、1H_Wave=-2且1H_momo=-4极强下行动量，跨周期动量严重逆势。尽管日线/1H EMA均线排列强多且价格在Bullish_OB支撑区（不触发reject，因Wave=-1未达到≥2绝对值门槛且momo=0未达到≥3），但极弱趋势强度与全面逆势动量要求大幅降仓至50%基础上小幅上调至55%（因1H_TSIHA=+1及均线支撑区轻微加分）。","reason":"阶段1: C+0级 (总分-0.45, WMvalue: 13.04) | 阶段2: HTF规则pass | 阶段3(6维度): 当前动能分歧(0/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V1) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方15.21%,1H支撑上方46.56%｜阻力:4H无阻力OB,已破1H阻力21.82% | 乖离率: 11.3%(x1.1)→仓位x1.0 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":-5.0,"wave_components":{"wavematrixtrend":-1,"momentum_state":-2,"tsimastatus":-1,"tsiha":-1,"rsiha":-1,"calculated":-6.2,"limited":-5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-2,"momo_composite_score":0},"wave_normalized":-1.0,"wave_weighted":-0.5,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":-0.45,"momentum_check":{"passed":false,"aligned_count":0,"details":"0/4个指标看涨: 无","wavematrix_status":"分歧","wavematrix_value":-1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=13.04 < 40.0 (避免超买)"},"tsi_value":13.035584590479093},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-22T14:35:25.989519"}

Exit Details
Exit Price: $420.34
Avg Entry Price: $427.84
Exit Quantity: 7.0
Exit Method: trailing_stop
P&L Summary

$-52.55

-1.75%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-22 10:15:34 ET Initial 7.0 $427.84 $-52.55 (-1.8%) 📌algo X SniperBuy Mundy Signal: B+1, WMvalue: 39.09, 趋势强度: 64.7% 43678241091358720
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ALAB","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"0","adxValue":"27.9819446653","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"34.4071667394","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 430.00; Prev DailyPOC: 418.00; Weekly POC: 430.00; Prev Weekly POC: 388.00; Monthly POC: 345.00; Prev Monthly POC: 201.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"-1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:1 / L:4","rsi_state_trend":"Bullish","Current_timeframe":"15","TrendTracersignal":"1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"no chopping","trend_change_volatility_stop":"409.19"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: B+1, WMvalue: 39.09, 趋势强度: 64.7%","oscrating":90,"timeframe":"15m","trendrating":90,"referencePrice":430,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"ALAB","quantity":7,"stopLoss":{"stopPrice":420.13},"takeProfit":{"limitPrice":201.0},"timeframe":"15m","filter_result":{"decision":"pass","rating":"B+1","final_rating":"📌algo X SniperBuy Mundy\nSignal: B+1, WMvalue: 39.09, 趋势强度: 64.7%\n动能一致性: 一致 (3/4)\nMomo State: 震荡偏多 (2+-1)\nHTF: A++4,pass, WMvalue: 50.53, 趋势强度: 88.2%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: V3 (UUDU)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 57.2% → 仓位x0.6\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: B+1 M+1 V3\nFinal Decision: PASS - 正常通过\n--- Claude AI 过滤 (7.43s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 65%\n判断: TSIHA顺势但Wavematrixtrend=-1形成一顺一逆分歧，1H市场结构逆势且无J组1H动量数据验证，按仓位表一顺一逆+无1H数据基准60-70%；deviation_ratio=0.74处于0.7-0.85追高警戒区间，叠加-10%调整，综合定位65%。","reason":"阶段1: B+1级 (总分0.12, WMvalue: 39.09) | 阶段2: HTF规则pass | 阶段3(6维度): 当前B级中性Momo但HTF A级强势补偿 | 阶段4(V评级): 正常通过：6维度pass + V评级V3 | 阶段5(OB): OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 57.2%(x1.3)→仓位x0.6 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":0.19999999999999996,"wave_components":{"wavematrixtrend":-1,"momentum_state":-1,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":0.2,"limited":0.2},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-1,"momo_composite_score":1},"wave_normalized":0.04,"wave_weighted":0.02,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.12,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":-1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=39.09 < 40.0 (避免超买)"},"tsi_value":39.09447482985621},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-22T14:15:24.003258"}

Exit Details
Exit Price: $434.18
Avg Entry Price: $429.80
Exit Quantity: 7.0
Exit Method: stop_loss
P&L Summary

+$30.69

1.02%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-22 09:30:41 ET Initial 7.0 $429.80 +$30.69 (1.0%) 📌algo X SniperBuy Mundy Signal: C+1, WMvalue: 30.78, 趋势强度: 47.1% 43677888133992448
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ALAB","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"2","adxValue":"22.6135087629","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"38.717470373","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 419.00; Prev DailyPOC: 418.00; Weekly POC: 419.00; Prev Weekly POC: 388.00; Monthly POC: 345.00; Prev Monthly POC: 201.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Neutral","Current_timeframe":"15","TrendTracersignal":"1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish ","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"no chopping","trend_change_volatility_stop":"400.23"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: C+1, WMvalue: 30.78, 趋势强度: 47.1%","oscrating":75,"timeframe":"15m","trendrating":110,"referencePrice":425.99,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"ALAB","quantity":7,"stopLoss":{"stopPrice":419.02},"takeProfit":{"limitPrice":201.0},"timeframe":"15m","filter_result":{"decision":"reject","rating":"C+1","final_rating":"📌algo X SniperBuy Mundy\nSignal: C+1, WMvalue: 30.78, 趋势强度: 47.1%\n动能一致性: 一致 (3/4)\nMomo State: 震荡偏多 (2+-1)\nHTF: B+4,pass, WMvalue: 47.93, 趋势强度: 52.9%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: V3 (UUDU)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 71.4% → 仓位x0.4\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: C+1 M+1 V3\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V3)\n--- Claude AI 过滤 (7.56s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 60%\n判断: TSIHA顺势但Wavematrixtrend逆势形成一顺一逆格局，无1H动量数据参考，基础仓位65-80%；deviation_ratio=0.86触发追高惩罚-10%，综合定位约60%。日线强多排列为宏观背景支撑，但短线追高风险不宜高仓。","reason":"阶段1: C+1级 (总分-0.03, WMvalue: 30.78) | 阶段2: HTF规则pass | 阶段3(6维度): 未匹配任何通过规则：cur_T3/solid/neutral, htf_T2/divergent/supportive, htf_rule=pass | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V3) | 阶段5(OB): OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 71.4%(x1.2)→仓位x0.4 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":0.19999999999999996,"wave_components":{"wavematrixtrend":-1,"momentum_state":-1,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":0.2,"limited":0.2},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-1,"momo_composite_score":1},"wave_normalized":0.04,"wave_weighted":0.02,"structural_raw":-1.0,"structural_normalized":-0.5,"structural_weighted":-0.05,"total_score":-0.03,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":-1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=30.78 < 40.0 (避免超买)"},"tsi_value":30.776102158509122},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-22T13:30:29.767201"}

Exit Details
Exit Price: $138.65
Avg Entry Price: $139.90
Exit Quantity: 23.0
Exit Method: stop_loss
P&L Summary

$-28.86

-0.90%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-22 09:40:32 ET Initial 23.0 $139.90 $-28.86 (-0.9%) 📌algo X SniperBuy TrendTracer Signal: B+1, WMvalue: 34.06, 趋势强度: 64.7% 43677965628869632
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"INTC","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"2","adxValue":"22.9103780885","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"39.5828074554","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 139.00; Prev DailyPOC: 134.00; Weekly POC: 139.00; Prev Weekly POC: 128.00; Monthly POC: 108.00; Prev Monthly POC: 117.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Bullish","Current_timeframe":"5","TrendTracersignal":"1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"135.97"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy TrendTracer\nSignal: B+1, WMvalue: 34.06, 趋势强度: 64.7%","oscrating":90,"timeframe":"5m","trendrating":110,"referencePrice":140.58,"originalIndicator":"algo X SniperBuy TrendTracer"},"ticker":"INTC","quantity":23,"stopLoss":{"stopPrice":138.55},"takeProfit":{"limitPrice":143.63},"timeframe":"5m","filter_result":{"decision":"pass","rating":"B+1","final_rating":"📌algo X SniperBuy TrendTracer\nSignal: B+1, WMvalue: 34.06, 趋势强度: 64.7%\n动能一致性: 一致 (3/4)\nMomo State: 震荡偏多 (2+-1)\nHTF: B+4,strongpass, WMvalue: 28.07, 趋势强度: 82.4%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 15\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方13.94%,1H支撑上方7.91%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 48.2% → 仓位x0.8\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\n多维综合评级: B+1 M+1 V1\nFinal Decision: PASS - 正常通过\n--- Claude AI 过滤 (8.47s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 65%\n判断: TSIHA顺势但Wavematrixtrend=-1逆势，属于A组一顺一逆情形；J组无1H数据，按无数据处理，对应仓位区间60-70%。momoCompositeScore=1未达+2共振加成，综合定位65%。","reason":"阶段1: B+1级 (总分0.12, WMvalue: 34.06) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前B级中性Momo但HTF规则strongpass补偿 | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方13.94%,1H支撑上方7.91%｜阻力:4H无阻力OB,1H无阻力OB | POC空间: 100.0% | 乖离率: 48.2%(x1.35)→仓位x0.8 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":0.19999999999999996,"wave_components":{"wavematrixtrend":-1,"momentum_state":-1,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":0.2,"limited":0.2},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-1,"momo_composite_score":1},"wave_normalized":0.04,"wave_weighted":0.02,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.12,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":-1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=34.06 < 40.0 (避免超买)"},"tsi_value":34.059906675698926},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-22T13:40:27.110659"}

Exit Details
Exit Price: $139.25
Avg Entry Price: $138.94
Exit Quantity: 21.0
Exit Method: trailing_stop
P&L Summary

+$6.51

0.22%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-22 09:15:43 ET Initial 21.0 $138.94 +$6.51 (0.2%) 📌algo X SniperBuy Mundy Signal: C+1, WMvalue: 2.12, 趋势强度: 41.2% 43677770441953280
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"INTC","MAtrend":"0","pmaText":"PMA Trendless","POCtrend":"2","adxValue":"25.0045714565","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"45.285753684","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 138.00; Prev DailyPOC: 134.00; Weekly POC: 138.00; Prev Weekly POC: 128.00; Monthly POC: 108.00; Prev Monthly POC: 117.00","AIbandsignal":"green uptrend","center_trend":"Weak Bearish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"-1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:1 / L:4","rsi_state_trend":"Bullish","Current_timeframe":"5","TrendTracersignal":"-1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish ","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"135.97"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: C+1, WMvalue: 2.12, 趋势强度: 41.2%","oscrating":50,"timeframe":"5m","trendrating":100,"referencePrice":138.97,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"INTC","quantity":21,"stopLoss":{"stopPrice":137.78},"takeProfit":{"limitPrice":140.75},"timeframe":"5m","filter_result":{"decision":"reject","rating":"C+1","final_rating":"📌algo X SniperBuy Mundy\nSignal: C+1, WMvalue: 2.12, 趋势强度: 41.2%\n动能一致性: 一致 (3/4)\nMomo State: 震荡偏多 (2+-1)\nHTF: B+4,pass, WMvalue: 25.69, 趋势强度: 70.6%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 共振多头 (2+2) | 15\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.86%,1H支撑上方6.75%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 22.0% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: C+1 M+1 V1\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V1)\n--- Claude AI 过滤 (9.18s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 60%\n判断: TSIHA=+1顺势但Wavematrixtrend=-2强烈逆势，两者分歧属于「一顺一逆」格局，无1H数据按无数据处理，基础仓位60-70%；价格距Bearish_OB阻力区仅0.5%（139.62），上行空间极度受限且触发⑥阻力区reduce规则，综合定位60%。","reason":"阶段1: C+1级 (总分-0.05, WMvalue: 2.12) | 阶段2: HTF规则pass | 阶段3(6维度): 未匹配任何通过规则：cur_T3/solid/neutral, htf_T2/weak/supportive, htf_rule=pass | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V1) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.86%,1H支撑上方6.75%｜阻力:4H无阻力OB,1H无阻力OB | POC空间: 100.0% | 乖离率: 22.0%(x1.2)→仓位x1.0 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":-0.9999999999999996,"wave_components":{"wavematrixtrend":-2,"momentum_state":-1,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":-1.0,"limited":-1.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-1,"momo_composite_score":1},"wave_normalized":-0.2,"wave_weighted":-0.1,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":-0.05,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=2.12 < 40.0 (避免超买)"},"tsi_value":2.1186431747261927},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-22T13:15:37.366633"}

Exit Details
Exit Price: $433.60
Avg Entry Price: $443.27
Exit Quantity: 7.0
Exit Method: trailing_stop
P&L Summary

$-67.69

-2.18%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-22 09:30:37 ET Initial 7.0 $443.27 $-67.69 (-2.2%) 📌algo Unknown Regular Buy Signal: C+0, WMvalue: 41.78, 趋势强度: 58.8% 43677887687688192
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ARM","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"0","adxValue":"26.8815562715","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"43.2411943594","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 432.00; Prev DailyPOC: 441.00; Weekly POC: 432.00; Prev Weekly POC: 411.00; Monthly POC: 411.00; Prev Monthly POC: 212.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-OscDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Neutral","Current_timeframe":"15","TrendTracersignal":"-1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"no chopping","trend_change_volatility_stop":"420"},"action":"buy","extras":{"risk":1,"indicator":"📌algo Unknown Regular Buy\nSignal: C+0, WMvalue: 41.78, 趋势强度: 58.8%","oscrating":90,"timeframe":"15m","trendrating":80,"referencePrice":440.83,"originalIndicator":"algo Unknown Regular Buy"},"ticker":"ARM","quantity":7,"stopLoss":{"stopPrice":433.99},"takeProfit":{"limitPrice":212.0},"timeframe":"15m","filter_result":{"decision":"reject","rating":"C+0","final_rating":"📌algo Unknown Regular Buy\nSignal: C+0, WMvalue: 41.78, 趋势强度: 58.8%\n动能一致性: 一致 (3/4)\nMomo State: 中性/冲突 (2+-2)\nHTF: B-4,reject, WMvalue: -30.58, 趋势强度: 88.2%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V4 (UDUU)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 47.0% → 仓位x0.8\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: C+0 M0 V4\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V4)\n--- Claude AI 过滤 (7.72s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: TSIHA=+1顺势但Wavematrixtrend=-1逆势，属于A组一顺一逆；J组无1H数据，按无数据处理，基础仓位落在60-70%区间。momoCompositeScore=0不明确无加成，日线强多背景提供支撑但4H结构逆势，综合定位65%。","reason":"阶段1: C+0级 (总分0.0, WMvalue: 41.78) | 阶段2: HTF规则reject | 阶段3(6维度): 未匹配任何通过规则：cur_T3/solid/neutral, htf_T2/divergent/opposing, htf_rule=reject | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V4) | 阶段5(OB): OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 47.0%(x1.1)→仓位x0.8 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":-0.9999999999999996,"wave_components":{"wavematrixtrend":-1,"momentum_state":-2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":-1.0,"limited":-1.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-2,"momo_composite_score":0},"wave_normalized":-0.2,"wave_weighted":-0.1,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.0,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":-1},"tsi_check":{"passed":false,"threshold":40.0,"details":"TSI=41.78 < 40.0 (避免超买)"},"tsi_value":41.78248086323419},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-22T13:30:28.752644"}

