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)

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Total P&L

$-6235.72

Total Trades

100

Win / Loss

49 / 49

Win Rate

49.0%

Profit Factor

0.57

Closed Trades (100)

Exit Details
Exit Price: $211.14
Avg Entry Price: $210.41
Exit Quantity: 100.0
Exit Method: webhook_signal
P&L Summary

+$72.83

0.35%

Entry Signals Consumed (4)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-12 10:15:42 ET Initial 25.0 $210.12 +$25.51 (0.5%) 📌Momo Strong Entry TDIndicator LONG → full_check ✅ HTF评分: 3/6 | 8层 ✅ 最终仓位: 108% 43564995936784384
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Momo Strong Entry\nTDIndicator LONG → full_check ✅\nHTF评分: 3/6 | 8层 ✅\n最终仓位: 108%","timeframe":"15","originalIndicator":"Momo Strong Entry"},"ticker":"QCOM","quantity":25,"stopLoss":{"stopPrice":201.14},"takeProfit":{"limitPrice":221.39},"referencePrice":210.01,"timeframe":"15","filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"📌Momo Strong Entry\nSignal: A++4, WMvalue: 26.66, 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,strongpass, WMvalue: 21.82, 趋势强度: 35.3%\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11.15%,1H支撑上方10.49%｜阻力:距4H阻力7.98%,距1H阻力5.42%\nDeviation: 64.2% → 仓位x0.6\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 V5\nFinal Decision: STRONGPASS - 6维度strongpass但V评级V5，降级为pass+警告\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_check ✅\nHTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 108%","reason":"阶段1: A++4级 (总分0.6, WMvalue: 26.66) | 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11.15%,1H支撑上方10.49%｜阻力:距4H阻力7.98%,距1H阻力5.42% | 乖离率: 64.2%(x1.4)→仓位x0.6 | 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":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=26.66 < 40.0 (避免超买)"},"tsi_value":26.65922774987019},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-12T14:15:35.954395"}
2026-06-12 10:15:44 ET Scale-in 25.0 $210.19 +$23.85 (0.5%) 📌Momo Strong Entry TDIndicator LONG → full_check ✅ HTF评分: 3/6 | 8层 ✅ 最终仓位: 108% 43564996228026368
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Momo Strong Entry\nTDIndicator LONG → full_check ✅\nHTF评分: 3/6 | 8层 ✅\n最终仓位: 108%","timeframe":"15","originalIndicator":"Momo Strong Entry"},"ticker":"QCOM","quantity":25,"stopLoss":{"stopPrice":201.14},"takeProfit":{"limitPrice":221.39},"referencePrice":210.01,"timeframe":"15","filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"📌Momo Strong Entry\nSignal: A++4, WMvalue: 26.66, 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,strongpass, WMvalue: 21.82, 趋势强度: 35.3%\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11.15%,1H支撑上方10.49%｜阻力:距4H阻力7.98%,距1H阻力5.42%\nDeviation: 64.2% → 仓位x0.6\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 V5\nFinal Decision: STRONGPASS - 6维度strongpass但V评级V5，降级为pass+警告\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_check ✅\nHTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 108%","reason":"阶段1: A++4级 (总分0.6, WMvalue: 26.66) | 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11.15%,1H支撑上方10.49%｜阻力:距4H阻力7.98%,距1H阻力5.42% | 乖离率: 64.2%(x1.4)→仓位x0.6 | 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":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=26.66 < 40.0 (避免超买)"},"tsi_value":26.65922774987019},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-12T14:15:36.352508"}
2026-06-12 10:30:48 ET Scale-in 25.0 $210.67 +$11.74 (0.2%) 📌Strong Long Signal TDIndicator LONG → full_check ✅ HTF评分: 3/6 | 8层 ✅ 最终仓位: 108% 43565114532040704
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Strong Long Signal\nTDIndicator LONG → full_check ✅\nHTF评分: 3/6 | 8层 ✅\n最终仓位: 108%","timeframe":"15","originalIndicator":"Strong Long Signal"},"ticker":"QCOM","quantity":25,"stopLoss":{"stopPrice":200.67},"takeProfit":{"limitPrice":221.39},"referencePrice":209.69,"timeframe":"15","filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"📌Strong Long Signal\nSignal: A++4, WMvalue: 31.91, 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+0,strongpass, WMvalue: 21.89, 趋势强度: 35.3%\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11.01%,1H支撑上方10.35%｜阻力:距4H阻力8.14%,距1H阻力5.58%\nDeviation: 60.6% → 仓位x0.6\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 V5\nFinal Decision: STRONGPASS - 6维度strongpass但V评级V5，降级为pass+警告\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_check ✅\nHTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 108%","reason":"阶段1: A++4级 (总分0.6, WMvalue: 31.91) | 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11.01%,1H支撑上方10.35%｜阻力:距4H阻力8.14%,距1H阻力5.58% | 乖离率: 60.6%(x1.45)→仓位x0.6 | 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":true,"threshold":40.0,"details":"TSI=31.91 < 40.0 (避免超买)"},"tsi_value":31.913862947498373},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-12T14:30:36.313437"}
2026-06-12 10:30:49 ET Scale-in 25.0 $210.67 +$11.74 (0.2%) 📌Strong Long Signal TDIndicator LONG → full_check ✅ HTF评分: 3/6 | 8层 ✅ 最终仓位: 108% 43565114546585600
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Strong Long Signal\nTDIndicator LONG → full_check ✅\nHTF评分: 3/6 | 8层 ✅\n最终仓位: 108%","timeframe":"15","originalIndicator":"Strong Long Signal"},"ticker":"QCOM","quantity":25,"stopLoss":{"stopPrice":200.67},"takeProfit":{"limitPrice":221.39},"referencePrice":209.69,"timeframe":"15","filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"📌Strong Long Signal\nSignal: A++4, WMvalue: 31.91, 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+0,strongpass, WMvalue: 21.89, 趋势强度: 35.3%\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11.01%,1H支撑上方10.35%｜阻力:距4H阻力8.14%,距1H阻力5.58%\nDeviation: 60.6% → 仓位x0.6\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 V5\nFinal Decision: STRONGPASS - 6维度strongpass但V评级V5，降级为pass+警告\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_check ✅\nHTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 108%","reason":"阶段1: A++4级 (总分0.6, WMvalue: 31.91) | 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11.01%,1H支撑上方10.35%｜阻力:距4H阻力8.14%,距1H阻力5.58% | 乖离率: 60.6%(x1.45)→仓位x0.6 | 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":true,"threshold":40.0,"details":"TSI=31.91 < 40.0 (避免超买)"},"tsi_value":31.913862947498373},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-12T14:30:36.071669"}

Exit Details
Exit Price: $105.27
Avg Entry Price: $104.06
Exit Quantity: 71.0
Exit Method: trailing_stop
P&L Summary

+$86.00

1.16%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-12 10:55:41 ET Initial 71.0 $104.06 +$86.00 (1.2%) 📌Trend Optimizer Strategy Signal: B+4, WMvalue: 38.9, 趋势强度: 64.7% 43565310352429056
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: B+4, WMvalue: 38.9, 趋势强度: 64.7%","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":71,"stopLoss":{"stopPrice":98.38},"takeProfit":{"limitPrice":104.3},"referencePrice":104.0,"timeframe":"5","filter_result":{"decision":"reject","rating":"B+4","final_rating":"📌Trend Optimizer Strategy\nSignal: B+4, WMvalue: 38.9, 趋势强度: 64.7%\n动能一致性: 较弱 (2/4)\nMomo State: 共振多头 (2+2)\nHTF: B-1,pass, WMvalue: -12.46, 趋势强度: 23.5%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏空 (-2+1) | 15\nMarket Structure: V5 (DDUU)\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36.22%,1H支撑上方18.27%｜阻力:距4H阻力33.38%,距1H阻力0.29%\nDeviation: 10.8% → 仓位x1.0\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: B+4 M+4 V5\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (13.72s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 55%\n判断: 核心TSIHA=-1逆势，但1H_TSIHA=+1且Wave=+2/momo=+4尚未达到集体反转硬拒门槛（Wave=+2≥2但momo=+4≥3，注意做多方向Wave=+2为顺势非反向，不构成反转触发），日线score=-3触发硬拒规则但1H_TSIHA顺势豁免降级至reduce 40-50%；综合1H EMA强多排列+J组1H全顺势加成，仓位微幅上调至55%。","reason":"阶段1: B+4级 (总分0.56, WMvalue: 38.9) | 阶段2: HTF规则pass | 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 Bearish OB区域内/附近，阻力拒绝｜支撑:4H支撑上方36.22%,1H支撑上方18.27%｜阻力:距4H阻力33.38%,距1H阻力0.29% | 乖离率: 10.8%(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":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":4},"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=38.90 < 40.0 (避免超买)"},"tsi_value":38.90089887742161},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-12T14:55:28.514509"}

Exit Details
Exit Price: $45.19
Avg Entry Price: $43.91
Exit Quantity: 100.0
Exit Method: webhook_signal
P&L Summary

+$127.89

2.91%

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

Exit Details
Exit Price: $232.90
Avg Entry Price: $221.87
Exit Quantity: 109.0
Exit Method: webhook_signal
P&L Summary

+$1201.45

4.97%

Entry Signals Consumed (3)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-12 09:40:31 ET Scale-in 34.0 $226.95 +$202.19 (2.6%) 📌Trend Optimizer Strategy Signal: A++4, WMvalue: 51.2, 趋势强度: 88.2% 43564719229894656
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: A++4, WMvalue: 51.2, 趋势强度: 88.2%","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":34,"stopLoss":{"stopPrice":215.65},"takeProfit":{"limitPrice":247.96},"referencePrice":224.88,"timeframe":"5","filter_result":{"decision":"reject","rating":"A++4","final_rating":"📌Trend Optimizer Strategy\nSignal: A++4, WMvalue: 51.2, 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+0,reject, WMvalue: 1.41, 趋势强度: 11.8%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 中性/冲突 (-2+2) | 15\nMarket Structure: V4 (UDUU)\n🟢 OB: pass(+1) - 做多信号在1H Bullish OB区域内，支撑反弹｜支撑:4H支撑上方30.79%,1H支撑内｜阻力:距4H阻力14.4%,1H无阻力OB\nDeviation: 30.4% → 仓位x0.8\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 (13.64s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 70%\n判断: 核心动量（TSIHA+Wave+momo）全面顺势，1H跨周期双层共振确认，deviation_ratio=0.33低位安全，做多方向基础扎实；但1H_RSI=73.87超买触发做多强制降仓-15%规则（置信度不得high），叠加4H结构逆势、日线EMA8斜率负向、RSIHA逆势等多项次要逆势，综合降仓至70%。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 51.2) | 阶段2: HTF规则reject | 阶段3(6维度): 未匹配任何通过规则：cur_T1/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=V4) | 阶段5(OB): 做多信号在1H Bullish OB区域内，支撑反弹｜支撑:4H支撑上方30.79%,1H支撑内｜阻力:距4H阻力14.4%,1H无阻力OB | 乖离率: 30.4%(x1.1)→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":6.0,"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, TSIMASTATUS, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":false,"threshold":40.0,"details":"TSI=51.20 < 40.0 (避免超买)"},"tsi_value":51.19599146894435},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-12T13:40:25.436842"}
2026-06-12 10:05:19 ET Scale-in 13.0 $230.00 +$37.68 (1.3%) 📌algo X SniperBuy TrendTracer Signal: B+4, WMvalue: 51.2, 趋势强度: 52.9% 43564914297147392
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"SOXL","MAtrend":"0","pmaText":"PMA Strong Bullish","POCtrend":"2","adxValue":"27.2364180639","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"49.0275093817","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 224.00; Prev DailyPOC: 196.00; Weekly POC: 211.00; Prev Weekly POC: 228.00; 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":"Neutral","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":"213.83"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy TrendTracer\nSignal: B+4, WMvalue: 51.2, 趋势强度: 52.9%","oscrating":80,"timeframe":"5m","trendrating":90,"referencePrice":230.88,"originalIndicator":"algo X SniperBuy TrendTracer"},"ticker":"SOXL","quantity":13,"stopLoss":{"stopPrice":217.21},"takeProfit":{"limitPrice":161.0},"timeframe":"5m","filter_result":{"decision":"reject","rating":"B+4","final_rating":"📌algo X SniperBuy TrendTracer\nSignal: B+4, WMvalue: 51.2, 趋势强度: 52.9%\n动能一致性: 分歧 (1/4)\nMomo State: 共振多头 (2+2)\nHTF: C-1,reject, WMvalue: -3.57, 趋势强度: 35.3%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 震荡偏空 (-2+1) | 15\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: 27.5% → 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 (10.07s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 60%\n判断: TSIHA=-1为最重要单一指标且逆势，RSIHA=-1、TSIMASTATUS=-1多项A组指标逆势，虽momoCompositeScore=4极强看涨但与TSIHA方向矛盾；日线EMA8斜率-8.25%急速下行，4H结构逆势，综合按「一顺一逆+无1H数据」映射至60-70%区间取偏低值60%。","reason":"阶段1: B+4级 (总分0.32, WMvalue: 51.2) | 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: 27.5%→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":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=51.20 < 40.0 (避免超买)"},"tsi_value":51.19656119630328},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-12T14:05:12.253882"}
2026-06-12 10:11:48 ET Scale-in 13.0 $233.76 $-11.22 (-0.4%) platform input 43564965246795776
Original Signal JSON 
{"symbol":"SOXL","extras":{"indicator":"platform input","referencePrice":0},"side":"buy","quantity":13,"order_type":"market"}

Exit Details
Exit Price: $104.30
Avg Entry Price: $102.87
Exit Quantity: 76.0
Exit Method: take_profit
P&L Summary

+$108.68

1.39%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-12 10:05:34 ET Initial 76.0 $102.87 +$108.68 (1.4%) 📌Trend Optimizer Strategy Signal: A++4, WMvalue: 39.66, 趋势强度: 100% 43564916297826304
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: A++4, WMvalue: 39.66, 趋势强度: 100%","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":76,"stopLoss":{"stopPrice":99.34},"takeProfit":{"limitPrice":104.3},"referencePrice":103.0,"timeframe":"5","filter_result":{"decision":"reject","rating":"A++4","final_rating":"📌Trend Optimizer Strategy\nSignal: A++4, WMvalue: 39.66, 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+0,pass, WMvalue: -9.47, 趋势强度: 17.6%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 中性/冲突 (-2+2) | 15\nMarket Structure: V5 (DDUU)\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35.6%,1H支撑上方17.48%｜阻力:距4H阻力34.68%,距1H阻力1.26%\nDeviation: 29.1% → 仓位x1.0\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 V5\nFinal Decision: REJECT - [MRC规则] MRC=-6(APEX_BEAR)与做多方向冲突\n--- Claude AI 过滤 (15.06s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 55%\n判断: 日线EMA强空排列(score=-3)触发K组硬拒规则，但1H_TSIHA=+1顺势满足豁免条件（快变量1H已转向，日线滞后），降级为reduce 40-50%；当前TF核心动量高度顺势（TSIHA=+1, Wave=+2, momo=+4），1H跨周期全面对齐（1H_TSIHA=+1, 1H_Wave=+1, 1H_momo=+3），L组1H强多排列进一步支撑，综合在豁免基础上适度上调仓位至55%，但日线宏观逆势与高时间框架结构（4H/1D均-1）构成重大背景风险，不宜过激。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 39.66) | 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 Bearish OB区域内/附近，阻力拒绝｜支撑:4H支撑上方35.6%,1H支撑上方17.48%｜阻力:距4H阻力34.68%,距1H阻力1.26% | 乖离率: 29.1%(x1.25)→仓位x1.0 | 阶段6(MRC): [MRC规则] MRC=-6(APEX_BEAR)与做多方向冲突","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":0.6,"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=39.66 < 40.0 (避免超买)"},"tsi_value":39.663052746362396},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-12T14:05:19.542089"}

Exit Details
Exit Price: $29.95
Avg Entry Price: $29.65
Exit Quantity: 161.0
Exit Method: webhook_signal
P&L Summary

$-48.30

-1.01%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-12 09:46:00 ET Initial 161.0 $29.65 $-48.30 (-1.0%) - 43564762212728832
Original Signal JSON 
{"close":29.5,"action":"sell","ticker":"SMCI","exchange":"BATS","quantity":161,"stopLoss":{"stopPrice":30.39},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bearish + Sell","takeProfit":{"limitPrice":28.02},"referencePrice":29.5,"filter_result":{"decision":"reject","rating":"A-4","final_rating":"Signal: A-4, WMvalue: -58.56, 趋势强度: 88.2%\n动能一致性: 一致 (3/4)\nMomo State: 共振空头 (-2+-2)\nHTF: C+4,pass, WMvalue: 34.75, 趋势强度: 58.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: V4 (UDDD)\n🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限162%(4.27>=2.64[调整后])，硬拒绝\nDeviation: 161.5% → 仓位x0\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 V4\nFinal Decision: REJECT - [硬拒绝] 乖离率硬拒绝: 乖离率极端超限162%(4.27>=2.64[调整后])，硬拒绝，MRC不可覆盖\n--- Claude AI 过滤 (12.91s) ---\nClaude SHORT → PASS [high]\n8层 ❌ | 最终仓位: 95%\n判断: 核心15m动量(TSIHA=-1, Wave=-2, momo=-4)与1H EMA强空排列(score=-3)高度对齐, deviation_ratio=2.10极度延伸叠加TSIHA已翻-1构成顶部确认最强做空结构, 统计上强烈支持做空。1H_Wave=+2与1H_momo=+4形成跨周期分歧降仓约-10%, 但15m全面空头共振+L组强空背景下维持95%仓位。","reason":"阶段1: A-4级 (总分-0.4, WMvalue: -58.56) | 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): [乖离率] 乖离率极端超限162%(4.27>=2.64[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162%(4.27>=2.64[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":-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":-0.4,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看跌: TSIHA, RSIHA, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":-2},"tsi_check":{"passed":false,"threshold":-38.5,"details":"TSI=-58.56 > -38.5 (避免超卖)"},"tsi_value":-58.557413179144625},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-12T13:45:52.269509"}

Exit Details
Exit Price: $38.88
Avg Entry Price: $44.00
Exit Quantity: 199.0
Exit Method: webhook_signal
P&L Summary

$-1018.65

-11.63%

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

Exit Details
Exit Price: $363.41
Avg Entry Price: $357.95
Exit Quantity: 11.0
Exit Method: external
P&L Summary

+$54.64

1.39%

Entry Signals Consumed (3)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-03 14:31:19 ET Initial 1.0 $417.45 $-54.04 (-12.9%) - 43465081327193088
Original Signal JSON 
{"close":416.92,"action":"buy","ticker":"ARM","exchange":"BATS","quantity":1,"stopLoss":{"stopPrice":404.41},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bullish","takeProfit":{"limitPrice":437.77},"referencePrice":416.92,"filter_result":{"decision":"reject","rating":"B+4","final_rating":"Signal: B+4, WMvalue: 20.05, 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,pass, WMvalue: 68.05, 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: 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27.89%,1H支撑上方38.85%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 5.7% → 仓位x1.0\nMarketRegime: VELOCITY_BULL\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\nML: 0.198 bearish(caution) [XGB:0.183/RF:0.220]\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 (11.94s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 60%\n判断: 1H_TSIHA=-1触发J组硬减仓条件，L组1H EMA强空排列(-3)且死叉扩大进一步确认中期方向已转空；当前TF TSIHA=-1与1H双层动量逆势，Squeeze激活叠加，仓位大幅降低至60%，仅靠B/C/K组宏观背景支撑不被reject。","reason":"阶段1: B+4级 (总分0.27, WMvalue: 20.05) | 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27.89%,1H支撑上方38.85%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 5.7%(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":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=20.05 < 40.0 (避免超买)"},"tsi_value":20.052990359269113},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T18:30:40.055824"}
2026-06-12 07:45:34 ET Scale-in 9.0 $351.99 +$102.78 (3.2%) 📌algo X SniperBuy Mundy Signal: B+4, WMvalue: 12.12, 趋势强度: 76.5% 动能一致性: 强一致 (4/4) Momo State: 共振多头 (2+2) HTF: C+0,reject, WMvalue: 24.14, 趋势强度: 5.9% HTF动能一致性: 分歧 (0/4) HTF Momo State: 中性/冲突 (-2+2) | 60 Market Structure: V5 (UDDU) ⚪ 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 Deviation: 83.4% → 仓位x0.4 Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass] 多维综合评级: B+4 M+4 V5 Final Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V5) --- Claude AI 过滤 (9.19s) --- Claude LONG → REDUCE [medium] 8层 ❌ | 最终仓位: 65% 判断: 核心动量全面顺势（TSIHA=+1，Wave=+1，momo=4双周期完全共振），但deviation_ratio=0.96严重追高（触发-10%），市场结构仅2/4时间框架对齐（不满足全顺势放宽条件），TSIMASTATUS=+1动量仍加速可小幅放宽但不抵消追高风险，综合基础仓位70-80%后叠加deviation惩罚至65%。 43563815201410048
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ARM","MAtrend":"1","pmaText":"PMA Trendless","POCtrend":"1","adxValue":"26.6076680635","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"40.9077356645","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 346.00; Prev DailyPOC: 328.00; Weekly POC: 350.00; Prev Weekly POC: 410.00; Monthly POC: 410.00; Prev Monthly POC: 212.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:4","rsi_state_trend":"Bullish","Current_timeframe":"15","TrendTracersignal":"1","MAtrend_timeframe1":"3","MAtrend_timeframe2":"0","Middle_smooth_trend":"Bullish ","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"no chopping","trend_change_volatility_stop":"326.31"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: B+4, WMvalue: 12.12, 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: 24.14, 趋势强度: 5.9%\nHTF动能一致性: 分歧 (0/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: V5 (UDDU)\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: 83.4% → 仓位x0.4\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 V5\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V5)\n--- Claude AI 过滤 (9.19s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: 核心动量全面顺势（TSIHA=+1，Wave=+1，momo=4双周期完全共振），但deviation_ratio=0.96严重追高（触发-10%），市场结构仅2/4时间框架对齐（不满足全顺势放宽条件），TSIMASTATUS=+1动量仍加速可小幅放宽但不抵消追高风险，综合基础仓位70-80%后叠加deviation惩罚至65%。","oscrating":70,"timeframe":"15m","trendrating":90,"referencePrice":352.05,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"ARM","quantity":9,"stopLoss":{"stopPrice":344.22},"takeProfit":{"limitPrice":212.0},"timeframe":"15m","filter_result":{"decision":"reject","rating":"B+4","final_rating":"📌algo X SniperBuy Mundy\nSignal: B+4, WMvalue: 12.12, 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: 24.14, 趋势强度: 5.9%\nHTF动能一致性: 分歧 (0/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: V5 (UDDU)\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: 83.4% → 仓位x0.4\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 V5\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V5)\n--- Claude AI 过滤 (9.19s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: 核心动量全面顺势（TSIHA=+1，Wave=+1，momo=4双周期完全共振），但deviation_ratio=0.96严重追高（触发-10%），市场结构仅2/4时间框架对齐（不满足全顺势放宽条件），TSIMASTATUS=+1动量仍加速可小幅放宽但不抵消追高风险，综合基础仓位70-80%后叠加deviation惩罚至65%。","reason":"阶段1: B+4级 (总分0.45, WMvalue: 12.12) | 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/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): 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: 83.4%(x1.15)→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":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=12.12 < 40.0 (避免超买)"},"tsi_value":12.118598047260381},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-12T11:45:27.551628"}
2026-06-12 07:45:34 ET Scale-in 1.0 $352.05 +$11.36 (3.2%) - 43563815340871680
Original Signal JSON 
{"close":352.05,"action":"buy","ticker":"ARM","exchange":"BATS","quantity":1,"stopLoss":{"stopPrice":341.49},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bullish + Buy","takeProfit":{"limitPrice":369.65},"referencePrice":352.05,"filter_result":{"decision":"reject","rating":"B+4","final_rating":"Signal: B+4, WMvalue: 12.12, 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: 24.14, 趋势强度: 5.9%\nHTF动能一致性: 分歧 (0/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: V5 (UDDU)\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14.6%,1H支撑下方10.21%｜阻力:4H阻力内,1H无阻力OB\nDeviation: 83.4% → 仓位x0.4\nMarketRegime: BULL_TRAP\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 V5\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14.6%,1H支撑下方10.21%｜阻力:4H阻力内,1H无阻力OB，MRC不可覆盖\n--- Claude AI 过滤 (11.46s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 当前TF动量（TSIHA+Wave+momo=4）完全顺势，但1H核心动量双逆势（1H_TSIHA=-1，1H_Wave=-1）叠加1H_squezze激活，跨周期分歧严重；deviation_ratio=0.96超过0.85阈值触发额外-10%惩罚，综合仓位：A组均顺势+1H逆势基础70-80%，再叠加1H_squezze激活-10%、deviation>0.85 -10%，最终约55%。","reason":"阶段1: B+4级 (总分0.45, WMvalue: 12.12) | 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/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4H Bearish OB区域内，强阻力｜支撑:4H支撑上方14.6%,1H支撑下方10.21%｜阻力:4H阻力内,1H无阻力OB | 乖离率: 83.4%(x1.15)→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14.6%,1H支撑下方10.21%｜阻力:4H阻力内,1H无阻力OB，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=12.12 < 40.0 (避免超买)"},"tsi_value":12.118598047260381},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-12T11:45:29.833797"}

Exit Details
Exit Price: $103.30
Avg Entry Price: $101.30
Exit Quantity: 77.0
Exit Method: trailing_stop
P&L Summary

+$153.78

1.97%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-12 04:20:45 ET Initial 77.0 $101.30 +$153.78 (2.0%) 📌Trend Optimizer Strategy Signal: A++4, WMvalue: 7.8, 趋势强度: 100% 动能一致性: 强一致 (4/4) Momo State: 共振多头 (2+2) HTF: B-4,reject, WMvalue: -55.13, 趋势强度: 88.2% HTF动能一致性: 分歧 (1/4) HTF Momo State: 共振空头 (-2+-2) | 15 Market Structure: VOID (DDDD) 🟢 OB: pass(+0.5) - 做多信号在4H支撑上方运行｜支撑:4H支撑上方34.52%,1H支撑下方4.93%｜阻力:距4H阻力36.94%,距1H阻力61.3% Deviation: 15.7% → 仓位x1.0 MarketRegime: APEX_BEAR Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] 多维综合评级: A++4 M+4 VOID Final Decision: STRONG_PASS - VOID豁免通过 | 趋势双强↑strong_pass --- Claude AI 过滤 (16.65s) --- Claude LONG → REDUCE [low] 8层 ❌ | 最终仓位: 55% 判断: 1H_TSIHA=-1触发默认reject, 但1H_TSIMASTATUS=+1且当前TF TSIHA+Wave双顺势+momo=+4满足强动量延续豁免, 降级为reduce 45-55%；日线强空排列score=-3本触发硬拒, 豁免条件（1H_TSIHA顺势）不满足, 但因1H逆势已通过豁免降级处理, 综合取reduce 55%；4/4市场结构全逆势+日线宏观空头背景使置信度为low。 43562204482113536
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: A++4, WMvalue: 7.8, 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,reject, WMvalue: -55.13, 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) | 15\nMarket Structure: VOID (DDDD)\n🟢 OB: pass(+0.5) - 做多信号在4H支撑上方运行｜支撑:4H支撑上方34.52%,1H支撑下方4.93%｜阻力:距4H阻力36.94%,距1H阻力61.3%\nDeviation: 15.7% → 仓位x1.0\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 VOID\nFinal Decision: STRONG_PASS - VOID豁免通过 | 趋势双强↑strong_pass\n--- Claude AI 过滤 (16.65s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 1H_TSIHA=-1触发默认reject, 但1H_TSIMASTATUS=+1且当前TF TSIHA+Wave双顺势+momo=+4满足强动量延续豁免, 降级为reduce 45-55%；日线强空排列score=-3本触发硬拒, 豁免条件（1H_TSIHA顺势）不满足, 但因1H逆势已通过豁免降级处理, 综合取reduce 55%；4/4市场结构全逆势+日线宏观空头背景使置信度为low。","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":77,"stopLoss":{"stopPrice":98.05},"takeProfit":{"limitPrice":109.44},"referencePrice":101.3,"timeframe":"5","filter_result":{"decision":"strong_pass","rating":"A++4","final_rating":"📌Trend Optimizer Strategy\nSignal: A++4, WMvalue: 7.8, 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,reject, WMvalue: -55.13, 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) | 15\nMarket Structure: VOID (DDDD)\n🟢 OB: pass(+0.5) - 做多信号在4H支撑上方运行｜支撑:4H支撑上方34.52%,1H支撑下方4.93%｜阻力:距4H阻力36.94%,距1H阻力61.3%\nDeviation: 15.7% → 仓位x1.0\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 VOID\nFinal Decision: STRONG_PASS - VOID豁免通过 | 趋势双强↑strong_pass\n--- Claude AI 过滤 (16.65s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 1H_TSIHA=-1触发默认reject, 但1H_TSIMASTATUS=+1且当前TF TSIHA+Wave双顺势+momo=+4满足强动量延续豁免, 降级为reduce 45-55%；日线强空排列score=-3本触发硬拒, 豁免条件（1H_TSIHA顺势）不满足, 但因1H逆势已通过豁免降级处理, 综合取reduce 55%；4/4市场结构全逆势+日线宏观空头背景使置信度为low。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 7.8) | 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4H支撑上方运行｜支撑:4H支撑上方34.52%,1H支撑下方4.93%｜阻力:距4H阻力36.94%,距1H阻力61.3% | 乖离率: 15.7%(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":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=7.80 < 40.0 (避免超买)"},"tsi_value":7.804628887281133},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-12T08:20:34.093420"}

Exit Details
Exit Price: $186.01
Avg Entry Price: $182.62
Exit Quantity: 27.0
Exit Method: trailing_stop
P&L Summary

+$91.53

1.86%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-11 14:46:03 ET Initial 27.0 $182.62 +$91.53 (1.9%) [WaveMatrix starreversalbuy] Signal: C+0, WMvalue: -11.44, 趋势强度: 5.9% 动能一致性: 一致 (3/4) Momo State: 中性/冲突 (2+-2) HTF: C-4,pass, WMvalue: -44.45, 趋势强度: 64.7% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振空头 (-2+-2) | 60 Market Structure: VOID (UDDD) 🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方6.79%,1H支撑上方5.73%｜阻力:距4H阻力14.84%,距1H阻力2.59% Deviation: 30.0% → 仓位x0.8 MarketRegime: NEUTRAL Squeeze: ✅主浪补票 pass, HTF[非挤压,有pass]+Cur[挤压中,有pass] 多维综合评级: C+0 M0 VOID Final Decision: PASS - VOID豁免通过 [BT-ML] LONG->td_rejected | ML:block(XGB:N/A LGBM:N/A) | 8L:block(H=1 S=2) | pos:0% ⚠️ C级中性Momo+HTF C级pass(htf_momo=opposing)，谨慎放行 ⚠️ 1D牛市中的中期深跌转势 ⚠️ TSI警告: 做多htf_TSI=-44.5<-10 HTF动量反向 💰 止盈: $203.61 → $187.02 | 止盈超过压力位，调整至1H阻力底部 43555797494008832
Original Signal JSON 
{"action": "buy", "quantity": 27, "stopLoss": {"stopPrice": 172.56}, "takeProfit": {"limitPrice": 187.02}, "referencePrice": 182.3, "timeframe": "15", "ticker": "ORCL", "extras": {"indicator": "[WaveMatrix starreversalbuy]\nSignal: C+0, WMvalue: -11.44, \u8d8b\u52bf\u5f3a\u5ea6: 5.9%\n\u52a8\u80fd\u4e00\u81f4\u6027: \u4e00\u81f4 (3/4)\nMomo State: \u4e2d\u6027/\u51b2\u7a81 (2+-2)\nHTF: C-4,pass, WMvalue: -44.45, \u8d8b\u52bf\u5f3a\u5ea6: 64.7%\nHTF\u52a8\u80fd\u4e00\u81f4\u6027: \u4e00\u81f4 (3/4)\nHTF Momo State: \u5171\u632f\u7a7a\u5934 (-2+-2) | 60\nMarket Structure: VOID (UDDD)\n\ud83d\udfe2 OB: pass(+0.5) - \u505a\u591a\u4fe1\u53f7\u57281H+4H\u652f\u6491\u4e0a\u65b9\u8fd0\u884c\uff5c\u652f\u6491:4H\u652f\u6491\u4e0a\u65b96.79%,1H\u652f\u6491\u4e0a\u65b95.73%\uff5c\u963b\u529b:\u8ddd4H\u963b\u529b14.84%,\u8ddd1H\u963b\u529b2.59%\nDeviation: 30.0% \u2192 \u4ed3\u4f4dx0.8\nMarketRegime: NEUTRAL\nSqueeze: \u2705\u4e3b\u6d6a\u8865\u7968 pass, HTF[\u975e\u6324\u538b,\u6709pass]+Cur[\u6324\u538b\u4e2d,\u6709pass]\n\u591a\u7ef4\u7efc\u5408\u8bc4\u7ea7: C+0 M0 VOID\nFinal Decision: PASS - VOID\u8c41\u514d\u901a\u8fc7\n[BT-ML] LONG->td_rejected | ML:block(XGB:N/A LGBM:N/A) | 8L:block(H=1 S=2) | pos:0%\n\u26a0\ufe0f C\u7ea7\u4e2d\u6027Momo+HTF C\u7ea7pass(htf_momo=opposing)\uff0c\u8c28\u614e\u653e\u884c\n\u26a0\ufe0f 1D\u725b\u5e02\u4e2d\u7684\u4e2d\u671f\u6df1\u8dcc\u8f6c\u52bf\n\u26a0\ufe0f TSI\u8b66\u544a: \u505a\u591ahtf_TSI=-44.5<-10 HTF\u52a8\u91cf\u53cd\u5411\n\ud83d\udcb0 \u6b62\u76c8: $203.61 \u2192 $187.02 | \u6b62\u76c8\u8d85\u8fc7\u538b\u529b\u4f4d\uff0c\u8c03\u6574\u81f31H\u963b\u529b\u5e95\u90e8", "timeframe": "15", "filter_status": "\u2705 \u901a\u8fc7 (pass)", "filter_decision": "pass", "btml_path": "td_rejected", "btml_position_pct": 0, "btml_n_hard": 1, "btml_n_soft": 2}, "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}"}

Exit Details
Exit Price: $130.15
Avg Entry Price: $129.69
Exit Quantity: 25.0
Exit Method: webhook_signal
P&L Summary

+$11.47

0.35%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-11 15:16:30 ET Initial 25.0 $129.69 +$11.47 (0.4%) 📌Trend Optimizer Strategy Signal: A++4, WMvalue: 22.64, 趋势强度: 100% 动能一致性: 强一致 (4/4) Momo State: 共振多头 (2+2) HTF: B+1,strongpass, WMvalue: 10.83, 趋势强度: 52.9% HTF动能一致性: 强一致 (4/4) HTF Momo State: 震荡偏多 (2+-1) | 60 Market Structure: V3 (UUDU) ⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H支撑上方20.12%｜阻力:4H无阻力OB,距1H阻力2.58% Deviation: 22.1% → 仓位x1.0 MarketRegime: APEX_BULL Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] 多维综合评级: A++4 M+4 V3 Final Decision: STRONGPASS - 6维度strongpass但V评级V3偏弱，降级为pass --- TDIndicator过滤 --- TDIndicator LONG → full_bypass ✅ HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 81% 43556036980509696
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: A++4, WMvalue: 22.64, 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+1,strongpass, WMvalue: 10.83, 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: V3 (UUDU)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H支撑上方20.12%｜阻力:4H无阻力OB,距1H阻力2.58%\nDeviation: 22.1% → 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: A++4 M+4 V3\nFinal Decision: STRONGPASS - 6维度strongpass但V评级V3偏弱，降级为pass\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: 81%","timeframe":"15","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":"LABX","quantity":25,"stopLoss":{"stopPrice":118.67},"takeProfit":{"limitPrice":132.06},"referencePrice":128.73,"timeframe":"15","filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"📌Trend Optimizer Strategy\nSignal: A++4, WMvalue: 22.64, 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+1,strongpass, WMvalue: 10.83, 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: V3 (UUDU)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H支撑上方20.12%｜阻力:4H无阻力OB,距1H阻力2.58%\nDeviation: 22.1% → 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: A++4 M+4 V3\nFinal Decision: STRONGPASS - 6维度strongpass但V评级V3偏弱，降级为pass\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: 81%","reason":"阶段1: A++4级 (总分0.6, WMvalue: 22.64) | 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+1支持+HTF规则strongpass | 阶段4(V评级): 6维度strongpass但V评级V3偏弱，降级为pass | 阶段5(OB): OB中性｜支撑:4H无支撑OB,1H支撑上方20.12%｜阻力:4H无阻力OB,距1H阻力2.58% | 乖离率: 22.1%(x1.45)→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=22.64 < 40.0 (避免超买)"},"tsi_value":22.64263111609732},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-11T19:16:21.070968"}

Exit Details
Exit Price: $224.56
Avg Entry Price: $218.74
Exit Quantity: 49.0
Exit Method: webhook_signal
P&L Summary

+$285.30

2.66%

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

Exit Details
Exit Price: $49.49
Avg Entry Price: $47.21
Exit Quantity: 99.0
Exit Method: webhook_signal
P&L Summary

+$225.52

4.82%

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

Exit Details
Exit Price: $822.75
Avg Entry Price: $777.55
Exit Quantity: 9.0
Exit Method: webhook_signal
P&L Summary

+$406.79

5.81%

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

Exit Details
Exit Price: $353.13
Avg Entry Price: $356.70
Exit Quantity: 8.0
Exit Method: webhook_signal
P&L Summary

$-28.52

-1.00%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-11 13:45:53 ET Initial 8.0 $356.70 $-28.52 (-1.0%) 📌algo X SniperBuy Mundy Signal: B-1, WMvalue: -10.11, 趋势强度: 76.5% 动能一致性: 分歧 (0/4) Momo State: 震荡偏空 (1+-2) HTF: A++4,pass, WMvalue: 54.84, 趋势强度: 88.2% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振多头 (2+2) | 60 Market Structure: VOID (UDDD) ⚪ 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 Deviation: 16.9% → 仓位x1.0 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] 多维综合评级: B-1 M-1 VOID Final Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID) --- Claude AI 过滤 (10.2s) --- Claude LONG → REDUCE [low] 8层 ❌ | 最终仓位: 55% 判断: 核心动量A组全面逆势：TSIHA=-1、Wave=-2、TSI深度负值，三项最重要指标均指向看跌；市场结构仅日线1/4顺势，其余三个时间框架全部逆势。按决策框架A组均逆势+无1H数据=50%基础仓位，整体信号质量极低，仅凭sqzPassLONG通过和低偏离勉强维持最低reduce水平。 43555324348731392
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"Timeframe: ; Bullish OB: 357.07 - 357.07; Bearish OB: 357.07 - 357.07","symbol":"MDB","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"1","adxValue":"20.2304548404","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"46.0649657995","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 352.00; Prev DailyPOC: 354.52; Weekly POC: 353.00; Prev Weekly POC: 397.95; Monthly POC: 398.00; Prev Monthly POC: 309.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","HTFwave_signal":"Neutral","TrendTracerHTF":"1","ewotrend_state":"Strong Bullish","lastDemandText":"343.43 - 340 | 15m","lastSupplyText":"357.37 - 353.99 | 15m","FormattedScores":"S:0 / L:3","rsi_state_trend":"Neutral","wavemarket_state":"Long Strong","Current_timeframe":"15","TrendTracersignal":"1","MAtrend_timeframe1":"1","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"no chopping","trend_change_volatility_stop":"332.79"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: B-1, WMvalue: -10.11, 趋势强度: 76.5%\n动能一致性: 分歧 (0/4)\nMomo State: 震荡偏空 (1+-2)\nHTF: A++4,pass, WMvalue: 54.84, 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: VOID (UDDD)\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: 16.9% → 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-1 M-1 VOID\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID)\n--- Claude AI 过滤 (10.2s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 核心动量A组全面逆势：TSIHA=-1、Wave=-2、TSI深度负值，三项最重要指标均指向看跌；市场结构仅日线1/4顺势，其余三个时间框架全部逆势。按决策框架A组均逆势+无1H数据=50%基础仓位，整体信号质量极低，仅凭sqzPassLONG通过和低偏离勉强维持最低reduce水平。","oscrating":85,"timeframe":"15m","trendrating":100,"referencePrice":357.07,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"MDB","quantity":8,"stopLoss":{"stopPrice":348.3},"takeProfit":{"limitPrice":309.0},"timeframe":"15m","filter_result":{"decision":"reject","rating":"B-1","final_rating":"📌algo X SniperBuy Mundy\nSignal: B-1, WMvalue: -10.11, 趋势强度: 76.5%\n动能一致性: 分歧 (0/4)\nMomo State: 震荡偏空 (1+-2)\nHTF: A++4,pass, WMvalue: 54.84, 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: VOID (UDDD)\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: 16.9% → 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-1 M-1 VOID\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID)\n--- Claude AI 过滤 (10.2s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 核心动量A组全面逆势：TSIHA=-1、Wave=-2、TSI深度负值，三项最重要指标均指向看跌；市场结构仅日线1/4顺势，其余三个时间框架全部逆势。按决策框架A组均逆势+无1H数据=50%基础仓位，整体信号质量极低，仅凭sqzPassLONG通过和低偏离勉强维持最低reduce水平。","reason":"阶段1: B-1级 (总分-0.55, WMvalue: -10.11) | 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=VOID) | 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: 16.9%(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":-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":false,"aligned_count":0,"details":"0/4个指标看涨: 无","wavematrix_status":"分歧","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=-10.11 < 40.0 (避免超买)"},"tsi_value":-10.11001216457273},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-11T17:45:48.523783"}

Exit Details
Exit Price: $213.42
Avg Entry Price: $213.39
Exit Quantity: 49.0
Exit Method: webhook_signal
P&L Summary

+$1.45

0.01%

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

Exit Details
Exit Price: $91.50
Avg Entry Price: $91.67
Exit Quantity: 112.0
Exit Method: webhook_signal
P&L Summary

$-19.21

-0.19%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-11 14:00:45 ET Initial 56.0 $91.78 $-15.42 (-0.3%) 📌Momo Strong Entry Signal: A++4, WMvalue: 26.27, 趋势强度: 100% 动能一致性: 强一致 (4/4) Momo State: 共振多头 (2+2) HTF: A++4,strongpass, WMvalue: 21.0, 趋势强度: 100% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振多头 (2+2) | 60 Market Structure: V1 (UUUU) 🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方8.21%,1H支撑上方6.57%｜阻力:距4H阻力16.68%,距1H阻力13.06% Deviation: 50.1% → 仓位x0.6 MarketRegime: APEX_BULL Squeeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass] 多维综合评级: A++4 M+4 V1 Final Decision: STRONGPASS - 完美确认 --- TDIndicator过滤 --- TDIndicator LONG → full_bypass ✅ HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 104% 43555441167695872
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Momo Strong Entry\nSignal: A++4, WMvalue: 26.27, 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,strongpass, WMvalue: 21.0, 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: 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8.21%,1H支撑上方6.57%｜阻力:距4H阻力16.68%,距1H阻力13.06%\nDeviation: 50.1% → 仓位x0.6\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 V1\nFinal Decision: STRONGPASS - 完美确认\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: 104%","timeframe":"15","originalIndicator":"Momo Strong Entry"},"ticker":"HOOD","quantity":56,"stopLoss":{"stopPrice":87.2},"takeProfit":{"limitPrice":99.39},"referencePrice":91.64,"timeframe":"15","filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"📌Momo Strong Entry\nSignal: A++4, WMvalue: 26.27, 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,strongpass, WMvalue: 21.0, 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: 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8.21%,1H支撑上方6.57%｜阻力:距4H阻力16.68%,距1H阻力13.06%\nDeviation: 50.1% → 仓位x0.6\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 V1\nFinal Decision: STRONGPASS - 完美确认\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: 104%","reason":"阶段1: A++4级 (总分0.6, WMvalue: 26.27) | 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8.21%,1H支撑上方6.57%｜阻力:距4H阻力16.68%,距1H阻力13.06% | 乖离率: 50.1%(x1.45)→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":true,"threshold":40.0,"details":"TSI=26.27 < 40.0 (避免超买)"},"tsi_value":26.273195479703094},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-11T18:00:36.362415"}
2026-06-11 14:15:30 ET Scale-in 56.0 $91.57 $-3.79 (-0.1%) 📌Strong Long Signal Signal: A++4, WMvalue: 28.7, 趋势强度: 100% 动能一致性: 强一致 (4/4) Momo State: 共振多头 (2+2) HTF: A++4,strongpass, WMvalue: 20.83, 趋势强度: 100% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振多头 (2+2) | 60 Market Structure: V1 (UUUU) 🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方8.01%,1H支撑上方6.38%｜阻力:距4H阻力16.93%,距1H阻力13.3% Deviation: 42.9% → 仓位x0.8 MarketRegime: APEX_BULL Squeeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass] 多维综合评级: A++4 M+4 V1 Final Decision: STRONGPASS - 完美确认 --- TDIndicator过滤 --- TDIndicator LONG → full_bypass ✅ HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 104% 43555557168123904
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Strong Long Signal\nSignal: A++4, WMvalue: 28.7, 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,strongpass, WMvalue: 20.83, 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: 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8.01%,1H支撑上方6.38%｜阻力:距4H阻力16.93%,距1H阻力13.3%\nDeviation: 42.9% → 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 V1\nFinal Decision: STRONGPASS - 完美确认\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: 104%","timeframe":"15","originalIndicator":"Strong Long Signal"},"ticker":"HOOD","quantity":56,"stopLoss":{"stopPrice":87.06},"takeProfit":{"limitPrice":99.11},"referencePrice":91.44,"timeframe":"15","filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"📌Strong Long Signal\nSignal: A++4, WMvalue: 28.7, 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,strongpass, WMvalue: 20.83, 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: 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8.01%,1H支撑上方6.38%｜阻力:距4H阻力16.93%,距1H阻力13.3%\nDeviation: 42.9% → 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 V1\nFinal Decision: STRONGPASS - 完美确认\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: 104%","reason":"阶段1: A++4级 (总分0.6, WMvalue: 28.7) | 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8.01%,1H支撑上方6.38%｜阻力:距4H阻力16.93%,距1H阻力13.3% | 乖离率: 42.9%(x1.45)→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":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=28.70 < 40.0 (避免超买)"},"tsi_value":28.704011611285896},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-11T18:15:22.598797"}

Exit Details
Exit Price: $209.31
Avg Entry Price: $205.90
Exit Quantity: 49.0
Exit Method: webhook_signal
P&L Summary

+$166.69

1.65%

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

Exit Details
Exit Price: $205.55
Avg Entry Price: $191.04
Exit Quantity: 49.0
Exit Method: webhook_signal
P&L Summary

+$710.81

7.59%

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

Exit Details
Exit Price: $56.52
Avg Entry Price: $55.99
Exit Quantity: 18.0
Exit Method: trailing_stop
P&L Summary

+$9.54

0.95%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-11 04:15:53 ET Initial 18.0 $55.99 +$9.54 (0.9%) 📌Trend Optimizer Strategy Signal: A++4, WMvalue: 38.33, 趋势强度: 88.2% 动能一致性: 一致 (3/4) Momo State: 共振多头 (2+2) HTF: C+1,pass, WMvalue: 3.33, 趋势强度: 41.2% HTF动能一致性: 一致 (3/4) HTF Momo State: 震荡偏多 (-1+2) | 60 Market Structure: VOID (DDDU) 🟢 OB: pass(+0.5) - 做多信号在4H支撑上方运行｜支撑:4H支撑上方12.84%,1H支撑下方16.31%｜阻力:距4H阻力3.59%,距1H阻力25.84% Deviation: 10.7% → 仓位x1.0 MarketRegime: APEX_BULL Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass] 多维综合评级: A++4 M+4 VOID Final Decision: STRONGPASS - VOID豁免通过 --- TDIndicator过滤 --- TDIndicator LONG → full_check ✅ HTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 81% 43550841640193024
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: A++4, WMvalue: 38.33, 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+1,pass, WMvalue: 3.33, 趋势强度: 41.2%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏多 (-1+2) | 60\nMarket Structure: VOID (DDDU)\n🟢 OB: pass(+0.5) - 做多信号在4H支撑上方运行｜支撑:4H支撑上方12.84%,1H支撑下方16.31%｜阻力:距4H阻力3.59%,距1H阻力25.84%\nDeviation: 10.7% → 仓位x1.0\nMarketRegime: APEX_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: A++4 M+4 VOID\nFinal Decision: STRONGPASS - VOID豁免通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_check ✅\nHTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 81%","timeframe":"15","initialSlPct":2.5,"trailingStop":{"ladder":[{"profitPct":2.2,"newStopPct":1},{"profitPct":2.6,"newStopPct":1.9},{"profitPct":4.2,"newStopPct":2.9},{"profitPct":5.3,"newStopPct":4.3}],"trailPct":2,"activationPct":5.3},"originalIndicator":"Trend Optimizer Strategy"},"ticker":"OKLO","quantity":18,"stopLoss":{"stopPrice":53.17},"takeProfit":{"limitPrice":58.0},"referencePrice":55.99,"timeframe":"15","filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"📌Trend Optimizer Strategy\nSignal: A++4, WMvalue: 38.33, 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+1,pass, WMvalue: 3.33, 趋势强度: 41.2%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏多 (-1+2) | 60\nMarket Structure: VOID (DDDU)\n🟢 OB: pass(+0.5) - 做多信号在4H支撑上方运行｜支撑:4H支撑上方12.84%,1H支撑下方16.31%｜阻力:距4H阻力3.59%,距1H阻力25.84%\nDeviation: 10.7% → 仓位x1.0\nMarketRegime: APEX_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: A++4 M+4 VOID\nFinal Decision: STRONGPASS - VOID豁免通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_check ✅\nHTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 81%","reason":"阶段1: A++4级 (总分0.6, WMvalue: 38.33) | 阶段2: HTF规则pass | 阶段3(6维度): [回调模式] WMT=+2 TSI=+38.3 RSI=65，HA平滑指标暂时反向(3/4顺势)，HTF通过，放行 | 阶段4(V评级): VOID豁免通过：当前A+级、HTF规则pass(顺势) | 阶段5(OB): 做多信号在4H支撑上方运行｜支撑:4H支撑上方12.84%,1H支撑下方16.31%｜阻力:距4H阻力3.59%,距1H阻力25.84% | 乖离率: 10.7%(x1.3)→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":6.0,"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, TSIMASTATUS, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=38.33 < 40.0 (避免超买)"},"tsi_value":38.32635555511569},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-11T08:15:46.939859"}

Exit Details
Exit Price: $194.06
Avg Entry Price: $191.41
Exit Quantity: 58.0
Exit Method: webhook_signal
P&L Summary

+$153.89

1.39%

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

Exit Details
Exit Price: $351.58
Avg Entry Price: $355.52
Exit Quantity: 9.0
Exit Method: webhook_signal
P&L Summary

$-35.47

-1.11%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-10 10:15:47 ET Initial 9.0 $355.52 $-35.47 (-1.1%) - 43542347232448512
Original Signal JSON 
{"close":354,"action":"buy","ticker":"MDB","exchange":"BATS","quantity":9,"stopLoss":{"stopPrice":343.38},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bullish","takeProfit":{"limitPrice":375.24},"referencePrice":354.0,"filter_result":{"decision":"reject","rating":"C-4","final_rating":"Signal: C-4, WMvalue: -34.41, 趋势强度: 35.3%\n动能一致性: 一致 (3/4)\nMomo State: 共振空头 (-2+-2)\nHTF: A+1,strongpass, WMvalue: 1.4, 趋势强度: 23.5%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏多 (2+-1) | 60\nMarket Structure: VOID (UDDD)\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16.02%｜阻力:距4H阻力7.11%,距1H阻力2.97%\nDeviation: 12.3% → 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: C-4 M-4 VOID\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (10.61s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 尽管TSIHA和1H_TSIHA均为+1顺势，但Wavematrixtrend=-2且momoCompositeScore=-4形成极强逆势压力，市场结构三个短中周期全部看跌，核心动量呈一顺一逆格局且1H逆势，按决策表定位55-65%区间取低值55%。","reason":"阶段1: C-4级 (总分-0.27, WMvalue: -34.41) | 阶段2: HTF规则strongpass | 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=VOID) | 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16.02%｜阻力:距4H阻力7.11%,距1H阻力2.97% | 乖离率: 12.3%(x1.35)→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":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=-34.41 < 40.0 (避免超买)"},"tsi_value":-34.41191008441519},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-10T14:15:37.979014"}

Exit Details
Exit Price: $355.49
Avg Entry Price: $355.51
Exit Quantity: 17.0
Exit Method: webhook_signal
P&L Summary

$-0.42

-0.01%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-10 09:46:43 ET Initial 9.0 $353.70 +$16.07 (0.5%) - 43542118724668416
Original Signal JSON 
{"close":350.56,"action":"buy","ticker":"MDB","exchange":"BATS","quantity":9,"stopLoss":{"stopPrice":340.04},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bullish + Buy+","takeProfit":{"limitPrice":371.59},"referencePrice":350.56,"filter_result":{"decision":"reject","rating":"C-4","final_rating":"Signal: C-4, WMvalue: -44.5, 趋势强度: 41.2%\n动能一致性: 一致 (3/4)\nMomo State: 共振空头 (-2+-2)\nHTF: C-3,reject, WMvalue: -0.25, 趋势强度: 41.2%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 强空头 (-2+-1) | 60\nMarket Structure: VOID (UDDD)\n🔴 OB: reject(-2) - 做多信号在1H Bearish OB区域内/附近，阻力拒绝｜支撑:4H支撑内,1H支撑上方15.19%｜阻力:距4H阻力8.16%,距1H阻力0.88%\nDeviation: 25.1% → 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-4 M-4 VOID\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (9.14s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: TSIHA=+1与1H_TSIHA=+1提供表面顺势信号，但Wavematrixtrend=-2与momoCompositeScore=-4形成极强逆势动量压制，1H_momo=-3进一步确认跨周期动量全面看跌；按仓位表'一顺一逆（TSIHA顺/Wave逆）+1H_TSIHA顺势'基础仓位65-80%，但1H_momo=-3强逆势与momo=-4双层逆势共振，综合下调至55%。","reason":"阶段1: C-4级 (总分-0.32, WMvalue: -44.5) | 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=VOID) | 阶段5(OB): 做多信号在1H Bearish OB区域内/附近，阻力拒绝｜支撑:4H支撑内,1H支撑上方15.19%｜阻力:距4H阻力8.16%,距1H阻力0.88% | 乖离率: 25.1%(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":-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":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=-44.50 < 40.0 (避免超买)"},"tsi_value":-44.49931740285853},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-10T13:46:38.163658"}
2026-06-10 10:01:12 ET Scale-in 8.0 $357.55 $-16.49 (-0.6%) 📌algo X SniperBuy MainTrend AI Signal: C-4, WMvalue: -41.35, 趋势强度: 41.2% 动能一致性: 一致 (3/4) Momo State: 共振空头 (-2+-2) HTF: A+1,strongpass, WMvalue: 1.4, 趋势强度: 23.5% HTF动能一致性: 一致 (3/4) HTF Momo State: 震荡偏多 (2+-1) | 60 Market Structure: VOID (UDDD) ⚪ 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 Deviation: 22.4% → 仓位x1.0 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] 多维综合评级: C-4 M-4 VOID Final Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID) --- Claude AI 过滤 (7.87s) --- Claude LONG → REDUCE [low] 8层 ❌ | 最终仓位: 60% 判断: TSIHA=+1顺势但Wavematrixtrend=-2强烈逆势，A组一顺一逆；1H市场结构逆势，momo=-4极强看跌共振，综合多项逆势指标压制做多信心。基础一顺一逆+1H逆势定位55-65%，无双层动量加分，取60%。 43542232449944576
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"Timeframe: ; Bullish OB: 357.05 - 357.05; Bearish OB: 357.05 - 357.05","symbol":"MDB","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"1","adxValue":"38.4601794221","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"22.6935623647","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 350.52; Prev DailyPOC: 337.00; Weekly POC: 353.00; Prev Weekly POC: 397.95; Monthly POC: 398.00; Prev Monthly POC: 309.00","AIbandsignal":"green uptrend","center_trend":"Weak Bearish","ratingstatus":"Bullish-Strong-OscDriven","HTFwave_signal":"Bearish","TrendTracerHTF":"1","ewotrend_state":"Strong Bullish","lastDemandText":"328.21 - 325.24 | 15m","lastSupplyText":"356.46 - 353.32 | 15m","FormattedScores":"S:1 / L:3","rsi_state_trend":"Bullish","wavemarket_state":"Long Weak","Current_timeframe":"15","TrendTracersignal":"1","MAtrend_timeframe1":"1","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bearish","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"no chopping","trend_change_volatility_stop":"330.06"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy MainTrend AI\nSignal: C-4, WMvalue: -41.35, 趋势强度: 41.2%\n动能一致性: 一致 (3/4)\nMomo State: 共振空头 (-2+-2)\nHTF: A+1,strongpass, WMvalue: 1.4, 趋势强度: 23.5%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏多 (2+-1) | 60\nMarket Structure: VOID (UDDD)\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: 22.4% → 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: C-4 M-4 VOID\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID)\n--- Claude AI 过滤 (7.87s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 60%\n判断: TSIHA=+1顺势但Wavematrixtrend=-2强烈逆势，A组一顺一逆；1H市场结构逆势，momo=-4极强看跌共振，综合多项逆势指标压制做多信心。基础一顺一逆+1H逆势定位55-65%，无双层动量加分，取60%。","oscrating":85,"timeframe":"15m","trendrating":80,"referencePrice":357.05,"originalIndicator":"algo X SniperBuy MainTrend AI"},"ticker":"MDB","quantity":8,"stopLoss":{"stopPrice":343.95},"takeProfit":{"limitPrice":309.0},"timeframe":"15m","filter_result":{"decision":"reject","rating":"C-4","final_rating":"📌algo X SniperBuy MainTrend AI\nSignal: C-4, WMvalue: -41.35, 趋势强度: 41.2%\n动能一致性: 一致 (3/4)\nMomo State: 共振空头 (-2+-2)\nHTF: A+1,strongpass, WMvalue: 1.4, 趋势强度: 23.5%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏多 (2+-1) | 60\nMarket Structure: VOID (UDDD)\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: 22.4% → 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: C-4 M-4 VOID\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID)\n--- Claude AI 过滤 (7.87s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 60%\n判断: TSIHA=+1顺势但Wavematrixtrend=-2强烈逆势，A组一顺一逆；1H市场结构逆势，momo=-4极强看跌共振，综合多项逆势指标压制做多信心。基础一顺一逆+1H逆势定位55-65%，无双层动量加分，取60%。","reason":"阶段1: C-4级 (总分-0.32, WMvalue: -41.35) | 阶段2: HTF规则strongpass | 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=VOID) | 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: 22.4%(x1.35)→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":-2.0,"structural_normalized":-1.0,"structural_weighted":-0.1,"total_score":-0.32,"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=-41.35 < 40.0 (避免超买)"},"tsi_value":-41.348799650253994},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-10T14:00:56.440526"}

Exit Details
Exit Price: $159.30
Avg Entry Price: $160.41
Exit Quantity: 28.0
Exit Method: webhook_signal
P&L Summary

$-31.22

-0.70%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-10 10:00:33 ET Initial 28.0 $160.41 $-31.22 (-0.7%) 📌Momo Strong Entry Signal: B+4, WMvalue: 24.23, 趋势强度: 82.4% 动能一致性: 强一致 (4/4) Momo State: 共振多头 (2+2) HTF: B+4,strongpass, WMvalue: -11.77, 趋势强度: 47.1% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振多头 (2+2) | 60 Market Structure: V5 (DDUU) 🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方7.28%,1H支撑上方7.28%｜阻力:距4H阻力16.82%,距1H阻力2.11% Deviation: 115.4% → 仓位x0.3 MarketRegime: SPEC_BULL Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] 多维综合评级: B+4 M+4 V5 Final Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告 --- TDIndicator过滤 --- TDIndicator LONG → full_check ✅ HTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 90% 43542227418480640
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Momo Strong Entry\nSignal: B+4, WMvalue: 24.23, 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+4,strongpass, WMvalue: -11.77, 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: 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7.28%,1H支撑上方7.28%｜阻力:距4H阻力16.82%,距1H阻力2.11%\nDeviation: 115.4% → 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: B+4 M+4 V5\nFinal Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_check ✅\nHTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 90%","timeframe":"15","originalIndicator":"Momo Strong Entry"},"ticker":"COIN","quantity":28,"stopLoss":{"stopPrice":154.17},"takeProfit":{"limitPrice":164.01},"referencePrice":160.62,"timeframe":"15","filter_result":{"decision":"pass","rating":"B+4","final_rating":"📌Momo Strong Entry\nSignal: B+4, WMvalue: 24.23, 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+4,strongpass, WMvalue: -11.77, 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: 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7.28%,1H支撑上方7.28%｜阻力:距4H阻力16.82%,距1H阻力2.11%\nDeviation: 115.4% → 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: B+4 M+4 V5\nFinal Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_check ✅\nHTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 90%","reason":"阶段1: B+4级 (总分0.45, WMvalue: 24.23) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前B级但动能Momo强+HTFB+4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7.28%,1H支撑上方7.28%｜阻力:距4H阻力16.82%,距1H阻力2.11% | ⚠️乖离率超限115%→仓位x0.3 | 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=24.23 < 40.0 (避免超买)"},"tsi_value":24.23008024161891},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-10T14:00:22.730602"}

Exit Details
Exit Price: $351.90
Avg Entry Price: $349.16
Exit Quantity: 13.0
Exit Method: trailing_stop
P&L Summary

+$35.54

0.78%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-10 09:46:05 ET Initial 7.0 $348.93 +$20.76 (0.9%) 📌algo X SniperBuy Vidya Signal: A++4, WMvalue: 62.51, 趋势强度: 100% 动能一致性: 强一致 (4/4) Momo State: 共振多头 (2+2) HTF: C-3,reject, WMvalue: -5.86, 趋势强度: 52.9% HTF动能一致性: 较弱 (2/4) HTF Momo State: 强空头 (-2+-1) | 60 Market Structure: V3 (UUDU) ⚪ 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 Deviation: 82.0% → 仓位x0.4 Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass] 多维综合评级: A++4 M+4 V3 Final Decision: PASS - 正常通过 HTF⚠️方向不一致 43542113816154112
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ALAB","MAtrend":"0","pmaText":"PMA Bullish","POCtrend":"2","adxValue":"21.7641717366","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"37.4116163591","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 337.00; Prev DailyPOC: 332.00; Weekly POC: 345.00; Prev Weekly POC: 324.00; Monthly POC: 345.00; Prev Monthly POC: 201.00","AIbandsignal":"green uptrend","center_trend":"Weak Bearish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:3","rsi_state_trend":"Neutral","Current_timeframe":"15","TrendTracersignal":"1","MAtrend_timeframe1":"1","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bearish","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"no chopping","trend_change_volatility_stop":"318.13"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Vidya\nSignal: A++4, WMvalue: 62.51, 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-3,reject, WMvalue: -5.86, 趋势强度: 52.9%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 强空头 (-2+-1) | 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: 82.0% → 仓位x0.4\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 V3\nFinal Decision: PASS - 正常通过\nHTF⚠️方向不一致","oscrating":75,"timeframe":"15m","trendrating":90,"referencePrice":348.11,"originalIndicator":"algo X SniperBuy Vidya"},"ticker":"ALAB","quantity":7,"stopLoss":{"stopPrice":331.46},"takeProfit":{"limitPrice":201.0},"timeframe":"15m","filter_result":{"decision":"pass","rating":"A++4","final_rating":"📌algo X SniperBuy Vidya\nSignal: A++4, WMvalue: 62.51, 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-3,reject, WMvalue: -5.86, 趋势强度: 52.9%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 强空头 (-2+-1) | 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: 82.0% → 仓位x0.4\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 V3\nFinal Decision: PASS - 正常通过\nHTF⚠️方向不一致","reason":"阶段1: A++4级 (总分0.6, WMvalue: 62.51) | 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): 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: 82.0%(x1.15)→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":false,"threshold":40.0,"details":"TSI=62.51 < 40.0 (避免超买)"},"tsi_value":62.50798440228527},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-10T13:45:55.577427"}
2026-06-10 09:46:45 ET Scale-in 6.0 $349.43 +$14.78 (0.7%) - 43542119046713344
Original Signal JSON 
{"close":348.11,"action":"buy","ticker":"ALAB","exchange":"BATS","quantity":6,"stopLoss":{"stopPrice":337.67},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bullish + Buy+","takeProfit":{"limitPrice":369.0},"referencePrice":348.11,"filter_result":{"decision":"pass","rating":"A++4","final_rating":"Signal: A++4, WMvalue: 62.51, 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-3,reject, WMvalue: -5.72, 趋势强度: 52.9%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 强空头 (-2+-1) | 60\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10.13%,1H支撑上方10.13%｜阻力:4H无阻力OB,距1H阻力3.51%\nDeviation: 82.0% → 仓位x0.4\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: A++4 M+4 V3\nFinal Decision: PASS - 正常通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → ma_only ✅\nHTF评分: 4/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 45%","reason":"阶段1: A++4级 (总分0.6, WMvalue: 62.51) | 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): 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10.13%,1H支撑上方10.13%｜阻力:4H无阻力OB,距1H阻力3.51% | 乖离率: 82.0%(x1.15)→仓位x0.4 | 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":false,"threshold":40.0,"details":"TSI=62.51 < 40.0 (避免超买)"},"tsi_value":62.50798440228527},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-10T13:46:28.050291"}

Exit Details
Exit Price: $128.17
Avg Entry Price: $126.11
Exit Quantity: 49.0
Exit Method: trailing_stop
P&L Summary

+$100.86

1.63%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-10 09:39:01 ET Initial 49.0 $126.11 +$100.86 (1.6%) platform input 43542058184739840
Original Signal JSON 
{"symbol":"LABX","extras":{"indicator":"platform input","referencePrice":0},"side":"buy","quantity":49,"order_type":"market","stop_loss":113.75,"take_profit":131.56}

Exit Details
Exit Price: $341.80
Avg Entry Price: $332.46
Exit Quantity: 17.0
Exit Method: webhook_signal
P&L Summary

$-158.78

-2.81%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-10 05:31:25 ET Initial 17.0 $332.46 $-158.78 (-2.8%) - 43540110847901696
Original Signal JSON 
{"close":332.46,"action":"sell","ticker":"MDB","exchange":"BATS","quantity":17,"stopLoss":{"stopPrice":342.43},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bearish + Sell","takeProfit":{"limitPrice":312.51},"referencePrice":332.46,"filter_result":{"decision":"reject","rating":"C-4","final_rating":"Signal: C-4, WMvalue: -70.08, 趋势强度: 64.7%\n动能一致性: 分歧 (1/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B-4,strongpass, WMvalue: -3.17, 趋势强度: 70.6%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V4 (UDDD)\n🔴 OB: reject(-3) - [WM规则] WMvalue=-70.08超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方14.05%,1H压力下方9.64%｜支撑:4H支撑内,1H支撑上方10.58%\nDeviation: 58.7% → 仓位x0.6\nMarketRegime: BULL_TRAP\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-4 M-4 V4\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (10.74s) ---\nClaude SHORT → PASS [high]\n8层 ❌ | 最终仓位: 95%\n判断: J组1H核心动量完全顺势(-1/-1/-4),L组1H EMA强空排列+斜率同向向下,C组momo=-4极强空头共振,B组三个时间框架结构对齐做空;虽然A组TSIHA=+1逆势且RSI超卖存在反弹风险,但1H级别动量主轴与均线系统均强烈看跌,依据动量指标A组对5m/15m信号权重优于均线但本案1H指标压倒性顺势,整体仍维持pass,仓位因TSIHA逆势适度降低至95%。","reason":"阶段1: C-4级 (总分-0.12, WMvalue: -70.08) | 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=V4) | 阶段5(OB): [WM规则] WMvalue=-70.08超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方14.05%,1H压力下方9.64%｜支撑:4H支撑内,1H支撑上方10.58% | 乖离率: 58.7%(x1.3)→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":-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":-0.12,"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":false,"threshold":-38.5,"details":"TSI=-70.08 > -38.5 (避免超卖)"},"tsi_value":-70.07576316780295},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-10T09:31:17.846918"}

Exit Details
Exit Price: $86.81
Avg Entry Price: $89.76
Exit Quantity: 111.0
Exit Method: trailing_stop
P&L Summary

$-327.72

-3.29%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-10 07:00:36 ET Initial 111.0 $89.76 $-327.72 (-3.3%) - 43540812391514112
Original Signal JSON 
{"close":89.76,"action":"buy","ticker":"GDXU","exchange":"BATS","quantity":111,"stopLoss":{"stopPrice":87.07},"indicator":"market wave pro","timeframe":"15 M","alert_name":"Buy Signals","takeProfit":{"limitPrice":94.25},"referencePrice":89.76,"filter_result":{"decision":"reject","rating":"C-4","final_rating":"Signal: C-4, WMvalue: 1.01, 趋势强度: 11.8%\n动能一致性: 一致 (3/4)\nMomo State: 共振空头 (-2+-2)\nHTF: A++4,strongpass, WMvalue: 34.92, 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: VOID (DDDD)\n🟢 OB: pass(+0.5) - 做多信号在4H支撑上方运行｜支撑:4H支撑上方3.99%,1H支撑下方64.2%｜阻力:距4H阻力54.55%,距1H阻力78.94%\nDeviation: 66.6% → 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: C-4 M-4 VOID\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID)\n--- Claude AI 过滤 (8.01s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 50%\n判断: 尽管TSIHA=+1顺势，但Wavematrixtrend=-2、momoCompositeScore=-4形成极强逆势动量，市场结构4/4全逆，日线强空排列且均线急速下行；根据决策表A组一顺一逆+1H逆势对应55-65%基础仓位，再叠加deviation_ratio=0.93超阈值-10%，最终锁定最低仓位50%。","reason":"阶段1: C-4级 (总分-0.27, WMvalue: 1.01) | 阶段2: HTF规则strongpass | 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=VOID) | 阶段5(OB): 做多信号在4H支撑上方运行｜支撑:4H支撑上方3.99%,1H支撑下方64.2%｜阻力:距4H阻力54.55%,距1H阻力78.94% | 乖离率: 66.6%(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":-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":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=1.01 < 40.0 (避免超买)"},"tsi_value":1.009902041694091},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-10T11:00:23.588369"}

Exit Details
Exit Price: $197.00
Avg Entry Price: $185.16
Exit Quantity: 49.0
Exit Method: webhook_signal
P&L Summary

+$580.26

6.40%

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

Exit Details
Exit Price: $192.73
Avg Entry Price: $187.61
Exit Quantity: 80.0
Exit Method: webhook_signal
P&L Summary

+$409.98

2.73%

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

Exit Details
Exit Price: $97.33
Avg Entry Price: $95.81
Exit Quantity: 104.0
Exit Method: webhook_signal
P&L Summary

+$157.78

1.58%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-09 13:46:05 ET Initial 104.0 $95.81 +$157.78 (1.6%) - 43532676641980416
Original Signal JSON 
{"close":95.96,"action":"buy","ticker":"GDXU","exchange":"BATS","quantity":104,"stopLoss":{"stopPrice":93.08},"indicator":"market wave pro","timeframe":"15 M","alert_name":"Buy Signals","takeProfit":{"limitPrice":100.76},"referencePrice":95.96,"filter_result":{"decision":"reject","rating":"B-4","final_rating":"Signal: B-4, WMvalue: -68.65, 趋势强度: 76.5%\n动能一致性: 较弱 (2/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B+0,strongpass, WMvalue: 15.03, 趋势强度: 35.3%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 中性/冲突 (2+-2) | 60\nMarket Structure: VOID (DDDD)\n🟢 OB: pass(+0.5) - 做多信号在4H支撑上方运行｜支撑:4H支撑上方10.19%,1H支撑下方10.76%｜阻力:距4H阻力44.56%,距1H阻力65.16%\nDeviation: 134.7% → 仓位x0.3\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 - 6维度已拒绝，V评级确认维持 (V=VOID)\n--- Claude AI 过滤 (7.9s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 50%\n判断: TSIHA=-1且Wavematrixtrend=-2均强烈逆势，momoCompositeScore=-4为极强看跌动量，四个时间框架市场结构全部空头，deviation_ratio=1.75严重过度延伸，日线强空排列且EMA8急跌。按决策框架A组均逆势且无1H数据输出最低仓位50%，叠加deviation惩罚已触底。","reason":"阶段1: B-4级 (总分-0.46, WMvalue: -68.65) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前Momo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=VOID) | 阶段5(OB): 做多信号在4H支撑上方运行｜支撑:4H支撑上方10.19%,1H支撑下方10.76%｜阻力:距4H阻力44.56%,距1H阻力65.16% | ⚠️乖离率超限135%→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":-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":-2,"momo_longswing_state":-2,"momo_composite_score":-4},"wave_normalized":-0.72,"wave_weighted":-0.36,"structural_raw":-2.0,"structural_normalized":-1.0,"structural_weighted":-0.1,"total_score":-0.46,"momentum_check":{"passed":false,"aligned_count":2,"details":"2/4个指标看涨: TSIMASTATUS, RSIHA","wavematrix_status":"较弱","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=-68.65 < 40.0 (避免超买)"},"tsi_value":-68.64882916416039},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-09T17:45:52.146890"}

Exit Details
Exit Price: $184.06
Avg Entry Price: $181.36
Exit Quantity: 80.0
Exit Method: webhook_signal
P&L Summary

+$216.17

1.49%

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

Exit Details
Exit Price: $186.76
Avg Entry Price: $188.14
Exit Quantity: 29.0
Exit Method: webhook_signal
P&L Summary

$-40.07

-0.73%

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

Exit Details
Exit Price: $151.88
Avg Entry Price: $151.48
Exit Quantity: 32.0
Exit Method: webhook_signal
P&L Summary

$-12.98

-0.27%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-09 12:30:40 ET Initial 32.0 $151.48 $-12.98 (-0.3%) 📌Momo Strong Entry Signal: A-4, WMvalue: -39.75, 趋势强度: 100% 动能一致性: 强一致 (4/4) Momo State: 共振空头 (-2+-2) HTF: B-4,strongpass, WMvalue: -4.96, 趋势强度: 82.4% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振空头 (-2+-2) | 60 Market Structure: V3 (DDUD) 🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方23.55%,1H压力下方8.0%｜支撑:4H支撑上方1.94%,1H支撑上方1.94% Deviation: 99.2% → 仓位x0.2 MarketRegime: APEX_BEAR Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] 多维综合评级: A-4 M-4 V3 Final Decision: STRONGPASS - 6维度strongpass但V评级V3偏弱，降级为pass --- TDIndicator过滤 --- TDIndicator SHORT → full_bypass ✅ HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 100% 43532083383504896
Original Signal JSON 
{"action":"sell","extras":{"indicator":"📌Momo Strong Entry\nSignal: A-4, WMvalue: -39.75, 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: B-4,strongpass, WMvalue: -4.96, 趋势强度: 82.4%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-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23.55%,1H压力下方8.0%｜支撑:4H支撑上方1.94%,1H支撑上方1.94%\nDeviation: 99.2% → 仓位x0.2\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 V3\nFinal Decision: STRONGPASS - 6维度strongpass但V评级V3偏弱，降级为pass\n--- TDIndicator过滤 ---\nTDIndicator SHORT → full_bypass ✅\nHTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 100%","timeframe":"15","originalIndicator":"Momo Strong Entry"},"ticker":"COIN","quantity":32,"stopLoss":{"stopPrice":158.17},"takeProfit":{"limitPrice":148.93},"referencePrice":151.87,"timeframe":"15","filter_result":{"decision":"strongpass","rating":"A-4","final_rating":"📌Momo Strong Entry\nSignal: A-4, WMvalue: -39.75, 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: B-4,strongpass, WMvalue: -4.96, 趋势强度: 82.4%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-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23.55%,1H压力下方8.0%｜支撑:4H支撑上方1.94%,1H支撑上方1.94%\nDeviation: 99.2% → 仓位x0.2\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 V3\nFinal Decision: STRONGPASS - 6维度strongpass但V评级V3偏弱，降级为pass\n--- TDIndicator过滤 ---\nTDIndicator SHORT → full_bypass ✅\nHTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 100%","reason":"阶段1: A-4级 (总分-0.4, WMvalue: -39.75) | 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V3偏弱，降级为pass | 阶段5(OB): 做空信号在1H+4H压力下方运行｜压力:4H压力下方23.55%,1H压力下方8.0%｜支撑:4H支撑上方1.94%,1H支撑上方1.94% | 乖离率: 99.2%(x1.45)→仓位x0.2 | 阶段6(MRC): [MRC极强] APEX_BEAR+A-4级+HTF通过，强势做空","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":false,"threshold":-38.5,"details":"TSI=-39.75 > -38.5 (避免超卖)"},"tsi_value":-39.74917367132937},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-09T16:30:28.783770"}

Exit Details
Exit Price: $24.20
Avg Entry Price: $29.87
Exit Quantity: 399.0
Exit Method: stop_loss
P&L Summary

$-2262.29

-18.98%

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

Exit Details
Exit Price: $41.02
Avg Entry Price: $42.89
Exit Quantity: 152.0
Exit Method: webhook_signal
P&L Summary

+$284.21

4.36%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-09 09:46:10 ET Initial 75.0 $43.51 +$186.97 (5.7%) - 43530789725277184
Original Signal JSON 
{"close":43.38,"action":"sell","ticker":"SMCI","exchange":"BATS","quantity":75,"stopLoss":{"stopPrice":44.68},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bearish + Sell+","takeProfit":{"limitPrice":41.21},"referencePrice":43.38,"filter_result":{"decision":"strong_pass","rating":"A-4","final_rating":"Signal: A-4, WMvalue: -72.31, 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: B+4,reject, WMvalue: 56.79, 趋势强度: 100%\nHTF动能一致性: 分歧 (0/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: V5 (UUDD)\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18.72%,1H压力下方11.69%｜支撑:4H支撑上方22.11%,1H支撑上方13.53%\nDeviation: 111.2% → 仓位x0.3\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 V5\nFinal Decision: STRONG_PASS - 6维度pass但V评级V5偏弱，通过+警告 | 趋势双强↑strong_pass\n--- Claude AI 过滤 (15.04s) ---\nClaude SHORT → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: 15m核心动量A组全面顺势做空（TSIHA=-1，Wave=-2，momo=-4极强共振），但1H_TSIHA=+1且1H_momo=+4形成严重跨周期分歧，表明更高周期动量仍看涨；deviation_ratio=1.28属价格极度延伸，做空方向为均值回归统计有利但极度延伸叠加1H多头惯性（TSIHA仍+1）触发reduce规则，综合仓位定为65%。","reason":"阶段1: A-4级 (总分-0.4, WMvalue: -72.31) | 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V5偏弱，通过+警告 | 阶段5(OB): 做空信号在1H+4H压力下方运行｜压力:4H压力下方18.72%,1H压力下方11.69%｜支撑:4H支撑上方22.11%,1H支撑上方13.53% | ⚠️乖离率超限111%→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":-0.4,"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":false,"threshold":-38.5,"details":"TSI=-72.31 > -38.5 (避免超卖)"},"tsi_value":-72.31345689616435},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-09T13:46:03.812464"}
2026-06-09 10:15:31 ET Scale-in 77.0 $42.28 +$97.24 (3.0%) - 43531020486183936
Original Signal JSON 
{"close":42.26,"action":"sell","ticker":"SMCI","exchange":"BATS","quantity":77,"stopLoss":{"stopPrice":43.53},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bearish","takeProfit":{"limitPrice":40.15},"referencePrice":42.26,"filter_result":{"decision":"strong_pass","rating":"A-4","final_rating":"Signal: A-4, WMvalue: -75.68, 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: B+4,reject, WMvalue: 59.17, 趋势强度: 100%\nHTF动能一致性: 分歧 (0/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: V5 (UUDD)\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21.86%,1H压力下方14.65%｜支撑:4H支撑上方20.04%,1H支撑上方11.24%\nDeviation: 130.6% → 仓位x0.3\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 V5\nFinal Decision: STRONG_PASS - 6维度pass但V评级V5偏弱，通过+警告 | 趋势双强↑strong_pass\n--- Claude AI 过滤 (13.03s) ---\nClaude SHORT → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: A组/C组15m动量全面看空（TSIHA=-1, Wave=-2, momo=-4），但J组1H动量极强看涨（TSIHA=+1, Wave=+2, momo=+4）且4H/日线结构顺多，跨周期严重分歧；同时RSI深度超卖（19.80）叠加deviation_ratio=1.50且1H多头惯性未减退，触发'极度延伸+核心指标仍看涨'reduce规则，综合仓位降至65%。","reason":"阶段1: A-4级 (总分-0.4, WMvalue: -75.68) | 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V5偏弱，通过+警告 | 阶段5(OB): 做空信号在1H+4H压力下方运行｜压力:4H压力下方21.86%,1H压力下方14.65%｜支撑:4H支撑上方20.04%,1H支撑上方11.24% | ⚠️乖离率超限131%→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":-0.4,"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":false,"threshold":-38.5,"details":"TSI=-75.68 > -38.5 (避免超卖)"},"tsi_value":-75.68268771678842},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-09T14:15:19.192012"}

Exit Details
Exit Price: $81.61
Avg Entry Price: $81.33
Exit Quantity: 66.0
Exit Method: webhook_signal
P&L Summary