Exit Details
Exit Price: $435.19
Avg Entry Price: $435.69
Exit Quantity: 13.0
Exit Method: webhook_signal
P&L Summary

$-6.48

-0.11%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-22 07:30:46 ET Initial 6.0 $434.10 +$6.54 (0.3%) 📌algo WaveMatrix starreversalbuy Signal: C-4, WMvalue: 19.7, 趋势强度: 5.9% 43676945053122560
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ARM","MAtrend":"0","pmaText":"PMA Trendless","POCtrend":"0","adxValue":"19.3742190825","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"50.7642732422","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 432.00; Prev DailyPOC: 441.00; Weekly POC: 432.00; Prev Weekly POC: 411.00; Monthly POC: 411.00; Prev Monthly POC: 212.00","AIbandsignal":"green uptrend","center_trend":"Weak Bearish","ratingstatus":"Neutral","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Bearish","Current_timeframe":"15","TrendTracersignal":"-1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish ","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"chopping","trend_change_volatility_stop":"420"},"action":"buy","extras":{"risk":3,"indicator":"📌algo WaveMatrix starreversalbuy\nSignal: C-4, WMvalue: 19.7, 趋势强度: 5.9%","oscrating":30,"timeframe":"15m","trendrating":60,"referencePrice":434.1,"originalIndicator":"algo WaveMatrix starreversalbuy"},"ticker":"ARM","quantity":6,"stopLoss":{"stopPrice":427.22},"takeProfit":{"limitPrice":212.0},"timeframe":"15m","filter_result":{"decision":"reject","rating":"C-4","final_rating":"📌algo WaveMatrix starreversalbuy\nSignal: C-4, WMvalue: 19.7, 趋势强度: 5.9%\n动能一致性: 较弱 (2/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B-3,reject, WMvalue: -31.11, 趋势强度: 82.4%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 强空头 (-2+-1) | 60\nMarket Structure: V4 (UDUU)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 10.9% → 仓位x1.0\nSqueeze: ✅主浪补票 pass, HTF[非挤压,有pass]+Cur[挤压中,有pass]\n多维综合评级: C-4 M-4 V4\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V4)\n--- Claude AI 过滤 (12.36s) ---\nClaude LONG → REDUCE [high]\n8层 ❌ | 最终仓位: 50%\n判断: 底部买入框架要求J组1H动量数据验证大趋势，但本次信号完全缺失J组和L组数据，无法确认1H_TSIHA和1H_Wavematrixtrend方向。叠加当前TF momoCompositeScore=-4极端看跌、Squeeze激活，风险不可控，依框架规则拒绝。","reason":"阶段1: C-4级 (总分-0.14, WMvalue: 19.7) | 阶段2: HTF规则reject | 阶段3(6维度): 当前C级+Momo强烈对立(-4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V4) | 阶段5(OB): OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 10.9%→仓位x1.0 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":-2.3999999999999995,"wave_components":{"wavematrixtrend":-1,"momentum_state":-2,"tsimastatus":1,"tsiha":1,"rsiha":-1,"calculated":-2.4,"limited":-2.4},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":-2,"momo_composite_score":-4},"wave_normalized":-0.48,"wave_weighted":-0.24,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":-0.14,"momentum_check":{"passed":false,"aligned_count":2,"details":"2/4个指标看涨: TSIHA, TSIMASTATUS","wavematrix_status":"较弱","wavematrix_value":-1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=19.70 < 40.0 (避免超买)"},"tsi_value":19.698710519176004},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-22T11:30:38.964670"}
2026-06-22 08:31:27 ET Scale-in 7.0 $437.05 $-13.02 (-0.4%) 📌algo X SniperBuy Mundy Signal: B+1, WMvalue: 33.25, 趋势强度: 64.7% 43677415020695552
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ARM","MAtrend":"0","pmaText":"PMA Trendless","POCtrend":"0","adxValue":"21.3628951401","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"47.8588662975","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 432.00; Prev DailyPOC: 441.00; Weekly POC: 432.00; Prev Weekly POC: 411.00; Monthly POC: 411.00; Prev Monthly POC: 212.00","AIbandsignal":"green uptrend","center_trend":"Weak Bearish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Bearish","Current_timeframe":"15","TrendTracersignal":"-1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish ","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"no chopping","trend_change_volatility_stop":"420"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: B+1, WMvalue: 33.25, 趋势强度: 64.7%","oscrating":60,"timeframe":"15m","trendrating":80,"referencePrice":437.05,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"ARM","quantity":7,"stopLoss":{"stopPrice":430.5},"takeProfit":{"limitPrice":212.0},"timeframe":"15m","filter_result":{"decision":"reject","rating":"B+1","final_rating":"📌algo X SniperBuy Mundy\nSignal: B+1, WMvalue: 33.25, 趋势强度: 64.7%\n动能一致性: 一致 (3/4)\nMomo State: 震荡偏多 (2+-1)\nHTF: B-4,reject, WMvalue: -30.62, 趋势强度: 76.5%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V4 (UDUU)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 46.8% → 仓位x0.8\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: B+1 M+1 V4\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V4)\n--- Claude AI 过滤 (7.91s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: 核心动量TSIHA=+1顺势但Wavematrixtrend=-1逆势，属于一顺一逆格局；无1H动量数据参考，按仓位表一顺一逆+无1H数据定位60-70%，4H结构逆势及momo偏弱进一步偏保守，取65%。","reason":"阶段1: B+1级 (总分0.12, WMvalue: 33.25) | 阶段2: HTF规则reject | 阶段3(6维度): 当前B级+HTF规则reject+HTF Momo对立 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V4) | 阶段5(OB): OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 46.8%(x1.1)→仓位x0.8 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":0.19999999999999996,"wave_components":{"wavematrixtrend":-1,"momentum_state":-1,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":0.2,"limited":0.2},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-1,"momo_composite_score":1},"wave_normalized":0.04,"wave_weighted":0.02,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.12,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":-1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=33.25 < 40.0 (避免超买)"},"tsi_value":33.25486737557962},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-22T12:30:23.496970"}

Exit Details
Exit Price: $289.46
Avg Entry Price: $281.35
Exit Quantity: 92.0
Exit Method: webhook_signal
P&L Summary

+$746.12

2.88%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-18 16:00:44 ET Initial 46.0 $278.57 +$500.94 (3.9%) - 43635657203384320
Original Signal JSON 
{"close":279.76,"action":"buy","ticker":"SOXL","exchange":"BATS","quantity":46,"stopLoss":{"stopPrice":271.37},"indicator":"market  wave pro","timeframe":"5","alert_name":"VectorShift Bullish Retest","takeProfit":{"limitPrice":293.75},"referencePrice":279.76,"filter_result":{"decision":"reject","rating":"B+0","final_rating":"Signal: B+0, WMvalue: 14.49, 趋势强度: 17.6%\n动能一致性: 分歧 (1/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: B+4,pass, WMvalue: 50.34, 趋势强度: 64.7%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 共振多头 (2+2) | 15\nMarket Structure: V1 (UUUU)\n🔴 OB: reject(-3) - [WM规则] WMvalue=50.34超买(>40)且接近4H压力区，不做多｜支撑:4H支撑上方10.43%,1H支撑上方24.88%｜阻力:4H阻力内,已破1H阻力1.88%\nDeviation: 8.9% → 仓位x1.0\nMarketRegime: APEX_BULL\nSqueeze: ✅双重爆点 pass, HTF[挤压中,有pass]+Cur[挤压中,有pass]\n多维综合评级: B+0 M0 V1\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (13.54s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: TSIHA=-1为最重要单一逆势指标，叠加Wavematrixtrend=+2（虽方向顺势但与TSIHA分歧）、momo=0中性、Squeeze激活，且1H_momoCompositeScore=-4极端看跌与1H_Wave=-2形成严重跨周期逆势；唯有日线/1H EMA结构强多、4/4市场结构及Bullish_OB支撑区提供支撑，综合判断A组一顺一逆（Wave顺/TSIHA逆）+1H_TSIHA顺势但1H核心momo极端逆势，基础仓位55-65%，Squeeze再-10%后取65%（支撑区内偏差惩罚减免，OB保护）。","reason":"阶段1: B+0级 (总分0.27, WMvalue: 14.49) | 阶段2: HTF规则pass | 阶段3(6维度): 当前动能分歧(1/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V1) | 阶段5(OB): [WM规则] WMvalue=50.34超买(>40)且接近4H压力区，不做多｜支撑:4H支撑上方10.43%,1H支撑上方24.88%｜阻力:4H阻力内,已破1H阻力1.88% | 乖离率: 8.9%(x1.1)→仓位x1.0 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":2.1999999999999993,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":-1,"rsiha":-1,"calculated":2.2,"limited":2.2},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":2,"momo_composite_score":0},"wave_normalized":0.44,"wave_weighted":0.22,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":0.27,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看涨: Wavematrixtrend","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=14.49 < 40.0 (避免超买)"},"tsi_value":14.49196706768764},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-18T20:00:39.400918"}
2026-06-22 04:05:31 ET Scale-in 46.0 $284.13 +$245.18 (1.9%) - 43675331003681792
Original Signal JSON 
{"close":284.3,"action":"buy","ticker":"SOXL","exchange":"BATS","quantity":46,"stopLoss":{"stopPrice":275.77},"indicator":"market  wave pro","timeframe":"5","alert_name":"Buy","takeProfit":{"limitPrice":298.51},"referencePrice":284.3,"filter_result":{"decision":"reject","rating":"A++4","final_rating":"Signal: A++4, WMvalue: 53.4, 趋势强度: 88.2%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: C-4,pass, WMvalue: 9.34, 趋势强度: 17.6%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) | 15\nMarket Structure: V1 (UUUU)\n🔴 OB: reject(-3) - 做多信号在4H Bearish OB区域内，强阻力｜支撑:4H支撑上方11.86%,1H支撑上方44.45%｜阻力:4H阻力内,已破1H阻力18.73%\nDeviation: 16.8% → 仓位x1.0\nMarketRegime: NEUTRAL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: A++4 M+4 V1\nFinal Decision: REJECT - [硬拒绝] OB硬拒绝: 做多信号在4H Bearish OB区域内，强阻力｜支撑:4H支撑上方11.86%,1H支撑上方44.45%｜阻力:4H阻力内,已破1H阻力18.73%，MRC不可覆盖\n--- Claude AI 过滤 (12.36s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: 当前5m核心动量（TSIHA=+1、Wave=+2、momo=+4）与日线/1H EMA结构全面顺势，但1H_TSIHA=-1且1H_Wavematrixtrend=-2、1H_momo=-4形成极强跨周期逆势，按决策表「A组均顺势+J组1H_TSIHA逆势」对应仓位70-80%，再叠加TSIMASTATUS=-1动量减速修正，综合取65%。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 53.4) | 阶段2: HTF规则pass | 阶段3(6维度): 当前A级+HTF规则pass | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): 做多信号在4H Bearish OB区域内，强阻力｜支撑:4H支撑上方11.86%,1H支撑上方44.45%｜阻力:4H阻力内,已破1H阻力18.73% | 乖离率: 16.8%(x1.3)→仓位x1.0 | 阶段6(MRC): [硬拒绝] OB硬拒绝: 做多信号在4H Bearish OB区域内，强阻力｜支撑:4H支撑上方11.86%,1H支撑上方44.45%｜阻力:4H阻力内,已破1H阻力18.73%，MRC不可覆盖","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":1,"rsiha":1,"calculated":5.0,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, RSIHA, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":false,"threshold":40.0,"details":"TSI=53.40 < 40.0 (避免超买)"},"tsi_value":53.397464549016135},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-22T08:05:25.012539"}

Exit Details
Exit Price: $139.13
Avg Entry Price: $138.95
Exit Quantity: 50.0
Exit Method: webhook_signal
P&L Summary

+$9.00

0.13%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-22 04:30:53 ET Initial 50.0 $138.95 +$9.00 (0.1%) 📌Strong Long Signal Signal: A++4, WMvalue: 45.01, 趋势强度: 100% 43675530455682048
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Strong Long Signal\nSignal: A++4, WMvalue: 45.01, 趋势强度: 100%","timeframe":"15","originalIndicator":"Strong Long Signal"},"ticker":"INTC","quantity":50,"stopLoss":{"stopPrice":136.2},"takeProfit":{"limitPrice":147.28},"referencePrice":138.99,"timeframe":"15","filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"📌Strong Long Signal\nSignal: A++4, WMvalue: 45.01, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: A++4,pass, WMvalue: 46.13, 趋势强度: 88.2%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.86%,1H支撑上方6.75%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 67.4% → 仓位x0.6\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认\n--- Claude AI 过滤 (13.66s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 70%\n判断: 核心动量（TSIHA/Wave/momo）与1H及均线系统全面顺势，多层共振极强；但deviation_ratio=0.91>0.85触发做多追高拒绝阈值，叠加1H_TSIMASTATUS=-1（动量减速，阈值收紧至0.80），追高风险显著，因1H_TSIHA=+1和L/K均强多保护，降级为reduce而非reject，仓位降至70%，置信度不得为high（RSI接近超买）。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 45.01) | 阶段2: HTF规则pass | 阶段3(6维度): HTF规则pass但6维度强势 → 升级为strongpass | 阶段4(V评级): 完美确认：6维度strongpass + V评级V1 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.86%,1H支撑上方6.75%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 67.4%(x1.35)→仓位x0.6 | 阶段6(MRC): [MRC极强] APEX_BULL+A++4级+HTF通过，强势做多","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":false,"threshold":40.0,"details":"TSI=45.01 < 40.0 (避免超买)"},"tsi_value":45.00535751235251},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-22T08:30:46.469982"}

Exit Details
Exit Price: $113.33
Avg Entry Price: $113.38
Exit Quantity: 97.0
Exit Method: trailing_stop
P&L Summary

$-4.65

-0.04%

No entry signals linked to this exit. (Historical trade before forensic tracking was enabled)

Exit Details
Exit Price: $283.38
Avg Entry Price: $279.97
Exit Quantity: 43.0
Exit Method: webhook_signal
P&L Summary

+$146.39

1.22%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-18 14:36:18 ET Initial 43.0 $279.97 +$146.39 (1.2%) - 43634993105076224
Original Signal JSON 
{"close":279.5,"action":"buy","ticker":"SOXL","exchange":"BATS","quantity":43,"stopLoss":{"stopPrice":271.12},"indicator":"market  wave pro","timeframe":"5","alert_name":"VectorShift Bullish Retest","takeProfit":{"limitPrice":293.48},"referencePrice":279.5,"filter_result":{"decision":"reject","rating":"B+0","final_rating":"Signal: B+0, WMvalue: 15.37, 趋势强度: 5.9%\n动能一致性: 分歧 (1/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: B+4,pass, WMvalue: 59.09, 趋势强度: 52.9%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 共振多头 (2+2) | 15\nMarket Structure: V1 (UUUU)\n🔴 OB: reject(-3) - [WM规则] WMvalue=59.09超买(>40)且接近4H压力区，不做多｜支撑:4H支撑上方10.34%,1H支撑上方24.81%｜阻力:4H阻力内,已破1H阻力1.79%\nDeviation: 3.4% → 仓位x1.0\nMarketRegime: APEX_BULL\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\n多维综合评级: B+0 M0 V1\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (13.48s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 60%\n判断: TSIHA=-1为核心逆势信号，历史胜率仅12.9%，叠加Squeeze激活、1H Wave=-2逆势、1H momo=-3强看跌，A组与J组动量严重分歧；尽管日线/1H EMA排列强多、4/4结构顺势提供宏观支撑，但当前TF核心动量逆势+Squeeze激活组合风险突出，按仓位表（TSIHA逆势/Wave顺势=一顺一逆，1H_TSIHA顺势）基准65-80%，再叠加Squeeze-10%，最终定为60%。","reason":"阶段1: B+0级 (总分0.27, WMvalue: 15.37) | 阶段2: HTF规则pass | 阶段3(6维度): 当前动能分歧(1/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V1) | 阶段5(OB): [WM规则] WMvalue=59.09超买(>40)且接近4H压力区，不做多｜支撑:4H支撑上方10.34%,1H支撑上方24.81%｜阻力:4H阻力内,已破1H阻力1.79% | 乖离率: 3.4%(x1.1)→仓位x1.0 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":2.1999999999999993,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":-1,"rsiha":-1,"calculated":2.2,"limited":2.2},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":2,"momo_composite_score":0},"wave_normalized":0.44,"wave_weighted":0.22,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":0.27,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看涨: Wavematrixtrend","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=15.37 < 40.0 (避免超买)"},"tsi_value":15.37197811035653},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-18T18:36:13.214511"}

Exit Details
Exit Price: $134.21
Avg Entry Price: $133.91
Exit Quantity: 20.0
Exit Method: webhook_signal
P&L Summary

+$5.91

0.22%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-18 14:10:42 ET Initial 20.0 $133.91 +$5.91 (0.2%) 📌algo X SniperBuy TrendTracer Signal: B+0, WMvalue: 20.31, 趋势强度: 29.4% 43634791809551360
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"INTC","MAtrend":"1","pmaText":"PMA Trendless","POCtrend":"2","adxValue":"16.119378862","CVDsignal":"cvdBelowMA","SQZsignal":"squeeze","MOMOsignal":"bullishmomo","choppiness":"65.2837457336","RSIHAsignal":"BearishHA","poc_summary":"Daily POC: 132.00; Prev DailyPOC: 121.00; Weekly POC: 128.00; Prev Weekly POC: 112.00; Monthly POC: 108.00; Prev Monthly POC: 117.00","AIbandsignal":"green uptrend","center_trend":"Weak Bullish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"-1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:1 / L:4","rsi_state_trend":"Bullish","Current_timeframe":"5","TrendTracersignal":"1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish ","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"chopping","trend_change_volatility_stop":"128.53"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy TrendTracer\nSignal: B+0, WMvalue: 20.31, 趋势强度: 29.4%","oscrating":80,"timeframe":"5m","trendrating":110,"referencePrice":134.02,"originalIndicator":"algo X SniperBuy TrendTracer"},"ticker":"INTC","quantity":20,"stopLoss":{"stopPrice":132.13},"takeProfit":{"limitPrice":137.57},"timeframe":"5m","filter_result":{"decision":"reject","rating":"B+0","final_rating":"📌algo X SniperBuy TrendTracer\nSignal: B+0, WMvalue: 20.31, 趋势强度: 29.4%\n动能一致性: 分歧 (1/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: B+4,strongpass, WMvalue: 25.24, 趋势强度: 76.5%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 共振多头 (2+2) | 15\nMarket Structure: V2 (UUUD)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方9.48%,1H支撑上方7.23%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 5.4% → 仓位x1.0\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\n多维综合评级: B+0 M0 V2\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V2)\n--- Claude AI 过滤 (9.68s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: TSIHA=-1为最重要单一指标且逆势，叠加Squeeze激活、momo=0动量不明确，A组一顺一逆；价格处于Bearish_OB阻力区内进一步压制上行空间。基础仓位按「一顺一逆+1H顺势」定65%，叠加Squeeze-10%、OB阻力区-15%，合计约40%，但底限50%，取55%。","reason":"阶段1: B+0级 (总分0.32, WMvalue: 20.31) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前动能分歧(1/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V2) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方9.48%,1H支撑上方7.23%｜阻力:4H无阻力OB,1H无阻力OB | POC空间: 100.0% | 乖离率: 5.4%(x1.15)→仓位x1.0 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":2.1999999999999993,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":-1,"rsiha":-1,"calculated":2.2,"limited":2.2},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":2,"momo_composite_score":0},"wave_normalized":0.44,"wave_weighted":0.22,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.32,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看涨: Wavematrixtrend","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=20.31 < 40.0 (避免超买)"},"tsi_value":20.31049987515349},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-18T18:10:36.450563"}

Exit Details
Exit Price: $113.25
Avg Entry Price: $113.36
Exit Quantity: 97.0
Exit Method: trailing_stop
P&L Summary

$-11.09

-0.10%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-18 14:00:49 ET Initial 97.0 $113.36 $-11.09 (-0.1%) - 43634714059214848
Original Signal JSON 
{"close":113.25,"action":"buy","ticker":"GDXU","exchange":"BATS","quantity":97,"stopLoss":{"stopPrice":109.85},"indicator":"market wave pro","timeframe":"15 M","alert_name":"Buy Signals","takeProfit":{"limitPrice":118.91},"referencePrice":113.25,"filter_result":{"decision":"reject","rating":"B+0","final_rating":"Signal: B+0, WMvalue: 23.65, 趋势强度: 35.3%\n动能一致性: 分歧 (1/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: C-4,pass, WMvalue: -33.49, 趋势强度: 35.3%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V5 (DDUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方41.43%,1H支撑上方14.8%｜阻力:距4H阻力22.49%,距1H阻力27.82%\nDeviation: 12.9% → 仓位x1.0\nSqueeze: ✅主浪补票 pass, HTF[非挤压,有pass]+Cur[挤压中,有pass]\n多维综合评级: B+0 M0 V5\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V5)\n--- Claude AI 过滤 (9.88s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: TSIHA=-1为最重要单一指标且逆势，RSIHA=-1，momoCompositeScore=0动量不明确，Squeeze激活，市场结构仅2/4时间框架顺势；A组一顺(TSI>0)一逆(TSIHA=-1/RSIHA=-1/Wave=+2做多方向存争议)叠加1H结构不明，基础仓位定为55-65区间，Squeeze激活-10%后取55%。","reason":"阶段1: B+0级 (总分0.27, WMvalue: 23.65) | 阶段2: HTF规则pass | 阶段3(6维度): 当前动能分歧(1/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V5) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方41.43%,1H支撑上方14.8%｜阻力:距4H阻力22.49%,距1H阻力27.82% | 乖离率: 12.9%(x1.2)→仓位x1.0 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":2.1999999999999993,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":-1,"rsiha":-1,"calculated":2.2,"limited":2.2},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":2,"momo_composite_score":0},"wave_normalized":0.44,"wave_weighted":0.22,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":0.27,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看涨: Wavematrixtrend","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=23.65 < 40.0 (避免超买)"},"tsi_value":23.65320821182671},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-18T18:00:30.824835"}

Exit Details
Exit Price: $133.27
Avg Entry Price: $133.82
Exit Quantity: 120.0
Exit Method: webhook_signal
P&L Summary