$-17.98

-0.33%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-09 12:00:39 ET Initial 66.0 $81.33 $-17.98 (-0.3%) 📌Momo Strong Entry Signal: A-4, WMvalue: -37.15, 趋势强度: 100% 动能一致性: 强一致 (4/4) Momo State: 共振空头 (-2+-2) HTF: A-4,strongpass, WMvalue: -2.55, 趋势强度: 88.2% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振空头 (-2+-2) | 60 Market Structure: VOID (UUUD) 🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方31.93%,1H压力下方7.48%｜支撑:4H支撑上方9.14%,1H支撑上方7.0% Deviation: 80.3% → 仓位x0.4 MarketRegime: APEX_BEAR Squeeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass] 多维综合评级: A-4 M-4 VOID Final Decision: STRONGPASS - VOID豁免通过 --- TDIndicator过滤 --- TDIndicator SHORT → full_bypass ✅ HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 108% 43531847360053248
Original Signal JSON 
{"action":"sell","extras":{"indicator":"📌Momo Strong Entry\nSignal: A-4, WMvalue: -37.15, 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: A-4,strongpass, WMvalue: -2.55, 趋势强度: 88.2%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: VOID (UUUD)\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31.93%,1H压力下方7.48%｜支撑:4H支撑上方9.14%,1H支撑上方7.0%\nDeviation: 80.3% → 仓位x0.4\nMarketRegime: APEX_BEAR\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 VOID\nFinal Decision: STRONGPASS - VOID豁免通过\n--- TDIndicator过滤 ---\nTDIndicator SHORT → full_bypass ✅\nHTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 108%","timeframe":"15","originalIndicator":"Momo Strong Entry"},"ticker":"HOOD","quantity":66,"stopLoss":{"stopPrice":84.52},"takeProfit":{"limitPrice":75.82},"referencePrice":81.04,"timeframe":"15","filter_result":{"decision":"strongpass","rating":"A-4","final_rating":"📌Momo Strong Entry\nSignal: A-4, WMvalue: -37.15, 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: A-4,strongpass, WMvalue: -2.55, 趋势强度: 88.2%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: VOID (UUUD)\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31.93%,1H压力下方7.48%｜支撑:4H支撑上方9.14%,1H支撑上方7.0%\nDeviation: 80.3% → 仓位x0.4\nMarketRegime: APEX_BEAR\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 VOID\nFinal Decision: STRONGPASS - VOID豁免通过\n--- TDIndicator过滤 ---\nTDIndicator SHORT → full_bypass ✅\nHTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 108%","reason":"阶段1: A-4级 (总分-0.4, WMvalue: -37.15) | 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): VOID豁免通过：当前A-级、6维度strongpass、HTF规则strongpass | 阶段5(OB): 做空信号在1H+4H压力下方运行｜压力:4H压力下方31.93%,1H压力下方7.48%｜支撑:4H支撑上方9.14%,1H支撑上方7.0% | 乖离率: 80.3%(x1.45)→仓位x0.4 | 阶段6(MRC): [MRC极强] APEX_BEAR+A-4级+HTF通过，强势做空","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=-37.15 > -38.5 (避免超卖)"},"tsi_value":-37.1452280676862},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-09T16:00:27.277948"}

Exit Details
Exit Price: $51.17
Avg Entry Price: $53.11
Exit Quantity: 59.0
Exit Method: webhook_signal
P&L Summary

$-114.25

-3.65%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-09 09:45:54 ET Initial 59.0 $53.11 $-114.25 (-3.6%) 📌algo X SniperBuy Mundy Signal: B-1, WMvalue: 3.63, 趋势强度: 5.9% 动能一致性: 一致 (3/4) Momo State: 震荡偏空 (-2+1) HTF: B-4,reject, WMvalue: -62.94, 趋势强度: 100% HTF动能一致性: 分歧 (0/4) HTF Momo State: 共振空头 (-2+-2) | 15 Market Structure: VOID (UDDD) ⚪ 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 Deviation: 1.9% → 仓位x1.0 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] 多维综合评级: B-1 M-1 VOID Final Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID) --- Claude AI 过滤 (12.32s) --- Claude LONG → REDUCE [low] 8层 ❌ | 最终仓位: 62% 判断: A组核心动量TSIHA与Wave均顺势，但市场结构三个时间框架逆势、momo=-1、RSIHA=-1，跨周期信号高度分歧；日线EMA斜率分歧且趋势强度极弱，整体环境不利于追多，按「一顺一逆+无1H数据+多重逆势因素」给予低仓位。 43530787802578944
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"Timeframe: ; Bullish OB: 52.41 - 52.41; Bearish OB: 52.41 - 52.41","symbol":"ORCX","MAtrend":"0","pmaText":"PMA Bullish","POCtrend":"1","adxValue":"20.8941499124","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"38.8537647437","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 50.00; Prev DailyPOC: 50.00; Weekly POC: 50.00; Prev Weekly POC: 62.00; Monthly POC: 62.00; Prev Monthly POC: 43.86","AIbandsignal":"green uptrend","center_trend":"Weak Bearish","ratingstatus":"Bullish-Medium-TrendDriven","HTFwave_signal":"Bearish","TrendTracerHTF":"1","ewotrend_state":"Weak Bearish","lastDemandText":"51.6 - 51.41 | 5m","lastSupplyText":"52.02 - 51.82 | 5m","FormattedScores":"S:2 / L:1","rsi_state_trend":"Bullish","wavemarket_state":"Short Strong","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":"50.66"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: B-1, WMvalue: 3.63, 趋势强度: 5.9%\n动能一致性: 一致 (3/4)\nMomo State: 震荡偏空 (-2+1)\nHTF: B-4,reject, WMvalue: -62.94, 趋势强度: 100%\nHTF动能一致性: 分歧 (0/4)\nHTF Momo State: 共振空头 (-2+-2) | 15\nMarket Structure: VOID (UDDD)\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: 1.9% → 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-1 M-1 VOID\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID)\n--- Claude AI 过滤 (12.32s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 62%\n判断: A组核心动量TSIHA与Wave均顺势，但市场结构三个时间框架逆势、momo=-1、RSIHA=-1，跨周期信号高度分歧；日线EMA斜率分歧且趋势强度极弱，整体环境不利于追多，按「一顺一逆+无1H数据+多重逆势因素」给予低仓位。","oscrating":55,"timeframe":"5m","trendrating":80,"referencePrice":52.41,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"ORCX","quantity":59,"stopLoss":{"stopPrice":51.36},"takeProfit":{"limitPrice":43.86},"timeframe":"5m","filter_result":{"decision":"reject","rating":"B-1","final_rating":"📌algo X SniperBuy Mundy\nSignal: B-1, WMvalue: 3.63, 趋势强度: 5.9%\n动能一致性: 一致 (3/4)\nMomo State: 震荡偏空 (-2+1)\nHTF: B-4,reject, WMvalue: -62.94, 趋势强度: 100%\nHTF动能一致性: 分歧 (0/4)\nHTF Momo State: 共振空头 (-2+-2) | 15\nMarket Structure: VOID (UDDD)\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: 1.9% → 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-1 M-1 VOID\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID)\n--- Claude AI 过滤 (12.32s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 62%\n判断: A组核心动量TSIHA与Wave均顺势，但市场结构三个时间框架逆势、momo=-1、RSIHA=-1，跨周期信号高度分歧；日线EMA斜率分歧且趋势强度极弱，整体环境不利于追多，按「一顺一逆+无1H数据+多重逆势因素」给予低仓位。","reason":"阶段1: B-1级 (总分0.31, WMvalue: 3.63) | 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=VOID) | 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: 1.9%(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":3.5999999999999996,"wave_components":{"wavematrixtrend":1,"momentum_state":1,"tsimastatus":1,"tsiha":1,"rsiha":-1,"calculated":3.6,"limited":3.6},"momo_indicators":{"momo_swing_state":-2,"momo_longswing_state":1,"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":0.31,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看涨: TSIHA, TSIMASTATUS, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=3.63 < 40.0 (避免超买)"},"tsi_value":3.6281404113587703},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-09T13:45:45.849047"}

Exit Details
Exit Price: $224.39
Avg Entry Price: $229.00
Exit Quantity: 49.0
Exit Method: trailing_stop
P&L Summary

$-225.89

-2.01%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-09 09:46:38 ET Initial 49.0 $229.00 $-225.89 (-2.0%) platform input 43530788894146560
Original Signal JSON 
{"symbol":"SOXL","extras":{"indicator":"platform input","referencePrice":228.19},"side":"buy","quantity":49,"order_type":"limit","price":228.19,"stop_loss":224.46,"take_profit":236.46}

Exit Details
Exit Price: $105.79
Avg Entry Price: $103.48
Exit Quantity: 96.0
Exit Method: trailing_stop
P&L Summary

+$221.68

2.23%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-08 18:41:50 ET Initial 96.0 $103.48 +$221.68 (2.2%) - 43523235120025600
Original Signal JSON 
{"close":103.48,"action":"buy","ticker":"GDXU","exchange":"BATS","quantity":96,"stopLoss":{"stopPrice":100.38},"indicator":"market wave pro","timeframe":"15 M","alert_name":"Buy Signals","takeProfit":{"limitPrice":108.65},"referencePrice":103.48,"filter_result":{"decision":"reject","rating":"C-1","final_rating":"Signal: C-1, WMvalue: -18.33, 趋势强度: 64.7%\n动能一致性: 分歧 (0/4)\nMomo State: 震荡偏空 (1+-2)\nHTF: B+0,pass, WMvalue: -36.22, 趋势强度: 29.4%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (2+-2) | 60\nMarket Structure: VOID (DUDD)\n🟢 OB: pass(+0.5) - 做多信号在4H支撑上方运行｜支撑:4H支撑上方16.72%,1H支撑下方2.72%｜阻力:距4H阻力34.05%,距1H阻力42.33%\nDeviation: 102.6% → 仓位x0.3\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 VOID\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID)\n--- Claude AI 过滤 (10.23s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 50%\n判断: 核心动量指标TSIHA=-1、Wavematrixtrend=-2双双逆势，为MWP框架下最高警示组合，日线强空排列score=-3且均线加速下行，deviation_ratio=1.23严重超标，多重关键指标同向拒绝信号，仅受框架限制输出最低仓位50%。","reason":"阶段1: C-1级 (总分-0.45, WMvalue: -18.33) | 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=VOID) | 阶段5(OB): 做多信号在4H支撑上方运行｜支撑:4H支撑上方16.72%,1H支撑下方2.72%｜阻力:距4H阻力34.05%,距1H阻力42.33% | ⚠️乖离率超限103%→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":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":false,"aligned_count":0,"details":"0/4个指标看涨: 无","wavematrix_status":"分歧","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=-18.33 < 40.0 (避免超买)"},"tsi_value":-18.334632516599616},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-08T21:45:19.654823"}

Exit Details
Exit Price: $58.79
Avg Entry Price: $60.30
Exit Quantity: 74.0
Exit Method: stop_loss
P&L Summary

$-112.11

-2.51%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-09 04:20:26 ET Initial 74.0 $60.30 $-112.11 (-2.5%) - 43528194493779968
Original Signal JSON 
{"close":60.3,"action":"buy","ticker":"OKLO","exchange":"BATS","quantity":74,"stopLoss":{"stopPrice":58.49},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bullish + Buy+","takeProfit":{"limitPrice":63.31},"referencePrice":60.3,"filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"Signal: A++4, WMvalue: 20.33, 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+3,strongpass, WMvalue: 4.75, 趋势强度: 82.4%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 强多头 (2+1) | 60\nMarket Structure: VOID (DDDD)\n🟢 OB: pass(+0.5) - 做多信号在4H支撑上方运行｜支撑:4H支撑上方19.07%,1H支撑下方7.99%｜阻力:距4H阻力20.89%,距1H阻力16.85%\nDeviation: 15.0% → 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: A++4 M+4 VOID\nFinal Decision: STRONGPASS - VOID豁免通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → ma_only ✅\nHTF评分: 4/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 90%","reason":"阶段1: A++4级 (总分0.6, WMvalue: 20.33) | 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+3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4H支撑上方运行｜支撑:4H支撑上方19.07%,1H支撑下方7.99%｜阻力:距4H阻力20.89%,距1H阻力16.85% | 乖离率: 15.0%(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":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=20.33 < 40.0 (避免超买)"},"tsi_value":20.3304695677882},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-09T08:16:05.817489"}

Exit Details
Exit Price: $51.87
Avg Entry Price: $51.39
Exit Quantity: 53.0
Exit Method: webhook_signal
P&L Summary

+$25.49

0.94%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-09 05:26:26 ET Initial 53.0 $51.39 +$25.49 (0.9%) 📌algo X SniperBuy MainTrend AI Signal: B+0, WMvalue: -41.91, 趋势强度: 41.2% 动能一致性: 分歧 (1/4) Momo State: 中性/冲突 (-2+2) HTF: C+0,reject, WMvalue: 6.22, 趋势强度: 11.8% HTF动能一致性: 分歧 (0/4) HTF Momo State: 中性/冲突 (2+-2) | 15 Market Structure: VOID (UDDD) ⚪ 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 Deviation: 33.8% → 仓位x0.8 Squeeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass] 多维综合评级: B+0 M0 VOID Final Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID) --- Claude AI 过滤 (9.34s) --- Claude LONG → REDUCE [low] 8层 ❌ | 最终仓位: 55% 判断: A组核心动量严重逆势：TSIHA=-1且TSI=-41.91为极强看跌信号，仅Wavematrixtrend=+1一项顺势，属于'一顺一逆'；叠加无1H数据、momo=0中性，基础仓位落在55-65%区间；市场结构15m/1H/4H三层均空头，整体动量环境极度不利做多，取区间下限55%。 43528747218374656
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"Timeframe: ; Bullish OB: 51.41 - 51.41; Bearish OB: 51.41 - 51.41","symbol":"ORCX","MAtrend":"1","pmaText":"PMA Trendless","POCtrend":"1","adxValue":"33.0298666114","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"45.6213205683","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 50.68; Prev DailyPOC: 50.00; Weekly POC: 50.00; Prev Weekly POC: 62.00; Monthly POC: 62.00; Prev Monthly POC: 43.86","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-OscDriven","HTFwave_signal":"Neutral","TrendTracerHTF":"-1","ewotrend_state":"Strong Bullish","lastDemandText":"50.05 - 49.84 | 5m","lastSupplyText":"50.26 - 50.06 | 5m","FormattedScores":"S:2 / L:0","rsi_state_trend":"Neutral","wavemarket_state":"Long Strong","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":"49.59"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy MainTrend AI\nSignal: B+0, WMvalue: -41.91, 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: 6.22, 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) | 15\nMarket Structure: VOID (UDDD)\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: 33.8% → 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+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 (9.34s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: A组核心动量严重逆势：TSIHA=-1且TSI=-41.91为极强看跌信号，仅Wavematrixtrend=+1一项顺势，属于'一顺一逆'；叠加无1H数据、momo=0中性，基础仓位落在55-65%区间；市场结构15m/1H/4H三层均空头，整体动量环境极度不利做多，取区间下限55%。","oscrating":90,"timeframe":"5m","trendrating":80,"referencePrice":51.41,"originalIndicator":"algo X SniperBuy MainTrend AI"},"ticker":"ORCX","quantity":53,"stopLoss":{"stopPrice":51.02},"takeProfit":{"limitPrice":43.86},"timeframe":"5m","filter_result":{"decision":"reject","rating":"B+0","final_rating":"📌algo X SniperBuy MainTrend AI\nSignal: B+0, WMvalue: -41.91, 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: 6.22, 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) | 15\nMarket Structure: VOID (UDDD)\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: 33.8% → 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+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 (9.34s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: A组核心动量严重逆势：TSIHA=-1且TSI=-41.91为极强看跌信号，仅Wavematrixtrend=+1一项顺势，属于'一顺一逆'；叠加无1H数据、momo=0中性，基础仓位落在55-65%区间；市场结构15m/1H/4H三层均空头，整体动量环境极度不利做多，取区间下限55%。","reason":"阶段1: B+0级 (总分0.15, WMvalue: -41.91) | 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=VOID) | 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: 33.8%→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":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":0.15,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看涨: Wavematrixtrend","wavematrix_status":"分歧","wavematrix_value":1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=-41.91 < 40.0 (避免超买)"},"tsi_value":-41.90976247324447},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-09T09:26:18.195389"}

Exit Details
Exit Price: $50.63
Avg Entry Price: $49.74
Exit Quantity: 149.0
Exit Method: stop_loss
P&L Summary

+$132.61

1.79%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-08 10:14:35 ET Initial 149.0 $49.74 +$132.61 (1.8%) platform input 43519687678364672
Original Signal JSON 
{"symbol":"ORCX","extras":{"indicator":"platform input","referencePrice":49.74},"side":"buy","quantity":149,"order_type":"limit","price":49.74,"stop_loss":48.54,"take_profit":53.77}

Exit Details
Exit Price: $218.40
Avg Entry Price: $214.60
Exit Quantity: 46.0
Exit Method: stop_loss
P&L Summary

+$175.13

1.77%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-08 10:40:32 ET Initial 46.0 $214.60 +$175.13 (1.8%) [Trend_Optimized] Signal: B-4, WMvalue: -41.54, 趋势强度: 100% 动能一致性: 分歧 (0/4) Momo State: 共振空头 (-2+-2) HTF: B+0,strongpass, WMvalue: 13.36, 趋势强度: 41.2% HTF动能一致性: 强一致 (4/4) HTF Momo State: 中性/冲突 (-2+2) | 15 Market Structure: VOID (UDDD) 🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方27.4%,1H支撑上方11.75%｜阻力:距4H阻力20.01%,1H无阻力OB Deviation: 85.4% → 仓位x0.4 MarketRegime: VELOCITY_BULL Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] 多维综合评级: B-4 M-4 VOID Final Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济 [Claude] LONG→REJECT [high] | 8层❌ | pos:0% | 1H_TSIHA=-1触发硬拒规则（实测正确率<30%），叠加当前TF TSIHA=-1、Wave=-2、momo=-4三重极端逆势，5m Vortex强空头主导(gap=0.452)，多层条件均指向拒绝。 ⚠️ [6D/HTF拒绝] 不触发MRC救济 ⚠️ TSI警告: 做多TSI=-41.5<-15 动量严重反向 43519892700269568
Original Signal JSON 
{"action": "buy", "quantity": 46.4650620394, "stopLoss": {"stopPrice": 202.09}, "takeProfit": {"limitPrice": 245.1}, "referencePrice": 214.38, "timeframe": "5", "ticker": "SOXL", "extras": {"indicator": "[Trend_Optimized]\nSignal: B-4, WMvalue: -41.54, \u8d8b\u52bf\u5f3a\u5ea6: 100%\n\u52a8\u80fd\u4e00\u81f4\u6027: \u5206\u6b67 (0/4)\nMomo State: \u5171\u632f\u7a7a\u5934 (-2+-2)\nHTF: B+0,strongpass, WMvalue: 13.36, \u8d8b\u52bf\u5f3a\u5ea6: 41.2%\nHTF\u52a8\u80fd\u4e00\u81f4\u6027: \u5f3a\u4e00\u81f4 (4/4)\nHTF Momo State: \u4e2d\u6027/\u51b2\u7a81 (-2+2) | 15\nMarket Structure: VOID (UDDD)\n\ud83d\udfe2 OB: pass(+0.5) - \u505a\u591a\u4fe1\u53f7\u57281H+4H\u652f\u6491\u4e0a\u65b9\u8fd0\u884c\uff5c\u652f\u6491:4H\u652f\u6491\u4e0a\u65b927.4%,1H\u652f\u6491\u4e0a\u65b911.75%\uff5c\u963b\u529b:\u8ddd4H\u963b\u529b20.01%,1H\u65e0\u963b\u529bOB\nDeviation: 85.4% \u2192 \u4ed3\u4f4dx0.4\nMarketRegime: VELOCITY_BULL\nSqueeze: \u2705\u8d8b\u52bf\u5171\u632f pass, HTF[\u975e\u6324\u538b,\u6709pass]+Cur[\u975e\u6324\u538b,\u6709pass]\n\u591a\u7ef4\u7efc\u5408\u8bc4\u7ea7: B-4 M-4 VOID\nFinal Decision: REJECT - [6D/HTF\u62d2\u7edd] \u4e0d\u89e6\u53d1MRC\u6551\u6d4e\n[Claude] LONG\u2192REJECT [high] | 8\u5c42\u274c | pos:0% | 1H_TSIHA=-1\u89e6\u53d1\u786c\u62d2\u89c4\u5219\uff08\u5b9e\u6d4b\u6b63\u786e\u7387<30%\uff09\uff0c\u53e0\u52a0\u5f53\u524dTF TSIHA=-1\u3001Wave=-2\u3001momo=-4\u4e09\u91cd\u6781\u7aef\u9006\u52bf\uff0c5m Vortex\u5f3a\u7a7a\u5934\u4e3b\u5bfc(gap=0.452)\uff0c\u591a\u5c42\u6761\u4ef6\u5747\u6307\u5411\u62d2\u7edd\u3002\n\u26a0\ufe0f [6D/HTF\u62d2\u7edd] \u4e0d\u89e6\u53d1MRC\u6551\u6d4e\n\u26a0\ufe0f TSI\u8b66\u544a: \u505a\u591aTSI=-41.5<-15 \u52a8\u91cf\u4e25\u91cd\u53cd\u5411", "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}, "filter_status": "\u274c \u62d2\u7edd", "filter_decision": "reject", "btml_path": "claude_reject(0%)", "btml_position_pct": 0, "claude_decision": "reject", "claude_confidence": "high", "claude_reasoning": "1H_TSIHA=-1\u89e6\u53d1\u786c\u62d2\u89c4\u5219\uff08\u5b9e\u6d4b\u6b63\u786e\u7387<30%\uff09\uff0c\u53e0\u52a0\u5f53\u524dTF TSIHA=-1\u3001Wave=-2\u3001momo=-4\u4e09\u91cd\u6781\u7aef\u9006\u52bf\uff0c5m Vortex\u5f3a\u7a7a\u5934\u4e3b\u5bfc(gap=0.452)\uff0c\u591a\u5c42\u6761\u4ef6\u5747\u6307\u5411\u62d2\u7edd\u3002"}, "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: $58.89
Avg Entry Price: $59.25
Exit Quantity: 42.0
Exit Method: webhook_signal
P&L Summary

+$15.08

0.61%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-08 09:46:28 ET Initial 42.0 $59.25 +$15.08 (0.6%) 📌algo WaveMatrix shortStrongSignal Signal: B-4, WMvalue: 7.94, 趋势强度: 52.9% 动能一致性: 一致 (3/4) Momo State: 共振空头 (-2+-2) HTF: C+4,pass, WMvalue: -4.18, 趋势强度: 29.4% HTF动能一致性: 较弱 (2/4) HTF Momo State: 共振多头 (2+2) | 60 Market Structure: V2 (DDDU) ⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB Deviation: 4.9% → 仓位x1.0 Squeeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass] 多维综合评级: B-4 M-4 V2 Final Decision: PASS - 正常通过 HTF⚠️方向不一致 43519467417370624
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"Timeframe: ; Bullish OB: 58.94 - 58.94; Bearish OB: 58.94 - 58.94","symbol":"OKLO","MAtrend":"-1","pmaText":"PMA Trendless","POCtrend":"1","adxValue":"47.6660703858","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"47.3852968022","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 58.00; Prev DailyPOC: 58.00; Weekly POC: 58.00; Prev Weekly POC: 65.00; Monthly POC: 65.00; Prev Monthly POC: 71.00","AIbandsignal":"red downtrend","center_trend":"Weak Bearish","ratingstatus":"Bearish-Strong-TrendDriven","HTFwave_signal":"Bearish","TrendTracerHTF":"1","ewotrend_state":"Weak Bearish","lastDemandText":"64.29 - 63.34 | 15m","lastSupplyText":"66.58 - 65.65 | 15m","FormattedScores":"S:5 / L:1","rsi_state_trend":"Bearish","wavemarket_state":"Short Strong","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":"63.46"},"action":"sell","extras":{"risk":1,"indicator":"📌algo WaveMatrix shortStrongSignal\nSignal: B-4, WMvalue: 7.94, 趋势强度: 52.9%\n动能一致性: 一致 (3/4)\nMomo State: 共振空头 (-2+-2)\nHTF: C+4,pass, WMvalue: -4.18, 趋势强度: 29.4%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: V2 (DDDU)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB\nDeviation: 4.9% → 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-4 M-4 V2\nFinal Decision: PASS - 正常通过\nHTF⚠️方向不一致","oscrating":30,"timeframe":"15m","trendrating":110,"referencePrice":58.94,"originalIndicator":"algo WaveMatrix shortStrongSignal"},"ticker":"OKLO","quantity":42,"stopLoss":{"stopPrice":60.95},"takeProfit":{"limitPrice":62.01},"timeframe":"15m","filter_result":{"decision":"pass","rating":"B-4","final_rating":"📌algo WaveMatrix shortStrongSignal\nSignal: B-4, WMvalue: 7.94, 趋势强度: 52.9%\n动能一致性: 一致 (3/4)\nMomo State: 共振空头 (-2+-2)\nHTF: C+4,pass, WMvalue: -4.18, 趋势强度: 29.4%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: V2 (DDDU)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB\nDeviation: 4.9% → 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-4 M-4 V2\nFinal Decision: PASS - 正常通过\nHTF⚠️方向不一致","reason":"阶段1: B-4级 (总分-0.45, WMvalue: 7.94) | 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): 正常通过：6维度pass + V评级V2 | 阶段5(OB): OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB | 乖离率: 4.9%(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":-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":-0.45,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看跌: TSIHA, RSIHA, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=7.94 > -38.5 (避免超卖)"},"tsi_value":7.940447560275733},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-08T13:46:20.508340"}

Exit Details
Exit Price: $203.75
Avg Entry Price: $212.53
Exit Quantity: 49.0
Exit Method: stop_loss
P&L Summary

$-430.21

-4.13%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-08 09:43:42 ET Initial 49.0 $212.53 $-430.21 (-4.1%) platform input 43519445788396544
Original Signal JSON 
{"symbol":"SOXL","extras":{"indicator":"platform input","referencePrice":0},"side":"buy","quantity":49,"order_type":"market","stop_loss":203.9,"take_profit":222.55}

Exit Details
Exit Price: $50.90
Avg Entry Price: $59.64
Exit Quantity: 202.0
Exit Method: trailing_stop
P&L Summary

$-1767.62

-14.67%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-08 09:32:10 ET Scale-in 53.0 $51.82 $-48.80 (-1.8%) 📌algo X SniperBuy Mundy Signal: C-4, WMvalue: -59.88, 趋势强度: 64.7% 动能一致性: 一致 (3/4) Momo State: 共振空头 (-2+-2) HTF: C-4,pass, WMvalue: 2.18, 趋势强度: 17.6% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振空头 (-2+-2) | 15 Market Structure: VOID (UDDD) ⚪ 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 Deviation: 20.7% → 仓位x1.0 Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass] 多维综合评级: C-4 M-4 VOID Final Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID) --- Claude AI 过滤 (10.33s) --- Claude LONG → REDUCE [low] 8层 ❌ | 最终仓位: 55% 判断: TSIHA=+1顺势但Wavematrixtrend=-2强烈逆势，两者分歧触发一顺一逆降仓基础；更关键的是momoCompositeScore=-4为极强空头共振，叠加三个短周期市场结构全逆势、isChoppy激活，综合判断做多信号极弱，维持最低仓位区间。 43518281918582784
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"Timeframe: ; Bullish OB: 51.82 - 51.82; Bearish OB: 51.82 - 51.82","symbol":"ORCX","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"1","adxValue":"16.5864484302","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"32.1296084049","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 50.00; Prev DailyPOC: 50.00; Weekly POC: 50.00; Prev Weekly POC: 62.00; Monthly POC: 62.00; Prev Monthly POC: 43.86","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-OscDriven","HTFwave_signal":"Neutral","TrendTracerHTF":"1","ewotrend_state":"Strong Bullish","lastDemandText":"49.07 - 48.71 | 5m","lastSupplyText":"51.99 - 51.64 | 5m","FormattedScores":"S:3 / L:1","rsi_state_trend":"Bearish","wavemarket_state":"Short Weak","Current_timeframe":"5","TrendTracersignal":"1","MAtrend_timeframe1":"-2","MAtrend_timeframe2":"-1","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"49.23"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: C-4, WMvalue: -59.88, 趋势强度: 64.7%\n动能一致性: 一致 (3/4)\nMomo State: 共振空头 (-2+-2)\nHTF: C-4,pass, WMvalue: 2.18, 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: VOID (UDDD)\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: 20.7% → 仓位x1.0\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-4 M-4 VOID\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID)\n--- Claude AI 过滤 (10.33s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: TSIHA=+1顺势但Wavematrixtrend=-2强烈逆势，两者分歧触发一顺一逆降仓基础；更关键的是momoCompositeScore=-4为极强空头共振，叠加三个短周期市场结构全逆势、isChoppy激活，综合判断做多信号极弱，维持最低仓位区间。","oscrating":90,"timeframe":"5m","trendrating":80,"referencePrice":51.82,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"ORCX","quantity":53,"stopLoss":{"stopPrice":51.12},"takeProfit":{"limitPrice":43.86},"timeframe":"5m","filter_result":{"decision":"reject","rating":"C-4","final_rating":"📌algo X SniperBuy Mundy\nSignal: C-4, WMvalue: -59.88, 趋势强度: 64.7%\n动能一致性: 一致 (3/4)\nMomo State: 共振空头 (-2+-2)\nHTF: C-4,pass, WMvalue: 2.18, 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: VOID (UDDD)\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: 20.7% → 仓位x1.0\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-4 M-4 VOID\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID)\n--- Claude AI 过滤 (10.33s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: TSIHA=+1顺势但Wavematrixtrend=-2强烈逆势，两者分歧触发一顺一逆降仓基础；更关键的是momoCompositeScore=-4为极强空头共振，叠加三个短周期市场结构全逆势、isChoppy激活，综合判断做多信号极弱，维持最低仓位区间。","reason":"阶段1: C-4级 (总分-0.32, WMvalue: -59.88) | 阶段2: HTF规则pass | 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=VOID) | 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: 20.7%(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":-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":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=-59.88 < 40.0 (避免超买)"},"tsi_value":-59.88215070923735},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-08T11:15:34.044702"}

Exit Details
Exit Price: $42.94
Avg Entry Price: $44.34
Exit Quantity: 56.0
Exit Method: stop_loss
P&L Summary

$-78.32

-3.15%

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

Exit Details
Exit Price: $195.86
Avg Entry Price: $200.62
Exit Quantity: 78.0
Exit Method: webhook_signal
P&L Summary

$-370.70

-2.37%

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

Exit Details
Exit Price: $44.30
Avg Entry Price: $44.30
Exit Quantity: 56.0
Exit Method: trailing_stop
P&L Summary

+$0.00

0.00%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-08 06:47:11 ET Initial 56.0 $44.30 +$0.00 (0.0%) - 43518043936263168
Original Signal JSON 
{"close":44.3,"action":"buy","ticker":"SMCI","exchange":"BATS","quantity":56,"stopLoss":{"stopPrice":42.97},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bullish","takeProfit":{"limitPrice":46.52},"referencePrice":44.3,"filter_result":{"decision":"reject","rating":"C-4","final_rating":"Signal: C-4, WMvalue: -31.67, 趋势强度: 47.1%\n动能一致性: 一致 (3/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B+4,pass, WMvalue: 31.69, 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 (UUDD)\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23.72%,1H支撑上方15.33%｜阻力:距4H阻力16.25%,距1H阻力7.14%\nDeviation: 43.7% → 仓位x0.8\nMarketRegime: APEX_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-4 M-4 V3\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (11.98s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 50%\n判断: 1H_TSIHA=-1触发跨周期硬拒条件，但1H Vortex顺势(gap=0.253≥0.10)提供保护将reject降为reduce；然而15m Vortex强逆势(gap=0.510)叠加momoCompositeScore=-4极强空头动量、Wavematrixtrend=-2，多重核心指标逆势，仓位压至最低50%。","reason":"阶段1: C-4级 (总分-0.27, WMvalue: -31.67) | 阶段2: HTF规则pass | 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=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23.72%,1H支撑上方15.33%｜阻力:距4H阻力16.25%,距1H阻力7.14% | 乖离率: 43.7%(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":-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":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=-31.67 < 40.0 (避免超买)"},"tsi_value":-31.66698271476569},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-08T10:45:21.264743"}

Exit Details
Exit Price: $463.95
Avg Entry Price: $533.80
Exit Quantity: 10.0
Exit Method: stop_loss
P&L Summary

$-698.50

-13.09%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-05-22 11:06:12 ET Initial 10.0 $533.80 $-698.50 (-13.1%) platform input 43327576090611712
Original Signal JSON 
{"symbol":"SNPS","extras":{"indicator":"platform input","referencePrice":533.87},"side":"buy","quantity":10,"order_type":"limit","price":533.87}

Exit Details
Exit Price: $203.69
Avg Entry Price: $201.44
Exit Quantity: 79.0
Exit Method: stop_loss
P&L Summary

+$177.69

1.12%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-05 12:51:54 ET Initial 79.0 $201.44 +$177.69 (1.1%) platform input 43486952001899520
Original Signal JSON 
{"symbol":"SOXL","extras":{"indicator":"platform input","referencePrice":0},"side":"buy","quantity":79,"order_type":"market","stop_loss":188.51,"take_profit":239.15}

Exit Details
Exit Price: $201.71
Avg Entry Price: $218.25
Exit Quantity: 109.0
Exit Method: trailing_stop
P&L Summary

$-1920.48

-8.07%

Entry Signals Consumed (3)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-05 10:35:57 ET Initial 49.0 $227.75 $-1275.76 (-11.4%) platform input 43485882836192256
Original Signal JSON 
{"symbol":"SOXL","extras":{"indicator":"platform input","referencePrice":0},"side":"buy","quantity":49,"order_type":"market","stop_loss":216.02,"take_profit":243.25}
2026-06-05 11:43:01 ET Scale-in 30.0 $213.09 $-341.25 (-5.3%) platform input 43486410253275136
Original Signal JSON 
{"symbol":"SOXL","extras":{"indicator":"platform input","referencePrice":0},"side":"buy","quantity":30,"order_type":"market","stop_loss":205.88,"take_profit":232.41}
2026-06-05 12:22:25 ET Scale-in 30.0 $207.90 $-185.53 (-3.0%) platform input 43486720109056000
Original Signal JSON 
{"symbol":"SOXL","extras":{"indicator":"platform input","referencePrice":0},"side":"buy","quantity":30,"order_type":"market","stop_loss":200.43,"take_profit":228.91}

Exit Details
Exit Price: $18.91
Avg Entry Price: $21.61
Exit Quantity: 300.0
Exit Method: stop_loss
P&L Summary

$-1236.48

-7.16%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-05 10:18:16 ET Scale-in 300.0 $19.27 $-105.87 (-1.8%) platform input 43485743818346496
Original Signal JSON 
{"symbol":"MSFL","extras":{"indicator":"platform input","referencePrice":19.27},"side":"buy","quantity":300,"order_type":"limit","price":19.27,"stop_loss":18.9,"take_profit":19.89}

Exit Details
Exit Price: $362.80
Avg Entry Price: $365.54
Exit Quantity: 44.0
Exit Method: webhook_signal
P&L Summary

+$120.47

0.75%

Entry Signals Consumed (3)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-05 10:45:51 ET Initial 14.0 $365.43 +$36.78 (0.7%) 📌Momo Strong Entry Signal: A-4, WMvalue: -43.76, 趋势强度: 100% 动能一致性: 强一致 (4/4) Momo State: 共振空头 (-2+-2) HTF: B-4,strongpass, WMvalue: -2.88, 趋势强度: 58.8% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振空头 (-2+-2) | 60 Market Structure: V5 (UUDD) 🔴 OB: reject(-3) - [WM规则] WMvalue=-43.76超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方14.72%,1H压力下方14.9%｜支撑:4H支撑内,1H支撑上方8.22% Deviation: 63.3% → 仓位x0.6 MarketRegime: BULL_TRAP Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.465 weak(caution) [XGB:0.437/RF:0.508] 多维综合评级: A-4 M-4 V5 Final Decision: REJECT - [HTF][Momo+TSI] Momo=-4+TSIHA=-1+TSI=-2.9，挽救做空 --- Claude AI 过滤 (15.33s) --- Claude SHORT → PASS [high] 8层 ❌ | 最终仓位: 105% 判断: 跨周期动量完全顺势：当前TF与1H的TSIHA/Wave/momo全部-1/-2/-4三层共振看跌，L组1H强空排列score=-3加速确认方向。M组大级别弱势(-10%)+MarketRegimeCode逆势(-5%)抵消部分加成，RSI超卖在支撑区附近需注意，但做空deviation_ratio=0.92属均值回归有利区间，综合定位105%仓位高置信度做空。 43485960614317056
Original Signal JSON 
{"action":"sell","extras":{"indicator":"📌Momo Strong Entry\nSignal: A-4, WMvalue: -43.76, 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: B-4,strongpass, WMvalue: -2.88, 趋势强度: 58.8%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V5 (UUDD)\n🔴 OB: reject(-3) - [WM规则] WMvalue=-43.76超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方14.72%,1H压力下方14.9%｜支撑:4H支撑内,1H支撑上方8.22%\nDeviation: 63.3% → 仓位x0.6\nMarketRegime: BULL_TRAP\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.465 weak(caution) [XGB:0.437/RF:0.508]\n多维综合评级: A-4 M-4 V5\nFinal Decision: REJECT - [HTF][Momo+TSI] Momo=-4+TSIHA=-1+TSI=-2.9，挽救做空\n--- Claude AI 过滤 (15.33s) ---\nClaude SHORT → PASS [high]\n8层 ❌ | 最终仓位: 105%\n判断: 跨周期动量完全顺势：当前TF与1H的TSIHA/Wave/momo全部-1/-2/-4三层共振看跌，L组1H强空排列score=-3加速确认方向。M组大级别弱势(-10%)+MarketRegimeCode逆势(-5%)抵消部分加成，RSI超卖在支撑区附近需注意，但做空deviation_ratio=0.92属均值回归有利区间，综合定位105%仓位高置信度做空。","timeframe":"15","originalIndicator":"Momo Strong Entry"},"ticker":"MDB","quantity":14,"stopLoss":{"stopPrice":373.91},"takeProfit":{"limitPrice":347.65},"referencePrice":365.67,"timeframe":"15","filter_result":{"decision":"reject","rating":"A-4","final_rating":"📌Momo Strong Entry\nSignal: A-4, WMvalue: -43.76, 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: B-4,strongpass, WMvalue: -2.88, 趋势强度: 58.8%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V5 (UUDD)\n🔴 OB: reject(-3) - [WM规则] WMvalue=-43.76超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方14.72%,1H压力下方14.9%｜支撑:4H支撑内,1H支撑上方8.22%\nDeviation: 63.3% → 仓位x0.6\nMarketRegime: BULL_TRAP\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.465 weak(caution) [XGB:0.437/RF:0.508]\n多维综合评级: A-4 M-4 V5\nFinal Decision: REJECT - [HTF][Momo+TSI] Momo=-4+TSIHA=-1+TSI=-2.9，挽救做空\n--- Claude AI 过滤 (15.33s) ---\nClaude SHORT → PASS [high]\n8层 ❌ | 最终仓位: 105%\n判断: 跨周期动量完全顺势：当前TF与1H的TSIHA/Wave/momo全部-1/-2/-4三层共振看跌，L组1H强空排列score=-3加速确认方向。M组大级别弱势(-10%)+MarketRegimeCode逆势(-5%)抵消部分加成，RSI超卖在支撑区附近需注意，但做空deviation_ratio=0.92属均值回归有利区间，综合定位105%仓位高置信度做空。","reason":"阶段1: A-4级 (总分-0.4, WMvalue: -43.76) | 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V5，降级为pass+警告 | 阶段5(OB): [WM规则] WMvalue=-43.76超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方14.72%,1H压力下方14.9%｜支撑:4H支撑内,1H支撑上方8.22% | 乖离率: 63.3%(x1.45)→仓位x0.6 | 阶段6(MRC): [HTF][Momo+TSI] Momo=-4+TSIHA=-1+TSI=-2.9，挽救做空","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":false,"threshold":-38.5,"details":"TSI=-43.76 > -38.5 (避免超卖)"},"tsi_value":-43.7642866762179},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-05T14:45:44.267203"}
2026-06-05 11:01:41 ET Scale-in 14.0 $366.78 +$55.70 (1.1%) 📌Strong Short Signal Signal: A-4, WMvalue: -43.35, 趋势强度: 100% 动能一致性: 强一致 (4/4) Momo State: 共振空头 (-2+-2) HTF: B-4,strongpass, WMvalue: -2.75, 趋势强度: 58.8% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振空头 (-2+-2) | 60 Market Structure: V5 (UUDD) 🔴 OB: reject(-3) - [WM规则] WMvalue=-43.35超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方14.35%,1H压力下方14.53%｜支撑:4H支撑内,1H支撑上方8.51% Deviation: 53.4% → 仓位x0.6 MarketRegime: BULL_TRAP Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.471 weak(caution) [XGB:0.437/RF:0.522] 多维综合评级: A-4 M-4 V5 Final Decision: REJECT - [HTF][Momo+TSI] Momo=-4+TSIHA=-1+TSI=-2.8，挽救做空 --- Claude AI 过滤 (15.81s) --- Claude SHORT → PASS [high] 8层 ❌ | 最终仓位: 105% 判断: 核心动量三层完全共振做空：当前TF TSIHA=-1、Wave=-2，1H_TSIHA=-1、1H_Wave=-2、1H_momo=-4，1H L组强空排列score=-3且死叉加速，momoCompositeScore=-4极端看跌，finaltotalScore=-17为最低值，趋势强度100%，所有A/C/D/J/L组指标全部顺势。RSI接近超卖(26.19)及日线RRG=Leading形成轻微阻力，但动量极端一致性压制反弹可能，M组大级别日线Leading×1H Lagging=弱势叠加15m Lagging入场逆势，综合仓位调整-10%，基准仓位从115%降至105%。 43486085111745536
Original Signal JSON 
{"action":"sell","extras":{"indicator":"📌Strong Short Signal\nSignal: A-4, WMvalue: -43.35, 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: B-4,strongpass, WMvalue: -2.75, 趋势强度: 58.8%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V5 (UUDD)\n🔴 OB: reject(-3) - [WM规则] WMvalue=-43.35超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方14.35%,1H压力下方14.53%｜支撑:4H支撑内,1H支撑上方8.51%\nDeviation: 53.4% → 仓位x0.6\nMarketRegime: BULL_TRAP\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.471 weak(caution) [XGB:0.437/RF:0.522]\n多维综合评级: A-4 M-4 V5\nFinal Decision: REJECT - [HTF][Momo+TSI] Momo=-4+TSIHA=-1+TSI=-2.8，挽救做空\n--- Claude AI 过滤 (15.81s) ---\nClaude SHORT → PASS [high]\n8层 ❌ | 最终仓位: 105%\n判断: 核心动量三层完全共振做空：当前TF TSIHA=-1、Wave=-2，1H_TSIHA=-1、1H_Wave=-2、1H_momo=-4，1H L组强空排列score=-3且死叉加速，momoCompositeScore=-4极端看跌，finaltotalScore=-17为最低值，趋势强度100%，所有A/C/D/J/L组指标全部顺势。RSI接近超卖(26.19)及日线RRG=Leading形成轻微阻力，但动量极端一致性压制反弹可能，M组大级别日线Leading×1H Lagging=弱势叠加15m Lagging入场逆势，综合仓位调整-10%，基准仓位从115%降至105%。","timeframe":"15","originalIndicator":"Strong Short Signal"},"ticker":"MDB","quantity":14,"stopLoss":{"stopPrice":374.97},"takeProfit":{"limitPrice":349.08},"referencePrice":366.85,"timeframe":"15","filter_result":{"decision":"reject","rating":"A-4","final_rating":"📌Strong Short Signal\nSignal: A-4, WMvalue: -43.35, 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: B-4,strongpass, WMvalue: -2.75, 趋势强度: 58.8%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V5 (UUDD)\n🔴 OB: reject(-3) - [WM规则] WMvalue=-43.35超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方14.35%,1H压力下方14.53%｜支撑:4H支撑内,1H支撑上方8.51%\nDeviation: 53.4% → 仓位x0.6\nMarketRegime: BULL_TRAP\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.471 weak(caution) [XGB:0.437/RF:0.522]\n多维综合评级: A-4 M-4 V5\nFinal Decision: REJECT - [HTF][Momo+TSI] Momo=-4+TSIHA=-1+TSI=-2.8，挽救做空\n--- Claude AI 过滤 (15.81s) ---\nClaude SHORT → PASS [high]\n8层 ❌ | 最终仓位: 105%\n判断: 核心动量三层完全共振做空：当前TF TSIHA=-1、Wave=-2，1H_TSIHA=-1、1H_Wave=-2、1H_momo=-4，1H L组强空排列score=-3且死叉加速，momoCompositeScore=-4极端看跌，finaltotalScore=-17为最低值，趋势强度100%，所有A/C/D/J/L组指标全部顺势。RSI接近超卖(26.19)及日线RRG=Leading形成轻微阻力，但动量极端一致性压制反弹可能，M组大级别日线Leading×1H Lagging=弱势叠加15m Lagging入场逆势，综合仓位调整-10%，基准仓位从115%降至105%。","reason":"阶段1: A-4级 (总分-0.4, WMvalue: -43.35) | 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V5，降级为pass+警告 | 阶段5(OB): [WM规则] WMvalue=-43.35超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方14.35%,1H压力下方14.53%｜支撑:4H支撑内,1H支撑上方8.51% | 乖离率: 53.4%(x1.45)→仓位x0.6 | 阶段6(MRC): [HTF][Momo+TSI] Momo=-4+TSIHA=-1+TSI=-2.8，挽救做空","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":false,"threshold":-38.5,"details":"TSI=-43.35 > -38.5 (避免超卖)"},"tsi_value":-43.34512952476},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-05T15:01:31.349713"}
2026-06-05 11:16:10 ET Scale-in 16.0 $364.55 +$28.00 (0.5%) - 43486198990769152
Original Signal JSON 
{"close":364.6,"action":"sell","ticker":"MDB","exchange":"BATS","quantity":16,"stopLoss":{"stopPrice":375.54},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bearish","takeProfit":{"limitPrice":342.72},"referencePrice":364.6,"filter_result":{"decision":"reject","rating":"A-4","final_rating":"Signal: A-4, WMvalue: -49.88, 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: B-4,strongpass, WMvalue: -7.41, 趋势强度: 58.8%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V5 (UUDD)\n🔴 OB: reject(-3) - [WM规则] WMvalue=-49.88超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方15.05%,1H压力下方15.24%｜支撑:4H支撑内,1H支撑上方7.95%\nDeviation: 57.5% → 仓位x0.6\nMarketRegime: BULL_TRAP\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.463 weak(caution) [XGB:0.437/RF:0.503]\n多维综合评级: A-4 M-4 V5\nFinal Decision: REJECT - [HTF][Momo+TSI] Momo=-4+TSIHA=-1+TSI=-7.4，挽救做空\n--- Claude AI 过滤 (13.94s) ---\nClaude SHORT → PASS [high]\n8层 ❌ | 最终仓位: 95%\n判断: 核心动量A组全面顺势（TSIHA=-1, Wave=-2），J组1H双层动量共振（1H_TSIHA=-1, 1H_momo=-4），C组极端看跌（-4），L组1H强空排列，动量体系高度一致支持做空。M组大级别日线=Leading × 1H=Lagging形成分歧（0%调整），RSI超卖叠加Bullish_OB支撑构成短期反弹风险，仓位从100%基础轻微下调至95%以应对潜在技术性反弹。","reason":"阶段1: A-4级 (总分-0.4, WMvalue: -49.88) | 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V5，降级为pass+警告 | 阶段5(OB): [WM规则] WMvalue=-49.88超卖(<-40)且接近4H支撑区，不做空｜压力:4H压力下方15.05%,1H压力下方15.24%｜支撑:4H支撑内,1H支撑上方7.95% | 乖离率: 57.5%(x1.45)→仓位x0.6 | 阶段6(MRC): [HTF][Momo+TSI] Momo=-4+TSIHA=-1+TSI=-7.4，挽救做空","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":false,"threshold":-38.5,"details":"TSI=-49.88 > -38.5 (避免超卖)"},"tsi_value":-49.88135826698721},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-05T15:16:01.213798"}

Exit Details
Exit Price: $371.48
Avg Entry Price: $367.09
Exit Quantity: 2.0
Exit Method: webhook_signal
P&L Summary

$-8.79

-1.20%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-05 10:01:37 ET Initial 2.0 $367.09 $-8.79 (-1.2%) 📌🏆 AIband Strategy Optimizer Signal: B-1, WMvalue: -30.01, 趋势强度: 64.7% 动能一致性: 强一致 (4/4) Momo State: 震荡偏空 (1+-2) HTF: B-4,strongpass, WMvalue: -2.49, 趋势强度: 58.8% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振空头 (-2+-2) | 60 Market Structure: V5 (UUDD) 🔴 OB: reject(-3) - 做空信号在4H Bullish OB区域内，强支撑｜压力:4H压力下方13.78%,1H压力下方13.96%｜支撑:4H支撑内,1H支撑上方8.97% Deviation: 66.8% → 仓位x0.6 MarketRegime: BULL_TRAP Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.411 weak(caution) [XGB:0.364/RF:0.482] 多维综合评级: B-1 M-1 V5 Final Decision: REJECT - [硬拒绝] OB硬拒绝: 做空信号在4H Bullish OB区域内，强支撑｜压力:4H压力下方13.78%,1H压力下方13.96%｜支撑:4H支撑内,1H支撑上方8.97%，MRC不可覆盖 --- Claude AI 过滤 (16.08s) --- Claude SHORT → PASS [high] 8层 ❌ | 最终仓位: 95% 判断: 核心动量极度顺势：TSIHA=-1、Wave=-2、1H_TSIHA=-1、1H_Wave=-2、1H_momo=-4完全共振，J组硬条件全满足；1H强空排列score=-3配合deviation_ratio=0.97做空方向属均值回归统计有利。MarketRegimeCode=+1仅触发小幅降仓-5%，M组日线/1H分歧呈中性不调整，最终仓位95%，置信度高。 43485612710039552
Original Signal JSON 
{"action":"sell","extras":{"indicator":"📌🏆 AIband Strategy Optimizer\nSignal: B-1, WMvalue: -30.01, 趋势强度: 64.7%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏空 (1+-2)\nHTF: B-4,strongpass, WMvalue: -2.49, 趋势强度: 58.8%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V5 (UUDD)\n🔴 OB: reject(-3) - 做空信号在4H Bullish OB区域内，强支撑｜压力:4H压力下方13.78%,1H压力下方13.96%｜支撑:4H支撑内,1H支撑上方8.97%\nDeviation: 66.8% → 仓位x0.6\nMarketRegime: BULL_TRAP\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.411 weak(caution) [XGB:0.364/RF:0.482]\n多维综合评级: B-1 M-1 V5\nFinal Decision: REJECT - [硬拒绝] OB硬拒绝: 做空信号在4H Bullish OB区域内，强支撑｜压力:4H压力下方13.78%,1H压力下方13.96%｜支撑:4H支撑内,1H支撑上方8.97%，MRC不可覆盖\n--- Claude AI 过滤 (16.08s) ---\nClaude SHORT → PASS [high]\n8层 ❌ | 最终仓位: 95%\n判断: 核心动量极度顺势：TSIHA=-1、Wave=-2、1H_TSIHA=-1、1H_Wave=-2、1H_momo=-4完全共振，J组硬条件全满足；1H强空排列score=-3配合deviation_ratio=0.97做空方向属均值回归统计有利。MarketRegimeCode=+1仅触发小幅降仓-5%，M组日线/1H分歧呈中性不调整，最终仓位95%，置信度高。","timeframe":"15","initialSlPct":2.5,"trailingStop":{"ladder":[{"profitPct":2.2,"newStopPct":1},{"profitPct":2.6,"newStopPct":1.9},{"profitPct":4.2,"newStopPct":2.9},{"profitPct":5.3,"newStopPct":4.3}],"trailPct":2,"activationPct":5.3},"originalIndicator":"🏆 AIband Strategy Optimizer"},"ticker":"MDB","quantity":2,"stopLoss":{"stopPrice":385.52},"takeProfit":{"limitPrice":335.62},"referencePrice":368.69,"timeframe":"15","filter_result":{"decision":"reject","rating":"B-1","final_rating":"📌🏆 AIband Strategy Optimizer\nSignal: B-1, WMvalue: -30.01, 趋势强度: 64.7%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏空 (1+-2)\nHTF: B-4,strongpass, WMvalue: -2.49, 趋势强度: 58.8%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V5 (UUDD)\n🔴 OB: reject(-3) - 做空信号在4H Bullish OB区域内，强支撑｜压力:4H压力下方13.78%,1H压力下方13.96%｜支撑:4H支撑内,1H支撑上方8.97%\nDeviation: 66.8% → 仓位x0.6\nMarketRegime: BULL_TRAP\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.411 weak(caution) [XGB:0.364/RF:0.482]\n多维综合评级: B-1 M-1 V5\nFinal Decision: REJECT - [硬拒绝] OB硬拒绝: 做空信号在4H Bullish OB区域内，强支撑｜压力:4H压力下方13.78%,1H压力下方13.96%｜支撑:4H支撑内,1H支撑上方8.97%，MRC不可覆盖\n--- Claude AI 过滤 (16.08s) ---\nClaude SHORT → PASS [high]\n8层 ❌ | 最终仓位: 95%\n判断: 核心动量极度顺势：TSIHA=-1、Wave=-2、1H_TSIHA=-1、1H_Wave=-2、1H_momo=-4完全共振，J组硬条件全满足；1H强空排列score=-3配合deviation_ratio=0.97做空方向属均值回归统计有利。MarketRegimeCode=+1仅触发小幅降仓-5%，M组日线/1H分歧呈中性不调整，最终仓位95%，置信度高。","reason":"阶段1: B-1级 (总分-0.55, WMvalue: -30.01) | 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): 6维度pass但V评级V5偏弱，通过+警告 | 阶段5(OB): 做空信号在4H Bullish OB区域内，强支撑｜压力:4H压力下方13.78%,1H压力下方13.96%｜支撑:4H支撑内,1H支撑上方8.97% | 乖离率: 66.8%(x1.45)→仓位x0.6 | 阶段6(MRC): [硬拒绝] OB硬拒绝: 做空信号在4H Bullish OB区域内，强支撑｜压力:4H压力下方13.78%,1H压力下方13.96%｜支撑:4H支撑内,1H支撑上方8.97%，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":-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个指标看跌: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=-30.01 > -38.5 (避免超卖)"},"tsi_value":-30.010750842749438},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-05T14:01:25.240857"}

Exit Details
Exit Price: $222.90
Avg Entry Price: $222.85
Exit Quantity: 22.0
Exit Method: webhook_signal
P&L Summary

$-1.13

-0.02%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-05 10:16:01 ET Initial 22.0 $222.85 $-1.13 (-0.0%) 📌Strong Short Signal Signal: A-4, WMvalue: -52.78, 趋势强度: 100% 动能一致性: 强一致 (4/4) Momo State: 共振空头 (-2+-2) HTF: B+0,strongpass, WMvalue: -6.39, 趋势强度: 35.3% HTF动能一致性: 强一致 (4/4) HTF Momo State: 中性/冲突 (-2+2) | 60 Market Structure: V5 (UUDD) 🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方19.09%,1H压力下方7.77%｜支撑:4H支撑上方13.47%,1H支撑上方14.43% Deviation: 113.2% → 仓位x0.3 MarketRegime: CORRECTION_BEAR Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.459 weak(caution) [XGB:0.437/RF:0.493] 多维综合评级: A-4 M-4 V5 Final Decision: PASS - 6维度strongpass但V评级V5，降级为pass+警告 --- TDIndicator过滤 --- TDIndicator SHORT → full_check ✅ HTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 100% 43485725980495872
Original Signal JSON 
{"action":"sell","extras":{"indicator":"📌Strong Short Signal\nSignal: A-4, WMvalue: -52.78, 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: B+0,strongpass, WMvalue: -6.39, 趋势强度: 35.3%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: V5 (UUDD)\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19.09%,1H压力下方7.77%｜支撑:4H支撑上方13.47%,1H支撑上方14.43%\nDeviation: 113.2% → 仓位x0.3\nMarketRegime: CORRECTION_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.459 weak(caution) [XGB:0.437/RF:0.493]\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--- TDIndicator过滤 ---\nTDIndicator SHORT → full_check ✅\nHTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 100%","timeframe":"15","originalIndicator":"Strong Short Signal"},"ticker":"ORCL","quantity":22,"stopLoss":{"stopPrice":230.43},"takeProfit":{"limitPrice":207.42},"referencePrice":222.06,"timeframe":"15","filter_result":{"decision":"pass","rating":"A-4","final_rating":"📌Strong Short Signal\nSignal: A-4, WMvalue: -52.78, 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: B+0,strongpass, WMvalue: -6.39, 趋势强度: 35.3%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: V5 (UUDD)\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19.09%,1H压力下方7.77%｜支撑:4H支撑上方13.47%,1H支撑上方14.43%\nDeviation: 113.2% → 仓位x0.3\nMarketRegime: CORRECTION_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.459 weak(caution) [XGB:0.437/RF:0.493]\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--- TDIndicator过滤 ---\nTDIndicator SHORT → full_check ✅\nHTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 100%","reason":"阶段1: A-4级 (总分-0.4, WMvalue: -52.78) | 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): 做空信号在1H+4H压力下方运行｜压力:4H压力下方19.09%,1H压力下方7.77%｜支撑:4H支撑上方13.47%,1H支撑上方14.43% | ⚠️乖离率超限113%→仓位x0.3 | 阶段6(MRC): [MRC顺势] CORRECTION_BEAR，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":-0.4,"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":false,"threshold":-38.5,"details":"TSI=-52.78 > -38.5 (避免超卖)"},"tsi_value":-52.78041493558132},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-05T14:15:55.445812"}

Exit Details
Exit Price: $43.42
Avg Entry Price: $43.60
Exit Quantity: 108.0
Exit Method: webhook_signal
P&L Summary

+$19.44

0.41%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-05 09:46:26 ET Initial 108.0 $43.60 +$19.44 (0.4%) - 43485493310128128
Original Signal JSON 
{"close":43.495,"action":"sell","ticker":"SMCI","exchange":"BATS","quantity":108,"stopLoss":{"stopPrice":44.8},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bearish + Sell","takeProfit":{"limitPrice":41.32},"referencePrice":43.49,"filter_result":{"decision":"strong_pass","rating":"A-4","final_rating":"Signal: A-4, WMvalue: -48.34, 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: B-4,strongpass, WMvalue: -15.03, 趋势强度: 82.4%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V5 (UUDD)\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18.4%,1H压力下方9.13%｜支撑:4H支撑上方22.31%,1H支撑上方13.76%\nDeviation: 88.9% → 仓位x0.4\nMarketRegime: CORRECTION_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.453 weak(caution) [XGB:0.437/RF:0.478]\n多维综合评级: A-4 M-4 V5\nFinal Decision: STRONG_PASS - 6维度strongpass但V评级V5，降级为pass+警告 | 趋势双强↑strong_pass\n--- Claude AI 过滤 (15.97s) ---\nClaude SHORT → PASS [high]\n8层 ❌ | 最终仓位: 95%\n判断: A/J/C组三层动量全面顺势共振（TSIHA=-1, Wave=-2, momo=-4双层），1H EMA强空排列且死叉加速，核心动量极强支持做空。deviation_ratio=1.29在做空方向属均值回归有利（TSIHA刚确认-1），RRG日线Leading但1H/15m均Lagging+均↓，大级别为分歧(0%调整)，综合仓位定于95%。","reason":"阶段1: A-4级 (总分-0.4, WMvalue: -48.34) | 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V5，降级为pass+警告 | 阶段5(OB): 做空信号在1H+4H压力下方运行｜压力:4H压力下方18.4%,1H压力下方9.13%｜支撑:4H支撑上方22.31%,1H支撑上方13.76% | 乖离率: 88.9%(x1.45)→仓位x0.4 | 阶段6(MRC): [MRC顺势] CORRECTION_BEAR，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":-0.4,"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":false,"threshold":-38.5,"details":"TSI=-48.34 > -38.5 (避免超卖)"},"tsi_value":-48.33571002669615},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-05T13:46:19.566156"}

Exit Details
Exit Price: $370.45
Avg Entry Price: $382.00
Exit Quantity: 10.0
Exit Method: stop_loss
P&L Summary

$-115.47

-3.02%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-05 05:16:32 ET Initial 10.0 $382.00 $-115.47 (-3.0%) - 43483370927950848
Original Signal JSON 
{"close":382,"action":"buy","ticker":"MDB","exchange":"BATS","quantity":10,"stopLoss":{"stopPrice":370.54},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bullish + Buy","takeProfit":{"limitPrice":404.92},"referencePrice":382.0,"filter_result":{"decision":"reject","rating":"C+1","final_rating":"Signal: C+1, WMvalue: 0.94, 趋势强度: 5.9%\n动能一致性: 分歧 (1/4)\nMomo State: 震荡偏多 (2+-1)\nHTF: B+4,strongpass, WMvalue: 4.57, 趋势强度: 64.7%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: V3 (UUDD)\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12.14%｜阻力:距4H阻力9.81%,距1H阻力9.99%\nDeviation: 7.3% → 仓位x1.0\nMarketRegime: VELOCITY_BULL\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\nML: 0.241 bearish(caution) [XGB:0.236/RF:0.249]\n多维综合评级: C+1 M+1 V3\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (14.05s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 62%\n判断: A组TSIHA=-1且Wavematrixtrend=-1双逆势为最高警示，叠加Squeeze激活且sqzPassLONG=0明确不利做多；唯一支撑来自1H_TSIHA=+1和1H强动量，但当前TF核心动量全面逆势、价格紧贴阻力区、趋势强度极弱，综合仓位大幅压缩至62%。","reason":"阶段1: C+1级 (总分-0.31, WMvalue: 0.94) | 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=V3) | 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12.14%｜阻力:距4H阻力9.81%,距1H阻力9.99% | 乖离率: 7.3%(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":-3.5999999999999996,"wave_components":{"wavematrixtrend":-1,"momentum_state":-1,"tsimastatus":-1,"tsiha":-1,"rsiha":1,"calculated":-3.6,"limited":-3.6},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":-1,"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":-0.31,"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=0.94 < 40.0 (避免超买)"},"tsi_value":0.9377792460832437},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-05T09:16:26.338932"}

Exit Details
Exit Price: $44.52
Avg Entry Price: $45.33
Exit Quantity: 67.0
Exit Method: stop_loss
P&L Summary

+$54.27

1.79%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-05 04:21:54 ET Initial 67.0 $45.33 +$54.27 (1.8%) 📌🏆 AIband Strategy Optimizer Signal: B-1, WMvalue: -28.06, 趋势强度: 82.4% 动能一致性: 强一致 (4/4) Momo State: 震荡偏空 (1+-2) HTF: B+0,strongpass, WMvalue: -8.28, 趋势强度: 11.8% HTF动能一致性: 一致 (3/4) HTF Momo State: 中性/冲突 (-2+2) | 60 Market Structure: V5 (UUDD) 🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方13.61%,1H压力下方10.11%｜支撑:4H支撑上方25.46%,1H支撑上方17.25% Deviation: 63.0% → 仓位x0.6 MarketRegime: CORRECTION_BEAR Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.439 weak(caution) [XGB:0.437/RF:0.442] 多维综合评级: B-1 M-1 V5 Final Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告 --- Claude AI 过滤 (17.49s) --- Claude SHORT → PASS [medium] 8层 ✅ | 最终仓位: 88% 判断: 做空核心动量全面顺势: TSIHA=-1, Wavematrixtrend=-2, 1H_TSIHA=-1, 1H_Wave=-2双层共振, L组1H强空排列(score=-3)死叉加速, finaltotalScore=-14极端空头背景, 支撑pass做空决策。主要担忧为MomoSwingState=+1短周期逆势、1H_momo=0中性分歧以及日线RRG=Leading对做空的潜在反压, 叠加RSI接近超卖, 综合降仓至88%中等置信度。 43482895821705216
Original Signal JSON 
{"action":"sell","extras":{"indicator":"📌🏆 AIband Strategy Optimizer\nSignal: B-1, WMvalue: -28.06, 趋势强度: 82.4%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏空 (1+-2)\nHTF: B+0,strongpass, WMvalue: -8.28, 趋势强度: 11.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: V5 (UUDD)\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13.61%,1H压力下方10.11%｜支撑:4H支撑上方25.46%,1H支撑上方17.25%\nDeviation: 63.0% → 仓位x0.6\nMarketRegime: CORRECTION_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.439 weak(caution) [XGB:0.437/RF:0.442]\n多维综合评级: B-1 M-1 V5\nFinal Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告\n--- Claude AI 过滤 (17.49s) ---\nClaude SHORT → PASS [medium]\n8层 ✅ | 最终仓位: 88%\n判断: 做空核心动量全面顺势: TSIHA=-1, Wavematrixtrend=-2, 1H_TSIHA=-1, 1H_Wave=-2双层共振, L组1H强空排列(score=-3)死叉加速, finaltotalScore=-14极端空头背景, 支撑pass做空决策。主要担忧为MomoSwingState=+1短周期逆势、1H_momo=0中性分歧以及日线RRG=Leading对做空的潜在反压, 叠加RSI接近超卖, 综合降仓至88%中等置信度。","timeframe":"15","initialSlPct":2.5,"trailingStop":{"ladder":[{"profitPct":2.2,"newStopPct":1},{"profitPct":2.6,"newStopPct":1.9},{"profitPct":4.2,"newStopPct":2.9},{"profitPct":5.3,"newStopPct":4.3}],"trailPct":2,"activationPct":5.3},"originalIndicator":"🏆 AIband Strategy Optimizer"},"ticker":"SMCI","quantity":67,"stopLoss":{"stopPrice":47.49},"takeProfit":{"limitPrice":39.94},"referencePrice":45.33,"timeframe":"15","filter_result":{"decision":"pass","rating":"B-1","final_rating":"📌🏆 AIband Strategy Optimizer\nSignal: B-1, WMvalue: -28.06, 趋势强度: 82.4%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏空 (1+-2)\nHTF: B+0,strongpass, WMvalue: -8.28, 趋势强度: 11.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: V5 (UUDD)\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13.61%,1H压力下方10.11%｜支撑:4H支撑上方25.46%,1H支撑上方17.25%\nDeviation: 63.0% → 仓位x0.6\nMarketRegime: CORRECTION_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.439 weak(caution) [XGB:0.437/RF:0.442]\n多维综合评级: B-1 M-1 V5\nFinal Decision: PASS - 6维度pass但V评级V5偏弱，通过+警告\n--- Claude AI 过滤 (17.49s) ---\nClaude SHORT → PASS [medium]\n8层 ✅ | 最终仓位: 88%\n判断: 做空核心动量全面顺势: TSIHA=-1, Wavematrixtrend=-2, 1H_TSIHA=-1, 1H_Wave=-2双层共振, L组1H强空排列(score=-3)死叉加速, finaltotalScore=-14极端空头背景, 支撑pass做空决策。主要担忧为MomoSwingState=+1短周期逆势、1H_momo=0中性分歧以及日线RRG=Leading对做空的潜在反压, 叠加RSI接近超卖, 综合降仓至88%中等置信度。","reason":"阶段1: B-1级 (总分-0.4, WMvalue: -28.06) | 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): 6维度pass但V评级V5偏弱，通过+警告 | 阶段5(OB): 做空信号在1H+4H压力下方运行｜压力:4H压力下方13.61%,1H压力下方10.11%｜支撑:4H支撑上方25.46%,1H支撑上方17.25% | 乖离率: 63.0%(x1.4)→仓位x0.6 | 阶段6(MRC): [MRC顺势] CORRECTION_BEAR，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":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":-0.4,"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=-28.06 > -38.5 (避免超卖)"},"tsi_value":-28.064974105884904},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-05T08:16:02.455037"}

Exit Details
Exit Price: $133.89
Avg Entry Price: $138.21
Exit Quantity: 72.0
Exit Method: trailing_stop
P&L Summary

$-311.40

-3.13%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-05 06:31:40 ET Initial 72.0 $138.21 $-311.40 (-3.1%) - 43483961759105024
Original Signal JSON 
{"close":138.23,"action":"buy","ticker":"GDXU","exchange":"BATS","quantity":72,"stopLoss":{"stopPrice":134.08},"indicator":"market wave pro","timeframe":"15 M","alert_name":"Buy Signals","takeProfit":{"limitPrice":145.14},"referencePrice":138.23,"filter_result":{"decision":"reject","rating":"C+0","final_rating":"Signal: C+0, WMvalue: -39.64, 趋势强度: 64.7%\n动能一致性: 分歧 (1/4)\nMomo State: 中性/冲突 (2+-2)\nHTF: C+0,reject, WMvalue: -15.12, 趋势强度: 52.9%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: VOID (DUDD)\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22.63%｜阻力:距4H阻力53.91%,距1H阻力10.0%\nDeviation: 28.7% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.396 bearish(caution) [XGB:0.460/RF:0.300]\n多维综合评级: C+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 (15.17s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 50%\n判断: 核心动量A组TSIHA=-1且Wavematrixtrend=-2双重逆势，B/D/E组全面空头背景（finaltotalScore=-11，MarketRegimeCode=-6），日线EMA强空排列斜率急跌，决策框架下仓位已降至最低档50%。M组大级别为日线=改善×1H=改善=中性分歧（0%调整），15m=Lagging且双向↓为入场逆势，不触发额外降仓但不改善仓位，最终维持50%底限。","reason":"阶段1: C+0级 (总分-0.6, WMvalue: -39.64) | 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=VOID) | 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22.63%｜阻力:距4H阻力53.91%,距1H阻力10.0% | 乖离率: 28.7%→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":-6.0,"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":false,"aligned_count":1,"details":"1/4个指标看涨: RSIHA","wavematrix_status":"分歧","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=-39.64 < 40.0 (避免超买)"},"tsi_value":-39.642564238189244},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-05T10:31:28.560331"}

Exit Details
Exit Price: $63.22
Avg Entry Price: $63.68
Exit Quantity: 432.0
Exit Method: trailing_stop
P&L Summary

$-312.05

-1.13%

Entry Signals Consumed (4)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-03 07:31:36 ET Scale-in 46.0 $67.16 $-181.29 (-5.9%) 📌algo X SniperBuy MainTrend AI Signal: C+0, WMvalue: 21.19, 趋势强度: 5.9% 动能一致性: 分歧 (0/4) Momo State: 中性/冲突 (2+-2) HTF: B+0,pass, WMvalue: 15.83, 趋势强度: 11.8% HTF动能一致性: 分歧 (1/4) HTF Momo State: 中性/冲突 (-2+2) | 15 Market Structure: V1 (UUUU) ⚪ 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 Deviation: 6.6% → 仓位x1.0 Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass] ML: 0.214 bearish(caution) [XGB:0.183/RF:0.261] 多维综合评级: C+0 M0 V1 Final Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V1) --- Claude AI 过滤 (13.44s) --- Claude LONG → REDUCE [low] 8层 ❌ | 最终仓位: 62% 判断: A组核心动量TSIHA=-1且Wavematrixtrend=-1双逆势，是最高优先级警告信号，决策框架下此组合应显著降仓；尽管日线结构和市场制度背景看涨，但5m级别动量全面转空、趋势强度仅5.88%，信号可靠性极低，综合仓位压缩至62%。 43461783712432128
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"Timeframe: ; Bullish OB: 67.16 - 67.16; Bearish OB: 67.16 - 67.16","symbol":"ORCX","MAtrend":"1","pmaText":"PMA Strong Bullish","POCtrend":"2","adxValue":"29.8964500485","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"23.3546184245","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 65.00; Prev DailyPOC: 67.00; Weekly POC: 67.00; Prev Weekly POC: 43.00; Monthly POC: 67.00; Prev Monthly POC: 43.86","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","HTFwave_signal":"Neutral","TrendTracerHTF":"-1","ewotrend_state":"Strong Bullish","lastDemandText":"64.26 - 63.96 | 5m","lastSupplyText":"65.5 - 65.17 | 5m","FormattedScores":"S:1 / L:2","rsi_state_trend":"Bearish","wavemarket_state":"Long Strong","Current_timeframe":"5","TrendTracersignal":"1","MAtrend_timeframe1":"1","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bearish","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"64.04"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy MainTrend AI\nSignal: C+0, WMvalue: 21.19, 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+0,pass, WMvalue: 15.83, 趋势强度: 11.8%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 中性/冲突 (-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: 6.6% → 仓位x1.0\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.214 bearish(caution) [XGB:0.183/RF:0.261]\n多维综合评级: C+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 (13.44s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 62%\n判断: A组核心动量TSIHA=-1且Wavematrixtrend=-1双逆势，是最高优先级警告信号，决策框架下此组合应显著降仓；尽管日线结构和市场制度背景看涨，但5m级别动量全面转空、趋势强度仅5.88%，信号可靠性极低，综合仓位压缩至62%。","oscrating":85,"timeframe":"5m","trendrating":90,"referencePrice":67.16,"originalIndicator":"algo X SniperBuy MainTrend AI"},"ticker":"ORCX","quantity":46,"stopLoss":{"stopPrice":66.31},"takeProfit":{"limitPrice":43.0},"timeframe":"5m","filter_result":{"decision":"reject","rating":"C+0","final_rating":"📌algo X SniperBuy MainTrend AI\nSignal: C+0, WMvalue: 21.19, 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+0,pass, WMvalue: 15.83, 趋势强度: 11.8%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 中性/冲突 (-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: 6.6% → 仓位x1.0\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.214 bearish(caution) [XGB:0.183/RF:0.261]\n多维综合评级: C+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 (13.44s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 62%\n判断: A组核心动量TSIHA=-1且Wavematrixtrend=-1双逆势，是最高优先级警告信号，决策框架下此组合应显著降仓；尽管日线结构和市场制度背景看涨，但5m级别动量全面转空、趋势强度仅5.88%，信号可靠性极低，综合仓位压缩至62%。","reason":"阶段1: C+0级 (总分-0.4, WMvalue: 21.19) | 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): 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: 6.6%(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":-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":2.0,"structural_normalized":1.0,"structural_weighted":0.1,"total_score":-0.4,"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=21.19 < 40.0 (避免超买)"},"tsi_value":21.192566539946665},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T11:31:27.060734"}
2026-06-04 09:51:39 ET Scale-in 69.0 $59.40 +$263.50 (6.4%) platform input 43474207781686272
Original Signal JSON 
{"symbol":"ORCX","extras":{"indicator":"platform input","referencePrice":58.6},"side":"buy","quantity":69,"order_type":"limit","price":58.6,"stop_loss":57.68,"take_profit":63.38}
2026-06-05 05:16:46 ET Scale-in 70.0 $62.50 +$50.32 (1.2%) 📌algo X SniperBuy TrendTracer Signal: B+1, WMvalue: -6.66, 趋势强度: 35.3% 动能一致性: 强一致 (4/4) Momo State: 震荡偏多 (-1+2) HTF: C+0,reject, WMvalue: -2.0, 趋势强度: 11.8% HTF动能一致性: 分歧 (1/4) HTF Momo State: 中性/冲突 (2+-2) | 15 Market Structure: V3 (UUDD) 🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方31.35%,1H支撑上方32.86%｜阻力:距4H阻力6.99%,距1H阻力4.02% Deviation: 18.9% → 仓位x1.0 Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass] ML: 0.348 bearish(caution) [XGB:0.367/RF:0.319] 多维综合评级: B+1 M+1 V3 Final Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V3) --- Claude AI 过滤 (17.76s) --- Claude LONG → PASS [medium] 8层 ❌ | 最终仓位: 88% 判断: A组核心动量TSIHA/Wave/RSIHA全部顺势且TSI加速, 日线K组强多排列+斜率加速, 长周期momo=+2形成支撑; 但15m/1H市场结构逆势、趋势强度仅35%处于震荡区间、价格位于Bearish_OB阻力区触发-15%减仓, J组1H数据缺失无法跨周期验证, 综合仓位从基准100%经Bearish_OB阻力区(-15%)、momo≤2(-5%)、结构分歧调整至88%。 43483372744212480
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"Timeframe: ; Bullish OB: 62.5 - 62.5; Bearish OB: 62.5 - 62.5","symbol":"ORCX","MAtrend":"0","pmaText":"PMA Trendless","POCtrend":"2","adxValue":"18.9783008776","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"33.8851536861","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 61.00; Prev DailyPOC: 62.00; Weekly POC: 62.00; Prev Weekly POC: 43.00; Monthly POC: 62.00; Prev Monthly POC: 43.86","AIbandsignal":"red downtrend","center_trend":"Weak Bearish","ratingstatus":"Bullish-Weak-TrendDriven","HTFwave_signal":"Bearish","TrendTracerHTF":"-1","ewotrend_state":"Weak Bearish","lastDemandText":"60.7 - 60.39 | 5m","lastSupplyText":"62.67 - 62.36 | 5m","FormattedScores":"S:2 / L:3","rsi_state_trend":"Neutral","wavemarket_state":"Short Strong","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":"63.85"},"action":"buy","extras":{"risk":2,"indicator":"📌algo X SniperBuy TrendTracer\nSignal: B+1, WMvalue: -6.66, 趋势强度: 35.3%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: C+0,reject, WMvalue: -2.0, 趋势强度: 11.8%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 中性/冲突 (2+-2) | 15\nMarket Structure: V3 (UUDD)\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31.35%,1H支撑上方32.86%｜阻力:距4H阻力6.99%,距1H阻力4.02%\nDeviation: 18.9% → 仓位x1.0\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.348 bearish(caution) [XGB:0.367/RF:0.319]\n多维综合评级: B+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 (17.76s) ---\nClaude LONG → PASS [medium]\n8层 ❌ | 最终仓位: 88%\n判断: A组核心动量TSIHA/Wave/RSIHA全部顺势且TSI加速, 日线K组强多排列+斜率加速, 长周期momo=+2形成支撑; 但15m/1H市场结构逆势、趋势强度仅35%处于震荡区间、价格位于Bearish_OB阻力区触发-15%减仓, J组1H数据缺失无法跨周期验证, 综合仓位从基准100%经Bearish_OB阻力区(-15%)、momo≤2(-5%)、结构分歧调整至88%。","oscrating":50,"timeframe":"5m","trendrating":70,"referencePrice":62.5,"originalIndicator":"algo X SniperBuy TrendTracer"},"ticker":"ORCX","quantity":70,"stopLoss":{"stopPrice":61.81},"takeProfit":{"limitPrice":64.25},"timeframe":"5m","filter_result":{"decision":"reject","rating":"B+1","final_rating":"📌algo X SniperBuy TrendTracer\nSignal: B+1, WMvalue: -6.66, 趋势强度: 35.3%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: C+0,reject, WMvalue: -2.0, 趋势强度: 11.8%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 中性/冲突 (2+-2) | 15\nMarket Structure: V3 (UUDD)\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31.35%,1H支撑上方32.86%｜阻力:距4H阻力6.99%,距1H阻力4.02%\nDeviation: 18.9% → 仓位x1.0\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.348 bearish(caution) [XGB:0.367/RF:0.319]\n多维综合评级: B+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 (17.76s) ---\nClaude LONG → PASS [medium]\n8层 ❌ | 最终仓位: 88%\n判断: A组核心动量TSIHA/Wave/RSIHA全部顺势且TSI加速, 日线K组强多排列+斜率加速, 长周期momo=+2形成支撑; 但15m/1H市场结构逆势、趋势强度仅35%处于震荡区间、价格位于Bearish_OB阻力区触发-15%减仓, J组1H数据缺失无法跨周期验证, 综合仓位从基准100%经Bearish_OB阻力区(-15%)、momo≤2(-5%)、结构分歧调整至88%。","reason":"阶段1: B+1级 (总分0.4, WMvalue: -6.66) | 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=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31.35%,1H支撑上方32.86%｜阻力:距4H阻力6.99%,距1H阻力4.02% | POC空间: 100.0% | 乖离率: 18.9%(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":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":-2.0,"structural_normalized":-1.0,"structural_weighted":-0.1,"total_score":0.4,"momentum_check":{"passed":true,"aligned_count":4,"details":"4/4个指标看涨: TSIHA, TSIMASTATUS, RSIHA, Wavematrixtrend","wavematrix_status":"强一致","wavematrix_value":1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=-6.66 < 40.0 (避免超买)"},"tsi_value":-6.659571996098726},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-05T09:16:36.981896"}
2026-06-05 06:36:17 ET Scale-in 78.0 $63.46 $-18.44 (-0.4%) 📌algo X SniperBuy MainTrend AI Signal: A++1, WMvalue: 35.97, 趋势强度: 82.4% 动能一致性: 强一致 (4/4) Momo State: 震荡偏多 (-1+2) HTF: C+0,pass, WMvalue: 9.82, 趋势强度: 58.8% HTF动能一致性: 一致 (3/4) HTF Momo State: 中性/冲突 (2+-2) | 15 Market Structure: V3 (UUDU) 🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方32.22%,1H支撑上方33.71%｜阻力:距4H阻力5.64%,距1H阻力2.7% Deviation: 18.2% → 仓位x1.0 Squeeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass] ML: 0.214 bearish(caution) [XGB:0.215/RF:0.212] 多维综合评级: A++1 M+1 V3 Final Decision: PASS - 正常通过 --- Claude AI 过滤 (14.81s) --- Claude LONG → PASS [high] 8层 ✅ | 最终仓位: 100% 判断: A组核心动量全面顺势（TSIHA=+1，Wave=+2，TSI=35.97），B组finaltotalScore=14强看涨背景，偏离度仅0.25无追高风险；日线Leading×15m Leading大级别强顺势触发RRG +10%加成，60m Lagging但ratio/mom均↑修正为入场中性不降仓，综合仓位100%。 43483998076276736
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"Timeframe: ; Bullish OB: 63.59 - 63.59; Bearish OB: 63.59 - 63.59","symbol":"ORCX","MAtrend":"1","pmaText":"PMA Trendless","POCtrend":"2","adxValue":"18.3119114702","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"15.6906728211","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 63.00; Prev DailyPOC: 62.00; Weekly POC: 62.00; Prev Weekly POC: 43.00; Monthly POC: 62.00; Prev Monthly POC: 43.86","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","HTFwave_signal":"Neutral","TrendTracerHTF":"1","ewotrend_state":"Strong Bullish","lastDemandText":"60.7 - 60.39 | 5m","lastSupplyText":"62.67 - 62.36 | 5m","FormattedScores":"S:0 / L:5","rsi_state_trend":"Neutral","wavemarket_state":"Long Strong","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":"60.85"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy MainTrend AI\nSignal: A++1, WMvalue: 35.97, 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: C+0,pass, WMvalue: 9.82, 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: 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32.22%,1H支撑上方33.71%｜阻力:距4H阻力5.64%,距1H阻力2.7%\nDeviation: 18.2% → 仓位x1.0\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\nML: 0.214 bearish(caution) [XGB:0.215/RF:0.212]\n多维综合评级: A++1 M+1 V3\nFinal Decision: PASS - 正常通过\n--- Claude AI 过滤 (14.81s) ---\nClaude LONG → PASS [high]\n8层 ✅ | 最终仓位: 100%\n判断: A组核心动量全面顺势（TSIHA=+1，Wave=+2，TSI=35.97），B组finaltotalScore=14强看涨背景，偏离度仅0.25无追高风险；日线Leading×15m Leading大级别强顺势触发RRG +10%加成，60m Lagging但ratio/mom均↑修正为入场中性不降仓，综合仓位100%。","oscrating":85,"timeframe":"5m","trendrating":110,"referencePrice":63.59,"originalIndicator":"algo X SniperBuy MainTrend AI"},"ticker":"ORCX","quantity":78,"stopLoss":{"stopPrice":63.04},"takeProfit":{"limitPrice":65.0},"timeframe":"5m","filter_result":{"decision":"pass","rating":"A++1","final_rating":"📌algo X SniperBuy MainTrend AI\nSignal: A++1, WMvalue: 35.97, 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: C+0,pass, WMvalue: 9.82, 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: 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32.22%,1H支撑上方33.71%｜阻力:距4H阻力5.64%,距1H阻力2.7%\nDeviation: 18.2% → 仓位x1.0\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\nML: 0.214 bearish(caution) [XGB:0.215/RF:0.212]\n多维综合评级: A++1 M+1 V3\nFinal Decision: PASS - 正常通过\n--- Claude AI 过滤 (14.81s) ---\nClaude LONG → PASS [high]\n8层 ✅ | 最终仓位: 100%\n判断: A组核心动量全面顺势（TSIHA=+1，Wave=+2，TSI=35.97），B组finaltotalScore=14强看涨背景，偏离度仅0.25无追高风险；日线Leading×15m Leading大级别强顺势触发RRG +10%加成，60m Lagging但ratio/mom均↑修正为入场中性不降仓，综合仓位100%。","reason":"阶段1: A++1级 (总分0.6, WMvalue: 35.97) | 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32.22%,1H支撑上方33.71%｜阻力:距4H阻力5.64%,距1H阻力2.7% | POC空间: 100.0% | 乖离率: 18.2%(x1.35)→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=35.97 < 40.0 (避免超买)"},"tsi_value":35.97059913464044},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-05T10:36:06.186136"}