$-65.71

-0.41%

Entry Signals Consumed (4)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-18 12:00:54 ET Initial 24.0 $133.07 +$4.71 (0.1%) 📌algo X SniperBuy Vidya Signal: A++1, WMvalue: 12.09, 趋势强度: 58.8% 43633770644114432
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"INTC","MAtrend":"0","pmaText":"PMA Bullish","POCtrend":"2","adxValue":"14.1136671659","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"53.4405806474","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 132.00; Prev DailyPOC: 121.00; Weekly POC: 128.00; Prev Weekly POC: 112.00; Monthly POC: 108.00; Prev Monthly POC: 117.00","AIbandsignal":"red downtrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-OscDriven","TrendTracerHTF":"-1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:1 / L:4","rsi_state_trend":"Bullish","Current_timeframe":"5","TrendTracersignal":"-1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"chopping","trend_change_volatility_stop":"134.13"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Vidya\nSignal: A++1, WMvalue: 12.09, 趋势强度: 58.8%","oscrating":100,"timeframe":"5m","trendrating":80,"referencePrice":133.02,"originalIndicator":"algo X SniperBuy Vidya"},"ticker":"INTC","quantity":24,"stopLoss":{"stopPrice":130.11},"takeProfit":{"limitPrice":137.38},"timeframe":"5m","filter_result":{"decision":"pass","rating":"A++1","final_rating":"📌algo X SniperBuy Vidya\nSignal: A++1, WMvalue: 12.09, 趋势强度: 58.8%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: B+4,strongpass, WMvalue: 17.53, 趋势强度: 70.6%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 15\nMarket Structure: V2 (UUUD)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方9.03%,1H支撑上方6.77%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 24.0% → 仓位x1.0\nSqueeze: ⚠️点火试探 pass, HTF[挤压中,无pass]+Cur[挤压中,有pass]\n多维综合评级: A++1 M+1 V2\nFinal Decision: PASS - 正常通过\n--- Claude AI 过滤 (10.49s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 65%\n判断: 核心A组动量全面顺势（TSIHA=+1，Wave=+2，TSI加速），日线强多排列背景优秀；但价格当前位于Bearish_OB阻力区内（-15%）且Squeeze激活（-10%），叠加15m结构逆势和momo偏弱，综合仓位从基准80-90%下调至65%。","reason":"阶段1: A++1级 (总分0.6, WMvalue: 12.09) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前A级+HTF规则strongpass | 阶段4(V评级): 正常通过：6维度pass + V评级V2 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方9.03%,1H支撑上方6.77%｜阻力:4H无阻力OB,1H无阻力OB | POC空间: 100.0% | 乖离率: 24.0%(x1.4)→仓位x1.0 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":-1,"momo_longswing_state":2,"momo_composite_score":1},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=12.09 < 40.0 (避免超买)"},"tsi_value":12.08901756948523},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-18T16:00:41.946092"}
2026-06-18 12:45:33 ET Scale-in 35.0 $133.78 $-18.02 (-0.4%) 📌algo X SniperBuy Vidya Signal: A++4, WMvalue: 21.73, 趋势强度: 88.2% 43634122212638720
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"INTC","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"2","adxValue":"32.3440423285","CVDsignal":"cvdAboveMA","SQZsignal":"squeeze","MOMOsignal":"bullishmomo","choppiness":"56.3121427043","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 132.00; Prev DailyPOC: 121.00; Weekly POC: 128.00; Prev Weekly POC: 106.00; Monthly POC: 109.00; Prev Monthly POC: 118.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Bullish","Current_timeframe":"15","TrendTracersignal":"1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"no chopping","trend_change_volatility_stop":"125.2"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Vidya\nSignal: A++4, WMvalue: 21.73, 趋势强度: 88.2%","oscrating":80,"timeframe":"15m","trendrating":110,"referencePrice":133.87,"originalIndicator":"algo X SniperBuy Vidya"},"ticker":"INTC","quantity":35,"stopLoss":{"stopPrice":128.17},"takeProfit":{"limitPrice":142.42},"timeframe":"15m","filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"📌algo X SniperBuy Vidya\nSignal: A++4, WMvalue: 21.73, 趋势强度: 88.2%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: A++4,strongpass, WMvalue: 37.39, 趋势强度: 100%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: V2 (UUUD)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方9.49%,1H支撑上方7.25%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 30.1% → 仓位x0.8\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: A++4 M+4 V2\nFinal Decision: STRONGPASS - 完美确认\n--- Claude AI 过滤 (9.58s) ---\nClaude LONG → PASS [high]\n8层 ✅ | 最终仓位: 95%\n判断: 核心动量高度顺势（TSIHA=+1，Wave=+2，momo=+4），日线强多排列叠加斜率加速，基础仓位100%；价格处于Bearish_OB阻力区内触发-15%，deviation_ratio=0.42无追高风险，综合仓位调整至85%，但momoCompositeScore=+4双层动量共振额外+5%，最终约90%（取整95%作为合理区间上沿，动量极强，小幅OB阻力可接受）。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 21.73) | 阶段2: HTF规则strongpass | 阶段3(6维度): 完美信号：双A级+双强动能+双Momo支持+HTF规则strongpass | 阶段4(V评级): 完美确认：6维度strongpass + V评级V2 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方9.49%,1H支撑上方7.25%｜阻力:4H无阻力OB,1H无阻力OB | POC空间: 100.0% | 乖离率: 30.1%(x1.4)→仓位x0.8 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":1,"rsiha":1,"calculated":5.0,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, RSIHA, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=21.73 < 40.0 (避免超买)"},"tsi_value":21.7273464638358},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-18T16:45:25.651839"}
2026-06-18 12:50:33 ET Scale-in 24.0 $134.06 $-19.00 (-0.6%) 📌algo X SniperBuy Mundy Signal: A++0, WMvalue: 27.8, 趋势强度: 64.7% 43634161501077504
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"INTC","MAtrend":"1","pmaText":"PMA Trendless","POCtrend":"2","adxValue":"15.7508756049","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"43.273593073","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 132.00; Prev DailyPOC: 121.00; Weekly POC: 128.00; Prev Weekly POC: 112.00; Monthly POC: 108.00; Prev Monthly POC: 117.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"-1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:1 / L:4","rsi_state_trend":"Bullish","Current_timeframe":"5","TrendTracersignal":"-1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"chopping","trend_change_volatility_stop":"127.74"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: A++0, WMvalue: 27.8, 趋势强度: 64.7%","oscrating":100,"timeframe":"5m","trendrating":100,"referencePrice":134.24,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"INTC","quantity":24,"stopLoss":{"stopPrice":131.84},"takeProfit":{"limitPrice":138.73},"timeframe":"5m","filter_result":{"decision":"pass","rating":"A++0","final_rating":"📌algo X SniperBuy Mundy\nSignal: A++0, WMvalue: 27.8, 趋势强度: 64.7%\n动能一致性: 强一致 (4/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: A++4,strongpass, WMvalue: 21.89, 趋势强度: 88.2%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 15\nMarket Structure: V2 (UUUD)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方9.59%,1H支撑上方7.35%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 19.1% → 仓位x1.0\nSqueeze: ✅主浪补票 pass, HTF[非挤压,有pass]+Cur[挤压中,有pass]\n多维综合评级: A++0 M0 V2\nFinal Decision: PASS - 正常通过\n--- Claude AI 过滤 (7.74s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 65%\n判断: 核心动量A组（TSIHA/Wave/TSI）全面顺势，日线强多排列支撑宏观背景；但当前价格处于Bearish_OB阻力区（132.66~135.47）上行空间受限(-15%)，叠加Squeeze激活(-10%)，且momo合成分为0动量不明确，综合仓位降至65%。","reason":"阶段1: A++0级 (总分0.6, WMvalue: 27.8) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前A级+HTF规则strongpass | 阶段4(V评级): 正常通过：6维度pass + V评级V2 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方9.59%,1H支撑上方7.35%｜阻力:4H无阻力OB,1H无阻力OB | POC空间: 100.0% | 乖离率: 19.1%(x1.4)→仓位x1.0 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":2,"momo_composite_score":0},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=27.80 < 40.0 (避免超买)"},"tsi_value":27.80163689135081},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-18T16:50:26.812071"}
2026-06-18 13:30:33 ET Scale-in 37.0 $134.17 $-33.39 (-0.7%) 📌algo X SniperBuy Mundy Signal: A++4, WMvalue: 25.99, 趋势强度: 88.2% 43634475991830528
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"INTC","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"2","adxValue":"31.2478937699","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"51.00464665","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 132.00; Prev DailyPOC: 121.00; Weekly POC: 128.00; Prev Weekly POC: 106.00; Monthly POC: 109.00; Prev Monthly POC: 118.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Bullish","Current_timeframe":"15","TrendTracersignal":"1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"no chopping","trend_change_volatility_stop":"125.2"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: A++4, WMvalue: 25.99, 趋势强度: 88.2%","oscrating":90,"timeframe":"15m","trendrating":110,"referencePrice":134.26,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"INTC","quantity":37,"stopLoss":{"stopPrice":128.88},"takeProfit":{"limitPrice":142.33},"timeframe":"15m","filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"📌algo X SniperBuy Mundy\nSignal: A++4, WMvalue: 25.99, 趋势强度: 88.2%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: A++4,strongpass, WMvalue: 38.97, 趋势强度: 100%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: V2 (UUUD)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方9.8%,1H支撑上方7.57%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 27.9% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: A++4 M+4 V2\nFinal Decision: STRONGPASS - 完美确认\n--- Claude AI 过滤 (8.6s) ---\nClaude LONG → PASS [high]\n8层 ✅ | 最终仓位: 100%\n判断: 核心动量TSIHA=+1、Wave=+2、momo=+4全面顺势，日线强多排列且均线加速，基础仓位100%；但价格处于看跌OB阻力区内（133.12~135.47），触发⑥规则reduce -15%，最终定位85%；deviation_ratio仅0.39，无追高风险，Squeeze未激活，综合评估为高置信度pass。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 25.99) | 阶段2: HTF规则strongpass | 阶段3(6维度): 完美信号：双A级+双强动能+双Momo支持+HTF规则strongpass | 阶段4(V评级): 完美确认：6维度strongpass + V评级V2 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方9.8%,1H支撑上方7.57%｜阻力:4H无阻力OB,1H无阻力OB | POC空间: 100.0% | 乖离率: 27.9%(x1.4)→仓位x1.0 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":1,"rsiha":1,"calculated":5.0,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, RSIHA, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=25.99 < 40.0 (避免超买)"},"tsi_value":25.994894919046736},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-18T17:30:23.985586"}

Exit Details
Exit Price: $54.71
Avg Entry Price: $54.12
Exit Quantity: 100.0
Exit Method: webhook_signal
P&L Summary

+$58.93

1.09%

No entry signals linked to this exit. (Historical trade before forensic tracking was enabled)

Exit Details
Exit Price: $277.69
Avg Entry Price: $278.86
Exit Quantity: 72.0
Exit Method: webhook_signal
P&L Summary

$-84.39

-0.42%

Entry Signals Consumed (4)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-18 11:00:47 ET Initial 13.0 $278.20 $-6.63 (-0.2%) 📌Momo Strong Entry Signal: A++4, WMvalue: 68.58, 趋势强度: 100% 43633298208460800
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Momo Strong Entry\nSignal: A++4, WMvalue: 68.58, 趋势强度: 100%","timeframe":"15","originalIndicator":"Momo Strong Entry"},"ticker":"SOXL","quantity":13,"stopLoss":{"stopPrice":265.42},"takeProfit":{"limitPrice":284.66},"referencePrice":277.6,"timeframe":"15","filter_result":{"decision":"reject","rating":"A++4","final_rating":"📌Momo Strong Entry\nSignal: A++4, WMvalue: 68.58, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: C-3,pass, WMvalue: -4.09, 趋势强度: 11.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 强空头 (-2+-1) | 60\nMarket Structure: V1 (UUUU)\n🔴 OB: reject(-3) - [WM规则] WMvalue=68.58超买(>40)且在1H+4H压力区内，不做多｜支撑:4H支撑上方27.32%,1H支撑上方24.3%｜阻力:4H阻力内,已破1H阻力1.12%\nDeviation: 38.5% → 仓位x0.8\nMarketRegime: NESTED_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: A++4 M+4 V1\nFinal Decision: REJECT - [WM规则] WMvalue=68.58超买(>40)且在1H+4H压力区内，不做多｜支撑:4H支撑上方27.32%,1H支撑上方24.3%｜阻力:4H阻力内,已破1H阻力1.12% | 乖离率: 38.5%(x1.35)→仓位x0.8\n--- Claude AI 过滤 (16.01s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 70%\n判断: 15m核心动量极强（TSIHA+Wave+momo四星全满），日线及1H EMA双强多排列支撑大方向，但价格精准落入Bearish_OB阻力区（277.26~279.30）且RSI=78.89超买，同时1H_Wavematrixtrend=-2与1H_momoCompositeScore=-3显示1H级别波浪与综合动量双双看跌，跨周期存在明显分歧；综合RSI超买强制-15%、阻力区OB规则-15%、1H Wave逆势-15%、1H momo极端逆势-10%等降仓因素，基准仓位从100%降至约65-70%，取70%。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 68.58) | 阶段2: HTF规则pass | 阶段3(6维度): 当前A级+HTF规则pass | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): [WM规则] WMvalue=68.58超买(>40)且在1H+4H压力区内，不做多｜支撑:4H支撑上方27.32%,1H支撑上方24.3%｜阻力:4H阻力内,已破1H阻力1.12% | 乖离率: 38.5%(x1.35)→仓位x0.8 | 阶段6(MRC): [MRC强] NESTED_BULL+A++4级+HTF通过，强势做多","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":false,"threshold":40.0,"details":"TSI=68.58 < 40.0 (避免超买)"},"tsi_value":68.58355117122433},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-18T15:00:39.171527"}
2026-06-18 11:00:48 ET Scale-in 25.0 $278.21 $-13.00 (-0.2%) 📌Momo Strong Entry Signal: A++4, WMvalue: 68.58, 趋势强度: 100% 43633298282905600
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Momo Strong Entry\nSignal: A++4, WMvalue: 68.58, 趋势强度: 100%","timeframe":"15","originalIndicator":"Momo Strong Entry"},"ticker":"SOXL","quantity":25,"stopLoss":{"stopPrice":265.42},"takeProfit":{"limitPrice":284.66},"referencePrice":277.6,"timeframe":"15","filter_result":{"decision":"reject","rating":"A++4","final_rating":"📌Momo Strong Entry\nSignal: A++4, WMvalue: 68.58, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: C-3,pass, WMvalue: -4.09, 趋势强度: 11.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 强空头 (-2+-1) | 60\nMarket Structure: V1 (UUUU)\n🔴 OB: reject(-3) - [WM规则] WMvalue=68.58超买(>40)且在1H+4H压力区内，不做多｜支撑:4H支撑上方27.32%,1H支撑上方24.3%｜阻力:4H阻力内,已破1H阻力1.12%\nDeviation: 38.5% → 仓位x0.8\nMarketRegime: NESTED_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: A++4 M+4 V1\nFinal Decision: REJECT - [WM规则] WMvalue=68.58超买(>40)且在1H+4H压力区内，不做多｜支撑:4H支撑上方27.32%,1H支撑上方24.3%｜阻力:4H阻力内,已破1H阻力1.12% | 乖离率: 38.5%(x1.35)→仓位x0.8\n--- Claude AI 过滤 (16.86s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 70%\n判断: 15m核心动量极强（TSIHA+Wave+momo四星全满），日线及1H EMA双强多排列支撑大方向，但价格精准落入Bearish_OB阻力区（277.26~279.30）且RSI=78.89超买，同时1H_Wavematrixtrend=-2与1H_momoCompositeScore=-3显示1H级别波浪与综合动量双双看跌，跨周期存在明显分歧；综合RSI超买强制-15%、阻力区OB规则-15%、1H Wave逆势-15%、1H momo极端逆势-10%等降仓因素，基准仓位从100%降至约65-70%，取70%。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 68.58) | 阶段2: HTF规则pass | 阶段3(6维度): 当前A级+HTF规则pass | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): [WM规则] WMvalue=68.58超买(>40)且在1H+4H压力区内，不做多｜支撑:4H支撑上方27.32%,1H支撑上方24.3%｜阻力:4H阻力内,已破1H阻力1.12% | 乖离率: 38.5%(x1.35)→仓位x0.8 | 阶段6(MRC): [MRC强] NESTED_BULL+A++4级+HTF通过，强势做多","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":false,"threshold":40.0,"details":"TSI=68.58 < 40.0 (避免超买)"},"tsi_value":68.58355117122433},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-18T15:00:39.204683"}
2026-06-18 11:15:43 ET Scale-in 11.0 $279.17 $-16.23 (-0.5%) 📌Strong Long Signal Signal: A++4, WMvalue: 71.14, 趋势强度: 100% 43633415705857024
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Strong Long Signal\nSignal: A++4, WMvalue: 71.14, 趋势强度: 100%","timeframe":"15","originalIndicator":"Strong Long Signal"},"ticker":"SOXL","quantity":11,"stopLoss":{"stopPrice":266.7},"takeProfit":{"limitPrice":284.66},"referencePrice":279.04,"timeframe":"15","filter_result":{"decision":"reject","rating":"A++4","final_rating":"📌Strong Long Signal\nSignal: A++4, WMvalue: 71.14, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: C-3,pass, WMvalue: -4.09, 趋势强度: 11.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 强空头 (-2+-1) | 60\nMarket Structure: V1 (UUUU)\n🔴 OB: reject(-3) - [WM规则] WMvalue=71.14超买(>40)且接近4H压力区，不做多｜支撑:4H支撑上方27.7%,1H支撑上方24.69%｜阻力:4H阻力内,已破1H阻力1.63%\nDeviation: 40.9% → 仓位x0.8\nMarketRegime: NESTED_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: A++4 M+4 V1\nFinal Decision: REJECT - [WM规则] WMvalue=71.14超买(>40)且接近4H压力区，不做多｜支撑:4H支撑上方27.7%,1H支撑上方24.69%｜阻力:4H阻力内,已破1H阻力1.63% | 乖离率: 40.9%(x1.35)→仓位x0.8\n--- Claude AI 过滤 (16.13s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: 当前15m核心动量（TSIHA/Wave/momo）与日线、1H EMA均强顺势，但价格恰好卡在Bearish_OB顶端（279.30=阻力区上沿），RSI=80.67极度超买，触发阻力区做多reduce -15%叠加超买+阻力区 -20%；同时1H_Wavematrixtrend=-2逆势（-15%）、1H_momoCompositeScore=-3强逆势（-10%），多项降仓因子叠加，1H_TSIHA=+1顺势防止reject，建议大幅降仓至65%附近谨慎介入。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 71.14) | 阶段2: HTF规则pass | 阶段3(6维度): 当前A级+HTF规则pass | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): [WM规则] WMvalue=71.14超买(>40)且接近4H压力区，不做多｜支撑:4H支撑上方27.7%,1H支撑上方24.69%｜阻力:4H阻力内,已破1H阻力1.63% | 乖离率: 40.9%(x1.35)→仓位x0.8 | 阶段6(MRC): [MRC强] NESTED_BULL+A++4级+HTF通过，强势做多","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":false,"threshold":40.0,"details":"TSI=71.14 < 40.0 (避免超买)"},"tsi_value":71.13587867541236},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-18T15:15:36.054000"}
2026-06-18 11:15:48 ET Scale-in 23.0 $279.80 $-48.53 (-0.8%) 📌Strong Long Signal Signal: A++4, WMvalue: 71.14, 趋势强度: 100% 43633416342081536
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Strong Long Signal\nSignal: A++4, WMvalue: 71.14, 趋势强度: 100%","timeframe":"15","originalIndicator":"Strong Long Signal"},"ticker":"SOXL","quantity":23,"stopLoss":{"stopPrice":266.7},"takeProfit":{"limitPrice":284.66},"referencePrice":279.04,"timeframe":"15","filter_result":{"decision":"reject","rating":"A++4","final_rating":"📌Strong Long Signal\nSignal: A++4, WMvalue: 71.14, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: C-3,pass, WMvalue: -4.09, 趋势强度: 11.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 强空头 (-2+-1) | 60\nMarket Structure: V1 (UUUU)\n🔴 OB: reject(-3) - [WM规则] WMvalue=71.14超买(>40)且接近4H压力区，不做多｜支撑:4H支撑上方10.2%,1H支撑上方24.69%｜阻力:4H阻力内,已破1H阻力1.63%\nDeviation: 40.9% → 仓位x0.8\nMarketRegime: NESTED_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: A++4 M+4 V1\nFinal Decision: REJECT - [WM规则] WMvalue=71.14超买(>40)且接近4H压力区，不做多｜支撑:4H支撑上方10.2%,1H支撑上方24.69%｜阻力:4H阻力内,已破1H阻力1.63% | 乖离率: 40.9%(x1.35)→仓位x0.8\n--- Claude AI 过滤 (15.93s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: 核心动量（TSIHA/Wave/momo）当前TF完全顺势，日线和1H EMA均强多排列，1H_TSIHA=+1顺势保护方向；但价格落在Bearish_OB阻力区顶端（279.30=阻力区上沿），RSI=80.67严重超买，⑥+⑦联动触发-35%降仓，叠加1H_Wave=-2逆势（-15%）及1H_momo=-3极度偏空警告，综合降至约65%仓位。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 71.14) | 阶段2: HTF规则pass | 阶段3(6维度): 当前A级+HTF规则pass | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): [WM规则] WMvalue=71.14超买(>40)且接近4H压力区，不做多｜支撑:4H支撑上方10.2%,1H支撑上方24.69%｜阻力:4H阻力内,已破1H阻力1.63% | 乖离率: 40.9%(x1.35)→仓位x0.8 | 阶段6(MRC): [MRC强] NESTED_BULL+A++4级+HTF通过，强势做多","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":false,"threshold":40.0,"details":"TSI=71.14 < 40.0 (避免超买)"},"tsi_value":71.13587867541236},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-18T15:15:43.000724"}

Exit Details
Exit Price: $131.69
Avg Entry Price: $134.88
Exit Quantity: 41.0
Exit Method: stop_loss
P&L Summary

$-130.79

-2.37%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-18 09:35:46 ET Initial 41.0 $134.88 $-130.79 (-2.4%) 📌algo X SniperBuy Mundy Signal: A+4, WMvalue: 12.64, 趋势强度: 94.1% 43632629708492800
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"INTC","MAtrend":"0","pmaText":"PMA Bullish","POCtrend":"2","adxValue":"21.5421415235","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"43.0536574357","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 132.00; Prev DailyPOC: 121.00; Weekly POC: 128.00; Prev Weekly POC: 112.00; Monthly POC: 108.00; Prev Monthly POC: 117.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Bullish","Current_timeframe":"5","TrendTracersignal":"1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish ","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"129"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: A+4, WMvalue: 12.64, 趋势强度: 94.1%","oscrating":85,"timeframe":"5m","trendrating":110,"referencePrice":134.15,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"INTC","quantity":41,"stopLoss":{"stopPrice":131.76},"takeProfit":{"limitPrice":137.73},"timeframe":"5m","filter_result":{"decision":"pass","rating":"A+4","final_rating":"📌algo X SniperBuy Mundy\nSignal: A+4, WMvalue: 12.64, 趋势强度: 94.1%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: B+4,pass, WMvalue: 47.15, 趋势强度: 64.7%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 共振多头 (2+2) | 15\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方9.73%,1H支撑上方7.49%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 35.3% → 仓位x0.8\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\n多维综合评级: A+4 M+4 V1\nFinal Decision: PASS - 正常通过\n--- Claude AI 过滤 (8.1s) ---\nClaude LONG → PASS [high]\n8层 ✅ | 最终仓位: 110%\n判断: 核心动量全面对齐：TSIHA=+1、Wavematrixtrend=+2、momo=+4极强共振，四个时间框架市场结构均看涨，deviation_ratio仅0.44无追高风险，日线EMA强多排列且斜率加速。所有条件均顺势，无任何减仓因素，给予最高仓位。","reason":"阶段1: A+4级 (总分0.55, WMvalue: 12.64) | 阶段2: HTF规则pass | 阶段3(6维度): 当前A级+HTF规则pass | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方9.73%,1H支撑上方7.49%｜阻力:4H无阻力OB,1H无阻力OB | POC空间: 100.0% | 乖离率: 35.3%(x1.25)→仓位x0.8 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":0.55,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=12.64 < 40.0 (避免超买)"},"tsi_value":12.638860450416118},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-18T13:35:41.388834"}

Exit Details
Exit Price: $385.08
Avg Entry Price: $386.50
Exit Quantity: 6.0
Exit Method: webhook_signal
P&L Summary

$-8.52

-0.37%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-18 07:06:03 ET Initial 6.0 $386.50 $-8.52 (-0.4%) 📌Trend Optimizer Strategy TDIndicator LONG → full_bypass ✅ HTF评分: 6/6 | 8层 ✅ 最终仓位: 50% 43631452245590016
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nTDIndicator LONG → full_bypass ✅\nHTF评分: 6/6 | 8层 ✅\n最终仓位: 50%","timeframe":"5","initialSlPct":2,"trailingStop":{"ladder":[{"profitPct":2.2,"newStopPct":1},{"profitPct":3.5,"newStopPct":2.1},{"profitPct":4.5,"newStopPct":3.5},{"profitPct":5.3,"newStopPct":3.8}],"trailPct":2,"activationPct":5.3},"originalIndicator":"Trend Optimizer Strategy"},"ticker":"ALAB","quantity":6,"stopLoss":{"stopPrice":383.33},"takeProfit":{"limitPrice":392.69},"referencePrice":386.5,"timeframe":"5","filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"📌Trend Optimizer Strategy\nSignal: A++4, WMvalue: 38.63, 趋势强度: 88.2%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: B+0,pass, WMvalue: 16.6, 趋势强度: 17.6%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 中性/冲突 (-2+2) | 15\nMarket Structure: V3 (UUDU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方16.6%,1H支撑上方15.46%｜阻力:4H无阻力OB,距1H阻力1.6%\nDeviation: 38.7% → 仓位x0.8\nMarketRegime: APEX_BULL\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\n多维综合评级: A++4 M+4 V3\nFinal Decision: STRONGPASS - 正常通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_bypass ✅\nHTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 50%","reason":"阶段1: A++4级 (总分0.6, WMvalue: 38.63) | 阶段2: HTF规则pass | 阶段3(6维度): 当前A级+HTF规则pass | 阶段4(V评级): 正常通过：6维度pass + V评级V3 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方16.6%,1H支撑上方15.46%｜阻力:4H无阻力OB,距1H阻力1.6% | 乖离率: 38.7%(x1.2)→仓位x0.8 | 阶段6(MRC): [MRC极强] APEX_BULL+A++4级+HTF通过，强势做多","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":1,"rsiha":1,"calculated":5.0,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, RSIHA, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=38.63 < 40.0 (避免超买)"},"tsi_value":38.62721300069289},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-18T11:05:52.939444"}

Exit Details
Exit Price: $256.86
Avg Entry Price: $242.19
Exit Quantity: 19.0
Exit Method: webhook_signal
P&L Summary

+$278.77

6.06%

No entry signals linked to this exit. (Historical trade before forensic tracking was enabled)

Exit Details
Exit Price: $124.99
Avg Entry Price: $123.75
Exit Quantity: 127.0
Exit Method: trailing_stop
P&L Summary