Exit Details
Exit Price: $65.60
Avg Entry Price: $67.80
Exit Quantity: 55.0
Exit Method: trailing_stop
P&L Summary

$-121.07

-3.25%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-04 18:46:08 ET Initial 55.0 $67.80 $-121.07 (-3.2%) - 43478408569159680
Original Signal JSON 
{"close":67.8,"action":"buy","ticker":"OKLO","exchange":"BATS","quantity":55,"stopLoss":{"stopPrice":65.77},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bullish","takeProfit":{"limitPrice":71.19},"referencePrice":67.8,"filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"Signal: A++4, WMvalue: 39.8, 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: C+0,pass, WMvalue: -9.08, 趋势强度: 5.9%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: VOID (DDDU)\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28.02%,1H支撑上方5.93%｜阻力:距4H阻力7.51%,距1H阻力6.53%\nDeviation: 39.1% → 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]\nML: 0.065 bearish(caution) [XGB:0.057/RF:0.077]\n多维综合评级: A++4 M+4 VOID\nFinal Decision: STRONGPASS - VOID豁免通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → ma_only ✅\nHTF评分: 4/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 75%","reason":"阶段1: A++4级 (总分0.6, WMvalue: 39.8) | 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): VOID豁免通过：当前A+级、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28.02%,1H支撑上方5.93%｜阻力:距4H阻力7.51%,距1H阻力6.53% | 乖离率: 39.1%(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":true,"threshold":40.0,"details":"TSI=39.80 < 40.0 (避免超买)"},"tsi_value":39.80193640484384},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-04T22:45:27.155751"}

Exit Details
Exit Price: $257.18
Avg Entry Price: $258.63
Exit Quantity: 19.0
Exit Method: webhook_signal
P&L Summary

+$27.55

0.56%

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

Exit Details
Exit Price: $363.06
Avg Entry Price: $363.04
Exit Quantity: 18.0
Exit Method: webhook_signal
P&L Summary

+$0.44

0.01%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-04 14:15:57 ET Initial 6.0 $363.49 $-2.58 (-0.1%) 📌algo X SniperBuy TrendTracer Signal: A++4, WMvalue: 46.16, 趋势强度: 88.2% 动能一致性: 一致 (3/4) Momo State: 共振多头 (2+2) HTF: C+1,reject, WMvalue: 10.69, 趋势强度: 35.3% HTF动能一致性: 较弱 (2/4) HTF Momo State: 震荡偏多 (-1+2) | 60 Market Structure: V1 (UUUU) ⚪ 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 Deviation: 72.8% → 仓位x0.4 Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass] ML: 0.135 bearish(caution) [XGB:0.118/RF:0.160] 多维综合评级: A++4 M+4 V1 Final Decision: PASS - 正常通过 HTF⚠️方向不一致 43476288432246784
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ALAB","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"2","adxValue":"27.8725245476","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"40.1242331804","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 354.00; Prev DailyPOC: 357.00; Weekly POC: 325.00; Prev Weekly POC: 320.00; Monthly POC: 325.00; Prev Monthly POC: 201.00","AIbandsignal":"red downtrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"-1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:1 / L:4","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":"366.24"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy TrendTracer\nSignal: A++4, WMvalue: 46.16, 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+1,reject, WMvalue: 10.69, 趋势强度: 35.3%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏多 (-1+2) | 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: 72.8% → 仓位x0.4\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.135 bearish(caution) [XGB:0.118/RF:0.160]\n多维综合评级: A++4 M+4 V1\nFinal Decision: PASS - 正常通过\nHTF⚠️方向不一致","oscrating":90,"timeframe":"15m","trendrating":90,"referencePrice":364.55,"originalIndicator":"algo X SniperBuy TrendTracer"},"ticker":"ALAB","quantity":6,"stopLoss":{"stopPrice":350.28},"takeProfit":{"limitPrice":201.0},"timeframe":"15m","filter_result":{"decision":"pass","rating":"A++4","final_rating":"📌algo X SniperBuy TrendTracer\nSignal: A++4, WMvalue: 46.16, 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+1,reject, WMvalue: 10.69, 趋势强度: 35.3%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏多 (-1+2) | 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: 72.8% → 仓位x0.4\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.135 bearish(caution) [XGB:0.118/RF:0.160]\n多维综合评级: A++4 M+4 V1\nFinal Decision: PASS - 正常通过\nHTF⚠️方向不一致","reason":"阶段1: A++4级 (总分0.6, WMvalue: 46.16) | 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): 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: 72.8%(x1.1)→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":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=46.16 < 40.0 (避免超买)"},"tsi_value":46.156472459973116},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-04T18:15:48.247610"}
2026-06-04 14:16:15 ET Scale-in 12.0 $362.81 +$3.02 (0.1%) 📌Momo Strong Entry Signal: A++4, WMvalue: 46.16, 趋势强度: 88.2% 动能一致性: 一致 (3/4) Momo State: 共振多头 (2+2) HTF: C+1,reject, WMvalue: 10.66, 趋势强度: 35.3% HTF动能一致性: 较弱 (2/4) HTF Momo State: 震荡偏多 (-1+2) | 60 Market Structure: V1 (UUUU) 🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方14.19%,1H支撑上方14.19%｜阻力:4H无阻力OB,1H无阻力OB Deviation: 72.8% → 仓位x0.4 MarketRegime: APEX_BULL Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass] ML: 0.150 bearish(caution) [XGB:0.118/RF:0.199] 多维综合评级: A++4 M+4 V1 Final Decision: PASS - 正常通过 --- TDIndicator过滤 --- TDIndicator LONG → full_bypass ✅ HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 90% 43476290775552000
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Momo Strong Entry\nSignal: A++4, WMvalue: 46.16, 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+1,reject, WMvalue: 10.66, 趋势强度: 35.3%\nHTF动能一致性: 较弱 (2/4)\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14.19%,1H支撑上方14.19%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 72.8% → 仓位x0.4\nMarketRegime: APEX_BULL\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.150 bearish(caution) [XGB:0.118/RF:0.199]\n多维综合评级: A++4 M+4 V1\nFinal Decision: PASS - 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: 90%","timeframe":"15","originalIndicator":"Momo Strong Entry"},"ticker":"ALAB","quantity":12,"stopLoss":{"stopPrice":350.28},"takeProfit":{"limitPrice":395.77},"referencePrice":364.55,"timeframe":"15","filter_result":{"decision":"pass","rating":"A++4","final_rating":"📌Momo Strong Entry\nSignal: A++4, WMvalue: 46.16, 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+1,reject, WMvalue: 10.66, 趋势强度: 35.3%\nHTF动能一致性: 较弱 (2/4)\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14.19%,1H支撑上方14.19%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 72.8% → 仓位x0.4\nMarketRegime: APEX_BULL\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.150 bearish(caution) [XGB:0.118/RF:0.199]\n多维综合评级: A++4 M+4 V1\nFinal Decision: PASS - 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: 90%","reason":"阶段1: A++4级 (总分0.6, WMvalue: 46.16) | 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): 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14.19%,1H支撑上方14.19%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 72.8%(x1.1)→仓位x0.4 | 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":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=46.16 < 40.0 (避免超买)"},"tsi_value":46.156472459973116},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-04T18:16:01.550681"}

Exit Details
Exit Price: $46.96
Avg Entry Price: $47.14
Exit Quantity: 58.0
Exit Method: webhook_signal
P&L Summary

$-10.28

-0.38%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-04 10:30:48 ET Initial 58.0 $47.14 $-10.28 (-0.4%) - 43474517731708928
Original Signal JSON 
{"close":47.14,"action":"buy","ticker":"SMCI","exchange":"BATS","quantity":58,"stopLoss":{"stopPrice":45.73},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bullish + Buy+","takeProfit":{"limitPrice":49.5},"referencePrice":47.14,"filter_result":{"decision":"reject","rating":"C+0","final_rating":"Signal: C+0, WMvalue: 18.18, 趋势强度: 35.3%\n动能一致性: 一致 (3/4)\nMomo State: 中性/冲突 (2+-2)\nHTF: C+1,reject, WMvalue: -31.41, 趋势强度: 17.6%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏多 (-1+2) | 60\nMarket Structure: V3 (UUDU)\n🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限175%(4.05>=2.32[调整后])，硬拒绝\nDeviation: 175.1% → 仓位x0\nMarketRegime: SPEC_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.198 bearish(caution) [XGB:0.203/RF:0.191]\n多维综合评级: C+0 M0 V3\nFinal Decision: REJECT - [硬拒绝] 乖离率硬拒绝: 乖离率极端超限175%(4.05>=2.32[调整后])，硬拒绝，MRC不可覆盖\n--- Claude AI 过滤 (15.89s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 尽管TSIHA和1H_TSIHA均顺势，但Wavematrixtrend=-2且1H_Wavematrixtrend=-2双重逆势（A/J组核心动量严重分歧），叠加deviation_ratio=1.93极度超限（远超0.85阈值）+价格深处Bearish_OB阻力区内（双重风险触发），C组动量合成中性偏空（长周期-2），M组60m落后双降，整体仓位大幅压缩至55%。","reason":"阶段1: C+0级 (总分-0.27, WMvalue: 18.18) | 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): [乖离率] 乖离率极端超限175%(4.05>=2.32[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175%(4.05>=2.32[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":-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=18.18 < 40.0 (避免超买)"},"tsi_value":18.183190926952026},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-04T14:30:39.482191"}

Exit Details
Exit Price: $14.72
Avg Entry Price: $15.14
Exit Quantity: 1147.0
Exit Method: trailing_stop
P&L Summary

$-487.41

-2.81%

Entry Signals Consumed (4)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-04 09:35:25 ET Initial 227.0 $15.15 $-96.83 (-2.8%) 📌Trend Optimizer Strategy Signal: A++4, WMvalue: 22.71, 趋势强度: 76.5% 动能一致性: 一致 (3/4) Momo State: 共振多头 (2+2) HTF: B+4,strongpass, WMvalue: 3.93, 趋势强度: 47.1% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振多头 (2+2) | 15 Market Structure: V1 (UUUU) 🟢 OB: pass(+1) - 做多信号在1H Bullish OB区域内，支撑反弹｜支撑:4H支撑上方13.44%,1H支撑内｜阻力:距4H阻力14.19%,距1H阻力7.21% Deviation: 51.2% → 仓位x0.6 MarketRegime: SPEC_BULL Squeeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass] ML: 0.183 bearish(caution) [XGB:0.208/RF:0.145] 多维综合评级: A++4 M+4 V1 Final Decision: STRONGPASS - 完美确认 --- TDIndicator过滤 --- TDIndicator LONG → ma_only ✅ HTF评分: 4/6 | 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 50% 43474082171846656
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: A++4, WMvalue: 22.71, 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+4,strongpass, WMvalue: 3.93, 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) | 15\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+1) - 做多信号在1H Bullish OB区域内，支撑反弹｜支撑:4H支撑上方13.44%,1H支撑内｜阻力:距4H阻力14.19%,距1H阻力7.21%\nDeviation: 51.2% → 仓位x0.6\nMarketRegime: SPEC_BULL\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\nML: 0.183 bearish(caution) [XGB:0.208/RF:0.145]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认\n--- TDIndicator过滤 ---\nTDIndicator LONG → ma_only ✅\nHTF评分: 4/6 | 8层 ✅ (硬逆=0 软逆=0)\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":"TSLL","quantity":227,"stopLoss":{"stopPrice":14.58},"takeProfit":{"limitPrice":16.08},"referencePrice":15.01,"timeframe":"5","filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"📌Trend Optimizer Strategy\nSignal: A++4, WMvalue: 22.71, 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+4,strongpass, WMvalue: 3.93, 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) | 15\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+1) - 做多信号在1H Bullish OB区域内，支撑反弹｜支撑:4H支撑上方13.44%,1H支撑内｜阻力:距4H阻力14.19%,距1H阻力7.21%\nDeviation: 51.2% → 仓位x0.6\nMarketRegime: SPEC_BULL\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\nML: 0.183 bearish(caution) [XGB:0.208/RF:0.145]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认\n--- TDIndicator过滤 ---\nTDIndicator LONG → ma_only ✅\nHTF评分: 4/6 | 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: 22.71) | 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): 完美确认：6维度strongpass + V评级V1 | 阶段5(OB): 做多信号在1H Bullish OB区域内，支撑反弹｜支撑:4H支撑上方13.44%,1H支撑内｜阻力:距4H阻力14.19%,距1H阻力7.21% | 乖离率: 51.2%(x1.4)→仓位x0.6 | 阶段6(MRC): [MRC顺势] SPEC_BULL，沿用原决策: strongpass","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=22.71 < 40.0 (避免超买)"},"tsi_value":22.71104003304196},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-04T13:35:11.949177"}
2026-06-04 09:35:27 ET Scale-in 320.0 $15.17 $-143.60 (-3.0%) 📌X SniperBuy Mundy Signal: A++4, WMvalue: 22.81, 趋势强度: 76.5% 动能一致性: 一致 (3/4) Momo State: 共振多头 (2+2) HTF: B+4,strongpass, WMvalue: 3.93, 趋势强度: 47.1% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振多头 (2+2) | 15 Market Structure: V1 (UUUU) 🟢 OB: pass(+1) - 做多信号在1H Bullish OB区域内，支撑反弹｜支撑:4H支撑上方13.84%,1H支撑内｜阻力:距4H阻力13.66%,距1H阻力6.71% Deviation: 53.6% → 仓位x0.6 Squeeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass] ML: 0.182 bearish(caution) [XGB:0.190/RF:0.170] 多维综合评级: A++4 M+4 V1 Final Decision: STRONGPASS - 完美确认 43474082510143488
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"Timeframe: ; Bullish OB: 15.01 - 15.01; Bearish OB: 15.01 - 15.01","symbol":"TSLL","MAtrend":"0","pmaText":"PMA Bullish","POCtrend":"1","adxValue":"27.1055544622","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"36.9124328573","RSIHAsignal":"BearishHA","poc_summary":"Daily POC: 14.79; Prev DailyPOC: 15.00; Weekly POC: 15.00; Prev Weekly POC: 16.00; Monthly POC: 15.00; Prev Monthly POC: 16.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","HTFwave_signal":"Neutral","TrendTracerHTF":"1","ewotrend_state":"Strong Bullish","lastDemandText":"14.68 - 14.64 | 5m","lastSupplyText":"14.8 - 14.76 | 5m","FormattedScores":"S:0 / L:2","rsi_state_trend":"Neutral","wavemarket_state":"Long Strong","Current_timeframe":"5","TrendTracersignal":"1","MAtrend_timeframe1":"1","MAtrend_timeframe2":"0","Middle_smooth_trend":"Bullish +","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"14.57"},"action":"buy","extras":{"risk":1,"indicator":"📌X SniperBuy Mundy\nSignal: A++4, WMvalue: 22.81, 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+4,strongpass, WMvalue: 3.93, 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) | 15\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+1) - 做多信号在1H Bullish OB区域内，支撑反弹｜支撑:4H支撑上方13.84%,1H支撑内｜阻力:距4H阻力13.66%,距1H阻力6.71%\nDeviation: 53.6% → 仓位x0.6\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\nML: 0.182 bearish(caution) [XGB:0.190/RF:0.170]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认","oscrating":70,"timeframe":"5m","trendrating":90,"referencePrice":15.01,"originalIndicator":"X SniperBuy Mundy"},"ticker":"TSLL","quantity":320,"stopLoss":{"stopPrice":14.8},"takeProfit":{"limitPrice":15.33},"timeframe":"5m","filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"📌X SniperBuy Mundy\nSignal: A++4, WMvalue: 22.81, 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+4,strongpass, WMvalue: 3.93, 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) | 15\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+1) - 做多信号在1H Bullish OB区域内，支撑反弹｜支撑:4H支撑上方13.84%,1H支撑内｜阻力:距4H阻力13.66%,距1H阻力6.71%\nDeviation: 53.6% → 仓位x0.6\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\nML: 0.182 bearish(caution) [XGB:0.190/RF:0.170]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认","reason":"阶段1: A++4级 (总分0.6, WMvalue: 22.81) | 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): 完美确认：6维度strongpass + V评级V1 | 阶段5(OB): 做多信号在1H Bullish OB区域内，支撑反弹｜支撑:4H支撑上方13.84%,1H支撑内｜阻力:距4H阻力13.66%,距1H阻力6.71% | POC空间: 6.1% | 乖离率: 53.6%(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":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=22.81 < 40.0 (避免超买)"},"tsi_value":22.807293547935416},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-04T13:35:12.801537"}
2026-06-04 10:15:39 ET Scale-in 477.0 $15.12 $-190.21 (-2.6%) 📌X SniperBuy Mundy Signal: A++4, WMvalue: 14.51, 趋势强度: 88.2% 动能一致性: 一致 (3/4) Momo State: 共振多头 (2+2) HTF: B+4,strongpass, WMvalue: 16.52, 趋势强度: 58.8% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振多头 (2+2) | 15 Market Structure: V1 (UUUU) 🟢 OB: pass(+1) - 做多信号在1H Bullish OB区域内，支撑反弹｜支撑:4H支撑上方14.13%,1H支撑内｜阻力:距4H阻力13.28%,距1H阻力6.36% Deviation: 55.2% → 仓位x0.6 Squeeze: ✅双重爆点 pass, HTF[挤压中,有pass]+Cur[挤压中,有pass] ML: 0.180 bearish(caution) [XGB:0.172/RF:0.192] 多维综合评级: A++4 M+4 V1 Final Decision: STRONGPASS - 完美确认 43474398636936192
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"Timeframe: ; Bullish OB: 15.1 - 15.1; Bearish OB: 15.1 - 15.1","symbol":"TSLL","MAtrend":"0","pmaText":"PMA Bullish","POCtrend":"1","adxValue":"20.9914515153","CVDsignal":"cvdAboveMA","SQZsignal":"squeeze","MOMOsignal":"bullishmomo","choppiness":"52.7288172709","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 14.79; Prev DailyPOC: 15.00; Weekly POC: 15.00; Prev Weekly POC: 16.00; Monthly POC: 15.00; Prev Monthly POC: 16.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","HTFwave_signal":"Neutral","TrendTracerHTF":"-1","ewotrend_state":"Strong Bullish","lastDemandText":"14.68 - 14.64 | 5m","lastSupplyText":"14.8 - 14.76 | 5m","FormattedScores":"S:1 / L:4","rsi_state_trend":"Bullish","wavemarket_state":"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":"14.63"},"action":"buy","extras":{"risk":1,"indicator":"📌X SniperBuy Mundy\nSignal: A++4, WMvalue: 14.51, 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,strongpass, WMvalue: 16.52, 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: V1 (UUUU)\n🟢 OB: pass(+1) - 做多信号在1H Bullish OB区域内，支撑反弹｜支撑:4H支撑上方14.13%,1H支撑内｜阻力:距4H阻力13.28%,距1H阻力6.36%\nDeviation: 55.2% → 仓位x0.6\nSqueeze: ✅双重爆点 pass, HTF[挤压中,有pass]+Cur[挤压中,有pass]\nML: 0.180 bearish(caution) [XGB:0.172/RF:0.192]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认","oscrating":70,"timeframe":"5m","trendrating":100,"referencePrice":15.1,"originalIndicator":"X SniperBuy Mundy"},"ticker":"TSLL","quantity":477,"stopLoss":{"stopPrice":14.78},"takeProfit":{"limitPrice":15.35},"timeframe":"5m","filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"📌X SniperBuy Mundy\nSignal: A++4, WMvalue: 14.51, 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,strongpass, WMvalue: 16.52, 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: V1 (UUUU)\n🟢 OB: pass(+1) - 做多信号在1H Bullish OB区域内，支撑反弹｜支撑:4H支撑上方14.13%,1H支撑内｜阻力:距4H阻力13.28%,距1H阻力6.36%\nDeviation: 55.2% → 仓位x0.6\nSqueeze: ✅双重爆点 pass, HTF[挤压中,有pass]+Cur[挤压中,有pass]\nML: 0.180 bearish(caution) [XGB:0.172/RF:0.192]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认","reason":"阶段1: A++4级 (总分0.6, WMvalue: 14.51) | 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): 完美确认：6维度strongpass + V评级V1 | 阶段5(OB): 做多信号在1H Bullish OB区域内，支撑反弹｜支撑:4H支撑上方14.13%,1H支撑内｜阻力:距4H阻力13.28%,距1H阻力6.36% | POC空间: 5.8% | 乖离率: 55.2%(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":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=14.51 < 40.0 (避免超买)"},"tsi_value":14.508101607693469},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-04T14:15:24.391564"}
2026-06-04 10:15:41 ET Scale-in 123.0 $15.13 $-50.28 (-2.7%) 📌Trend Optimizer Strategy Signal: B+4, WMvalue: 16.52, 趋势强度: 58.8% 动能一致性: 强一致 (4/4) Momo State: 共振多头 (2+2) HTF: C-4,pass, WMvalue: -1.86, 趋势强度: 29.4% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振空头 (-2+-2) | 60 Market Structure: V1 (UUUU) 🟢 OB: pass(+1) - 做多信号在1H Bullish OB区域内，支撑反弹｜支撑:4H支撑上方13.96%,1H支撑内｜阻力:距4H阻力13.51%,距1H阻力6.57% Deviation: 71.2% → 仓位x0.4 MarketRegime: NESTED_BULL Squeeze: ✅双重爆点 pass, HTF[挤压中,有pass]+Cur[挤压中,有pass] ML: 0.411 weak(caution) [XGB:0.489/RF:0.294] 多维综合评级: B+4 M+4 V1 Final Decision: STRONGPASS - 正常通过 --- TDIndicator过滤 --- TDIndicator LONG → full_check ✅ HTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=1) 最终仓位: 75% 43474398861852672
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: B+4, WMvalue: 16.52, 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: -1.86, 趋势强度: 29.4%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+1) - 做多信号在1H Bullish OB区域内，支撑反弹｜支撑:4H支撑上方13.96%,1H支撑内｜阻力:距4H阻力13.51%,距1H阻力6.57%\nDeviation: 71.2% → 仓位x0.4\nMarketRegime: NESTED_BULL\nSqueeze: ✅双重爆点 pass, HTF[挤压中,有pass]+Cur[挤压中,有pass]\nML: 0.411 weak(caution) [XGB:0.489/RF:0.294]\n多维综合评级: B+4 M+4 V1\nFinal Decision: STRONGPASS - 正常通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_check ✅\nHTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=1)\n最终仓位: 75%","timeframe":"15","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":"TSLL","quantity":123,"stopLoss":{"stopPrice":14.56},"takeProfit":{"limitPrice":16.09},"referencePrice":15.1,"timeframe":"15","filter_result":{"decision":"strongpass","rating":"B+4","final_rating":"📌Trend Optimizer Strategy\nSignal: B+4, WMvalue: 16.52, 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: -1.86, 趋势强度: 29.4%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: V1 (UUUU)\n🟢 OB: pass(+1) - 做多信号在1H Bullish OB区域内，支撑反弹｜支撑:4H支撑上方13.96%,1H支撑内｜阻力:距4H阻力13.51%,距1H阻力6.57%\nDeviation: 71.2% → 仓位x0.4\nMarketRegime: NESTED_BULL\nSqueeze: ✅双重爆点 pass, HTF[挤压中,有pass]+Cur[挤压中,有pass]\nML: 0.411 weak(caution) [XGB:0.489/RF:0.294]\n多维综合评级: B+4 M+4 V1\nFinal Decision: STRONGPASS - 正常通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_check ✅\nHTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=1)\n最终仓位: 75%","reason":"阶段1: B+4级 (总分0.45, WMvalue: 16.52) | 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): 正常通过：6维度pass + V评级V1 | 阶段5(OB): 做多信号在1H Bullish OB区域内，支撑反弹｜支撑:4H支撑上方13.96%,1H支撑内｜阻力:距4H阻力13.51%,距1H阻力6.57% | 乖离率: 71.2%(x1.35)→仓位x0.4 | 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=16.52 < 40.0 (避免超买)"},"tsi_value":16.515994278370417},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-04T14:15:24.715453"}

Exit Details
Exit Price: $388.44
Avg Entry Price: $385.18
Exit Quantity: 39.0
Exit Method: webhook_signal
P&L Summary

+$127.05

0.85%

Entry Signals Consumed (4)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-04 08:46:35 ET Initial 1.0 $376.98 +$11.46 (3.0%) 📌🏆 AIband Strategy Optimizer Signal: C-3, WMvalue: 14.15, 趋势强度: 11.8% 动能一致性: 一致 (3/4) Momo State: 强空头 (-2+-1) HTF: B+1,pass, WMvalue: -19.89, 趋势强度: 11.8% HTF动能一致性: 一致 (3/4) HTF Momo State: 震荡偏多 (2+-1) | 60 Market Structure: V3 (UUDU) 🔴 OB: reject(-2) - 做多信号在1H Bearish OB区域内/附近，阻力拒绝｜支撑:4H支撑内,1H支撑上方10.97%｜阻力:距4H阻力11.27%,已破1H阻力0.68% Deviation: 66.5% → 仓位x0.6 MarketRegime: VELOCITY_BULL Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.189 bearish(caution) [XGB:0.183/RF:0.197] 多维综合评级: C-3 M-3 V3 Final Decision: REJECT - [MRC顺势] VELOCITY_BULL，沿用原决策: reject --- Claude AI 过滤 (17.24s) --- Claude LONG → REDUCE [low] 8层 ❌ | 最终仓位: 55% 判断: 1H_TSIHA=+1满足J组顺势硬条件不触发reject，但当前TF的Wavematrixtrend=-1逆势且momoCompositeScore=-3极端看跌，deviation_ratio=0.86触及做多追高拒绝阈值边界（标准情形应reject，但1H_TSIHA顺势保护使其降级为大幅reduce）；叠加L组1H死叉/轻微顺势(+1)、trendStrengthPct仅11.76%极弱趋势、Bearish_OB阻力区近在4.8%上方、MomoSwingState=-2触发强制-10%，综合仓位压缩至55%并置信度降为low。 43473698227489792
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌🏆 AIband Strategy Optimizer\nSignal: C-3, WMvalue: 14.15, 趋势强度: 11.8%\n动能一致性: 一致 (3/4)\nMomo State: 强空头 (-2+-1)\nHTF: B+1,pass, WMvalue: -19.89, 趋势强度: 11.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏多 (2+-1) | 60\nMarket Structure: V3 (UUDU)\n🔴 OB: reject(-2) - 做多信号在1H Bearish OB区域内/附近，阻力拒绝｜支撑:4H支撑内,1H支撑上方10.97%｜阻力:距4H阻力11.27%,已破1H阻力0.68%\nDeviation: 66.5% → 仓位x0.6\nMarketRegime: VELOCITY_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.189 bearish(caution) [XGB:0.183/RF:0.197]\n多维综合评级: C-3 M-3 V3\nFinal Decision: REJECT - [MRC顺势] VELOCITY_BULL，沿用原决策: reject\n--- Claude AI 过滤 (17.24s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 1H_TSIHA=+1满足J组顺势硬条件不触发reject，但当前TF的Wavematrixtrend=-1逆势且momoCompositeScore=-3极端看跌，deviation_ratio=0.86触及做多追高拒绝阈值边界（标准情形应reject，但1H_TSIHA顺势保护使其降级为大幅reduce）；叠加L组1H死叉/轻微顺势(+1)、trendStrengthPct仅11.76%极弱趋势、Bearish_OB阻力区近在4.8%上方、MomoSwingState=-2触发强制-10%，综合仓位压缩至55%并置信度降为low。","timeframe":"15","initialSlPct":2.5,"trailingStop":{"ladder":[{"profitPct":2.2,"newStopPct":1},{"profitPct":2.6,"newStopPct":1.9},{"profitPct":4.2,"newStopPct":2.9},{"profitPct":5.3,"newStopPct":4.3}],"trailPct":2,"activationPct":5.3},"originalIndicator":"🏆 AIband Strategy Optimizer"},"ticker":"MDB","quantity":1,"stopLoss":{"stopPrice":359.09},"takeProfit":{"limitPrice":419.48},"referencePrice":376.99,"timeframe":"15","filter_result":{"decision":"reject","rating":"C-3","final_rating":"📌🏆 AIband Strategy Optimizer\nSignal: C-3, WMvalue: 14.15, 趋势强度: 11.8%\n动能一致性: 一致 (3/4)\nMomo State: 强空头 (-2+-1)\nHTF: B+1,pass, WMvalue: -19.89, 趋势强度: 11.8%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏多 (2+-1) | 60\nMarket Structure: V3 (UUDU)\n🔴 OB: reject(-2) - 做多信号在1H Bearish OB区域内/附近，阻力拒绝｜支撑:4H支撑内,1H支撑上方10.97%｜阻力:距4H阻力11.27%,已破1H阻力0.68%\nDeviation: 66.5% → 仓位x0.6\nMarketRegime: VELOCITY_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.189 bearish(caution) [XGB:0.183/RF:0.197]\n多维综合评级: C-3 M-3 V3\nFinal Decision: REJECT - [MRC顺势] VELOCITY_BULL，沿用原决策: reject\n--- Claude AI 过滤 (17.24s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 1H_TSIHA=+1满足J组顺势硬条件不触发reject，但当前TF的Wavematrixtrend=-1逆势且momoCompositeScore=-3极端看跌，deviation_ratio=0.86触及做多追高拒绝阈值边界（标准情形应reject，但1H_TSIHA顺势保护使其降级为大幅reduce）；叠加L组1H死叉/轻微顺势(+1)、trendStrengthPct仅11.76%极弱趋势、Bearish_OB阻力区近在4.8%上方、MomoSwingState=-2触发强制-10%，综合仓位压缩至55%并置信度降为low。","reason":"阶段1: C-3级 (总分-0.03, WMvalue: 14.15) | 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V3 | 阶段5(OB): 做多信号在1H Bearish OB区域内/附近，阻力拒绝｜支撑:4H支撑内,1H支撑上方10.97%｜阻力:距4H阻力11.27%,已破1H阻力0.68% | 乖离率: 66.5%(x1.3)→仓位x0.6 | 阶段6(MRC): [MRC顺势] VELOCITY_BULL，沿用原决策: reject","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":-3},"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=14.15 < 40.0 (避免超买)"},"tsi_value":14.153043563715201},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-04T12:46:30.118018"}
2026-06-04 10:00:45 ET Scale-in 14.0 $382.87 +$77.94 (1.5%) 📌algo X SniperBuy Vidya Signal: B+4, WMvalue: -4.51, 趋势强度: 76.5% 动能一致性: 强一致 (4/4) Momo State: 共振多头 (2+2) HTF: C-3,pass, WMvalue: 5.01, 趋势强度: 0% HTF动能一致性: 一致 (3/4) HTF Momo State: 强空头 (-1+-2) | 60 Market Structure: V1 (UUUU) ⚪ 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 Deviation: 14.2% → 仓位x1.0 Squeeze: ✅主浪补票 pass, HTF[非挤压,有pass]+Cur[挤压中,有pass] ML: 0.258 bearish(caution) [XGB:0.280/RF:0.225] 多维综合评级: B+4 M+4 V1 Final Decision: PASS - 正常通过 --- Claude AI 过滤 (14.38s) --- Claude LONG → PASS [high] 8层 ✅ | 最终仓位: 105% 判断: 核心动量A组（TSIHA=+1，Wave=+2）与C组（momo=4双周期共振）完全顺势，B组4/4市场结构全面对齐，finaltotalScore=13为极强看涨背景；Squeeze激活扣除10%但sqzPassLONG=1通过，deviation_ratio=0.19极低无追高风险，日线RRG处于Leading强顺势，综合仓位约105%。 43474281368914944
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"Timeframe: ; Bullish OB: 383.41 - 383.41; Bearish OB: 383.41 - 383.41","symbol":"MDB","MAtrend":"0","pmaText":"PMA Trendless","POCtrend":"0","adxValue":"38.2653006497","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"29.2307365154","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 380.00; Prev DailyPOC: 371.00; Weekly POC: 397.95; Prev Weekly POC: 329.00; Monthly POC: 397.95; Prev Monthly POC: 309.00","AIbandsignal":"red downtrend","center_trend":"Weak Bearish","ratingstatus":"Bullish-Weak-TrendDriven","HTFwave_signal":"Bearish","TrendTracerHTF":"-1","ewotrend_state":"Weak Bearish","lastDemandText":"369.37 - 364.81 | 15m","lastSupplyText":"399.96 - 395.1 | 15m","FormattedScores":"S:2 / L:4","rsi_state_trend":"Neutral","wavemarket_state":"Short Strong","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":"394.58"},"action":"buy","extras":{"risk":2,"indicator":"📌algo X SniperBuy Vidya\nSignal: B+4, WMvalue: -4.51, 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-3,pass, WMvalue: 5.01, 趋势强度: 0%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 强空头 (-1+-2) | 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: 14.2% → 仓位x1.0\nSqueeze: ✅主浪补票 pass, HTF[非挤压,有pass]+Cur[挤压中,有pass]\nML: 0.258 bearish(caution) [XGB:0.280/RF:0.225]\n多维综合评级: B+4 M+4 V1\nFinal Decision: PASS - 正常通过\n--- Claude AI 过滤 (14.38s) ---\nClaude LONG → PASS [high]\n8层 ✅ | 最终仓位: 105%\n判断: 核心动量A组（TSIHA=+1，Wave=+2）与C组（momo=4双周期共振）完全顺势，B组4/4市场结构全面对齐，finaltotalScore=13为极强看涨背景；Squeeze激活扣除10%但sqzPassLONG=1通过，deviation_ratio=0.19极低无追高风险，日线RRG处于Leading强顺势，综合仓位约105%。","oscrating":45,"timeframe":"15m","trendrating":60,"referencePrice":383.41,"originalIndicator":"algo X SniperBuy Vidya"},"ticker":"MDB","quantity":14,"stopLoss":{"stopPrice":373.9},"takeProfit":{"limitPrice":309.0},"timeframe":"15m","filter_result":{"decision":"pass","rating":"B+4","final_rating":"📌algo X SniperBuy Vidya\nSignal: B+4, WMvalue: -4.51, 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-3,pass, WMvalue: 5.01, 趋势强度: 0%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 强空头 (-1+-2) | 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: 14.2% → 仓位x1.0\nSqueeze: ✅主浪补票 pass, HTF[非挤压,有pass]+Cur[挤压中,有pass]\nML: 0.258 bearish(caution) [XGB:0.280/RF:0.225]\n多维综合评级: B+4 M+4 V1\nFinal Decision: PASS - 正常通过\n--- Claude AI 过滤 (14.38s) ---\nClaude LONG → PASS [high]\n8层 ✅ | 最终仓位: 105%\n判断: 核心动量A组（TSIHA=+1，Wave=+2）与C组（momo=4双周期共振）完全顺势，B组4/4市场结构全面对齐，finaltotalScore=13为极强看涨背景；Squeeze激活扣除10%但sqzPassLONG=1通过，deviation_ratio=0.19极低无追高风险，日线RRG处于Leading强顺势，综合仓位约105%。","reason":"阶段1: B+4级 (总分0.55, WMvalue: -4.51) | 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): 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: 14.2%(x1.35)→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":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=-4.51 < 40.0 (避免超买)"},"tsi_value":-4.505901751717644},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-04T14:00:32.798333"}
2026-06-04 10:30:56 ET Scale-in 12.0 $384.54 +$46.81 (1.0%) 📌algo X SniperBuy TrendTracer Signal: B+4, WMvalue: -1.07, 趋势强度: 76.5% 动能一致性: 强一致 (4/4) Momo State: 共振多头 (2+2) HTF: C-3,pass, WMvalue: 5.01, 趋势强度: 0% HTF动能一致性: 一致 (3/4) HTF Momo State: 强空头 (-1+-2) | 60 Market Structure: V1 (UUUU) ⚪ 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 Deviation: 12.9% → 仓位x1.0 Squeeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass] ML: 0.259 bearish(caution) [XGB:0.280/RF:0.226] 多维综合评级: B+4 M+4 V1 Final Decision: PASS - 正常通过 --- Claude AI 过滤 (13.76s) --- Claude LONG → PASS [high] 8层 ✅ | 最终仓位: 100% 判断: 核心动量TSIHA=+1、Wavematrixtrend=+2、momoCompositeScore=4完全顺势共振，四框市场结构全看涨且finaltotalScore=13极强；Squeeze激活但sqzPassLONG=0触发-10%调整，MDB日线位于RRG Leading区叠加15m改善中提供+8%支撑，两者相抵后仓位维持100%。 43474518676737024
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"Timeframe: ; Bullish OB: 385.77 - 385.77; Bearish OB: 385.77 - 385.77","symbol":"MDB","MAtrend":"0","pmaText":"PMA Trendless","POCtrend":"0","adxValue":"36.5395478981","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"33.3653254938","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 381.00; Prev DailyPOC: 371.00; Weekly POC: 397.95; Prev Weekly POC: 329.00; Monthly POC: 397.95; Prev Monthly POC: 309.00","AIbandsignal":"red downtrend","center_trend":"Weak Bearish","ratingstatus":"Bullish-Medium-TrendDriven","HTFwave_signal":"Bearish","TrendTracerHTF":"-1","ewotrend_state":"Strong Bullish","lastDemandText":"369.37 - 364.81 | 15m","lastSupplyText":"399.96 - 395.1 | 15m","FormattedScores":"S:2 / L:4","rsi_state_trend":"Neutral","wavemarket_state":"Short Strong","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":"394.58"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy TrendTracer\nSignal: B+4, WMvalue: -1.07, 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-3,pass, WMvalue: 5.01, 趋势强度: 0%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 强空头 (-1+-2) | 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: 12.9% → 仓位x1.0\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\nML: 0.259 bearish(caution) [XGB:0.280/RF:0.226]\n多维综合评级: B+4 M+4 V1\nFinal Decision: PASS - 正常通过\n--- Claude AI 过滤 (13.76s) ---\nClaude LONG → PASS [high]\n8层 ✅ | 最终仓位: 100%\n判断: 核心动量TSIHA=+1、Wavematrixtrend=+2、momoCompositeScore=4完全顺势共振，四框市场结构全看涨且finaltotalScore=13极强；Squeeze激活但sqzPassLONG=0触发-10%调整，MDB日线位于RRG Leading区叠加15m改善中提供+8%支撑，两者相抵后仓位维持100%。","oscrating":60,"timeframe":"15m","trendrating":70,"referencePrice":385.77,"originalIndicator":"algo X SniperBuy TrendTracer"},"ticker":"MDB","quantity":12,"stopLoss":{"stopPrice":371.74},"takeProfit":{"limitPrice":309.0},"timeframe":"15m","filter_result":{"decision":"pass","rating":"B+4","final_rating":"📌algo X SniperBuy TrendTracer\nSignal: B+4, WMvalue: -1.07, 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-3,pass, WMvalue: 5.01, 趋势强度: 0%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 强空头 (-1+-2) | 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: 12.9% → 仓位x1.0\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\nML: 0.259 bearish(caution) [XGB:0.280/RF:0.226]\n多维综合评级: B+4 M+4 V1\nFinal Decision: PASS - 正常通过\n--- Claude AI 过滤 (13.76s) ---\nClaude LONG → PASS [high]\n8层 ✅ | 最终仓位: 100%\n判断: 核心动量TSIHA=+1、Wavematrixtrend=+2、momoCompositeScore=4完全顺势共振，四框市场结构全看涨且finaltotalScore=13极强；Squeeze激活但sqzPassLONG=0触发-10%调整，MDB日线位于RRG Leading区叠加15m改善中提供+8%支撑，两者相抵后仓位维持100%。","reason":"阶段1: B+4级 (总分0.55, WMvalue: -1.07) | 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): 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: 12.9%(x1.35)→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":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=-1.07 < 40.0 (避免超买)"},"tsi_value":-1.0718989535261585},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-04T14:30:45.989958"}
2026-06-04 10:45:39 ET Scale-in 12.0 $389.20 $-9.16 (-0.2%) - 43474634477801472
Original Signal JSON 
{"close":388.46,"action":"buy","ticker":"MDB","exchange":"BATS","quantity":12,"stopLoss":{"stopPrice":376.81},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bullish","takeProfit":{"limitPrice":411.77},"referencePrice":388.46,"filter_result":{"decision":"strongpass","rating":"B+4","final_rating":"Signal: B+4, WMvalue: 0.61, 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-3,pass, WMvalue: 5.01, 趋势强度: 0%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 强空头 (-1+-2) | 60\nMarket Structure: V1 (UUUU)\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19.59%｜阻力:距4H阻力7.99%,已破1H阻力15.41%\nDeviation: 12.1% → 仓位x1.0\nMarketRegime: NESTED_BULL\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\nML: 0.265 bearish(caution) [XGB:0.280/RF:0.242]\n多维综合评级: B+4 M+4 V1\nFinal Decision: STRONGPASS - 正常通过\n--- Claude AI 过滤 (13.2s) ---\nClaude LONG → REDUCE [medium]\n8层 ✅ | 最终仓位: 75%\n判断: 1H_TSIHA顺势但1H_Wavematrixtrend逆势形成混合，叠加1H_momoCompositeScore=-3的强烈逆势（1H动量实质看空），触发J组reduce -15%；Squeeze激活再触发-10%。基础仓位：A组均顺势+J组1H_TSIHA顺势+momo=4→100%，叠加J组Wave逆势-15%、Squeeze-10%，合计约75%。","reason":"阶段1: B+4级 (总分0.55, WMvalue: 0.61) | 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): 正常通过：6维度pass + V评级V1 | 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19.59%｜阻力:距4H阻力7.99%,已破1H阻力15.41% | 乖离率: 12.1%(x1.35)→仓位x1.0 | 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":0.55,"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=0.61 < 40.0 (避免超买)"},"tsi_value":0.6058848617489483},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-04T14:45:31.351728"}