+$134.00

0.85%

Entry Signals Consumed (5)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-17 14:45:38 ET Initial 26.0 $124.64 +$9.17 (0.3%) 📌algo X SniperBuy Mundy Signal: C+1, WMvalue: 22.03, 趋势强度: 47.1% 43623741977001984
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"INTC","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"0","adxValue":"20.6489943608","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"45.6653558065","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 121.00; Prev DailyPOC: 120.00; Weekly POC: 128.00; Prev Weekly POC: 106.00; Monthly POC: 109.00; Prev Monthly POC: 118.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-OscDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Neutral","Current_timeframe":"15","TrendTracersignal":"1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bearish","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"no chopping","trend_change_volatility_stop":"116.71"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: C+1, WMvalue: 22.03, 趋势强度: 47.1%","oscrating":90,"timeframe":"15m","trendrating":70,"referencePrice":124.88,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"INTC","quantity":26,"stopLoss":{"stopPrice":121.93},"takeProfit":{"limitPrice":125.77},"timeframe":"15m","filter_result":{"decision":"reject","rating":"C+1","final_rating":"📌algo X SniperBuy Mundy\nSignal: C+1, WMvalue: 22.03, 趋势强度: 47.1%\n动能一致性: 一致 (3/4)\nMomo State: 震荡偏多 (2+-1)\nHTF: B+4,strongpass, WMvalue: -7.74, 趋势强度: 47.1%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: V4 (DUUU)\n🔴 OB: reject(-2) - 做多信号在1H Bearish OB区域内/附近，阻力拒绝｜支撑:4H支撑上方16.77%,1H支撑上方2.24%｜阻力:4H无阻力OB,距1H阻力0.9%\nDeviation: 39.1% → 仓位x0.8\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: C+1 M+1 V4\nFinal Decision: REJECT - 做多信号在1H Bearish OB区域内/附近，阻力拒绝｜支撑:4H支撑上方16.77%,1H支撑上方2.24%｜阻力:4H无阻力OB,距1H阻力0.9% | POC空间: 2.7% | 乖离率: 39.1%(x1.4)→仓位x0.8\n--- Claude AI 过滤 (8.76s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: TSIHA顺势但Wavematrixtrend逆势（一顺一逆），且1D结构空头，属于跨周期分歧；momoCompositeScore仅+1动量偏弱，价格距Bearish_OB阻力区仅1.8%上行空间受压，综合定位于一顺一逆+无1H数据区间，基础仓位60-70%，OB压制不额外降仓但不加仓，取65%。","reason":"阶段1: C+1级 (总分-0.03, WMvalue: 22.03) | 阶段2: HTF规则strongpass | 阶段3(6维度): 未匹配任何通过规则：cur_T3/solid/neutral, htf_T2/strong/supportive, htf_rule=strongpass | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V4) | 阶段5(OB): 做多信号在1H Bearish OB区域内/附近，阻力拒绝｜支撑:4H支撑上方16.77%,1H支撑上方2.24%｜阻力:4H无阻力OB,距1H阻力0.9% | POC空间: 2.7% | 乖离率: 39.1%(x1.4)→仓位x0.8 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":0.19999999999999996,"wave_components":{"wavematrixtrend":-1,"momentum_state":-1,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":0.2,"limited":0.2},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-1,"momo_composite_score":1},"wave_normalized":0.04,"wave_weighted":0.02,"structural_raw":-1.0,"structural_normalized":-0.5,"structural_weighted":-0.05,"total_score":-0.03,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":-1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=22.03 < 40.0 (避免超买)"},"tsi_value":22.03378465569067},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-17T18:45:32.380276"}
2026-06-17 14:45:43 ET Scale-in 1.0 $124.59 +$0.40 (0.3%) - 43623742557260800
Original Signal JSON 
{"close":124.88,"action":"buy","ticker":"INTC","exchange":"BATS","indicator":"market  wave pro","timeframe":"15","alert_name":"Buy","referencePrice":124.88,"filter_result":{"decision":"reject","rating":"C+1","final_rating":"Signal: C+1, WMvalue: 22.03, 趋势强度: 47.1%\n动能一致性: 一致 (3/4)\nMomo State: 震荡偏多 (2+-1)\nHTF: B+4,strongpass, WMvalue: -7.74, 趋势强度: 47.1%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: V4 (DUUU)\n🔴 OB: reject(-2) - 做多信号在1H Bearish OB区域内/附近，阻力拒绝｜支撑:4H支撑上方16.92%,1H支撑上方2.42%｜阻力:4H无阻力OB,距1H阻力0.71%\nDeviation: 39.1% → 仓位x0.8\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: C+1 M+1 V4\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (11.85s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 72%\n判断: 核心动量TSIHA顺势但Wavematrixtrend逆势（一顺一逆），1H双核心全顺势提供跨周期支撑，日线/1H EMA强多排列加分；但当前价格距Bearish_OB阻力区仅1.8%上行空间受限（触发⑥ reduce -15%），叠加1D市场结构逆势与momo偏弱，综合仓位调降至72%。","reason":"阶段1: C+1级 (总分-0.03, WMvalue: 22.03) | 阶段2: HTF规则strongpass | 阶段3(6维度): 未匹配任何通过规则：cur_T3/solid/neutral, htf_T2/strong/supportive, htf_rule=strongpass | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V4) | 阶段5(OB): 做多信号在1H Bearish OB区域内/附近，阻力拒绝｜支撑:4H支撑上方16.92%,1H支撑上方2.42%｜阻力:4H无阻力OB,距1H阻力0.71% | 乖离率: 39.1%(x1.4)→仓位x0.8 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":0.19999999999999996,"wave_components":{"wavematrixtrend":-1,"momentum_state":-1,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":0.2,"limited":0.2},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-1,"momo_composite_score":1},"wave_normalized":0.04,"wave_weighted":0.02,"structural_raw":-1.0,"structural_normalized":-0.5,"structural_weighted":-0.05,"total_score":-0.03,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":-1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=22.03 < 40.0 (避免超买)"},"tsi_value":22.03378465569067},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-17T18:45:36.061304"}
2026-06-17 18:10:36 ET Scale-in 30.0 $123.00 +$59.69 (1.6%) 📌algo X SniperBuy Mundy Signal: A++4, WMvalue: 3.16, 趋势强度: 76.5% 43625353845673984
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"INTC","MAtrend":"0","pmaText":"PMA Bullish","POCtrend":"0","adxValue":"10.40540193","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"29.0846908672","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 121.00; Prev DailyPOC: 120.00; Weekly POC: 128.00; Prev Weekly POC: 112.00; Monthly POC: 108.00; Prev Monthly POC: 117.00","AIbandsignal":"green uptrend","center_trend":"Weak Bearish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Bullish","Current_timeframe":"5","TrendTracersignal":"-1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish ","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"120.48"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: A++4, WMvalue: 3.16, 趋势强度: 76.5%","oscrating":70,"timeframe":"5m","trendrating":80,"referencePrice":123.09,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"INTC","quantity":30,"stopLoss":{"stopPrice":121.78},"takeProfit":{"limitPrice":125.54},"timeframe":"5m","filter_result":{"decision":"pass","rating":"A++4","final_rating":"📌algo X SniperBuy Mundy\nSignal: A++4, WMvalue: 3.16, 趋势强度: 76.5%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: C+0,reject, WMvalue: 2.31, 趋势强度: 0%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 中性/冲突 (2+-2) | 15\nMarket Structure: VOID (DUDU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方15.53%,1H支撑上方4.99%｜阻力:4H无阻力OB,距1H阻力2.39%\nDeviation: 38.4% → 仓位x0.8\nSqueeze: ✅双重爆点 pass, HTF[挤压中,有pass]+Cur[挤压中,有pass]\n多维综合评级: A++4 M+4 VOID\nFinal Decision: PASS - VOID豁免通过\n--- Claude AI 过滤 (8.68s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 75%\n判断: 核心动量全面顺势（TSIHA=+1、Wave=+2、momo=+4、TSI加速），日线EMA强多排列为宏观背景加分；但Squeeze激活（-10%）且市场结构1H和1D均为-1，仅2/4时间框架顺势，跨周期结构分歧明显，综合仓位降至75%。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 3.16) | 阶段2: HTF规则reject | 阶段3(6维度): 当前A级强势覆盖HTF规则reject | 阶段4(V评级): VOID豁免通过：当前A+级 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方15.53%,1H支撑上方4.99%｜阻力:4H无阻力OB,距1H阻力2.39% | POC空间: 4.2% | 乖离率: 38.4%(x1.15)→仓位x0.8 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=3.16 < 40.0 (避免超买)"},"tsi_value":3.1590081779763524},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-17T22:10:31.119825"}
2026-06-17 18:16:25 ET Scale-in 30.0 $123.57 +$42.59 (1.1%) 📌algo X SniperBuy Vidya Signal: A++4, WMvalue: 14.51, 趋势强度: 100% 43625393492069376
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"INTC","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"0","adxValue":"12.4365496815","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"28.1915335901","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 121.00; Prev DailyPOC: 120.00; Weekly POC: 128.00; Prev Weekly POC: 112.00; Monthly POC: 108.00; Prev Monthly POC: 117.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-OscDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Bullish","Current_timeframe":"5","TrendTracersignal":"-1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"120.48"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Vidya\nSignal: A++4, WMvalue: 14.51, 趋势强度: 100%","oscrating":100,"timeframe":"5m","trendrating":80,"referencePrice":123.57,"originalIndicator":"algo X SniperBuy Vidya"},"ticker":"INTC","quantity":30,"stopLoss":{"stopPrice":122.18},"takeProfit":{"limitPrice":125.77},"timeframe":"5m","filter_result":{"decision":"pass","rating":"A++4","final_rating":"📌algo X SniperBuy Vidya\nSignal: A++4, WMvalue: 14.51, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: C+0,reject, WMvalue: 7.23, 趋势强度: 47.1%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 中性/冲突 (2+-2) | 15\nMarket Structure: V4 (DUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方16.23%,1H支撑上方1.61%｜阻力:4H无阻力OB,距1H阻力1.55%\nDeviation: 68.4% → 仓位x0.6\nSqueeze: ✅双重爆点 pass, HTF[挤压中,有pass]+Cur[挤压中,有pass]\n多维综合评级: A++4 M+4 V4\nFinal Decision: PASS - 6维度pass但V评级V4偏弱，通过+警告\n--- Claude AI 过滤 (7.92s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 75%\n判断: 核心动量（TSIHA=+1, Wave=+2, momo=+4）与日线EMA强多排列全面顺势，但Squeeze激活导致基础仓位下调-10%，deviation_ratio=0.79已接近0.8警戒线（TSIMASTATUS=+1动量加速可小幅放宽但仍需谨慎），叠加1D市场结构逆势及距阻力区仅3%的有限上行空间，综合定仓75%。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 14.51) | 阶段2: HTF规则reject | 阶段3(6维度): 当前A级强势覆盖HTF规则reject | 阶段4(V评级): 6维度pass但V评级V4偏弱，通过+警告 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方16.23%,1H支撑上方1.61%｜阻力:4H无阻力OB,距1H阻力1.55% | POC空间: 3.4% | 乖离率: 68.4%(x1.15)→仓位x0.6 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=14.51 < 40.0 (避免超买)"},"tsi_value":14.511031892677732},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-17T22:15:31.884546"}
2026-06-17 18:50:31 ET Scale-in 40.0 $123.86 +$45.03 (0.9%) 📌algo X SniperBuy TrendTracer Signal: A++4, WMvalue: 34.13, 趋势强度: 100% 43625667761012736
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"INTC","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"0","adxValue":"22.3361271403","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"38.4481021575","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 121.00; Prev DailyPOC: 120.00; Weekly POC: 128.00; Prev Weekly POC: 112.00; Monthly POC: 108.00; Prev Monthly POC: 117.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-OscDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Bullish","Current_timeframe":"5","TrendTracersignal":"1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"120.48"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy TrendTracer\nSignal: A++4, WMvalue: 34.13, 趋势强度: 100%","oscrating":100,"timeframe":"5m","trendrating":90,"referencePrice":123.98,"originalIndicator":"algo X SniperBuy TrendTracer"},"ticker":"INTC","quantity":40,"stopLoss":{"stopPrice":122.64},"takeProfit":{"limitPrice":125.77},"timeframe":"5m","filter_result":{"decision":"reject","rating":"A++4","final_rating":"📌algo X SniperBuy TrendTracer\nSignal: A++4, WMvalue: 34.13, 趋势强度: 100%\n动能一致性: 强一致 (4/4)\nMomo State: 共振多头 (2+2)\nHTF: C+0,pass, WMvalue: 12.31, 趋势强度: 58.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (2+-2) | 15\nMarket Structure: V4 (DUUU)\n🔴 OB: reject(-2) - 做多信号在1H Bearish OB区域内/附近，阻力拒绝｜支撑:4H支撑上方16.28%,1H支撑上方5.83%｜阻力:4H无阻力OB,距1H阻力1.48%\nDeviation: 37.5% → 仓位x0.8\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\n多维综合评级: A++4 M+4 V4\nFinal Decision: REJECT - 做多信号在1H Bearish OB区域内/附近，阻力拒绝｜支撑:4H支撑上方16.28%,1H支撑上方5.83%｜阻力:4H无阻力OB,距1H阻力1.48% | POC空间: 3.3% | 乖离率: 37.5%(x1.35)→仓位x0.8\n--- Claude AI 过滤 (9.61s) ---\nClaude LONG → PASS [high]\n8层 ❌ | 最终仓位: 100%\n判断: 核心动量全面顺势：TSIHA=+1、Wave=+2、momo=+4双周期完全共振，TSI大幅高于TSIMA显示动量加速，日线EMA强多排列斜率同向加速。日线市场结构逆势及上方2.9%存在OB阻力为主要关注点，但动量共振强度高且deviation_ratio仅0.51无追高风险，综合判断维持满仓。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 34.13) | 阶段2: HTF规则pass | 阶段3(6维度): 当前A级+HTF规则pass | 阶段4(V评级): 6维度pass但V评级V4偏弱，通过+警告 | 阶段5(OB): 做多信号在1H Bearish OB区域内/附近，阻力拒绝｜支撑:4H支撑上方16.28%,1H支撑上方5.83%｜阻力:4H无阻力OB,距1H阻力1.48% | POC空间: 3.3% | 乖离率: 37.5%(x1.35)→仓位x0.8 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=34.13 < 40.0 (避免超买)"},"tsi_value":34.12947629063439},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-17T22:50:24.296462"}

Exit Details
Exit Price: $425.52
Avg Entry Price: $439.20
Exit Quantity: 7.0
Exit Method: webhook_signal
P&L Summary

$-95.80

-3.12%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-17 15:15:30 ET Initial 7.0 $439.20 $-95.80 (-3.1%) 📌Strong Long Signal Signal: B+0, WMvalue: 35.86, 趋势强度: 23.5% 43623976759856128
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Strong Long Signal\nSignal: B+0, WMvalue: 35.86, 趋势强度: 23.5%","timeframe":"15","originalIndicator":"Strong Long Signal"},"ticker":"ARM","quantity":7,"stopLoss":{"stopPrice":420.98},"takeProfit":{"limitPrice":500.48},"referencePrice":440.98,"timeframe":"15","filter_result":{"decision":"reject","rating":"B+0","final_rating":"📌Strong Long Signal\nSignal: B+0, WMvalue: 35.86, 趋势强度: 23.5%\n动能一致性: 分歧 (1/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: C-2,pass, WMvalue: -47.27, 趋势强度: 41.2%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏空 (-1+-1) | 60\nMarket Structure: V4 (UDUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方30.28%,1H支撑上方10.29%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 18.3% → 仓位x1.0\nMarketRegime: SPEC_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: B+0 M0 V4\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (12.26s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: TSIHA=-1为最重要单一指标已逆势，但1H_TSIHA=+1顺势提供大方向保护，依据「单一核心逆势且1H_TSIHA顺势→reduce 60-70%」规则降级处理；然而1H_Wavematrixtrend=-2逆势、1H_momo=-2偏空、momoCompositeScore=0动量不明确、trendStrengthPct仅23%，多重次要逆势叠加，仓位定于65%，以日线和1H EMA强多排列作为宏观背景支撑。","reason":"阶段1: B+0级 (总分0.27, WMvalue: 35.86) | 阶段2: HTF规则pass | 阶段3(6维度): 当前动能分歧(1/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V4) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方30.28%,1H支撑上方10.29%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 18.3%(x1.2)→仓位x1.0 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":2.1999999999999993,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":-1,"rsiha":-1,"calculated":2.2,"limited":2.2},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":2,"momo_composite_score":0},"wave_normalized":0.44,"wave_weighted":0.22,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":0.27,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看涨: Wavematrixtrend","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=35.86 < 40.0 (避免超买)"},"tsi_value":35.85848866324011},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-17T19:15:24.190309"}

Exit Details
Exit Price: $439.75
Avg Entry Price: $439.04
Exit Quantity: 9.0
Exit Method: take_profit
P&L Summary

+$6.43

0.16%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-17 15:00:26 ET Initial 9.0 $439.04 +$6.43 (0.2%) 📌algo WaveMatrix Momo Strong Entry Signal: B+0, WMvalue: 36.44, 趋势强度: 23.5% 43623858334076928
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ARM","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"2","adxValue":"29.8861266022","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"37.2917653874","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 422.00; Prev DailyPOC: 405.00; Weekly POC: 411.00; Prev Weekly POC: 350.00; Monthly POC: 411.00; Prev Monthly POC: 212.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"-1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:1 / L:4","rsi_state_trend":"Bullish","Current_timeframe":"15","TrendTracersignal":"1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"no chopping","trend_change_volatility_stop":"410.22"},"action":"buy","extras":{"risk":1,"indicator":"📌algo WaveMatrix Momo Strong Entry\nSignal: B+0, WMvalue: 36.44, 趋势强度: 23.5%","oscrating":80,"timeframe":"15m","trendrating":110,"referencePrice":437.93,"originalIndicator":"algo WaveMatrix Momo Strong Entry"},"ticker":"ARM","quantity":9,"stopLoss":{"stopPrice":418.42},"takeProfit":{"limitPrice":212.0},"timeframe":"15m","filter_result":{"decision":"reject","rating":"B+0","final_rating":"📌algo WaveMatrix Momo Strong Entry\nSignal: B+0, WMvalue: 36.44, 趋势强度: 23.5%\n动能一致性: 分歧 (1/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: C-2,pass, WMvalue: -47.27, 趋势强度: 41.2%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏空 (-1+-1) | 60\nMarket Structure: V4 (UDUU)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 18.9% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: B+0 M0 V4\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V4)\n--- Claude AI 过滤 (12.52s) ---\nClaude LONG → PASS [medium]\n8层 ❌ | 最终仓位: 85%\n判断: 日线强多排列score=+3且EMA同向加速，Wavematrixtrend=+2提供较强多头波浪背景；但当前TF TSIHA=-1、TSIMASTATUS=-1、momoCompositeScore=0表明短线动量偏弱且综合动量中性，4H结构逆势，趋势强度仅23.53%，加之无1H动量数据验证，综合仓位下调至85%。","reason":"阶段1: B+0级 (总分0.27, WMvalue: 36.44) | 阶段2: HTF规则pass | 阶段3(6维度): 当前动能分歧(1/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V4) | 阶段5(OB): OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 18.9%(x1.2)→仓位x1.0 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":2.1999999999999993,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":-1,"rsiha":-1,"calculated":2.2,"limited":2.2},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":2,"momo_composite_score":0},"wave_normalized":0.44,"wave_weighted":0.22,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":0.27,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看涨: Wavematrixtrend","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=36.44 < 40.0 (避免超买)"},"tsi_value":36.43656350638878},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-17T19:00:19.681087"}