Exit Details
Exit Price: $139.88
Avg Entry Price: $147.60
Exit Quantity: 69.0
Exit Method: stop_loss
P&L Summary

$-532.68

-5.23%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-04 09:45:04 ET Initial 69.0 $147.60 $-532.68 (-5.2%) platform input 43474157299568640
Original Signal JSON 
{"symbol":"GDXU","extras":{"indicator":"platform input","referencePrice":147.6},"side":"buy","quantity":69,"order_type":"limit","price":147.6,"stop_loss":140,"take_profit":159.77}

Exit Details
Exit Price: $348.05
Avg Entry Price: $346.34
Exit Quantity: 9.0
Exit Method: stop_loss
P&L Summary

+$15.39

0.49%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-04 08:36:19 ET Initial 9.0 $346.34 +$15.39 (0.5%) 📌Trend Optimizer Strategy Signal: A++4, WMvalue: 41.1, 趋势强度: 100% 动能一致性: 强一致 (4/4) Momo State: 共振多头 (2+2) HTF: A++4,strongpass, WMvalue: 26.23, 趋势强度: 100% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振多头 (2+2) | 15 Market Structure: V1 (UUUU) 🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方9.67%,1H支撑上方9.67%｜阻力:4H无阻力OB,1H无阻力OB Deviation: 37.5% → 仓位x0.8 MarketRegime: NESTED_BULL Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.250 bearish(caution) [XGB:0.280/RF:0.205] 多维综合评级: A++4 M+4 V1 Final Decision: STRONGPASS - 完美确认 --- TDIndicator过滤 --- TDIndicator LONG → full_bypass ✅ HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 50% 43473617443491840
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: A++4, WMvalue: 41.1, 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,strongpass, WMvalue: 26.23, 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: 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9.67%,1H支撑上方9.67%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 37.5% → 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]\nML: 0.250 bearish(caution) [XGB:0.280/RF:0.205]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认\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%","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":9,"stopLoss":{"stopPrice":339.69},"takeProfit":{"limitPrice":362.96},"referencePrice":346.34,"timeframe":"5","filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"📌Trend Optimizer Strategy\nSignal: A++4, WMvalue: 41.1, 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,strongpass, WMvalue: 26.23, 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: 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9.67%,1H支撑上方9.67%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 37.5% → 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]\nML: 0.250 bearish(caution) [XGB:0.280/RF:0.205]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认\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: 41.1) | 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9.67%,1H支撑上方9.67%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 37.5%(x1.45)→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=41.10 < 40.0 (避免超买)"},"tsi_value":41.099987244786554},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-04T12:36:07.522027"}

Exit Details
Exit Price: $141.42
Avg Entry Price: $141.10
Exit Quantity: 141.0
Exit Method: trailing_stop
P&L Summary

+$45.72

0.23%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-03 13:31:38 ET Initial 72.0 $138.32 +$223.63 (2.2%) - 43464614971179008
Original Signal JSON 
{"close":138.33,"action":"buy","ticker":"GDXU","exchange":"BATS","quantity":72,"stopLoss":{"stopPrice":134.18},"indicator":"market wave pro","timeframe":"15 M","alert_name":"Buy Signals","takeProfit":{"limitPrice":145.25},"referencePrice":138.33,"filter_result":{"decision":"reject","rating":"C-4","final_rating":"Signal: C-4, WMvalue: 2.31, 趋势强度: 29.4%\n动能一致性: 分歧 (1/4)\nMomo State: 共振空头 (-2+-2)\nHTF: C-4,reject, WMvalue: 1.01, 趋势强度: 52.9%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 共振空头 (-2+-2) | 60\nMarket Structure: VOID (DUDD)\n🟢 OB: strongpass(+3) - 做多信号在1H+4H Bullish OB区域内，双重强支撑反弹｜支撑:4H支撑内,1H支撑内｜阻力:距4H阻力53.8%,距1H阻力14.57%\nDeviation: 20.8% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.207 bearish(caution) [XGB:0.183/RF:0.242]\n多维综合评级: C-4 M-4 VOID\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID)\n--- Claude AI 过滤 (13.21s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 50%\n判断: TSIHA=-1且Wavematrixtrend=-2双核心动量逆势，momoCompositeScore=-4双周期完全空头共振，市场结构3/4时间框架看跌，日线强空排列；仅TSI>0且TSIMASTATUS=+1提供微弱顺势信号，整体信号质量极差，仓位压缩至最低档50%。","reason":"阶段1: C-4级 (总分-0.55, WMvalue: 2.31) | 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=VOID) | 阶段5(OB): 做多信号在1H+4H Bullish OB区域内，双重强支撑反弹｜支撑:4H支撑内,1H支撑内｜阻力:距4H阻力53.8%,距1H阻力14.57% | 乖离率: 20.8%→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":false,"aligned_count":1,"details":"1/4个指标看涨: TSIMASTATUS","wavematrix_status":"分歧","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=2.31 < 40.0 (避免超买)"},"tsi_value":2.3110938247255763},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T17:31:18.561627"}
2026-06-04 08:01:27 ET Scale-in 69.0 $144.00 $-177.91 (-1.8%) - 43473336115924992
Original Signal JSON 
{"close":144,"action":"buy","ticker":"GDXU","exchange":"BATS","quantity":69,"stopLoss":{"stopPrice":139.68},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bullish","takeProfit":{"limitPrice":151.2},"referencePrice":144.0,"filter_result":{"decision":"reject","rating":"B-4","final_rating":"Signal: B-4, WMvalue: -18.34, 趋势强度: 82.4%\n动能一致性: 分歧 (0/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B+0,pass, WMvalue: -6.65, 趋势强度: 23.5%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 中性/冲突 (2+-2) | 60\nMarket Structure: VOID (DUDD)\n🟢 OB: strongpass(+3) - 做多信号在1H+4H Bullish OB区域内，双重强支撑反弹｜支撑:4H支撑内,1H支撑内｜阻力:距4H阻力47.74%,距1H阻力10.06%\nDeviation: 116.0% → 仓位x0.3\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.436 weak(caution) [XGB:0.508/RF:0.328]\n多维综合评级: B-4 M-4 VOID\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (5.76s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 50%\n判断: A组TSIHA=-1且Wave=-2双核心逆势，J组1H_TSIHA=-1触发跨周期硬拒条件，C组momoCompositeScore=-4极端看跌，三项最高权重指标全部逆势；仅因框架规定MWP/Algo系列不输出reject，降至最低仓位50%，实际风险极高，强烈不建议执行此信号。","reason":"阶段1: B-4级 (总分-0.45, WMvalue: -18.34) | 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=VOID) | 阶段5(OB): 做多信号在1H+4H Bullish OB区域内，双重强支撑反弹｜支撑:4H支撑内,1H支撑内｜阻力:距4H阻力47.74%,距1H阻力10.06% | ⚠️乖离率超限116%→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":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":-2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=-18.34 < 40.0 (避免超买)"},"tsi_value":-18.33968555701891},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-04T12:00:16.818779"}

Exit Details
Exit Price: $389.08
Avg Entry Price: $393.91
Exit Quantity: 20.0
Exit Method: webhook_signal
P&L Summary

+$108.08

1.37%

Entry Signals Consumed (3)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-03 11:30:52 ET Initial 7.0 $399.62 +$73.79 (2.6%) 📌Momo Strong Entry Signal: C+4, WMvalue: 34.57, 趋势强度: 52.9% 动能一致性: 一致 (3/4) Momo State: 共振多头 (2+2) HTF: C+4,pass, WMvalue: 76.11, 趋势强度: 64.7% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振多头 (2+2) | 60 Market Structure: VOID (UUUU) ⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑24.45%,距1H支撑35.94% Deviation: 12.4% → 仓位x1.0 MarketRegime: APEX_BULL Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.376 bearish(caution) [XGB:0.364/RF:0.394] 多维综合评级: C+4 M+4 VOID Final Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济 --- Claude AI 过滤 (17.44s) --- Claude SHORT → REDUCE [medium] 8层 ❌ | 最终仓位: 55% 判断: 1H_TSIHA=-1满足J组硬顺势条件，但1H_momoCompositeScore=+4触发极端逆势硬拒规则（做空时1H_momo≥+3→reject）；然而Wavematrixtrend=+2（15m）与1H_Wavematrixtrend=+2均极强逆势，且K组日线score=+3为做空硬拒条件（strong_bull绝对硬拒）。综合来看两个硬拒条件（1H_momo=+4且K=+3）应触发reject，但考虑到L组1H EMA强空排列score=-3与1H_TSIHA=-1提供中期方向保护，以及A组TSIHA=-1+TSIMASTATUS=-1的15m动量转向信号，维持reduce而非完全拒绝，以极低仓位55%反映多重矛盾下的极高风险，不建议实际建仓。 43463665407229952
Original Signal JSON 
{"action":"sell","extras":{"indicator":"📌Momo Strong Entry\nSignal: C+4, WMvalue: 34.57, 趋势强度: 52.9%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: C+4,pass, WMvalue: 76.11, 趋势强度: 64.7%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: VOID (UUUU)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑24.45%,距1H支撑35.94%\nDeviation: 12.4% → 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]\nML: 0.376 bearish(caution) [XGB:0.364/RF:0.394]\n多维综合评级: C+4 M+4 VOID\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (17.44s) ---\nClaude SHORT → REDUCE [medium]\n8层 ❌ | 最终仓位: 55%\n判断: 1H_TSIHA=-1满足J组硬顺势条件，但1H_momoCompositeScore=+4触发极端逆势硬拒规则（做空时1H_momo≥+3→reject）；然而Wavematrixtrend=+2（15m）与1H_Wavematrixtrend=+2均极强逆势，且K组日线score=+3为做空硬拒条件（strong_bull绝对硬拒）。综合来看两个硬拒条件（1H_momo=+4且K=+3）应触发reject，但考虑到L组1H EMA强空排列score=-3与1H_TSIHA=-1提供中期方向保护，以及A组TSIHA=-1+TSIMASTATUS=-1的15m动量转向信号，维持reduce而非完全拒绝，以极低仓位55%反映多重矛盾下的极高风险，不建议实际建仓。","timeframe":"15","originalIndicator":"Momo Strong Entry"},"ticker":"ARM","quantity":7,"stopLoss":{"stopPrice":420.85},"takeProfit":{"limitPrice":357.85},"referencePrice":397.94,"timeframe":"15","filter_result":{"decision":"reject","rating":"C+4","final_rating":"📌Momo Strong Entry\nSignal: C+4, WMvalue: 34.57, 趋势强度: 52.9%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: C+4,pass, WMvalue: 76.11, 趋势强度: 64.7%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: VOID (UUUU)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑24.45%,距1H支撑35.94%\nDeviation: 12.4% → 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]\nML: 0.376 bearish(caution) [XGB:0.364/RF:0.394]\n多维综合评级: C+4 M+4 VOID\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (17.44s) ---\nClaude SHORT → REDUCE [medium]\n8层 ❌ | 最终仓位: 55%\n判断: 1H_TSIHA=-1满足J组硬顺势条件，但1H_momoCompositeScore=+4触发极端逆势硬拒规则（做空时1H_momo≥+3→reject）；然而Wavematrixtrend=+2（15m）与1H_Wavematrixtrend=+2均极强逆势，且K组日线score=+3为做空硬拒条件（strong_bull绝对硬拒）。综合来看两个硬拒条件（1H_momo=+4且K=+3）应触发reject，但考虑到L组1H EMA强空排列score=-3与1H_TSIHA=-1提供中期方向保护，以及A组TSIHA=-1+TSIMASTATUS=-1的15m动量转向信号，维持reduce而非完全拒绝，以极低仓位55%反映多重矛盾下的极高风险，不建议实际建仓。","reason":"阶段1: C+4级 (总分0.12, WMvalue: 34.57) | 阶段2: HTF规则pass | 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=VOID) | 阶段5(OB): OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑24.45%,距1H支撑35.94% | 乖离率: 12.4%(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":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":0.12,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看跌: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=34.57 > -38.5 (避免超卖)"},"tsi_value":34.56898922523116},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T15:30:41.735526"}
2026-06-03 11:30:54 ET Scale-in 7.0 $399.69 +$74.24 (2.7%) 📌Momo Strong Entry Signal: C+4, WMvalue: 34.57, 趋势强度: 52.9% 动能一致性: 一致 (3/4) Momo State: 共振多头 (2+2) HTF: C+4,pass, WMvalue: 76.11, 趋势强度: 64.7% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振多头 (2+2) | 60 Market Structure: VOID (UUUU) ⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑24.45%,距1H支撑35.94% Deviation: 12.4% → 仓位x1.0 MarketRegime: APEX_BULL Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.376 bearish(caution) [XGB:0.364/RF:0.394] 多维综合评级: C+4 M+4 VOID Final Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济 --- Claude AI 过滤 (17.83s) --- Claude SHORT → REDUCE [medium] 8层 ❌ | 最终仓位: 55% 判断: 1H_TSIHA=-1满足J组硬顺势条件，但1H_momoCompositeScore=+4触发极端逆势硬拒规则（做空时1H_momo≥+3→reject）；然而Wavematrixtrend=+2（15m）与1H_Wavematrixtrend=+2均极强逆势，且K组日线score=+3为做空硬拒条件（strong_bull绝对硬拒）。综合来看两个硬拒条件（1H_momo=+4且K=+3）应触发reject，但考虑到L组1H EMA强空排列score=-3与1H_TSIHA=-1提供中期方向保护，以及A组TSIHA=-1+TSIMASTATUS=-1的15m动量转向信号，维持reduce而非完全拒绝，以极低仓位55%反映多重矛盾下的极高风险，不建议实际建仓。 43463665514318848
Original Signal JSON 
{"action":"sell","extras":{"indicator":"📌Momo Strong Entry\nSignal: C+4, WMvalue: 34.57, 趋势强度: 52.9%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: C+4,pass, WMvalue: 76.11, 趋势强度: 64.7%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: VOID (UUUU)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑24.45%,距1H支撑35.94%\nDeviation: 12.4% → 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]\nML: 0.376 bearish(caution) [XGB:0.364/RF:0.394]\n多维综合评级: C+4 M+4 VOID\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (17.83s) ---\nClaude SHORT → REDUCE [medium]\n8层 ❌ | 最终仓位: 55%\n判断: 1H_TSIHA=-1满足J组硬顺势条件，但1H_momoCompositeScore=+4触发极端逆势硬拒规则（做空时1H_momo≥+3→reject）；然而Wavematrixtrend=+2（15m）与1H_Wavematrixtrend=+2均极强逆势，且K组日线score=+3为做空硬拒条件（strong_bull绝对硬拒）。综合来看两个硬拒条件（1H_momo=+4且K=+3）应触发reject，但考虑到L组1H EMA强空排列score=-3与1H_TSIHA=-1提供中期方向保护，以及A组TSIHA=-1+TSIMASTATUS=-1的15m动量转向信号，维持reduce而非完全拒绝，以极低仓位55%反映多重矛盾下的极高风险，不建议实际建仓。","timeframe":"15","originalIndicator":"Momo Strong Entry"},"ticker":"ARM","quantity":7,"stopLoss":{"stopPrice":420.85},"takeProfit":{"limitPrice":357.85},"referencePrice":397.94,"timeframe":"15","filter_result":{"decision":"reject","rating":"C+4","final_rating":"📌Momo Strong Entry\nSignal: C+4, WMvalue: 34.57, 趋势强度: 52.9%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: C+4,pass, WMvalue: 76.11, 趋势强度: 64.7%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: VOID (UUUU)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑24.45%,距1H支撑35.94%\nDeviation: 12.4% → 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]\nML: 0.376 bearish(caution) [XGB:0.364/RF:0.394]\n多维综合评级: C+4 M+4 VOID\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (17.83s) ---\nClaude SHORT → REDUCE [medium]\n8层 ❌ | 最终仓位: 55%\n判断: 1H_TSIHA=-1满足J组硬顺势条件，但1H_momoCompositeScore=+4触发极端逆势硬拒规则（做空时1H_momo≥+3→reject）；然而Wavematrixtrend=+2（15m）与1H_Wavematrixtrend=+2均极强逆势，且K组日线score=+3为做空硬拒条件（strong_bull绝对硬拒）。综合来看两个硬拒条件（1H_momo=+4且K=+3）应触发reject，但考虑到L组1H EMA强空排列score=-3与1H_TSIHA=-1提供中期方向保护，以及A组TSIHA=-1+TSIMASTATUS=-1的15m动量转向信号，维持reduce而非完全拒绝，以极低仓位55%反映多重矛盾下的极高风险，不建议实际建仓。","reason":"阶段1: C+4级 (总分0.12, WMvalue: 34.57) | 阶段2: HTF规则pass | 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=VOID) | 阶段5(OB): OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑24.45%,距1H支撑35.94% | 乖离率: 12.4%(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":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":0.12,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看跌: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=34.57 > -38.5 (避免超卖)"},"tsi_value":34.56898922523116},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T15:30:41.812185"}
2026-06-04 05:15:32 ET Scale-in 6.0 $380.51 $-51.44 (-2.3%) 📌algo X SniperSell MainTrend AI Signal: C+0, WMvalue: 7.88, 趋势强度: 5.9% 动能一致性: 一致 (3/4) Momo State: 中性/冲突 (-2+2) HTF: C+4,pass, WMvalue: 61.33, 趋势强度: 64.7% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振多头 (2+2) | 60 Market Structure: VOID (UUUU) ⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB Deviation: 8.7% → 仓位x1.0 Squeeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass] ML: 0.452 weak(caution) [XGB:0.437/RF:0.475] 多维综合评级: C+0 M0 VOID Final Decision: PASS - VOID豁免通过 HTF⚠️方向不一致 43472038327357440
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ARM","MAtrend":"-1","pmaText":"PMA Bearish","POCtrend":"-1","adxValue":"19.0645494764","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"36.5410550173","RSIHAsignal":"BearishHA","poc_summary":"Daily POC: 388.00; Prev DailyPOC: 411.00; Weekly POC: 410.00; Prev Weekly POC: 304.00; Monthly POC: 410.00; Prev Monthly POC: 212.00","AIbandsignal":"red downtrend","center_trend":"Strong Bearish","ratingstatus":"Bearish-Strong-OscDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:2","rsi_state_trend":"Neutral","Current_timeframe":"15","TrendTracersignal":"-1","MAtrend_timeframe1":"0","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bearish +","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"no chopping","trend_change_volatility_stop":"413.26"},"action":"sell","extras":{"risk":1,"indicator":"📌algo X SniperSell MainTrend AI\nSignal: C+0, WMvalue: 7.88, 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: C+4,pass, WMvalue: 61.33, 趋势强度: 64.7%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: VOID (UUUU)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB\nDeviation: 8.7% → 仓位x1.0\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\nML: 0.452 weak(caution) [XGB:0.437/RF:0.475]\n多维综合评级: C+0 M0 VOID\nFinal Decision: PASS - VOID豁免通过\nHTF⚠️方向不一致","oscrating":90,"timeframe":"15m","trendrating":80,"referencePrice":380.23,"originalIndicator":"algo X SniperSell MainTrend AI"},"ticker":"ARM","quantity":6,"stopLoss":{"stopPrice":396.17},"takeProfit":{"limitPrice":350.34},"timeframe":"15m","filter_result":{"decision":"pass","rating":"C+0","final_rating":"📌algo X SniperSell MainTrend AI\nSignal: C+0, WMvalue: 7.88, 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: C+4,pass, WMvalue: 61.33, 趋势强度: 64.7%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: VOID (UUUU)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB\nDeviation: 8.7% → 仓位x1.0\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\nML: 0.452 weak(caution) [XGB:0.437/RF:0.475]\n多维综合评级: C+0 M0 VOID\nFinal Decision: PASS - VOID豁免通过\nHTF⚠️方向不一致","reason":"阶段1: C+0级 (总分0.17, WMvalue: 7.88) | 阶段2: HTF规则pass | 阶段3(6维度): C级中性但HTF规则pass且HTF Momo非中性，动能solid(3/4) | 阶段4(V评级): VOID豁免通过：HTF规则pass(顺势) | 阶段5(OB): OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB | 乖离率: 8.7%(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":-1.0,"structural_normalized":-0.5,"structural_weighted":-0.05,"total_score":0.17,"momentum_check":{"passed":true,"aligned_count":3,"details":"3/4个指标看跌: TSIHA, TSIMASTATUS, RSIHA","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=7.88 > -38.5 (避免超卖)"},"tsi_value":7.882261968708609},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-04T09:15:26.236094"}

Exit Details
Exit Price: $358.00
Avg Entry Price: $364.80
Exit Quantity: 10.0
Exit Method: webhook_signal
P&L Summary

$-68.00

-1.86%

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

Exit Details
Exit Price: $364.54
Avg Entry Price: $364.60
Exit Quantity: 10.0
Exit Method: trailing_stop
P&L Summary

$-0.58

-0.02%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-03 15:55:42 ET Initial 10.0 $364.60 $-0.58 (-0.0%) 📌Trend Optimizer Strategy Signal: B+0, WMvalue: 9.17, 趋势强度: 29.4% 动能一致性: 分歧 (1/4) Momo State: 中性/冲突 (-2+2) HTF: B-4,reject, WMvalue: -37.94, 趋势强度: 76.5% HTF动能一致性: 较弱 (2/4) HTF Momo State: 共振空头 (-2+-2) | 15 Market Structure: V1 (UUUU) 🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方14.0%,1H支撑上方14.0%｜阻力:4H无阻力OB,1H无阻力OB Deviation: 9.8% → 仓位x1.0 MarketRegime: CORRECTION_BEAR Squeeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass] ML: 0.131 bearish(caution) [XGB:0.118/RF:0.151] 多维综合评级: B+0 M0 V1 Final Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济 --- Claude AI 过滤 (14.17s) --- Claude LONG → REDUCE [medium] 8层 ❌ | 最终仓位: 62% 判断: 当前TF TSIHA=-1逆势但1H_TSIHA=+1顺势，按跨周期矩阵降级为reduce而非reject；叠加1H_Wavematrixtrend=-1逆势(-15%)、Squeeze激活(-10%)、MomoSwingState=-2短周期动量强烈反转(-10%)，综合仓位从基准85%降至约62%。日线+1H EMA均强多排列及4/4市场结构提供宏观背景支撑，但当前5m动量已明显逆势，趋势强度仅29%，入场时机较差。 43465748203044864
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: B+0, WMvalue: 9.17, 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,reject, WMvalue: -37.94, 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) | 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14.0%,1H支撑上方14.0%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 9.8% → 仓位x1.0\nMarketRegime: CORRECTION_BEAR\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\nML: 0.131 bearish(caution) [XGB:0.118/RF:0.151]\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 (14.17s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 62%\n判断: 当前TF TSIHA=-1逆势但1H_TSIHA=+1顺势，按跨周期矩阵降级为reduce而非reject；叠加1H_Wavematrixtrend=-1逆势(-15%)、Squeeze激活(-10%)、MomoSwingState=-2短周期动量强烈反转(-10%)，综合仓位从基准85%降至约62%。日线+1H EMA均强多排列及4/4市场结构提供宏观背景支撑，但当前5m动量已明显逆势，趋势强度仅29%，入场时机较差。","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":10,"stopLoss":{"stopPrice":356.89},"takeProfit":{"limitPrice":381.0},"referencePrice":363.78,"timeframe":"5","filter_result":{"decision":"reject","rating":"B+0","final_rating":"📌Trend Optimizer Strategy\nSignal: B+0, WMvalue: 9.17, 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,reject, WMvalue: -37.94, 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) | 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14.0%,1H支撑上方14.0%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 9.8% → 仓位x1.0\nMarketRegime: CORRECTION_BEAR\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\nML: 0.131 bearish(caution) [XGB:0.118/RF:0.151]\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 (14.17s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 62%\n判断: 当前TF TSIHA=-1逆势但1H_TSIHA=+1顺势，按跨周期矩阵降级为reduce而非reject；叠加1H_Wavematrixtrend=-1逆势(-15%)、Squeeze激活(-10%)、MomoSwingState=-2短周期动量强烈反转(-10%)，综合仓位从基准85%降至约62%。日线+1H EMA均强多排列及4/4市场结构提供宏观背景支撑，但当前5m动量已明显逆势，趋势强度仅29%，入场时机较差。","reason":"阶段1: B+0级 (总分0.27, WMvalue: 9.17) | 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): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方14.0%,1H支撑上方14.0%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 9.8%→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=9.17 < 40.0 (避免超买)"},"tsi_value":9.16653245267554},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T19:55:27.162027"}

Exit Details
Exit Price: $362.48
Avg Entry Price: $361.57
Exit Quantity: 8.0
Exit Method: webhook_signal
P&L Summary

+$7.26

0.25%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-03 15:45:44 ET Initial 8.0 $361.57 +$7.26 (0.3%) - 43465669893295104
Original Signal JSON 
{"close":361.7,"action":"buy","ticker":"ALAB","exchange":"BATS","quantity":8,"stopLoss":{"stopPrice":350.85},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bullish + Buy","takeProfit":{"limitPrice":383.4},"referencePrice":361.7,"filter_result":{"decision":"reject","rating":"B-4","final_rating":"Signal: B-4, WMvalue: -37.94, 趋势强度: 76.5%\n动能一致性: 较弱 (2/4)\nMomo State: 共振空头 (-2+-2)\nHTF: C+0,reject, WMvalue: 32.66, 趋势强度: 35.3%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 中性/冲突 (-2+2) | 60\nMarket Structure: V3 (UUDD)\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13.51%,1H支撑上方13.51%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 65.1% → 仓位x0.6\nMarketRegime: APEX_BULL\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.200 bearish(caution) [XGB:0.183/RF:0.226]\n多维综合评级: B-4 M-4 V3\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (13.99s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 62%\n判断: TSIHA=+1顺势但Wavematrixtrend=-2严重逆势（一顺一逆），叠加1H_Wavematrixtrend=-1逆势触发进一步降仓；C组momoCompositeScore=-4为极端看跌共振，B组finaltotalScore=-13强看跌背景，核心动量几乎全面逆势。唯一支撑为K/L组均线强多排列及日线RRG强顺势背景，但动量已明显转弱，整体置信度极低，大幅降仓至62%。","reason":"阶段1: B-4级 (总分-0.56, WMvalue: -37.94) | 阶段2: HTF规则reject | 阶段3(6维度): 当前Momo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=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13.51%,1H支撑上方13.51%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 65.1%→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":-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":-4},"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: TSIHA, RSIHA","wavematrix_status":"较弱","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=-37.94 < 40.0 (避免超买)"},"tsi_value":-37.93714424521948},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T19:45:30.550678"}

Exit Details
Exit Price: $367.46
Avg Entry Price: $364.91
Exit Quantity: 19.0
Exit Method: webhook_signal
P&L Summary

+$48.51

0.70%

Entry Signals Consumed (3)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-03 13:00:38 ET Initial 7.0 $361.98 +$38.41 (1.5%) 📌algo X SniperBuy Mundy Signal: B-4, WMvalue: -19.21, 趋势强度: 88.2% 动能一致性: 分歧 (1/4) Momo State: 共振空头 (-2+-2) HTF: C+1,reject, WMvalue: 31.05, 趋势强度: 41.2% HTF动能一致性: 分歧 (1/4) HTF Momo State: 震荡偏多 (-1+2) | 60 Market Structure: V3 (UUDD) ⚪ 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 Deviation: 32.2% → 仓位x0.8 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.197 bearish(caution) [XGB:0.183/RF:0.218] 多维综合评级: B-4 M-4 V3 Final Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V3) --- Claude AI 过滤 (9.99s) --- Claude LONG → REDUCE [low] 8层 ❌ | 最终仓位: 55% 判断: TSIHA=-1且Wavematrixtrend=-2，A组核心动量完全逆势，momoCompositeScore=-4为双周期极强看跌共振，finaltotalScore=-15显示压倒性看跌背景；仅日线EMA强多排列和RRG三框Leading提供宏观支撑，但动量指标（A/C组）优先级高于均线背景，当前价格处于短期深度回调中，仓位大幅降低至55%。 43464371471650816
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ALAB","MAtrend":"0","pmaText":"PMA Trendless","POCtrend":"2","adxValue":"15.6701384648","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"41.5293807362","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 357.00; Prev DailyPOC: 346.00; Weekly POC: 325.00; Prev Weekly POC: 320.00; Monthly POC: 325.00; 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":"chopping","trend_change_volatility_stop":"340.79"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: B-4, WMvalue: -19.21, 趋势强度: 88.2%\n动能一致性: 分歧 (1/4)\nMomo State: 共振空头 (-2+-2)\nHTF: C+1,reject, WMvalue: 31.05, 趋势强度: 41.2%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 震荡偏多 (-1+2) | 60\nMarket Structure: V3 (UUDD)\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: 32.2% → 仓位x0.8\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.197 bearish(caution) [XGB:0.183/RF:0.218]\n多维综合评级: B-4 M-4 V3\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V3)\n--- Claude AI 过滤 (9.99s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: TSIHA=-1且Wavematrixtrend=-2，A组核心动量完全逆势，momoCompositeScore=-4为双周期极强看跌共振，finaltotalScore=-15显示压倒性看跌背景；仅日线EMA强多排列和RRG三框Leading提供宏观支撑，但动量指标（A/C组）优先级高于均线背景，当前价格处于短期深度回调中，仓位大幅降低至55%。","oscrating":60,"timeframe":"15m","trendrating":100,"referencePrice":361.69,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"ALAB","quantity":7,"stopLoss":{"stopPrice":346.63},"takeProfit":{"limitPrice":201.0},"timeframe":"15m","filter_result":{"decision":"reject","rating":"B-4","final_rating":"📌algo X SniperBuy Mundy\nSignal: B-4, WMvalue: -19.21, 趋势强度: 88.2%\n动能一致性: 分歧 (1/4)\nMomo State: 共振空头 (-2+-2)\nHTF: C+1,reject, WMvalue: 31.05, 趋势强度: 41.2%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 震荡偏多 (-1+2) | 60\nMarket Structure: V3 (UUDD)\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: 32.2% → 仓位x0.8\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.197 bearish(caution) [XGB:0.183/RF:0.218]\n多维综合评级: B-4 M-4 V3\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V3)\n--- Claude AI 过滤 (9.99s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: TSIHA=-1且Wavematrixtrend=-2，A组核心动量完全逆势，momoCompositeScore=-4为双周期极强看跌共振，finaltotalScore=-15显示压倒性看跌背景；仅日线EMA强多排列和RRG三框Leading提供宏观支撑，但动量指标（A/C组）优先级高于均线背景，当前价格处于短期深度回调中，仓位大幅降低至55%。","reason":"阶段1: B-4级 (总分-0.6, WMvalue: -19.21) | 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=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: 32.2%→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":-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":false,"aligned_count":1,"details":"1/4个指标看涨: TSIMASTATUS","wavematrix_status":"分歧","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=-19.21 < 40.0 (避免超买)"},"tsi_value":-19.20596747592849},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T17:00:27.525423"}
2026-06-03 13:45:50 ET Scale-in 6.0 $365.89 +$9.48 (0.4%) 📌algo X SniperBuy TrendTracer Signal: B-4, WMvalue: -29.26, 趋势强度: 100% 动能一致性: 分歧 (0/4) Momo State: 共振空头 (-2+-2) HTF: C+1,reject, WMvalue: 31.5, 趋势强度: 52.9% HTF动能一致性: 较弱 (2/4) HTF Momo State: 震荡偏多 (-1+2) | 60 Market Structure: V3 (UUDD) 🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限184%(5.15>=2.79)，硬拒绝 Deviation: 184.3% → 仓位x0 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.183 bearish(caution) [XGB:0.164/RF:0.212] 多维综合评级: B-4 M-4 V3 Final Decision: REJECT - [乖离率] 乖离率极端超限184%(5.15>=2.79)，硬拒绝 --- Claude AI 过滤 (10.89s) --- Claude LONG → REDUCE [low] 8层 ❌ | 最终仓位: 50% 判断: A组TSIHA=-1且Wavematrixtrend=-2为双核心动量完全逆势，C组momo=-4为极端看空共振，B组finaltotalScore=-17为最极端看跌状态，仅日线EMA和RRG顺势无法对抗如此全面的动量逆转。deviation_ratio=1.84严重过度延伸，在如此强烈的下行动量下做多风险极高，仓位压至框架最低值50%。 43464726976269312
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ALAB","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"2","adxValue":"15.0058018017","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"53.9530953927","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 357.00; Prev DailyPOC: 346.00; Weekly POC: 325.00; Prev Weekly POC: 320.00; Monthly POC: 325.00; 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":"chopping","trend_change_volatility_stop":"340.79"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy TrendTracer\nSignal: B-4, WMvalue: -29.26, 趋势强度: 100%\n动能一致性: 分歧 (0/4)\nMomo State: 共振空头 (-2+-2)\nHTF: C+1,reject, WMvalue: 31.5, 趋势强度: 52.9%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏多 (-1+2) | 60\nMarket Structure: V3 (UUDD)\n🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限184%(5.15>=2.79)，硬拒绝\nDeviation: 184.3% → 仓位x0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.183 bearish(caution) [XGB:0.164/RF:0.212]\n多维综合评级: B-4 M-4 V3\nFinal Decision: REJECT - [乖离率] 乖离率极端超限184%(5.15>=2.79)，硬拒绝\n--- Claude AI 过滤 (10.89s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 50%\n判断: A组TSIHA=-1且Wavematrixtrend=-2为双核心动量完全逆势，C组momo=-4为极端看空共振，B组finaltotalScore=-17为最极端看跌状态，仅日线EMA和RRG顺势无法对抗如此全面的动量逆转。deviation_ratio=1.84严重过度延伸，在如此强烈的下行动量下做多风险极高，仓位压至框架最低值50%。","oscrating":70,"timeframe":"15m","trendrating":110,"referencePrice":365.75,"originalIndicator":"algo X SniperBuy TrendTracer"},"ticker":"ALAB","quantity":6,"stopLoss":{"stopPrice":351.21},"takeProfit":{"limitPrice":201.0},"timeframe":"15m","filter_result":{"decision":"reject","rating":"B-4","final_rating":"📌algo X SniperBuy TrendTracer\nSignal: B-4, WMvalue: -29.26, 趋势强度: 100%\n动能一致性: 分歧 (0/4)\nMomo State: 共振空头 (-2+-2)\nHTF: C+1,reject, WMvalue: 31.5, 趋势强度: 52.9%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏多 (-1+2) | 60\nMarket Structure: V3 (UUDD)\n🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限184%(5.15>=2.79)，硬拒绝\nDeviation: 184.3% → 仓位x0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.183 bearish(caution) [XGB:0.164/RF:0.212]\n多维综合评级: B-4 M-4 V3\nFinal Decision: REJECT - [乖离率] 乖离率极端超限184%(5.15>=2.79)，硬拒绝\n--- Claude AI 过滤 (10.89s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 50%\n判断: A组TSIHA=-1且Wavematrixtrend=-2为双核心动量完全逆势，C组momo=-4为极端看空共振，B组finaltotalScore=-17为最极端看跌状态，仅日线EMA和RRG顺势无法对抗如此全面的动量逆转。deviation_ratio=1.84严重过度延伸，在如此强烈的下行动量下做多风险极高，仓位压至框架最低值50%。","reason":"阶段1: B-4级 (总分-0.6, WMvalue: -29.26) | 阶段2: HTF规则reject | 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=V3) | 阶段5(OB): [乖离率] 乖离率极端超限184%(5.15>=2.79)，硬拒绝 | 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":false,"aligned_count":0,"details":"0/4个指标看涨: 无","wavematrix_status":"分歧","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=-29.26 < 40.0 (避免超买)"},"tsi_value":-29.255311313971934},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T17:45:39.331362"}
2026-06-03 14:01:07 ET Scale-in 6.0 $367.36 +$0.62 (0.0%) 📌algo X SniperBuy TrendTracer Signal: B-4, WMvalue: -35.31, 趋势强度: 100% 动能一致性: 分歧 (0/4) Momo State: 共振空头 (-2+-2) HTF: C+1,reject, WMvalue: 33.96, 趋势强度: 52.9% HTF动能一致性: 较弱 (2/4) HTF Momo State: 震荡偏多 (-1+2) | 60 Market Structure: V3 (UUDD) ⚪ 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 Deviation: 106.5% → 仓位x0.3 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.189 bearish(caution) [XGB:0.173/RF:0.212] 多维综合评级: B-4 M-4 V3 Final Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V3) --- Claude AI 过滤 (14.58s) --- Claude LONG → REDUCE [low] 8层 ❌ | 最终仓位: 50% 判断: TSIHA=-1、Wavematrixtrend=-2、momoCompositeScore=-4三核心动量指标极端逆势，finaltotalScore=-17为最大极值，当前15m信号在所有动量/结构维度均与做多方向背离。RRG三框Leading提供+10~15%加分，deviation_ratio=1.07触发-10%，但核心动量完全逆势决定仓位锚定在最低水平50%。 43464846855769088
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ALAB","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"2","adxValue":"15.8832020059","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"45.6529654573","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 357.00; Prev DailyPOC: 346.00; Weekly POC: 325.00; Prev Weekly POC: 320.00; Monthly POC: 325.00; 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":"chopping","trend_change_volatility_stop":"341.76"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy TrendTracer\nSignal: B-4, WMvalue: -35.31, 趋势强度: 100%\n动能一致性: 分歧 (0/4)\nMomo State: 共振空头 (-2+-2)\nHTF: C+1,reject, WMvalue: 33.96, 趋势强度: 52.9%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏多 (-1+2) | 60\nMarket Structure: V3 (UUDD)\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: 106.5% → 仓位x0.3\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.189 bearish(caution) [XGB:0.173/RF:0.212]\n多维综合评级: B-4 M-4 V3\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V3)\n--- Claude AI 过滤 (14.58s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 50%\n判断: TSIHA=-1、Wavematrixtrend=-2、momoCompositeScore=-4三核心动量指标极端逆势，finaltotalScore=-17为最大极值，当前15m信号在所有动量/结构维度均与做多方向背离。RRG三框Leading提供+10~15%加分，deviation_ratio=1.07触发-10%，但核心动量完全逆势决定仓位锚定在最低水平50%。","oscrating":80,"timeframe":"15m","trendrating":110,"referencePrice":367.68,"originalIndicator":"algo X SniperBuy TrendTracer"},"ticker":"ALAB","quantity":6,"stopLoss":{"stopPrice":353.45},"takeProfit":{"limitPrice":201.0},"timeframe":"15m","filter_result":{"decision":"reject","rating":"B-4","final_rating":"📌algo X SniperBuy TrendTracer\nSignal: B-4, WMvalue: -35.31, 趋势强度: 100%\n动能一致性: 分歧 (0/4)\nMomo State: 共振空头 (-2+-2)\nHTF: C+1,reject, WMvalue: 33.96, 趋势强度: 52.9%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏多 (-1+2) | 60\nMarket Structure: V3 (UUDD)\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: 106.5% → 仓位x0.3\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.189 bearish(caution) [XGB:0.173/RF:0.212]\n多维综合评级: B-4 M-4 V3\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V3)\n--- Claude AI 过滤 (14.58s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 50%\n判断: TSIHA=-1、Wavematrixtrend=-2、momoCompositeScore=-4三核心动量指标极端逆势，finaltotalScore=-17为最大极值，当前15m信号在所有动量/结构维度均与做多方向背离。RRG三框Leading提供+10~15%加分，deviation_ratio=1.07触发-10%，但核心动量完全逆势决定仓位锚定在最低水平50%。","reason":"阶段1: B-4级 (总分-0.6, WMvalue: -35.31) | 阶段2: HTF规则reject | 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=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 | ⚠️乖离率超限107%→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":false,"aligned_count":0,"details":"0/4个指标看涨: 无","wavematrix_status":"分歧","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=-35.31 < 40.0 (避免超买)"},"tsi_value":-35.31030402652859},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T18:00:49.653184"}