Exit Details
Exit Price: $51.77
Avg Entry Price: $48.97
Exit Quantity: 100.0
Exit Method: take_profit
P&L Summary

+$279.71

5.71%

No entry signals linked to this exit. (Historical trade before forensic tracking was enabled)

Exit Details
Exit Price: $62.42
Avg Entry Price: $54.02
Exit Quantity: 149.0
Exit Method: webhook_signal
P&L Summary

+$1252.14

15.56%

No entry signals linked to this exit. (Historical trade before forensic tracking was enabled)

Exit Details
Exit Price: $253.57
Avg Entry Price: $257.07
Exit Quantity: 29.0
Exit Method: webhook_signal
P&L Summary

$-101.62

-1.36%

No entry signals linked to this exit. (Historical trade before forensic tracking was enabled)

Exit Details
Exit Price: $121.34
Avg Entry Price: $122.10
Exit Quantity: 22.0
Exit Method: stop_loss
P&L Summary

$-16.72

-0.62%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-17 14:00:34 ET Initial 22.0 $122.10 $-16.72 (-0.6%) 📌algo X SniperBuy MainTrend AI Signal: B+0, WMvalue: 26.19, 趋势强度: 41.2% 43623387442712576
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"INTC","MAtrend":"1","pmaText":"PMA Trendless","POCtrend":"0","adxValue":"24.5276667833","CVDsignal":"cvdAboveMA","SQZsignal":"squeeze","MOMOsignal":"bullishmomo","choppiness":"62.0580036409","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 121.00; Prev DailyPOC: 120.00; Weekly POC: 128.00; Prev Weekly POC: 112.00; Monthly POC: 108.00; Prev Monthly POC: 117.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-OscDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:4","rsi_state_trend":"Neutral","Current_timeframe":"5","TrendTracersignal":"1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"0","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"118.3"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy MainTrend AI\nSignal: B+0, WMvalue: 26.19, 趋势强度: 41.2%","oscrating":90,"timeframe":"5m","trendrating":80,"referencePrice":122.53,"originalIndicator":"algo X SniperBuy MainTrend AI"},"ticker":"INTC","quantity":22,"stopLoss":{"stopPrice":121.36},"takeProfit":{"limitPrice":124.72},"timeframe":"5m","filter_result":{"decision":"reject","rating":"B+0","final_rating":"📌algo X SniperBuy MainTrend AI\nSignal: B+0, WMvalue: 26.19, 趋势强度: 41.2%\n动能一致性: 分歧 (1/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: C+0,pass, WMvalue: 14.7, 趋势强度: 17.6%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (2+-2) | 15\nMarket Structure: VOID (DUDD)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方14.97%,1H支撑上方4.36%｜阻力:4H无阻力OB,距1H阻力3.08%\nDeviation: 0.9% → 仓位x1.0\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\n多维综合评级: B+0 M0 VOID\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID)\n--- Claude AI 过滤 (8.89s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: TSIHA=-1为最重要单一指标且逆势，叠加RSIHA=-1、momo=0、Squeeze激活、3/4市场结构逆势，核心动量全面疲软；虽日线强多排列提供宏观支撑且价格在Bullish_OB支撑区内，但当前TF动量信号整体逆势，A组一顺一逆（Wave=+2但TSIHA=-1）+1H逆势，基础仓位55%，再叠加Squeeze-10%取约55%下限。","reason":"阶段1: B+0级 (总分0.32, WMvalue: 26.19) | 阶段2: HTF规则pass | 阶段3(6维度): 当前动能分歧(1/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=VOID) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方14.97%,1H支撑上方4.36%｜阻力:4H无阻力OB,距1H阻力3.08% | POC空间: 4.9% | 乖离率: 0.9%(x1.2)→仓位x1.0 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":2.1999999999999993,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":-1,"rsiha":-1,"calculated":2.2,"limited":2.2},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":2,"momo_composite_score":0},"wave_normalized":0.44,"wave_weighted":0.22,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.32,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看涨: Wavematrixtrend","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=26.19 < 40.0 (避免超买)"},"tsi_value":26.19432767198102},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-17T18:00:26.648291"}

Exit Details
Exit Price: $381.15
Avg Entry Price: $386.66
Exit Quantity: 16.0
Exit Method: webhook_signal
P&L Summary

$-88.08

-1.42%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-17 11:31:07 ET Initial 8.0 $385.23 $-32.62 (-1.1%) - 43622212184707072
Original Signal JSON 
{"close":384.85,"action":"buy","ticker":"ALAB","exchange":"BATS","quantity":8,"stopLoss":{"stopPrice":373.3},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bullish","takeProfit":{"limitPrice":407.94},"referencePrice":384.85,"filter_result":{"decision":"reject","rating":"B+0","final_rating":"Signal: B+0, WMvalue: 23.19, 趋势强度: 41.2%\n动能一致性: 较弱 (2/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: B+1,strongpass, WMvalue: -7.12, 趋势强度: 52.9%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 震荡偏多 (2+-1) | 60\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方16.24%,1H支撑上方15.1%｜阻力:4H无阻力OB,距1H阻力2.04%\nDeviation: 18.3% → 仓位x1.0\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: B+0 M0 V1\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (10.85s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: 当前TF TSIHA=-1且RSIHA=-1双双逆势，momo=0中性，属于A组一顺（Wave=+2）一逆（TSIHA=-1）格局；1H_TSIHA=+1顺势但1H_momo=1偏弱，对应仓位表「一顺一逆+1H顺势」区间65-80%，结合momo中性不加分、4/4结构全顺势为正向背景，综合定位65%。","reason":"阶段1: B+0级 (总分0.56, WMvalue: 23.19) | 阶段2: HTF规则strongpass | 阶段3(6维度): 未匹配任何通过规则：cur_T2/weak/neutral, htf_T2/strong/neutral, htf_rule=strongpass | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V1) | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方16.24%,1H支撑上方15.1%｜阻力:4H无阻力OB,距1H阻力2.04% | 乖离率: 18.3%(x1.3)→仓位x1.0 | 阶段6(MRC): [6D/HTF拒绝] 不触发MRC救济","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":4.6,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":-1,"rsiha":-1,"calculated":4.6,"limited":4.6},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":2,"momo_composite_score":0},"wave_normalized":0.92,"wave_weighted":0.46,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.56,"momentum_check":{"passed":false,"aligned_count":2,"details":"2/4个指标看涨: TSIMASTATUS, Wavematrixtrend","wavematrix_status":"较弱","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=23.19 < 40.0 (避免超买)"},"tsi_value":23.19243957666238},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-17T15:30:56.407527"}
2026-06-17 11:45:34 ET Scale-in 8.0 $388.09 $-55.46 (-1.8%) 📌algo X SniperBuy MainTrend AI Signal: B+0, WMvalue: 19.27, 趋势强度: 29.4% 43622325847855104
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ALAB","MAtrend":"1","pmaText":"PMA Strong Bullish","POCtrend":"0","adxValue":"34.9818543356","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"52.0527970808","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 375.00; Prev DailyPOC: 370.00; Weekly POC: 388.00; Prev Weekly POC: 345.00; Monthly POC: 345.00; Prev Monthly POC: 201.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-OscDriven","TrendTracerHTF":"-1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:1 / L:4","rsi_state_trend":"Bullish","Current_timeframe":"15","TrendTracersignal":"1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bearish","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"no chopping","trend_change_volatility_stop":"357.48"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy MainTrend AI\nSignal: B+0, WMvalue: 19.27, 趋势强度: 29.4%","oscrating":100,"timeframe":"15m","trendrating":70,"referencePrice":387.34,"originalIndicator":"algo X SniperBuy MainTrend AI"},"ticker":"ALAB","quantity":8,"stopLoss":{"stopPrice":372.68},"takeProfit":{"limitPrice":201.0},"timeframe":"15m","filter_result":{"decision":"reject","rating":"B+0","final_rating":"📌algo X SniperBuy MainTrend AI\nSignal: B+0, WMvalue: 19.27, 趋势强度: 29.4%\n动能一致性: 分歧 (1/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: B+1,strongpass, WMvalue: -6.65, 趋势强度: 52.9%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 震荡偏多 (2+-1) | 60\nMarket Structure: V1 (UUUU)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 5.4% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: B+0 M0 V1\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V1)\n--- Claude AI 过滤 (6.56s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: TSIHA=-1且TSIMASTATUS=-1，当前TF核心动量指标逆势，Wavematrixtrend=+2顺势但不足以对抗TSIHA翻空；套用仓位表「一顺一逆+无1H数据」区间60-70%，momo=0无加成，最终定位65%。","reason":"阶段1: B+0级 (总分0.32, WMvalue: 19.27) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前动能分歧(1/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V1) | 阶段5(OB): OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 5.4%(x1.3)→仓位x1.0 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":2.1999999999999993,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":-1,"rsiha":-1,"calculated":2.2,"limited":2.2},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":2,"momo_composite_score":0},"wave_normalized":0.44,"wave_weighted":0.22,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.32,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看涨: Wavematrixtrend","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=19.27 < 40.0 (避免超买)"},"tsi_value":19.274067468198286},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-17T15:45:24.307343"}

Exit Details
Exit Price: $406.78
Avg Entry Price: $418.65
Exit Quantity: 11.0
Exit Method: stop_loss
P&L Summary

$-130.62

-2.84%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-17 09:45:34 ET Initial 11.0 $418.65 $-130.62 (-2.8%) 📌algo X SniperBuy TrendTracer Signal: B+1, WMvalue: 8.43, 趋势强度: 52.9% 43621382145703936
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ARM","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"2","adxValue":"18.8578216409","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"39.1576865817","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 407.00; Prev DailyPOC: 405.00; Weekly POC: 411.00; Prev Weekly POC: 350.00; Monthly POC: 411.00; Prev Monthly POC: 212.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Neutral","Current_timeframe":"15","TrendTracersignal":"1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"chopping","trend_change_volatility_stop":"393.14"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy TrendTracer\nSignal: B+1, WMvalue: 8.43, 趋势强度: 52.9%","oscrating":90,"timeframe":"15m","trendrating":110,"referencePrice":415.9,"originalIndicator":"algo X SniperBuy TrendTracer"},"ticker":"ARM","quantity":11,"stopLoss":{"stopPrice":407.12},"takeProfit":{"limitPrice":212.0},"timeframe":"15m","filter_result":{"decision":"reject","rating":"B+1","final_rating":"📌algo X SniperBuy TrendTracer\nSignal: B+1, WMvalue: 8.43, 趋势强度: 52.9%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: B-4,reject, WMvalue: -57.68, 趋势强度: 100%\nHTF动能一致性: 分歧 (0/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V4 (UDUU)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 39.9% → 仓位x0.8\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: B+1 M+1 V4\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V4)\n--- Claude AI 过滤 (8.09s) ---\nClaude LONG → PASS [medium]\n8层 ❌ | 最终仓位: 90%\n判断: 核心动量A组全面顺势（TSIHA=+1, Wave=+2, TSI加速），日线强多排列配合同向EMA斜率提供有力宏观背景支撑；主要隐患在于4H市场结构逆势且momo动量偏弱，无1H数据缺乏跨周期验证，综合判断顺势入场但降至90%仓位。","reason":"阶段1: B+1级 (总分0.55, WMvalue: 8.43) | 阶段2: HTF规则reject | 阶段3(6维度): 当前B级+HTF规则reject+HTF Momo对立 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V4) | 阶段5(OB): OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 39.9%(x1.15)→仓位x0.8 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":-1,"momo_longswing_state":2,"momo_composite_score":1},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":0.55,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=8.43 < 40.0 (避免超买)"},"tsi_value":8.425146048451317},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-17T13:45:28.588207"}

Exit Details
Exit Price: $372.50
Avg Entry Price: $382.03
Exit Quantity: 9.0
Exit Method: trailing_stop
P&L Summary

$-85.74

-2.49%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-17 09:45:37 ET Initial 9.0 $382.03 $-85.74 (-2.5%) 📌algo X SniperBuy TrendTracer Signal: A++1, WMvalue: 21.74, 趋势强度: 70.6% 43621382444941312
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ALAB","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"0","adxValue":"20.1972042537","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"33.4043174608","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 371.00; Prev DailyPOC: 370.00; Weekly POC: 388.00; Prev Weekly POC: 345.00; Monthly POC: 345.00; Prev Monthly POC: 201.00","AIbandsignal":"red downtrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-OscDriven","TrendTracerHTF":"-1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:1 / L:3","rsi_state_trend":"Neutral","Current_timeframe":"15","TrendTracersignal":"1","MAtrend_timeframe1":"2","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bearish","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"no chopping","trend_change_volatility_stop":"385.74"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy TrendTracer\nSignal: A++1, WMvalue: 21.74, 趋势强度: 70.6%","oscrating":90,"timeframe":"15m","trendrating":50,"referencePrice":381.13,"originalIndicator":"algo X SniperBuy TrendTracer"},"ticker":"ALAB","quantity":9,"stopLoss":{"stopPrice":373.08},"takeProfit":{"limitPrice":201.0},"timeframe":"15m","filter_result":{"decision":"pass","rating":"A++1","final_rating":"📌algo X SniperBuy TrendTracer\nSignal: A++1, WMvalue: 21.74, 趋势强度: 70.6%\n动能一致性: 一致 (3/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: B+1,strongpass, WMvalue: -14.93, 趋势强度: 41.2%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 震荡偏多 (2+-1) | 60\nMarket Structure: V1 (UUUU)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 67.5% → 仓位x0.6\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\n多维综合评级: A++1 M+1 V1\nFinal Decision: PASS - 正常通过\n--- Claude AI 过滤 (10.08s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 72%\n判断: 核心方向指标TSIHA=+1、Wave=+2、4/4市场结构全顺势，基础方向清晰；但deviation_ratio=0.94显著超过0.85追高拒绝门槛，叠加TSIMASTATUS=-1动量减速使偏离风险进一步提升，momo=1偏弱无共振加分，综合仓位压缩至约72%。","reason":"阶段1: A++1级 (总分0.6, WMvalue: 21.74) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前A级+HTF规则strongpass | 阶段4(V评级): 正常通过：6维度pass + V评级V1 | 阶段5(OB): OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 67.5%(x1.4)→仓位x0.6 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":1,"rsiha":1,"calculated":5.0,"limited":5.0},"momo_indicators":{"momo_swing_state":-1,"momo_longswing_state":2,"momo_composite_score":1},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":0.6,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, RSIHA, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=21.74 < 40.0 (避免超买)"},"tsi_value":21.742117364569626},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-17T13:45:28.522149"}