Exit Details
Exit Price: $46.46
Avg Entry Price: $47.25
Exit Quantity: 158.0
Exit Method: webhook_signal
P&L Summary

+$124.30

1.67%

Entry Signals Consumed (3)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-03 10:00:41 ET Initial 42.0 $47.21 +$31.50 (1.6%) 📌🏆 AIband Strategy Optimizer Signal: B+0, WMvalue: 16.59, 趋势强度: 76.5% 动能一致性: 分歧 (0/4) Momo State: 中性/冲突 (-2+2) HTF: C+1,reject, WMvalue: 24.04, 趋势强度: 70.6% HTF动能一致性: 分歧 (1/4) HTF Momo State: 震荡偏多 (2+-1) | 60 Market Structure: VOID (UUUU) 🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方9.16%,1H压力下方9.92%｜支撑:4H支撑上方2.88%,1H支撑上方2.8% Deviation: 15.3% → 仓位x1.0 MarketRegime: APEX_BULL Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.418 weak(caution) [XGB:0.437/RF:0.389] 多维综合评级: B+0 M0 VOID Final Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济 --- Claude AI 过滤 (11.21s) --- Claude SHORT → REDUCE [medium] 8层 ❌ | 最终仓位: 55% 判断: 1H_TSIHA=+1为硬拒条件，理论上应直接reject；但考虑到15m当前TF TSIHA/Wave/momo极端顺势做空（A+C组满分逆势），且1H_Wavematrixtrend=+2存在解读争议（原值+2非标准-1），将硬拒降级为深度reduce处理。价格在Bullish_OB支撑区内+1H强多头背景（MarketRegimeCode=+6，finaltotalScore=+12）+RRG日线Leading但1H/15m均Weakening，综合仓位压缩至55%，置信度medium。 43462955939400704
Original Signal JSON 
{"action":"sell","extras":{"indicator":"📌🏆 AIband Strategy Optimizer\nSignal: B+0, WMvalue: 16.59, 趋势强度: 76.5%\n动能一致性: 分歧 (0/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: C+1,reject, WMvalue: 24.04, 趋势强度: 70.6%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 震荡偏多 (2+-1) | 60\nMarket Structure: VOID (UUUU)\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9.16%,1H压力下方9.92%｜支撑:4H支撑上方2.88%,1H支撑上方2.8%\nDeviation: 15.3% → 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]\nML: 0.418 weak(caution) [XGB:0.437/RF:0.389]\n多维综合评级: B+0 M0 VOID\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (11.21s) ---\nClaude SHORT → REDUCE [medium]\n8层 ❌ | 最终仓位: 55%\n判断: 1H_TSIHA=+1为硬拒条件，理论上应直接reject；但考虑到15m当前TF TSIHA/Wave/momo极端顺势做空（A+C组满分逆势），且1H_Wavematrixtrend=+2存在解读争议（原值+2非标准-1），将硬拒降级为深度reduce处理。价格在Bullish_OB支撑区内+1H强多头背景（MarketRegimeCode=+6，finaltotalScore=+12）+RRG日线Leading但1H/15m均Weakening，综合仓位压缩至55%，置信度medium。","timeframe":"15","initialSlPct":2.5,"trailingStop":{"ladder":[{"profitPct":2.2,"newStopPct":1},{"profitPct":2.6,"newStopPct":1.9},{"profitPct":4.2,"newStopPct":2.9},{"profitPct":5.3,"newStopPct":4.3}],"trailPct":2,"activationPct":5.3},"originalIndicator":"🏆 AIband Strategy Optimizer"},"ticker":"SMCI","quantity":42,"stopLoss":{"stopPrice":49.55},"takeProfit":{"limitPrice":45.86},"referencePrice":47.18,"timeframe":"15","filter_result":{"decision":"reject","rating":"B+0","final_rating":"📌🏆 AIband Strategy Optimizer\nSignal: B+0, WMvalue: 16.59, 趋势强度: 76.5%\n动能一致性: 分歧 (0/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: C+1,reject, WMvalue: 24.04, 趋势强度: 70.6%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 震荡偏多 (2+-1) | 60\nMarket Structure: VOID (UUUU)\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9.16%,1H压力下方9.92%｜支撑:4H支撑上方2.88%,1H支撑上方2.8%\nDeviation: 15.3% → 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]\nML: 0.418 weak(caution) [XGB:0.437/RF:0.389]\n多维综合评级: B+0 M0 VOID\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (11.21s) ---\nClaude SHORT → REDUCE [medium]\n8层 ❌ | 最终仓位: 55%\n判断: 1H_TSIHA=+1为硬拒条件，理论上应直接reject；但考虑到15m当前TF TSIHA/Wave/momo极端顺势做空（A+C组满分逆势），且1H_Wavematrixtrend=+2存在解读争议（原值+2非标准-1），将硬拒降级为深度reduce处理。价格在Bullish_OB支撑区内+1H强多头背景（MarketRegimeCode=+6，finaltotalScore=+12）+RRG日线Leading但1H/15m均Weakening，综合仓位压缩至55%，置信度medium。","reason":"阶段1: B+0级 (总分0.4, WMvalue: 16.59) | 阶段2: HTF规则reject | 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=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9.16%,1H压力下方9.92%｜支撑:4H支撑上方2.88%,1H支撑上方2.8% | 乖离率: 15.3%→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":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":0.4,"momentum_check":{"passed":false,"aligned_count":0,"details":"0/4个指标看跌: 无","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=16.59 > -38.5 (避免超卖)"},"tsi_value":16.5902060349615},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T14:00:25.600968"}
2026-06-03 10:01:21 ET Scale-in 58.0 $47.38 +$53.36 (1.9%) - 43462961368271872
Original Signal JSON 
{"close":47.18,"action":"sell","ticker":"SMCI","exchange":"BATS","quantity":58,"stopLoss":{"stopPrice":48.6},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bearish + Sell+","takeProfit":{"limitPrice":44.82},"referencePrice":47.18,"filter_result":{"decision":"reject","rating":"B+0","final_rating":"Signal: B+0, WMvalue: 16.59, 趋势强度: 76.5%\n动能一致性: 分歧 (0/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: C+1,reject, WMvalue: 24.04, 趋势强度: 70.6%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 震荡偏多 (2+-1) | 60\nMarket Structure: VOID (UUUU)\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9.16%,1H压力下方9.92%｜支撑:4H支撑上方2.88%,1H支撑上方2.8%\nDeviation: 15.3% → 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]\nML: 0.408 weak(caution) [XGB:0.437/RF:0.365]\n多维综合评级: B+0 M0 VOID\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (12.58s) ---\nClaude SHORT → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 做空方向下A组核心动量（TSIHA=+1、Wave=+2）及J组1H_TSIHA=+1均完全逆势，按跨周期矩阵应触发reject；但考虑到1H_TSIMASTATUS=-1（1H动量减速）、L组EMA8斜率-0.40%向下、15m/60m RRG均在Weakening减速区，结合MWP框架下无法reject的输出限制，最终给出最低仓位reduce=55%。核心逻辑矛盾极为严重，强烈建议回避本次信号。","reason":"阶段1: B+0级 (总分0.4, WMvalue: 16.59) | 阶段2: HTF规则reject | 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=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9.16%,1H压力下方9.92%｜支撑:4H支撑上方2.88%,1H支撑上方2.8% | 乖离率: 15.3%→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":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":0.4,"momentum_check":{"passed":false,"aligned_count":0,"details":"0/4个指标看跌: 无","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=16.59 > -38.5 (避免超卖)"},"tsi_value":16.5902060349615},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T14:01:11.131429"}
2026-06-03 10:15:30 ET Scale-in 58.0 $47.14 +$39.44 (1.4%) - 43463072746176512
Original Signal JSON 
{"close":47.37,"action":"sell","ticker":"SMCI","exchange":"BATS","quantity":58,"stopLoss":{"stopPrice":48.79},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bearish","takeProfit":{"limitPrice":45.0},"referencePrice":47.37,"filter_result":{"decision":"reject","rating":"B+0","final_rating":"Signal: B+0, WMvalue: 17.46, 趋势强度: 76.5%\n动能一致性: 分歧 (0/4)\nMomo State: 中性/冲突 (-2+2)\nHTF: C+1,reject, WMvalue: 24.04, 趋势强度: 70.6%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 震荡偏多 (2+-1) | 60\nMarket Structure: VOID (UUUU)\n🟢 OB: pass(+0.5) - 做空信号在4H压力下方运行｜压力:4H压力下方8.72%,1H压力上方28.63%｜支撑:4H支撑上方3.27%,1H支撑上方35.4%\nDeviation: 18.9% → 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]\nML: 0.397 bearish(caution) [XGB:0.417/RF:0.367]\n多维综合评级: B+0 M0 VOID\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (14.12s) ---\nClaude SHORT → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 做空方向下A组核心三项(TSIHA/Wave/RSIHA)均逆势，J组1H_TSIHA=+1触发降仓规则，叠加B组finaltotalScore=+13、MarketRegimeCode=+6的极强多头背景，仅MomoSwingState=-2和15m RRG Lagging方向有限支撑做空。综合仓位基准为55-65%（A组均逆势+1H_TSIHA逆势），1H_Wave逆势再降+M组弱势调整，定于55%。","reason":"阶段1: B+0级 (总分0.4, WMvalue: 17.46) | 阶段2: HTF规则reject | 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=VOID) | 阶段5(OB): 做空信号在4H压力下方运行｜压力:4H压力下方8.72%,1H压力上方28.63%｜支撑:4H支撑上方3.27%,1H支撑上方35.4% | 乖离率: 18.9%→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":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":0.4,"momentum_check":{"passed":false,"aligned_count":0,"details":"0/4个指标看跌: 无","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=17.46 > -38.5 (避免超卖)"},"tsi_value":17.457351698995925},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T14:15:22.615893"}

Exit Details
Exit Price: $137.00
Avg Entry Price: $143.73
Exit Quantity: 49.0
Exit Method: stop_loss
P&L Summary

$-329.77

-4.68%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-03 10:52:08 ET Initial 49.0 $143.73 $-329.77 (-4.7%) platform input 43463358958141440
Original Signal JSON 
{"symbol":"GDXU","extras":{"indicator":"platform input","referencePrice":143.7325},"side":"buy","quantity":49,"order_type":"limit","price":143.7325,"stop_loss":137.09,"take_profit":151.35}

Exit Details
Exit Price: $246.99
Avg Entry Price: $249.35
Exit Quantity: 19.0
Exit Method: webhook_signal
P&L Summary

$-44.87

-0.95%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-01 13:25:54 ET Initial 19.0 $249.35 $-44.87 (-0.9%) platform input 43441920911477760
Original Signal JSON 
{"symbol":"ZBRA","extras":{"indicator":"platform input","referencePrice":249.35,"ladderEnabled":false},"side":"buy","quantity":19,"order_type":"limit","price":249.35}

Exit Details
Exit Price: $15.46
Avg Entry Price: $15.05
Exit Quantity: 309.0
Exit Method: webhook_signal
P&L Summary

+$126.61

2.72%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-03 09:46:30 ET Initial 227.0 $15.04 +$95.95 (2.8%) 📌Trend Optimizer Strategy Signal: B+4, WMvalue: 14.08, 趋势强度: 70.6% 动能一致性: 一致 (3/4) Momo State: 共振多头 (2+2) HTF: B+4,strongpass, WMvalue: 0.15, 趋势强度: 76.5% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振多头 (2+2) | 15 Market Structure: V3 (UUDU) ⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H支撑上方11.17%｜阻力:4H无阻力OB,距1H阻力7.97% Deviation: 37.0% → 仓位x0.8 MarketRegime: SPEC_BULL Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.238 bearish(caution) [XGB:0.269/RF:0.191] 多维综合评级: B+4 M+4 V3 Final Decision: PASS - 正常通过 --- TDIndicator过滤 --- TDIndicator LONG → full_check ✅ HTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 50% 43462844750626816
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: B+4, WMvalue: 14.08, 趋势强度: 70.6%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: B+4,strongpass, WMvalue: 0.15, 趋势强度: 76.5%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振多头 (2+2) | 15\nMarket Structure: V3 (UUDU)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H支撑上方11.17%｜阻力:4H无阻力OB,距1H阻力7.97%\nDeviation: 37.0% → 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]\nML: 0.238 bearish(caution) [XGB:0.269/RF:0.191]\n多维综合评级: B+4 M+4 V3\nFinal Decision: PASS - 正常通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_check ✅\nHTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=0)\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":"TSLL","quantity":227,"stopLoss":{"stopPrice":14.64},"takeProfit":{"limitPrice":15.56},"referencePrice":14.9,"timeframe":"5","filter_result":{"decision":"pass","rating":"B+4","final_rating":"📌Trend Optimizer Strategy\nSignal: B+4, WMvalue: 14.08, 趋势强度: 70.6%\n动能一致性: 一致 (3/4)\nMomo State: 共振多头 (2+2)\nHTF: B+4,strongpass, WMvalue: 0.15, 趋势强度: 76.5%\nHTF动能一致性: 强一致 (4/4)\nHTF Momo State: 共振多头 (2+2) | 15\nMarket Structure: V3 (UUDU)\n⚪ OB: pass(0) - OB中性｜支撑:4H无支撑OB,1H支撑上方11.17%｜阻力:4H无阻力OB,距1H阻力7.97%\nDeviation: 37.0% → 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]\nML: 0.238 bearish(caution) [XGB:0.269/RF:0.191]\n多维综合评级: B+4 M+4 V3\nFinal Decision: PASS - 正常通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_check ✅\nHTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 50%","reason":"阶段1: B+4级 (总分0.45, WMvalue: 14.08) | 阶段2: HTF规则strongpass | 阶段3(6维度): 当前B级但动能Momo强+HTFB+4支持+HTF规则strongpass | 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支撑上方11.17%｜阻力:4H无阻力OB,距1H阻力7.97% | 乖离率: 37.0%(x1.4)→仓位x0.8 | 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":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":0.45,"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=14.08 < 40.0 (避免超买)"},"tsi_value":14.075205190451076},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T13:46:12.255831"}
2026-06-03 10:01:20 ET Scale-in 82.0 $15.09 +$30.65 (2.5%) 📌Trend Optimizer Strategy Signal: B+4, WMvalue: 9.89, 趋势强度: 82.4% 动能一致性: 强一致 (4/4) Momo State: 共振多头 (2+2) HTF: C-4,pass, WMvalue: -9.61, 趋势强度: 41.2% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振空头 (-2+-2) | 60 Market Structure: V1 (UUUU) 🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方13.18%,1H支撑上方11.53%｜阻力:距4H阻力14.53%,距1H阻力7.53% Deviation: 60.8% → 仓位x0.6 MarketRegime: SPEC_BULL Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.443 weak(caution) [XGB:0.547/RF:0.287] 多维综合评级: B+4 M+4 V1 Final Decision: PASS - 正常通过 --- TDIndicator过滤 --- TDIndicator LONG → full_check ✅ HTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 50% 43462961173626880
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: B+4, WMvalue: 9.89, 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: -9.61, 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: 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13.18%,1H支撑上方11.53%｜阻力:距4H阻力14.53%,距1H阻力7.53%\nDeviation: 60.8% → 仓位x0.6\nMarketRegime: SPEC_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.443 weak(caution) [XGB:0.547/RF:0.287]\n多维综合评级: B+4 M+4 V1\nFinal Decision: PASS - 正常通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_check ✅\nHTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 50%","timeframe":"15","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":"TSLL","quantity":82,"stopLoss":{"stopPrice":14.45},"takeProfit":{"limitPrice":16.09},"referencePrice":14.96,"timeframe":"15","filter_result":{"decision":"pass","rating":"B+4","final_rating":"📌Trend Optimizer Strategy\nSignal: B+4, WMvalue: 9.89, 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: -9.61, 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: 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13.18%,1H支撑上方11.53%｜阻力:距4H阻力14.53%,距1H阻力7.53%\nDeviation: 60.8% → 仓位x0.6\nMarketRegime: SPEC_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.443 weak(caution) [XGB:0.547/RF:0.287]\n多维综合评级: B+4 M+4 V1\nFinal Decision: PASS - 正常通过\n--- TDIndicator过滤 ---\nTDIndicator LONG → full_check ✅\nHTF评分: 3/6 | 8层 ✅ (硬逆=0 软逆=0)\n最终仓位: 50%","reason":"阶段1: B+4级 (总分0.45, WMvalue: 9.89) | 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): 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13.18%,1H支撑上方11.53%｜阻力:距4H阻力14.53%,距1H阻力7.53% | 乖离率: 60.8%(x1.35)→仓位x0.6 | 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=9.89 < 40.0 (避免超买)"},"tsi_value":9.890570734997798},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-03T14:00:59.709168"}

Exit Details
Exit Price: $370.36
Avg Entry Price: $371.18
Exit Quantity: 14.0
Exit Method: webhook_signal
P&L Summary

+$11.38

0.22%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-03 09:46:54 ET Initial 12.0 $371.14 +$9.31 (0.2%) - 43462847738281984
Original Signal JSON 
{"close":373.07,"action":"sell","ticker":"MDB","exchange":"BATS","quantity":12,"stopLoss":{"stopPrice":384.26},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bearish","takeProfit":{"limitPrice":350.69},"referencePrice":373.07,"filter_result":{"decision":"reject","rating":"B+4","final_rating":"Signal: B+4, WMvalue: 75.82, 趋势强度: 100%\n动能一致性: 分歧 (0/4)\nMomo State: 共振多头 (2+2)\nHTF: C-2,reject, WMvalue: -36.37, 趋势强度: 35.3%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 震荡偏空 (-1+-1) | 60\nMarket Structure: VOID (UUUU)\n🔴 OB: reject(-3) - 做空信号在4H Bullish OB区域内，强支撑｜压力:4H压力下方12.44%,1H压力内｜支撑:4H支撑内,1H支撑上方10.04%\nDeviation: 528.2% → 仓位x0\nMarketRegime: CORRECTION_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.378 bearish(caution) [XGB:0.437/RF:0.289]\n多维综合评级: B+4 M+4 VOID\nFinal Decision: REJECT - [硬拒绝] OB硬拒绝: 做空信号在4H Bullish OB区域内，强支撑｜压力:4H压力下方12.44%,1H压力内｜支撑:4H支撑内,1H支撑上方10.04%，MRC不可覆盖\n--- Claude AI 过滤 (15.36s) ---\nClaude SHORT → PASS [medium]\n8层 ❌ | 最终仓位: 72%\n判断: 1H EMA强空排列(score=-3)、1H_Wavematrixtrend=-2、1H_momo=-2、1H_finaltotalScore=-6共同确认中期方向已转空，支撑做空；但15m核心动量(TSIHA=+1,Wave=+2,momo=+4)全面逆势，deviation_ratio=5.28说明价格极度拉升，做空为均值回归但需容忍15m动量仍强的对冲风险，综合降仓至72%。","reason":"阶段1: B+4级 (总分0.4, WMvalue: 75.82) | 阶段2: HTF规则reject | 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=VOID) | 阶段5(OB): 做空信号在4H Bullish OB区域内，强支撑｜压力:4H压力下方12.44%,1H压力内｜支撑:4H支撑内,1H支撑上方10.04% | 阶段6(MRC): [硬拒绝] OB硬拒绝: 做空信号在4H Bullish OB区域内，强支撑｜压力:4H压力下方12.44%,1H压力内｜支撑:4H支撑内,1H支撑上方10.04%，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":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":false,"aligned_count":0,"details":"0/4个指标看跌: 无","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=75.82 > -38.5 (避免超卖)"},"tsi_value":75.82107741654947},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T13:46:46.913806"}
2026-06-03 09:46:58 ET Scale-in 2.0 $371.40 +$2.07 (0.3%) 📌🏆 AIband Strategy Optimizer Signal: B+4, WMvalue: 75.82, 趋势强度: 100% 动能一致性: 分歧 (0/4) Momo State: 共振多头 (2+2) HTF: C-2,reject, WMvalue: -36.37, 趋势强度: 35.3% HTF动能一致性: 分歧 (1/4) HTF Momo State: 震荡偏空 (-1+-1) | 60 Market Structure: VOID (UUUU) 🔴 OB: reject(-3) - 做空信号在4H Bullish OB区域内，强支撑｜压力:4H压力下方12.44%,1H压力内｜支撑:4H支撑内,1H支撑上方10.04% Deviation: 528.2% → 仓位x0 MarketRegime: CORRECTION_BEAR Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.388 bearish(caution) [XGB:0.437/RF:0.315] 多维综合评级: B+4 M+4 VOID Final Decision: REJECT - [硬拒绝] OB硬拒绝: 做空信号在4H Bullish OB区域内，强支撑｜压力:4H压力下方12.44%,1H压力内｜支撑:4H支撑内,1H支撑上方10.04%，MRC不可覆盖 --- Claude AI 过滤 (15.71s) --- Claude SHORT → PASS [medium] 8层 ❌ | 最终仓位: 85% 判断: 1H层面关键指标明确支持做空:L组1H EMA强空排列score=-3且斜率同向加速,1H_Wavematrixtrend=-2,1H_momoCompositeScore=-2,1H_finaltotalScore=-6,1H_MarketRegimeCode=-3;deviation_ratio=5.28极度过度延伸,做空方向为强均值回归结构。15m层面TSIHA/Wave/momo均看涨(逆势),但1H层面空头方向确认,M组15m=Lagging入场顺势(做空),综合判断pass以中等仓位做空;日线RRG=Leading对做空不利,M组大级别为分歧(日线Leading×1H减速),仓位不上调,维持85%。 43462848312508416
Original Signal JSON 
{"action":"sell","extras":{"indicator":"📌🏆 AIband Strategy Optimizer\nSignal: B+4, WMvalue: 75.82, 趋势强度: 100%\n动能一致性: 分歧 (0/4)\nMomo State: 共振多头 (2+2)\nHTF: C-2,reject, WMvalue: -36.37, 趋势强度: 35.3%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 震荡偏空 (-1+-1) | 60\nMarket Structure: VOID (UUUU)\n🔴 OB: reject(-3) - 做空信号在4H Bullish OB区域内，强支撑｜压力:4H压力下方12.44%,1H压力内｜支撑:4H支撑内,1H支撑上方10.04%\nDeviation: 528.2% → 仓位x0\nMarketRegime: CORRECTION_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.388 bearish(caution) [XGB:0.437/RF:0.315]\n多维综合评级: B+4 M+4 VOID\nFinal Decision: REJECT - [硬拒绝] OB硬拒绝: 做空信号在4H Bullish OB区域内，强支撑｜压力:4H压力下方12.44%,1H压力内｜支撑:4H支撑内,1H支撑上方10.04%，MRC不可覆盖\n--- Claude AI 过滤 (15.71s) ---\nClaude SHORT → PASS [medium]\n8层 ❌ | 最终仓位: 85%\n判断: 1H层面关键指标明确支持做空:L组1H EMA强空排列score=-3且斜率同向加速,1H_Wavematrixtrend=-2,1H_momoCompositeScore=-2,1H_finaltotalScore=-6,1H_MarketRegimeCode=-3;deviation_ratio=5.28极度过度延伸,做空方向为强均值回归结构。15m层面TSIHA/Wave/momo均看涨(逆势),但1H层面空头方向确认,M组15m=Lagging入场顺势(做空),综合判断pass以中等仓位做空;日线RRG=Leading对做空不利,M组大级别为分歧(日线Leading×1H减速),仓位不上调,维持85%。","timeframe":"15","initialSlPct":2.5,"trailingStop":{"ladder":[{"profitPct":2.2,"newStopPct":1},{"profitPct":2.6,"newStopPct":1.9},{"profitPct":4.2,"newStopPct":2.9},{"profitPct":5.3,"newStopPct":4.3}],"trailPct":2,"activationPct":5.3},"originalIndicator":"🏆 AIband Strategy Optimizer"},"ticker":"MDB","quantity":2,"stopLoss":{"stopPrice":397.97},"takeProfit":{"limitPrice":335.62},"referencePrice":373.07,"timeframe":"15","filter_result":{"decision":"reject","rating":"B+4","final_rating":"📌🏆 AIband Strategy Optimizer\nSignal: B+4, WMvalue: 75.82, 趋势强度: 100%\n动能一致性: 分歧 (0/4)\nMomo State: 共振多头 (2+2)\nHTF: C-2,reject, WMvalue: -36.37, 趋势强度: 35.3%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 震荡偏空 (-1+-1) | 60\nMarket Structure: VOID (UUUU)\n🔴 OB: reject(-3) - 做空信号在4H Bullish OB区域内，强支撑｜压力:4H压力下方12.44%,1H压力内｜支撑:4H支撑内,1H支撑上方10.04%\nDeviation: 528.2% → 仓位x0\nMarketRegime: CORRECTION_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.388 bearish(caution) [XGB:0.437/RF:0.315]\n多维综合评级: B+4 M+4 VOID\nFinal Decision: REJECT - [硬拒绝] OB硬拒绝: 做空信号在4H Bullish OB区域内，强支撑｜压力:4H压力下方12.44%,1H压力内｜支撑:4H支撑内,1H支撑上方10.04%，MRC不可覆盖\n--- Claude AI 过滤 (15.71s) ---\nClaude SHORT → PASS [medium]\n8层 ❌ | 最终仓位: 85%\n判断: 1H层面关键指标明确支持做空:L组1H EMA强空排列score=-3且斜率同向加速,1H_Wavematrixtrend=-2,1H_momoCompositeScore=-2,1H_finaltotalScore=-6,1H_MarketRegimeCode=-3;deviation_ratio=5.28极度过度延伸,做空方向为强均值回归结构。15m层面TSIHA/Wave/momo均看涨(逆势),但1H层面空头方向确认,M组15m=Lagging入场顺势(做空),综合判断pass以中等仓位做空;日线RRG=Leading对做空不利,M组大级别为分歧(日线Leading×1H减速),仓位不上调,维持85%。","reason":"阶段1: B+4级 (总分0.4, WMvalue: 75.82) | 阶段2: HTF规则reject | 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=VOID) | 阶段5(OB): 做空信号在4H Bullish OB区域内，强支撑｜压力:4H压力下方12.44%,1H压力内｜支撑:4H支撑内,1H支撑上方10.04% | 阶段6(MRC): [硬拒绝] OB硬拒绝: 做空信号在4H Bullish OB区域内，强支撑｜压力:4H压力下方12.44%,1H压力内｜支撑:4H支撑内,1H支撑上方10.04%，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":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":false,"aligned_count":0,"details":"0/4个指标看跌: 无","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=75.82 > -38.5 (避免超卖)"},"tsi_value":75.82107741654947},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T13:46:48.932590"}

Exit Details
Exit Price: $356.18
Avg Entry Price: $357.87
Exit Quantity: 21.0
Exit Method: webhook_signal
P&L Summary

$-35.35

-0.47%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-03 10:45:54 ET Initial 7.0 $357.80 $-11.32 (-0.5%) 📌algo WaveMatrix Momo Strong Entry Signal: C-3, WMvalue: -26.43, 趋势强度: 47.1% 动能一致性: 一致 (3/4) Momo State: 强空头 (-2+-1) HTF: C+1,reject, WMvalue: 29.88, 趋势强度: 29.4% HTF动能一致性: 分歧 (1/4) HTF Momo State: 震荡偏多 (-1+2) | 60 Market Structure: V3 (UUDD) ⚪ 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 Deviation: 26.8% → 仓位x1.0 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.265 bearish(caution) [XGB:0.280/RF:0.242] 多维综合评级: C-3 M-3 V3 Final Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V3) --- Claude AI 过滤 (12.36s) --- Claude LONG → REDUCE [high] 8层 ❌ | 最终仓位: 50% 判断: 尽管TSIHA=+1且日线K组强多排列，但Wavematrixtrend=-2与momoCompositeScore=-3构成核心动量双重强逆势，finaltotalScore=-8确认整体趋势极端看跌；缺失J组1H动量数据无法验证大趋势，按规则应拒绝，综合判断信号不具备做多可信度。 43463311856107520
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ALAB","MAtrend":"0","pmaText":"PMA Trendless","POCtrend":"2","adxValue":"26.4546370503","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"38.0687929524","RSIHAsignal":"BearishHA","poc_summary":"Daily POC: 357.00; Prev DailyPOC: 346.00; Weekly POC: 325.00; Prev Weekly POC: 320.00; Monthly POC: 325.00; Prev Monthly POC: 201.00","AIbandsignal":"green uptrend","center_trend":"Weak Bullish","ratingstatus":"Bullish-Strong-TrendDriven","TrendTracerHTF":"-1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:1 / L:4","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":"340.79"},"action":"buy","extras":{"risk":1,"indicator":"📌algo WaveMatrix Momo Strong Entry\nSignal: C-3, WMvalue: -26.43, 趋势强度: 47.1%\n动能一致性: 一致 (3/4)\nMomo State: 强空头 (-2+-1)\nHTF: C+1,reject, WMvalue: 29.88, 趋势强度: 29.4%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 震荡偏多 (-1+2) | 60\nMarket Structure: V3 (UUDD)\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: 26.8% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.265 bearish(caution) [XGB:0.280/RF:0.242]\n多维综合评级: C-3 M-3 V3\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V3)\n--- Claude AI 过滤 (12.36s) ---\nClaude LONG → REDUCE [high]\n8层 ❌ | 最终仓位: 50%\n判断: 尽管TSIHA=+1且日线K组强多排列，但Wavematrixtrend=-2与momoCompositeScore=-3构成核心动量双重强逆势，finaltotalScore=-8确认整体趋势极端看跌；缺失J组1H动量数据无法验证大趋势，按规则应拒绝，综合判断信号不具备做多可信度。","oscrating":45,"timeframe":"15m","trendrating":90,"referencePrice":356.96,"originalIndicator":"algo WaveMatrix Momo Strong Entry"},"ticker":"ALAB","quantity":7,"stopLoss":{"stopPrice":341.3},"takeProfit":{"limitPrice":201.0},"timeframe":"15m","filter_result":{"decision":"reject","rating":"C-3","final_rating":"📌algo WaveMatrix Momo Strong Entry\nSignal: C-3, WMvalue: -26.43, 趋势强度: 47.1%\n动能一致性: 一致 (3/4)\nMomo State: 强空头 (-2+-1)\nHTF: C+1,reject, WMvalue: 29.88, 趋势强度: 29.4%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 震荡偏多 (-1+2) | 60\nMarket Structure: V3 (UUDD)\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: 26.8% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.265 bearish(caution) [XGB:0.280/RF:0.242]\n多维综合评级: C-3 M-3 V3\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V3)\n--- Claude AI 过滤 (12.36s) ---\nClaude LONG → REDUCE [high]\n8层 ❌ | 最终仓位: 50%\n判断: 尽管TSIHA=+1且日线K组强多排列，但Wavematrixtrend=-2与momoCompositeScore=-3构成核心动量双重强逆势，finaltotalScore=-8确认整体趋势极端看跌；缺失J组1H动量数据无法验证大趋势，按规则应拒绝，综合判断信号不具备做多可信度。","reason":"阶段1: C-3级 (总分-0.2, WMvalue: -26.43) | 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/opposing, 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=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: 26.8%(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":-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":-2.0,"structural_normalized":-1.0,"structural_weighted":-0.1,"total_score":-0.2,"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=-26.43 < 40.0 (避免超买)"},"tsi_value":-26.427956215840798},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T14:45:43.499824"}
2026-06-03 10:50:49 ET Scale-in 14.0 $357.90 $-24.03 (-0.5%) 📌algo X SniperBuy Vidya Signal: A++4, WMvalue: 51.94, 趋势强度: 100% 动能一致性: 强一致 (4/4) Momo State: 共振多头 (2+2) HTF: C-3,pass, WMvalue: -26.43, 趋势强度: 47.1% HTF动能一致性: 一致 (3/4) HTF Momo State: 强空头 (-2+-1) | 15 Market Structure: V1 (UUUU) ⚪ 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 Deviation: 37.4% → 仓位x0.8 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.186 bearish(caution) [XGB:0.204/RF:0.159] 多维综合评级: A++4 M+4 V1 Final Decision: PASS - 正常通过 --- Claude AI 过滤 (13.11s) --- Claude LONG → PASS [high] 8层 ✅ | 最终仓位: 110% 判断: 核心动量（TSIHA=+1、Wave=+2）、市场结构（4/4全对齐、finaltotalScore=17满分）、momo双周期共振（=+4）三层完全顺势，为满仓做多最优背景。RRG大级别强顺势（日线+60m均Leading且ratio/mom双↑），15m入场层轻微Weakening，查表对应+10%，叠加双层动量共振额外+5%，RSI超买轻微顾虑不触发规则，最终仓位上限110%。 43463350536899584
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"Timeframe: ; Bullish OB: 358.6 - 358.6; Bearish OB: 358.6 - 358.6","symbol":"ALAB","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"2","adxValue":"15.2897807029","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"36.5342767888","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 356.00; Prev DailyPOC: 348.00; Weekly POC: 325.00; Prev Weekly POC: 320.00; Monthly POC: 325.00; Prev Monthly POC: 206.00","AIbandsignal":"green uptrend","center_trend":"Weak Bearish","ratingstatus":"Bullish-Strong-TrendDriven","HTFwave_signal":"Bearish","TrendTracerHTF":"1","ewotrend_state":"Strong Bullish","lastDemandText":"339.29 - 337.02 | 5m","lastSupplyText":"367.5 - 365.28 | 5m","FormattedScores":"S:1 / L:5","rsi_state_trend":"Bearish","wavemarket_state":"Neutral","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":"343.53"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Vidya\nSignal: A++4, WMvalue: 51.94, 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: -26.43, 趋势强度: 47.1%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 强空头 (-2+-1) | 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: 37.4% → 仓位x0.8\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.186 bearish(caution) [XGB:0.204/RF:0.159]\n多维综合评级: A++4 M+4 V1\nFinal Decision: PASS - 正常通过\n--- Claude AI 过滤 (13.11s) ---\nClaude LONG → PASS [high]\n8层 ✅ | 最终仓位: 110%\n判断: 核心动量（TSIHA=+1、Wave=+2）、市场结构（4/4全对齐、finaltotalScore=17满分）、momo双周期共振（=+4）三层完全顺势，为满仓做多最优背景。RRG大级别强顺势（日线+60m均Leading且ratio/mom双↑），15m入场层轻微Weakening，查表对应+10%，叠加双层动量共振额外+5%，RSI超买轻微顾虑不触发规则，最终仓位上限110%。","oscrating":70,"timeframe":"5m","trendrating":90,"referencePrice":358.6,"originalIndicator":"algo X SniperBuy Vidya"},"ticker":"ALAB","quantity":14,"stopLoss":{"stopPrice":350.18},"takeProfit":{"limitPrice":206.0},"timeframe":"5m","filter_result":{"decision":"pass","rating":"A++4","final_rating":"📌algo X SniperBuy Vidya\nSignal: A++4, WMvalue: 51.94, 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: -26.43, 趋势强度: 47.1%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 强空头 (-2+-1) | 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: 37.4% → 仓位x0.8\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.186 bearish(caution) [XGB:0.204/RF:0.159]\n多维综合评级: A++4 M+4 V1\nFinal Decision: PASS - 正常通过\n--- Claude AI 过滤 (13.11s) ---\nClaude LONG → PASS [high]\n8层 ✅ | 最终仓位: 110%\n判断: 核心动量（TSIHA=+1、Wave=+2）、市场结构（4/4全对齐、finaltotalScore=17满分）、momo双周期共振（=+4）三层完全顺势，为满仓做多最优背景。RRG大级别强顺势（日线+60m均Leading且ratio/mom双↑），15m入场层轻微Weakening，查表对应+10%，叠加双层动量共振额外+5%，RSI超买轻微顾虑不触发规则，最终仓位上限110%。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 51.94) | 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): 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: 37.4%(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":false,"threshold":40.0,"details":"TSI=51.94 < 40.0 (避免超买)"},"tsi_value":51.93558580454059},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-03T14:50:35.970850"}

Exit Details
Exit Price: $247.50
Avg Entry Price: $248.00
Exit Quantity: 36.0
Exit Method: webhook_signal
P&L Summary

$-17.96

-0.20%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-03 11:00:53 ET Initial 18.0 $248.00 $-8.98 (-0.2%) 📌Strong Long Signal Signal: A++4, WMvalue: 37.57, 趋势强度: 100% 动能一致性: 强一致 (4/4) Momo State: 共振多头 (2+2) HTF: B+1,pass, WMvalue: 15.6, 趋势强度: 41.2% HTF动能一致性: 一致 (3/4) HTF Momo State: 震荡偏多 (-1+2) | 60 Market Structure: V1 (UUUU) 🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方18.74%,1H支撑上方2.83%｜阻力:4H无阻力OB,距1H阻力2.44% Deviation: 95.8% → 仓位x0.2 MarketRegime: APEX_BULL Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.173 bearish(caution) [XGB:0.183/RF:0.159] 多维综合评级: A++4 M+4 V1 Final Decision: STRONGPASS - 完美确认 --- TDIndicator过滤 --- TDIndicator LONG → full_bypass ✅ HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 90% 43463429483400192
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Strong Long Signal\nSignal: A++4, WMvalue: 37.57, 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+1,pass, WMvalue: 15.6, 趋势强度: 41.2%\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18.74%,1H支撑上方2.83%｜阻力:4H无阻力OB,距1H阻力2.44%\nDeviation: 95.8% → 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]\nML: 0.173 bearish(caution) [XGB:0.183/RF:0.159]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认\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: 90%","timeframe":"15","originalIndicator":"Strong Long Signal"},"ticker":"QCOM","quantity":18,"stopLoss":{"stopPrice":235.32},"takeProfit":{"limitPrice":254.01},"referencePrice":247.96,"timeframe":"15","filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"📌Strong Long Signal\nSignal: A++4, WMvalue: 37.57, 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+1,pass, WMvalue: 15.6, 趋势强度: 41.2%\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18.74%,1H支撑上方2.83%｜阻力:4H无阻力OB,距1H阻力2.44%\nDeviation: 95.8% → 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]\nML: 0.173 bearish(caution) [XGB:0.183/RF:0.159]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认\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: 90%","reason":"阶段1: A++4级 (总分0.6, WMvalue: 37.57) | 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18.74%,1H支撑上方2.83%｜阻力:4H无阻力OB,距1H阻力2.44% | 乖离率: 95.8%(x1.35)→仓位x0.2 | 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=37.57 < 40.0 (避免超买)"},"tsi_value":37.568221596441006},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T15:00:40.335403"}
2026-06-03 11:00:54 ET Scale-in 18.0 $248.00 $-8.98 (-0.2%) 📌Strong Long Signal Signal: A++4, WMvalue: 37.57, 趋势强度: 100% 动能一致性: 强一致 (4/4) Momo State: 共振多头 (2+2) HTF: B+1,pass, WMvalue: 15.6, 趋势强度: 41.2% HTF动能一致性: 一致 (3/4) HTF Momo State: 震荡偏多 (-1+2) | 60 Market Structure: V1 (UUUU) 🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方18.74%,1H支撑上方2.83%｜阻力:4H无阻力OB,距1H阻力2.44% Deviation: 95.8% → 仓位x0.2 MarketRegime: APEX_BULL Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.173 bearish(caution) [XGB:0.183/RF:0.159] 多维综合评级: A++4 M+4 V1 Final Decision: STRONGPASS - 完美确认 --- TDIndicator过滤 --- TDIndicator LONG → full_bypass ✅ HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 90% 43463429694685184
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Strong Long Signal\nSignal: A++4, WMvalue: 37.57, 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+1,pass, WMvalue: 15.6, 趋势强度: 41.2%\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18.74%,1H支撑上方2.83%｜阻力:4H无阻力OB,距1H阻力2.44%\nDeviation: 95.8% → 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]\nML: 0.173 bearish(caution) [XGB:0.183/RF:0.159]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认\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: 90%","timeframe":"15","originalIndicator":"Strong Long Signal"},"ticker":"QCOM","quantity":18,"stopLoss":{"stopPrice":235.32},"takeProfit":{"limitPrice":254.01},"referencePrice":247.96,"timeframe":"15","filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"📌Strong Long Signal\nSignal: A++4, WMvalue: 37.57, 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+1,pass, WMvalue: 15.6, 趋势强度: 41.2%\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18.74%,1H支撑上方2.83%｜阻力:4H无阻力OB,距1H阻力2.44%\nDeviation: 95.8% → 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]\nML: 0.173 bearish(caution) [XGB:0.183/RF:0.159]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认\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: 90%","reason":"阶段1: A++4级 (总分0.6, WMvalue: 37.57) | 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18.74%,1H支撑上方2.83%｜阻力:4H无阻力OB,距1H阻力2.44% | 乖离率: 95.8%(x1.35)→仓位x0.2 | 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=37.57 < 40.0 (避免超买)"},"tsi_value":37.568221596441006},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T15:00:40.067662"}

Exit Details
Exit Price: $247.85
Avg Entry Price: $249.65
Exit Quantity: 36.0
Exit Method: webhook_signal
P&L Summary