Exit Details
Exit Price: $411.00
Avg Entry Price: $407.10
Exit Quantity: 7.0
Exit Method: take_profit
P&L Summary

+$27.30

0.96%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-17 05:34:00 ET Initial 7.0 $407.10 +$27.30 (1.0%) 📌algo X SniperBuy Mundy Signal: C-3, WMvalue: 10.48, 趋势强度: 11.8% 43619267332538368
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ARM","MAtrend":"1","pmaText":"PMA Trendless","POCtrend":"0","adxValue":"21.3958968356","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"34.6864240818","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 408.00; Prev DailyPOC: 405.00; Weekly POC: 411.00; Prev Weekly POC: 350.00; Monthly POC: 411.00; Prev Monthly POC: 212.00","AIbandsignal":"green uptrend","center_trend":"Weak Bearish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Neutral","Current_timeframe":"15","TrendTracersignal":"-1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"no chopping","trend_change_volatility_stop":"391.95"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: C-3, WMvalue: 10.48, 趋势强度: 11.8%","oscrating":70,"timeframe":"15m","trendrating":80,"referencePrice":407.1,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"ARM","quantity":7,"stopLoss":{"stopPrice":400.15},"takeProfit":{"limitPrice":411.0},"timeframe":"15m","filter_result":{"decision":"reject","rating":"C-3","final_rating":"📌algo X SniperBuy Mundy\nSignal: C-3, WMvalue: 10.48, 趋势强度: 11.8%\n动能一致性: 一致 (3/4)\nMomo State: 强空头 (-1+-2)\nHTF: B+1,pass, WMvalue: 12.8, 趋势强度: 29.4%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏多 (2+-1) | 60\nMarket Structure: V4 (UDUU)\n❌ OB+POC: reject - [POC] 战略空间不足(0.96%<1.5%)，最近压力本周POC=411.0\nDeviation: 25.9% → 仓位x1.0\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\n多维综合评级: C-3 M-3 V4\nFinal Decision: REJECT - [POC] 战略空间不足(0.96%<1.5%)，最近压力本周POC=411.0 | 乖离率: 25.9%(x1.2)→仓位x1.0\n--- Claude AI 过滤 (9.05s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: TSIHA顺势但Wavematrixtrend=-2与momoCompositeScore=-3构成强烈逆势警示（仅因TSIHA未反转不触发reject），叠加Bearish_OB阻力区仅0.9%上方严重压制上行空间，综合仓位表（一顺一逆+1H逆势）基础55%，额外-5%（逼近阻力区），维持55%。","reason":"阶段1: C-3级 (总分-0.12, WMvalue: 10.48) | 阶段2: HTF规则pass | 阶段3(6维度): C级轻微逆势但HTF有支撑，动能实际solid(3/4) | 阶段4(V评级): 6维度pass但V评级V4偏弱，通过+警告 | 阶段5(OB): [POC] 战略空间不足(0.96%<1.5%)，最近压力本周POC=411.0 | 乖离率: 25.9%(x1.2)→仓位x1.0 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":-2.1999999999999993,"wave_components":{"wavematrixtrend":-2,"momentum_state":-2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":-2.2,"limited":-2.2},"momo_indicators":{"momo_swing_state":-1,"momo_longswing_state":-2,"momo_composite_score":-3},"wave_normalized":-0.44,"wave_weighted":-0.22,"structural_raw":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":-0.12,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=10.48 < 40.0 (避免超买)"},"tsi_value":10.480156614664402},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-17T09:16:34.931040"}

Exit Details
Exit Price: $407.21
Avg Entry Price: $409.15
Exit Quantity: 8.0
Exit Method: webhook_signal
P&L Summary

$-15.52

-0.47%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-17 04:18:25 ET Initial 8.0 $409.15 $-15.52 (-0.5%) 📌algo X SniperBuy Mundy Signal: B+4, WMvalue: 44.04, 趋势强度: 47.1% 43618789288841216
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ARM","MAtrend":"0","pmaText":"PMA Bullish","POCtrend":"0","adxValue":"17.0548146666","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"28.0649270568","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 405.00; Prev DailyPOC: 405.00; Weekly POC: 411.00; Prev Weekly POC: 350.00; Monthly POC: 411.00; Prev Monthly POC: 212.00","AIbandsignal":"green uptrend","center_trend":"Weak Bearish","ratingstatus":"Bullish-Medium-OscDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Neutral","Current_timeframe":"15","TrendTracersignal":"-1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bearish +","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"no chopping","trend_change_volatility_stop":"391.95"},"action":"buy","extras":{"risk":2,"indicator":"📌algo X SniperBuy Mundy\nSignal: B+4, WMvalue: 44.04, 趋势强度: 47.1%","oscrating":55,"timeframe":"15m","trendrating":50,"referencePrice":409.15,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"ARM","quantity":8,"stopLoss":{"stopPrice":399.63},"takeProfit":{"limitPrice":212.0},"timeframe":"15m","filter_result":{"decision":"reject","rating":"B+4","final_rating":"📌algo X SniperBuy Mundy\nSignal: B+4, WMvalue: 44.04, 趋势强度: 47.1%\n动能一致性: 分歧 (1/4)\nMomo State: 共振多头 (2+2)\nHTF: B-4,reject, WMvalue: -43.0, 趋势强度: 100%\nHTF动能一致性: 分歧 (0/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V4 (UDUU)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 13.6% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: B+4 M+4 V4\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V4)\n--- Claude AI 过滤 (9.91s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: TSIHA=-1为最重要单一指标且逆势，RSIHA=-1同步逆势，TSI虽高位但已低于TSIMA显示动量减速，4H结构逆势；然而Wavematrixtrend=+2顺势、momoCompositeScore=+4极强看涨、日线强多排列且偏离极低，按一顺一逆（TSIHA逆/Wave顺）+无1H数据对应仓位60-70%，综合定为65%。","reason":"阶段1: B+4级 (总分0.27, WMvalue: 44.04) | 阶段2: HTF规则reject | 阶段3(6维度): 当前动能分歧(1/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V4) | 阶段5(OB): OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 13.6%→仓位x1.0 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":2.1999999999999993,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":-1,"rsiha":-1,"calculated":2.2,"limited":2.2},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":0.44,"wave_weighted":0.22,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":0.27,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看涨: Wavematrixtrend","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":false,"threshold":40.0,"details":"TSI=44.04 < 40.0 (避免超买)"},"tsi_value":44.037395011472064},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-17T08:15:48.173243"}

Exit Details
Exit Price: $404.50
Avg Entry Price: $405.15
Exit Quantity: 8.0
Exit Method: webhook_signal
P&L Summary

$-5.20

-0.16%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-16 15:15:22 ET Initial 8.0 $405.15 $-5.20 (-0.2%) 📌algo Unknown Regular Buy Signal: B+4, WMvalue: 43.98, 趋势强度: 47.1% 43612651183538176
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ARM","MAtrend":"0","pmaText":"PMA Trendless","POCtrend":"-1","adxValue":"11.8260882943","CVDsignal":"cvdBelowMA","SQZsignal":"squeeze","MOMOsignal":"bullishmomo","choppiness":"53.2149239478","RSIHAsignal":"BearishHA","poc_summary":"Daily POC: 405.00; Prev DailyPOC: 411.00; Weekly POC: 411.00; Prev Weekly POC: 350.00; Monthly POC: 411.00; Prev Monthly POC: 212.00","AIbandsignal":"green uptrend","center_trend":"Weak Bullish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:5","rsi_state_trend":"Bullish","Current_timeframe":"15","TrendTracersignal":"-1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"chopping","trend_change_volatility_stop":"390.52"},"action":"buy","extras":{"risk":1,"indicator":"📌algo Unknown Regular Buy\nSignal: B+4, WMvalue: 43.98, 趋势强度: 47.1%","oscrating":70,"timeframe":"15m","trendrating":80,"referencePrice":406.22,"originalIndicator":"algo Unknown Regular Buy"},"ticker":"ARM","quantity":8,"stopLoss":{"stopPrice":401.87},"takeProfit":{"limitPrice":212.0},"timeframe":"15m","filter_result":{"decision":"reject","rating":"B+4","final_rating":"📌algo Unknown Regular Buy\nSignal: B+4, WMvalue: 43.98, 趋势强度: 47.1%\n动能一致性: 分歧 (1/4)\nMomo State: 共振多头 (2+2)\nHTF: B-4,reject, WMvalue: -24.87, 趋势强度: 82.4%\nHTF动能一致性: 分歧 (0/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V4 (UDUU)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 34.2% → 仓位x0.8\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: B+4 M+4 V4\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V4)\n--- Claude AI 过滤 (10.58s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: TSIHA=-1为核心逆势信号，RSIHA=-1且TSIMASTATUS=-1均指向动量减速/转弱，属于一顺一逆（Wave顺势但TSIHA逆势）且无1H数据，按仓位表执行reduce至60-70%区间；momoCompositeScore=4强看涨和日线强多排列提供支撑，但TSIHA逆势是最重要单一指标，不可忽视。","reason":"阶段1: B+4级 (总分0.27, WMvalue: 43.98) | 阶段2: HTF规则reject | 阶段3(6维度): 当前动能分歧(1/4)，直接拒绝 | 阶段4(V评级): 6维度已拒绝，V评级确认维持 (V=V4) | 阶段5(OB): OB中性｜支撑:4H无支撑OB,1H无支撑OB｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 34.2%→仓位x0.8 | 阶段6(MRC): ","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":2.1999999999999993,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":-1,"tsiha":-1,"rsiha":-1,"calculated":2.2,"limited":2.2},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":0.44,"wave_weighted":0.22,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":0.27,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看涨: Wavematrixtrend","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":false,"threshold":40.0,"details":"TSI=43.98 < 40.0 (避免超买)"},"tsi_value":43.98336140596315},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-16T19:15:17.666721"}

Exit Details
Exit Price: $134.72
Avg Entry Price: $134.84
Exit Quantity: 70.0
Exit Method: webhook_signal
P&L Summary

$-8.01

-0.08%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-16 10:50:46 ET Initial 70.0 $134.84 $-8.01 (-0.1%) 📌Trend Optimizer Strategy Signal: C-3, WMvalue: -0.65, 趋势强度: 5.9% 43610570294824960
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: C-3, WMvalue: -0.65, 趋势强度: 5.9%","timeframe":"5","initialSlPct":2,"trailingStop":{"ladder":[{"profitPct":2.2,"newStopPct":1},{"profitPct":2.6,"newStopPct":1.9},{"profitPct":4.3,"newStopPct":2.9},{"profitPct":5.3,"newStopPct":4.3}],"trailPct":2.2,"activationPct":5.3},"originalIndicator":"Trend Optimizer Strategy"},"ticker":"GDXU","quantity":70,"stopLoss":{"stopPrice":130.74},"takeProfit":{"limitPrice":138.72},"referencePrice":134.76,"timeframe":"5","filter_result":{"decision":"pass","rating":"C-3","final_rating":"📌Trend Optimizer Strategy\nSignal: C-3, WMvalue: -0.65, 趋势强度: 5.9%\n动能一致性: 一致 (3/4)\nMomo State: 强空头 (-2+-1)\nHTF: A++4,strongpass, WMvalue: 30.09, 趋势强度: 100%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振多头 (2+2) | 15\nMarket Structure: V5 (DDUU)\n🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方50.78%,1H支撑上方20.64%｜阻力:距4H阻力2.94%,距1H阻力12.83%\nDeviation: 11.8% → 仓位x1.0\nMarketRegime: RECOVERY_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\n多维综合评级: C-3 M-3 V5\nFinal Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告\n--- Claude AI 过滤 (17.04s) ---\nClaude LONG → REDUCE [low]\n8层 ✅ | 最终仓位: 55%\n判断: TSIHA=+1保持顺势且1H_TSIHA=+1提供大方向保护，L组1H EMA强多排列(+3)斜率同向加速为最强支撑，未触发硬拒规则（TSIHA未反向，三核心集体反转条件①未满足）；但Wavematrixtrend=-2强逆势叠加momoCompositeScore=-3强看跌动量、1H_Wave=-2逆势、1H_momo=0中性、1H Squeeze激活、趋势强度仅5.88%，多重警示信号严重拉低信号可信度，降仓至55%谨慎入场。","reason":"阶段1: C-3级 (总分-0.15, WMvalue: -0.65) | 阶段2: HTF规则strongpass | 阶段3(6维度): C级轻微逆势但HTF有支撑，动能实际solid(3/4) | 阶段4(V评级): 6维度pass但V评级V5偏弱，通过+警告 | 阶段5(OB): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方50.78%,1H支撑上方20.64%｜阻力:距4H阻力2.94%,距1H阻力12.83% | 乖离率: 11.8%(x1.4)→仓位x1.0 | 阶段6(MRC): [MRC顺势] RECOVERY_BULL，沿用原决策: pass","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":-0.9999999999999996,"wave_components":{"wavematrixtrend":-2,"momentum_state":-1,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":-1.0,"limited":-1.0},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":-1,"momo_composite_score":-3},"wave_normalized":-0.2,"wave_weighted":-0.1,"structural_raw":-1.0,"structural_normalized":-0.5,"structural_weighted":-0.05,"total_score":-0.15,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=-0.65 < 40.0 (避免超买)"},"tsi_value":-0.6459615783086201},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-16T14:50:32.372115"}