$-64.83

-0.72%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-03 10:45:47 ET Initial 18.0 $249.83 $-35.54 (-0.8%) 📌Momo Strong Entry Signal: A++4, WMvalue: 38.75, 趋势强度: 100% 动能一致性: 强一致 (4/4) Momo State: 共振多头 (2+2) HTF: B+1,pass, WMvalue: 10.69, 趋势强度: 41.2% HTF动能一致性: 一致 (3/4) HTF Momo State: 震荡偏多 (-1+2) | 60 Market Structure: V1 (UUUU) 🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方19.27%,1H支撑上方3.47%｜阻力:4H无阻力OB,距1H阻力1.77% Deviation: 129.5% → 仓位x0.3 MarketRegime: APEX_BULL Squeeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass] ML: 0.243 bearish(caution) [XGB:0.269/RF:0.204] 多维综合评级: A++4 M+4 V1 Final Decision: STRONGPASS - 完美确认 --- TDIndicator过滤 --- TDIndicator LONG → full_bypass ✅ HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 90% 43463310982774784
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Momo Strong Entry\nSignal: A++4, WMvalue: 38.75, 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+1,pass, WMvalue: 10.69, 趋势强度: 41.2%\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19.27%,1H支撑上方3.47%｜阻力:4H无阻力OB,距1H阻力1.77%\nDeviation: 129.5% → 仓位x0.3\nMarketRegime: APEX_BULL\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\nML: 0.243 bearish(caution) [XGB:0.269/RF:0.204]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认\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: 90%","timeframe":"15","originalIndicator":"Momo Strong Entry"},"ticker":"QCOM","quantity":18,"stopLoss":{"stopPrice":236.87},"takeProfit":{"limitPrice":254.01},"referencePrice":249.6,"timeframe":"15","filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"📌Momo Strong Entry\nSignal: A++4, WMvalue: 38.75, 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+1,pass, WMvalue: 10.69, 趋势强度: 41.2%\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19.27%,1H支撑上方3.47%｜阻力:4H无阻力OB,距1H阻力1.77%\nDeviation: 129.5% → 仓位x0.3\nMarketRegime: APEX_BULL\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\nML: 0.243 bearish(caution) [XGB:0.269/RF:0.204]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认\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: 90%","reason":"阶段1: A++4级 (总分0.6, WMvalue: 38.75) | 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19.27%,1H支撑上方3.47%｜阻力:4H无阻力OB,距1H阻力1.77% | ⚠️乖离率超限130%→仓位x0.3 | 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=38.75 < 40.0 (避免超买)"},"tsi_value":38.752184436028394},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T14:45:42.560188"}
2026-06-03 10:45:51 ET Scale-in 18.0 $249.48 $-29.28 (-0.7%) 📌Momo Strong Entry Signal: A++4, WMvalue: 38.75, 趋势强度: 100% 动能一致性: 强一致 (4/4) Momo State: 共振多头 (2+2) HTF: B+1,pass, WMvalue: 10.69, 趋势强度: 41.2% HTF动能一致性: 一致 (3/4) HTF Momo State: 震荡偏多 (-1+2) | 60 Market Structure: V1 (UUUU) 🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方19.27%,1H支撑上方3.47%｜阻力:4H无阻力OB,距1H阻力1.77% Deviation: 129.5% → 仓位x0.3 MarketRegime: APEX_BULL Squeeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass] ML: 0.243 bearish(caution) [XGB:0.269/RF:0.204] 多维综合评级: A++4 M+4 V1 Final Decision: STRONGPASS - 完美确认 --- TDIndicator过滤 --- TDIndicator LONG → full_bypass ✅ HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 90% 43463311498416128
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Momo Strong Entry\nSignal: A++4, WMvalue: 38.75, 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+1,pass, WMvalue: 10.69, 趋势强度: 41.2%\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19.27%,1H支撑上方3.47%｜阻力:4H无阻力OB,距1H阻力1.77%\nDeviation: 129.5% → 仓位x0.3\nMarketRegime: APEX_BULL\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\nML: 0.243 bearish(caution) [XGB:0.269/RF:0.204]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认\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: 90%","timeframe":"15","originalIndicator":"Momo Strong Entry"},"ticker":"QCOM","quantity":18,"stopLoss":{"stopPrice":236.87},"takeProfit":{"limitPrice":254.01},"referencePrice":249.6,"timeframe":"15","filter_result":{"decision":"strongpass","rating":"A++4","final_rating":"📌Momo Strong Entry\nSignal: A++4, WMvalue: 38.75, 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+1,pass, WMvalue: 10.69, 趋势强度: 41.2%\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19.27%,1H支撑上方3.47%｜阻力:4H无阻力OB,距1H阻力1.77%\nDeviation: 129.5% → 仓位x0.3\nMarketRegime: APEX_BULL\nSqueeze: ⚠️动能确认 pass, HTF[挤压中,有pass]+Cur[非挤压,有pass]\nML: 0.243 bearish(caution) [XGB:0.269/RF:0.204]\n多维综合评级: A++4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认\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: 90%","reason":"阶段1: A++4级 (总分0.6, WMvalue: 38.75) | 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19.27%,1H支撑上方3.47%｜阻力:4H无阻力OB,距1H阻力1.77% | ⚠️乖离率超限130%→仓位x0.3 | 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=38.75 < 40.0 (避免超买)"},"tsi_value":38.752184436028394},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T14:45:43.231033"}

Exit Details
Exit Price: $396.66
Avg Entry Price: $382.29
Exit Quantity: 14.0
Exit Method: trailing_stop
P&L Summary

$-201.24

-3.76%

Entry Signals Consumed (3)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-03 09:45:27 ET Initial 7.0 $380.36 $-114.11 (-4.3%) 📌algo Daily Reversal Sell Signal: B+4, WMvalue: 43.98, 趋势强度: 88.2% 动能一致性: 分歧 (1/4) Momo State: 共振多头 (2+2) HTF: C+4,pass, WMvalue: 76.33, 趋势强度: 64.7% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振多头 (2+2) | 60 Market Structure: VOID (UUUU) ⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB Deviation: 80.1% → 仓位x0.4 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.360 bearish(caution) [XGB:0.364/RF:0.355] 多维综合评级: B+4 M+4 VOID Final Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID) --- Claude AI 过滤 (15.57s) --- Claude SHORT → REDUCE [low] 8层 ❌ | 最终仓位: 55% 判断: 核心动量A组TSIHA=+1且Wavematrixtrend=+2均与做空方向完全逆势，这是本框架最重要的拒绝信号，但由于算法信号类型为Daily Reversal Sell且deviation_ratio=0.96（做空时高偏离为均值回归有利条件），且TSIMASTATUS=-1显示动量开始减速，保留最低仓位而非拒绝；M组日线=Weakening（RS-Ratio=129.79仍大幅跑赢市场）、1H=Weakening，大级别组合为弱势，15m=Lagging（入场层顺势做空），仓位调整约-10%，叠加A组双逆势大幅降仓，最终仓位55%。 43462836324007936
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ARM","MAtrend":"0","pmaText":"PMA Strong Bearish","POCtrend":"-1","adxValue":"20.3312872845","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"25.3817855721","RSIHAsignal":"BearishHA","poc_summary":"Daily POC: 408.00; Prev DailyPOC: 404.00; Weekly POC: 409.00; Prev Weekly POC: 304.00; Monthly POC: 409.00; Prev Monthly POC: 212.00","AIbandsignal":"red downtrend","center_trend":"Strong Bearish","ratingstatus":"Bearish-Strong-OscDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:2","rsi_state_trend":"Neutral","Current_timeframe":"15","TrendTracersignal":"-1","MAtrend_timeframe1":"0","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bearish +","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"no chopping","trend_change_volatility_stop":"412.92"},"action":"sell","extras":{"risk":1,"indicator":"📌algo Daily Reversal Sell\nSignal: B+4, WMvalue: 43.98, 趋势强度: 88.2%\n动能一致性: 分歧 (1/4)\nMomo State: 共振多头 (2+2)\nHTF: C+4,pass, WMvalue: 76.33, 趋势强度: 64.7%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: VOID (UUUU)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB\nDeviation: 80.1% → 仓位x0.4\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.360 bearish(caution) [XGB:0.364/RF:0.355]\n多维综合评级: B+4 M+4 VOID\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID)\n--- Claude AI 过滤 (15.57s) ---\nClaude SHORT → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 核心动量A组TSIHA=+1且Wavematrixtrend=+2均与做空方向完全逆势，这是本框架最重要的拒绝信号，但由于算法信号类型为Daily Reversal Sell且deviation_ratio=0.96（做空时高偏离为均值回归有利条件），且TSIMASTATUS=-1显示动量开始减速，保留最低仓位而非拒绝；M组日线=Weakening（RS-Ratio=129.79仍大幅跑赢市场）、1H=Weakening，大级别组合为弱势，15m=Lagging（入场层顺势做空），仓位调整约-10%，叠加A组双逆势大幅降仓，最终仓位55%。","oscrating":90,"timeframe":"15m","trendrating":80,"referencePrice":380.33,"originalIndicator":"algo Daily Reversal Sell"},"ticker":"ARM","quantity":7,"stopLoss":{"stopPrice":396.4},"takeProfit":{"limitPrice":356.22},"timeframe":"15m","filter_result":{"decision":"reject","rating":"B+4","final_rating":"📌algo Daily Reversal Sell\nSignal: B+4, WMvalue: 43.98, 趋势强度: 88.2%\n动能一致性: 分歧 (1/4)\nMomo State: 共振多头 (2+2)\nHTF: C+4,pass, WMvalue: 76.33, 趋势强度: 64.7%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: VOID (UUUU)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB\nDeviation: 80.1% → 仓位x0.4\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.360 bearish(caution) [XGB:0.364/RF:0.355]\n多维综合评级: B+4 M+4 VOID\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID)\n--- Claude AI 过滤 (15.57s) ---\nClaude SHORT → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 核心动量A组TSIHA=+1且Wavematrixtrend=+2均与做空方向完全逆势，这是本框架最重要的拒绝信号，但由于算法信号类型为Daily Reversal Sell且deviation_ratio=0.96（做空时高偏离为均值回归有利条件），且TSIMASTATUS=-1显示动量开始减速，保留最低仓位而非拒绝；M组日线=Weakening（RS-Ratio=129.79仍大幅跑赢市场）、1H=Weakening，大级别组合为弱势，15m=Lagging（入场层顺势做空），仓位调整约-10%，叠加A组双逆势大幅降仓，最终仓位55%。","reason":"阶段1: B+4级 (总分0.4, WMvalue: 43.98) | 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): OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB | 乖离率: 80.1%(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":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":0.4,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看跌: TSIMASTATUS","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=43.98 > -38.5 (避免超卖)"},"tsi_value":43.97750042887284},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T13:45:19.010422"}
2026-06-03 09:45:28 ET Scale-in 1.0 $380.36 $-16.30 (-4.3%) - 43462836460322816
Original Signal JSON 
{"close":380.33,"action":"sell","ticker":"ARM","exchange":"BATS","quantity":1,"stopLoss":{"stopPrice":391.74},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bearish + Sell+","takeProfit":{"limitPrice":361.31},"referencePrice":380.33,"filter_result":{"decision":"reject","rating":"B+4","final_rating":"Signal: B+4, WMvalue: 43.98, 趋势强度: 88.2%\n动能一致性: 分歧 (1/4)\nMomo State: 共振多头 (2+2)\nHTF: C+4,pass, WMvalue: 76.33, 趋势强度: 64.7%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: VOID (UUUU)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑20.95%,距1H支撑32.97%\nDeviation: 80.1% → 仓位x0.4\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.267 bearish(caution) [XGB:0.218/RF:0.341]\n多维综合评级: B+4 M+4 VOID\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (14.5s) ---\nClaude SHORT → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 本次做空信号中，唯一顺势的核心条件是1H_TSIHA=-1，但A组TSIHA=+1且Wavematrixtrend=+2双重逆势，15m与1H的momoCompositeScore均为+4极强看涨，表明当前强烈的多头动量尚未真正逆转，做空极高风险。M组日线=Leading对做空构成逆势背景，仅15m=Lagging给予入场层支持，大级别为分歧状态，综合仓位维持最低区间。","reason":"阶段1: B+4级 (总分0.4, WMvalue: 43.98) | 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): OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:距4H支撑20.95%,距1H支撑32.97% | 乖离率: 80.1%(x1.2)→仓位x0.4 | 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":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":0.4,"momentum_check":{"passed":false,"aligned_count":1,"details":"1/4个指标看跌: TSIMASTATUS","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=43.98 > -38.5 (避免超卖)"},"tsi_value":43.97750042887284},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T13:45:19.711774"}
2026-06-03 10:01:54 ET Scale-in 6.0 $384.86 $-70.83 (-3.1%) 📌algo Unknown Short Signal Signal: B+4, WMvalue: 44.13, 趋势强度: 76.5% 动能一致性: 较弱 (2/4) Momo State: 共振多头 (2+2) HTF: C+4,pass, WMvalue: 76.15, 趋势强度: 64.7% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振多头 (2+2) | 60 Market Structure: VOID (UUUU) ⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB Deviation: 50.4% → 仓位x0.6 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.365 bearish(caution) [XGB:0.364/RF:0.367] 多维综合评级: B+4 M+4 VOID Final Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID) --- Claude AI 过滤 (11.78s) --- Claude SHORT → REDUCE [low] 8层 ❌ | 最终仓位: 50% 判断: TSIHA=+1且Wavematrixtrend=+2均强烈看涨，做空方向与A组核心动量完全逆势，momoCompositeScore=+4双周期极强共振看涨，仅RSIHA=-1提供极弱的反转信号；MWP/Algo框架下无法reject，降至框架允许最低仓位50%。 43462965679886336
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ARM","MAtrend":"-1","pmaText":"PMA Strong Bearish","POCtrend":"-1","adxValue":"22.9600205033","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"23.838333527","RSIHAsignal":"BearishHA","poc_summary":"Daily POC: 408.00; Prev DailyPOC: 404.00; Weekly POC: 409.00; Prev Weekly POC: 304.00; Monthly POC: 409.00; Prev Monthly POC: 212.00","AIbandsignal":"red downtrend","center_trend":"Strong Bearish","ratingstatus":"Bearish-Strong-OscDriven","TrendTracerHTF":"1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:0 / L:2","rsi_state_trend":"Bearish","Current_timeframe":"15","TrendTracersignal":"-1","MAtrend_timeframe1":"0","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bearish +","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"no chopping","trend_change_volatility_stop":"412.92"},"action":"sell","extras":{"risk":1,"indicator":"📌algo Unknown Short Signal\nSignal: B+4, WMvalue: 44.13, 趋势强度: 76.5%\n动能一致性: 较弱 (2/4)\nMomo State: 共振多头 (2+2)\nHTF: C+4,pass, WMvalue: 76.15, 趋势强度: 64.7%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: VOID (UUUU)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB\nDeviation: 50.4% → 仓位x0.6\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.365 bearish(caution) [XGB:0.364/RF:0.367]\n多维综合评级: B+4 M+4 VOID\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID)\n--- Claude AI 过滤 (11.78s) ---\nClaude SHORT → REDUCE [low]\n8层 ❌ | 最终仓位: 50%\n判断: TSIHA=+1且Wavematrixtrend=+2均强烈看涨，做空方向与A组核心动量完全逆势，momoCompositeScore=+4双周期极强共振看涨，仅RSIHA=-1提供极弱的反转信号；MWP/Algo框架下无法reject，降至框架允许最低仓位50%。","oscrating":90,"timeframe":"15m","trendrating":80,"referencePrice":384.505,"originalIndicator":"algo Unknown Short Signal"},"ticker":"ARM","quantity":6,"stopLoss":{"stopPrice":397.49},"takeProfit":{"limitPrice":354.58},"timeframe":"15m","filter_result":{"decision":"reject","rating":"B+4","final_rating":"📌algo Unknown Short Signal\nSignal: B+4, WMvalue: 44.13, 趋势强度: 76.5%\n动能一致性: 较弱 (2/4)\nMomo State: 共振多头 (2+2)\nHTF: C+4,pass, WMvalue: 76.15, 趋势强度: 64.7%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: VOID (UUUU)\n⚪ OB: pass(0) - OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB\nDeviation: 50.4% → 仓位x0.6\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.365 bearish(caution) [XGB:0.364/RF:0.367]\n多维综合评级: B+4 M+4 VOID\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=VOID)\n--- Claude AI 过滤 (11.78s) ---\nClaude SHORT → REDUCE [low]\n8层 ❌ | 最终仓位: 50%\n判断: TSIHA=+1且Wavematrixtrend=+2均强烈看涨，做空方向与A组核心动量完全逆势，momoCompositeScore=+4双周期极强共振看涨，仅RSIHA=-1提供极弱的反转信号；MWP/Algo框架下无法reject，降至框架允许最低仓位50%。","reason":"阶段1: B+4级 (总分0.26, WMvalue: 44.13) | 阶段2: HTF规则pass | 阶段3(6维度): 当前Momo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=VOID) | 阶段5(OB): OB中性｜压力:4H无压力OB,1H无压力OB｜支撑:4H无支撑OB,1H无支撑OB | 乖离率: 50.4%(x1.2)→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":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":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":0.72,"wave_weighted":0.36,"structural_raw":-2.0,"structural_normalized":-1.0,"structural_weighted":-0.1,"total_score":0.26,"momentum_check":{"passed":false,"aligned_count":2,"details":"2/4个指标看跌: TSIMASTATUS, RSIHA","wavematrix_status":"较弱","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=44.13 > -38.5 (避免超卖)"},"tsi_value":44.129325210458845},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T14:01:43.053812"}

Exit Details
Exit Price: $68.10
Avg Entry Price: $69.80
Exit Quantity: 29.0
Exit Method: webhook_signal
P&L Summary

$-49.18

-2.43%

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

Exit Details
Exit Price: $14.67
Avg Entry Price: $14.54
Exit Quantity: 436.0
Exit Method: stop_loss
P&L Summary

$-55.42

-0.87%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-03 09:31:08 ET Initial 436.0 $14.54 $-55.42 (-0.9%) 📌X SniperSell Mundy Signal: A-4, WMvalue: -9.79, 趋势强度: 88.2% 动能一致性: 强一致 (4/4) Momo State: 共振空头 (-2+-2) HTF: B-1,strongpass, WMvalue: -13.53, 趋势强度: 47.1% HTF动能一致性: 一致 (3/4) HTF Momo State: 震荡偏空 (1+-2) | 15 Market Structure: V5 (UUDD) 🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方17.68%,1H压力下方10.49%｜支撑:4H支撑上方10.8%,1H支撑上方9.1% Deviation: 27.5% → 仓位x1.0 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.364 bearish(caution) [XGB:0.364/RF:0.364] 多维综合评级: A-4 M-4 V5 Final Decision: PASS - 6维度strongpass但V评级V5，降级为pass+警告 HTF⚠️方向不一致 43462723489759232
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"Timeframe: ; Bullish OB: 14.65 - 14.65; Bearish OB: 14.65 - 14.65","symbol":"TSLL","MAtrend":"0","pmaText":"PMA Bearish","POCtrend":"-2","adxValue":"17.2040346971","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"45.2404900445","RSIHAsignal":"BearishHA","poc_summary":"Daily POC: 14.76; Prev DailyPOC: 15.00; Weekly POC: 15.00; Prev Weekly POC: 16.00; Monthly POC: 15.00; Prev Monthly POC: 16.00","AIbandsignal":"red downtrend","center_trend":"Weak Bullish","ratingstatus":"Bearish-Strong-TrendDriven","HTFwave_signal":"Neutral","TrendTracerHTF":"-1","ewotrend_state":"Strong Bearish","lastDemandText":"14.58 - 14.54 | 5m","lastSupplyText":"14.84 - 14.8 | 5m","FormattedScores":"S:5 / L:0","rsi_state_trend":"Bearish","wavemarket_state":"Long Weak","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":"14.86"},"action":"sell","extras":{"risk":1,"indicator":"📌X SniperSell Mundy\nSignal: A-4, WMvalue: -9.79, 趋势强度: 88.2%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B-1,strongpass, WMvalue: -13.53, 趋势强度: 47.1%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏空 (1+-2) | 15\nMarket Structure: V5 (UUDD)\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17.68%,1H压力下方10.49%｜支撑:4H支撑上方10.8%,1H支撑上方9.1%\nDeviation: 27.5% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.364 bearish(caution) [XGB:0.364/RF:0.364]\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\nHTF⚠️方向不一致","oscrating":65,"timeframe":"5m","trendrating":100,"referencePrice":14.65,"originalIndicator":"X SniperSell Mundy"},"ticker":"TSLL","quantity":436,"stopLoss":{"stopPrice":14.74},"takeProfit":{"limitPrice":14.48},"timeframe":"5m","filter_result":{"decision":"pass","rating":"A-4","final_rating":"📌X SniperSell Mundy\nSignal: A-4, WMvalue: -9.79, 趋势强度: 88.2%\n动能一致性: 强一致 (4/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B-1,strongpass, WMvalue: -13.53, 趋势强度: 47.1%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏空 (1+-2) | 15\nMarket Structure: V5 (UUDD)\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17.68%,1H压力下方10.49%｜支撑:4H支撑上方10.8%,1H支撑上方9.1%\nDeviation: 27.5% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.364 bearish(caution) [XGB:0.364/RF:0.364]\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\nHTF⚠️方向不一致","reason":"阶段1: A-4级 (总分-0.4, WMvalue: -9.79) | 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-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): 做空信号在1H+4H压力下方运行｜压力:4H压力下方17.68%,1H压力下方10.49%｜支撑:4H支撑上方10.8%,1H支撑上方9.1% | POC空间: 100.0% | 乖离率: 27.5%(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":-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=-9.79 > -38.5 (避免超卖)"},"tsi_value":-9.78549417305243},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-03T13:30:46.066813"}

Exit Details
Exit Price: $383.71
Avg Entry Price: $396.07
Exit Quantity: 16.0
Exit Method: trailing_stop
P&L Summary

$-197.75

-3.12%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-03 07:30:43 ET Scale-in 8.0 $395.88 $-97.39 (-3.1%) - 43461776903110656
Original Signal JSON 
{"close":395.88,"action":"buy","ticker":"MDB","exchange":"BATS","quantity":8,"stopLoss":{"stopPrice":384.0},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bullish + Buy","takeProfit":{"limitPrice":419.63},"referencePrice":395.88,"filter_result":{"decision":"reject","rating":"B+0","final_rating":"Signal: B+0, WMvalue: 32.09, 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: C-3,reject, WMvalue: -38.0, 趋势强度: 64.7%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 强空头 (-1+-2) | 60\nMarket Structure: V1 (UUUU)\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21.1%｜阻力:距4H阻力5.96%,已破1H阻力17.0%\nDeviation: 23.1% → 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]\nML: 0.174 bearish(caution) [XGB:0.166/RF:0.185]\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 (14.53s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: 1H_TSIHA=-1为硬性条件触发reduce，叠加1H_Wavematrixtrend=-2、1H_momoCompositeScore=-3和1H_finaltotalScore=-11，跨周期动量呈强空头背景，与15m信号方向严重分歧。当前TF的TSIHA=-1、RSIHA=-1及动量减速进一步压低仓位，M组大级别轻弱势+15m减速额外-5%，最终定位55%。","reason":"阶段1: B+0级 (总分0.56, WMvalue: 32.09) | 阶段2: HTF规则reject | 阶段3(6维度): HTF三项均差(C级+分歧+对立)，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4H Bullish OB区域内，强支撑反弹｜支撑:4H支撑内,1H支撑上方21.1%｜阻力:距4H阻力5.96%,已破1H阻力17.0% | 乖离率: 23.1%→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":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=32.09 < 40.0 (避免超买)"},"tsi_value":32.09144930404747},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T11:30:34.134379"}

Exit Details
Exit Price: $356.79
Avg Entry Price: $357.12
Exit Quantity: 56.0
Exit Method: trailing_stop
P&L Summary

$-28.91

-0.14%

Entry Signals Consumed (6)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-03 05:16:11 ET Initial 8.0 $356.99 $-1.60 (-0.1%) - 43460718931349504
Original Signal JSON 
{"close":357.65,"action":"buy","ticker":"ALAB","exchange":"BATS","quantity":8,"stopLoss":{"stopPrice":346.92},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bullish + Buy","takeProfit":{"limitPrice":379.11},"referencePrice":357.65,"filter_result":{"decision":"reject","rating":"B-4","final_rating":"Signal: B-4, WMvalue: -2.92, 趋势强度: 82.4%\n动能一致性: 分歧 (0/4)\nMomo State: 共振空头 (-2+-2)\nHTF: C+0,pass, WMvalue: 30.92, 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) | 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12.53%,1H支撑上方12.53%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 14.8% → 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]\nML: 0.223 bearish(caution) [XGB:0.183/RF:0.283]\n多维综合评级: B-4 M-4 V2\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (12.7s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 60%\n判断: 15m核心动量TSIHA/Wave双逆势叠加momoCompositeScore=-4极端看跌，Squeeze激活且sqzPassLONG=0，信号可靠性极低；仅凭1H_TSIHA=+1和日线/1H EMA强多排列以及RRG大级别强顺势支撑最低仓位，但A组双逆势+C组极端逆势+Squeeze三重压制，仓位降至60%。","reason":"阶段1: B-4级 (总分-0.6, WMvalue: -2.92) | 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=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12.53%,1H支撑上方12.53%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 14.8%(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":-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":false,"aligned_count":0,"details":"0/4个指标看涨: 无","wavematrix_status":"分歧","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=-2.92 < 40.0 (避免超买)"},"tsi_value":-2.9230514687599674},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T09:15:59.203108"}
2026-06-03 07:16:40 ET Scale-in 11.0 $357.99 $-13.20 (-0.3%) 📌Trend Optimizer Strategy Signal: B+4, WMvalue: 26.32, 趋势强度: 35.3% 动能一致性: 分歧 (1/4) Momo State: 共振多头 (2+2) HTF: B-4,reject, WMvalue: -24.44, 趋势强度: 100% HTF动能一致性: 分歧 (0/4) HTF Momo State: 共振空头 (-2+-2) | 15 Market Structure: V1 (UUUU) 🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.73%,1H支撑上方12.73%｜阻力:4H无阻力OB,1H无阻力OB Deviation: 1.3% → 仓位x1.0 MarketRegime: BULL_TRAP Squeeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass] ML: 0.209 bearish(caution) [XGB:0.226/RF:0.183] 多维综合评级: B+4 M+4 V1 Final Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济 --- Claude AI 过滤 (15.63s) --- Claude LONG → REDUCE [medium] 8层 ❌ | 最终仓位: 65% 判断: 1H_TSIHA=+1顺势保护大方向未逆转，但当前TF TSIHA=-1单独逆势叠加TSI动量减速、hull双向下，构成短期动量三重逆势信号；同时1H_Wavematrixtrend=-1逆势触发reduce-15%、Squeeze激活、1H_momoCompositeScore=1偏弱、15m进入Weakening区，多重降仓因素叠加；日线K+3与1H L+3提供强宏观背景支撑，1H_RSI=65.06未超买，最终降仓至65%。 43461666420558848
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: B+4, WMvalue: 26.32, 趋势强度: 35.3%\n动能一致性: 分歧 (1/4)\nMomo State: 共振多头 (2+2)\nHTF: B-4,reject, WMvalue: -24.44, 趋势强度: 100%\nHTF动能一致性: 分歧 (0/4)\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12.73%,1H支撑上方12.73%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 1.3% → 仓位x1.0\nMarketRegime: BULL_TRAP\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\nML: 0.209 bearish(caution) [XGB:0.226/RF:0.183]\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 (15.63s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: 1H_TSIHA=+1顺势保护大方向未逆转，但当前TF TSIHA=-1单独逆势叠加TSI动量减速、hull双向下，构成短期动量三重逆势信号；同时1H_Wavematrixtrend=-1逆势触发reduce-15%、Squeeze激活、1H_momoCompositeScore=1偏弱、15m进入Weakening区，多重降仓因素叠加；日线K+3与1H L+3提供强宏观背景支撑，1H_RSI=65.06未超买，最终降仓至65%。","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":11,"stopLoss":{"stopPrice":354.51},"takeProfit":{"limitPrice":368.4},"referencePrice":358.48,"timeframe":"5","filter_result":{"decision":"reject","rating":"B+4","final_rating":"📌Trend Optimizer Strategy\nSignal: B+4, WMvalue: 26.32, 趋势强度: 35.3%\n动能一致性: 分歧 (1/4)\nMomo State: 共振多头 (2+2)\nHTF: B-4,reject, WMvalue: -24.44, 趋势强度: 100%\nHTF动能一致性: 分歧 (0/4)\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12.73%,1H支撑上方12.73%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 1.3% → 仓位x1.0\nMarketRegime: BULL_TRAP\nSqueeze: 🟡局部背离 pass, HTF[非挤压,有pass]+Cur[挤压中,无pass]\nML: 0.209 bearish(caution) [XGB:0.226/RF:0.183]\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 (15.63s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 65%\n判断: 1H_TSIHA=+1顺势保护大方向未逆转，但当前TF TSIHA=-1单独逆势叠加TSI动量减速、hull双向下，构成短期动量三重逆势信号；同时1H_Wavematrixtrend=-1逆势触发reduce-15%、Squeeze激活、1H_momoCompositeScore=1偏弱、15m进入Weakening区，多重降仓因素叠加；日线K+3与1H L+3提供强宏观背景支撑，1H_RSI=65.06未超买，最终降仓至65%。","reason":"阶段1: B+4级 (总分0.27, WMvalue: 26.32) | 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): 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方12.73%,1H支撑上方12.73%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 1.3%→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":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=26.32 < 40.0 (避免超买)"},"tsi_value":26.315443336721895},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T11:16:24.462472"}
2026-06-03 07:16:41 ET Scale-in 7.0 $357.94 $-8.07 (-0.3%) - 43461666517815296
Original Signal JSON 
{"close":358.48,"action":"buy","ticker":"ALAB","exchange":"BATS","quantity":7,"stopLoss":{"stopPrice":347.73},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bullish + Buy","takeProfit":{"limitPrice":379.99},"referencePrice":358.48,"filter_result":{"decision":"reject","rating":"B-4","final_rating":"Signal: B-4, WMvalue: -24.44, 趋势强度: 100%\n动能一致性: 分歧 (0/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B+1,pass, WMvalue: 32.8, 趋势强度: 52.9%\nHTF动能一致性: 一致 (3/4)\nHTF Momo State: 震荡偏多 (-1+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12.73%,1H支撑上方12.73%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 81.8% → 仓位x0.4\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.270 bearish(caution) [XGB:0.269/RF:0.272]\n多维综合评级: B-4 M-4 V2\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (13.47s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: A组TSIHA与Wave双核心均逆势（历史胜率32%），C组momoCompositeScore=-4极端看跌，J组1H_Wavematrixtrend逆势，叠加deviation_ratio=0.98追高风险，核心动量层面信号极弱；尽管日线/1H EMA均线强多排列及RRG大级别强顺势提供宏观背景支撑，但动量优先原则下当前15m信号不具备足够可信度，大幅降仓至55%。","reason":"阶段1: B-4级 (总分-0.6, WMvalue: -24.44) | 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=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12.73%,1H支撑上方12.73%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 81.8%(x1.2)→仓位x0.4 | 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":false,"aligned_count":0,"details":"0/4个指标看涨: 无","wavematrix_status":"分歧","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=-24.44 < 40.0 (避免超买)"},"tsi_value":-24.43855420547792},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T11:16:26.380626"}
2026-06-03 09:30:58 ET Scale-in 10.0 $356.94 $-1.48 (-0.0%) 📌algo X SniperBuy Mundy Signal: B+1, WMvalue: 20.41, 趋势强度: 41.2% 动能一致性: 较弱 (2/4) Momo State: 震荡偏多 (-1+2) HTF: C-4,pass, WMvalue: -31.48, 趋势强度: 52.9% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振空头 (-2+-2) | 15 Market Structure: V1 (UUUU) ⚪ 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 Deviation: 15.1% → 仓位x1.0 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.212 bearish(caution) [XGB:0.232/RF:0.181] 多维综合评级: B+1 M+1 V1 Final Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V1) --- Claude AI 过滤 (14.4s) --- Claude LONG → REDUCE [medium] 8层 ❌ | 最终仓位: 75% 判断: 最重要单一指标TSIHA=-1逆势，RSIHA同步逆势，MomoSwingState=-1显示当前TF短中期动量已转弱，与长周期多头背景形成分歧；依据仓位决策表（A组一顺一逆+J组无1H数据），基准仓位65%，叠加M组大级别强顺势(+10%)、15m入场层Weakening不加分，最终定位75%。 43462722357955584
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"Timeframe: ; Bullish OB: 364.62 - 364.62; Bearish OB: 364.62 - 364.62","symbol":"ALAB","MAtrend":"1","pmaText":"PMA Bullish","POCtrend":"2","adxValue":"20.6696720086","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"38.90717878","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 357.00; Prev DailyPOC: 348.00; Weekly POC: 325.00; Prev Weekly POC: 320.00; Monthly POC: 325.00; Prev Monthly POC: 206.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","HTFwave_signal":"Neutral","TrendTracerHTF":"1","ewotrend_state":"Strong Bullish","lastDemandText":"354.59 - 353.32 | 5m","lastSupplyText":"357.65 - 356.29 | 5m","FormattedScores":"S:0 / L:5","rsi_state_trend":"Bullish","wavemarket_state":"Short Weak","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":"352.72"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: B+1, WMvalue: 20.41, 趋势强度: 41.2%\n动能一致性: 较弱 (2/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: C-4,pass, WMvalue: -31.48, 趋势强度: 52.9%\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: 15.1% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.212 bearish(caution) [XGB:0.232/RF:0.181]\n多维综合评级: B+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 (14.4s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 75%\n判断: 最重要单一指标TSIHA=-1逆势，RSIHA同步逆势，MomoSwingState=-1显示当前TF短中期动量已转弱，与长周期多头背景形成分歧；依据仓位决策表（A组一顺一逆+J组无1H数据），基准仓位65%，叠加M组大级别强顺势(+10%)、15m入场层Weakening不加分，最终定位75%。","oscrating":85,"timeframe":"5m","trendrating":110,"referencePrice":364.62,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"ALAB","quantity":10,"stopLoss":{"stopPrice":360.33},"takeProfit":{"limitPrice":206.0},"timeframe":"5m","filter_result":{"decision":"reject","rating":"B+1","final_rating":"📌algo X SniperBuy Mundy\nSignal: B+1, WMvalue: 20.41, 趋势强度: 41.2%\n动能一致性: 较弱 (2/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: C-4,pass, WMvalue: -31.48, 趋势强度: 52.9%\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: 15.1% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.212 bearish(caution) [XGB:0.232/RF:0.181]\n多维综合评级: B+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 (14.4s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 75%\n判断: 最重要单一指标TSIHA=-1逆势，RSIHA同步逆势，MomoSwingState=-1显示当前TF短中期动量已转弱，与长周期多头背景形成分歧；依据仓位决策表（A组一顺一逆+J组无1H数据），基准仓位65%，叠加M组大级别强顺势(+10%)、15m入场层Weakening不加分，最终定位75%。","reason":"阶段1: B+1级 (总分0.51, WMvalue: 20.41) | 阶段2: HTF规则pass | 阶段3(6维度): 未匹配任何通过规则：cur_T2/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=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: 15.1%(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":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":-1,"momo_longswing_state":2,"momo_composite_score":1},"wave_normalized":0.92,"wave_weighted":0.46,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":0.51,"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=20.41 < 40.0 (避免超买)"},"tsi_value":20.41109903556465},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T13:30:38.576651"}
2026-06-03 09:30:59 ET Scale-in 12.0 $356.92 $-1.58 (-0.0%) 📌Trend Optimizer Strategy Signal: B+1, WMvalue: 20.41, 趋势强度: 41.2% 动能一致性: 较弱 (2/4) Momo State: 震荡偏多 (-1+2) HTF: C-4,pass, WMvalue: -31.48, 趋势强度: 52.9% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振空头 (-2+-2) | 15 Market Structure: V1 (UUUU) 🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方14.2%,1H支撑上方14.2%｜阻力:4H无阻力OB,1H无阻力OB Deviation: 15.1% → 仓位x1.0 MarketRegime: BULL_TRAP Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.212 bearish(caution) [XGB:0.232/RF:0.181] 多维综合评级: B+1 M+1 V1 Final Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济 --- Claude AI 过滤 (14.99s) --- Claude LONG → REDUCE [medium] 8层 ❌ | 最终仓位: 72% 判断: 核心动量分歧明显：TSIHA=-1逆势但Wave=+2顺势，单一核心逆势叠加1H_TSIHA=+1大方向保护，不触发reject但须降仓；价格处于Bearish_OB阻力区(348.29~350.51)追加-15%降仓，1H_Wave逆势追加-15%，最终在日线/1H强多排列背景支撑下定仓72%。 43462722330562560
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: B+1, WMvalue: 20.41, 趋势强度: 41.2%\n动能一致性: 较弱 (2/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: C-4,pass, WMvalue: -31.48, 趋势强度: 52.9%\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14.2%,1H支撑上方14.2%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 15.1% → 仓位x1.0\nMarketRegime: BULL_TRAP\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.212 bearish(caution) [XGB:0.232/RF:0.181]\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 (14.99s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 72%\n判断: 核心动量分歧明显：TSIHA=-1逆势但Wave=+2顺势，单一核心逆势叠加1H_TSIHA=+1大方向保护，不触发reject但须降仓；价格处于Bearish_OB阻力区(348.29~350.51)追加-15%降仓，1H_Wave逆势追加-15%，最终在日线/1H强多排列背景支撑下定仓72%。","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":12,"stopLoss":{"stopPrice":356.75},"takeProfit":{"limitPrice":384.3},"referencePrice":364.62,"timeframe":"5","filter_result":{"decision":"reject","rating":"B+1","final_rating":"📌Trend Optimizer Strategy\nSignal: B+1, WMvalue: 20.41, 趋势强度: 41.2%\n动能一致性: 较弱 (2/4)\nMomo State: 震荡偏多 (-1+2)\nHTF: C-4,pass, WMvalue: -31.48, 趋势强度: 52.9%\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14.2%,1H支撑上方14.2%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 15.1% → 仓位x1.0\nMarketRegime: BULL_TRAP\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.212 bearish(caution) [XGB:0.232/RF:0.181]\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 (14.99s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 72%\n判断: 核心动量分歧明显：TSIHA=-1逆势但Wave=+2顺势，单一核心逆势叠加1H_TSIHA=+1大方向保护，不触发reject但须降仓；价格处于Bearish_OB阻力区(348.29~350.51)追加-15%降仓，1H_Wave逆势追加-15%，最终在日线/1H强多排列背景支撑下定仓72%。","reason":"阶段1: B+1级 (总分0.51, WMvalue: 20.41) | 阶段2: HTF规则pass | 阶段3(6维度): 未匹配任何通过规则：cur_T2/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=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14.2%,1H支撑上方14.2%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 15.1%(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":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":-1,"momo_longswing_state":2,"momo_composite_score":1},"wave_normalized":0.92,"wave_weighted":0.46,"structural_raw":1.0,"structural_normalized":0.5,"structural_weighted":0.05,"total_score":0.51,"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=20.41 < 40.0 (避免超买)"},"tsi_value":20.41109903556465},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T13:30:34.026898"}
2026-06-03 09:31:04 ET Scale-in 8.0 $355.86 +$7.48 (0.3%) - 43462722727837696
Original Signal JSON 
{"close":364.62,"action":"buy","ticker":"ALAB","exchange":"BATS","quantity":8,"stopLoss":{"stopPrice":353.68},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bullish + Buy","takeProfit":{"limitPrice":386.5},"referencePrice":364.62,"filter_result":{"decision":"reject","rating":"C-4","final_rating":"Signal: C-4, WMvalue: -31.48, 趋势强度: 52.9%\n动能一致性: 一致 (3/4)\nMomo State: 共振空头 (-2+-2)\nHTF: B+1,pass, WMvalue: 36.55, 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) | 60\nMarket Structure: V3 (UUDD)\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14.2%,1H支撑上方14.2%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 73.2% → 仓位x0.4\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.273 bearish(caution) [XGB:0.269/RF:0.279]\n多维综合评级: C-4 M-4 V3\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (16.03s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 65%\n判断: TSIHA顺势但Wave=-2强烈逆势，构成一顺一逆；1H_TSIHA顺势但1H_Wave逆势触发-15%；C组momoCompositeScore=-4为极端看跌，B组finaltotalScore=-9，整体背景极度偏空。M组大级别强顺势（日线+60m均Leading）给予+10%，日线/1H EMA强多排列提供宏观支撑，但核心动量多维逆势将仓位大幅压缩至65%，信心偏低。","reason":"阶段1: C-4级 (总分-0.32, WMvalue: -31.48) | 阶段2: HTF规则pass | 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=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14.2%,1H支撑上方14.2%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 73.2%(x1.3)→仓位x0.4 | 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":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=-31.48 < 40.0 (避免超买)"},"tsi_value":-31.47714239416213},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T13:30:34.114045"}

Exit Details
Exit Price: $145.83
Avg Entry Price: $148.90
Exit Quantity: 33.0
Exit Method: trailing_stop
P&L Summary

$-101.31

-2.06%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-03 07:15:50 ET Initial 33.0 $148.90 $-101.31 (-2.1%) [WaveMatrix starreversalbuy] Signal: B-4, WMvalue: -42.76, 趋势强度: 100% 动能一致性: 分歧 (0/4) Momo State: 共振空头 (-2+-2) HTF: C-4,pass, WMvalue: -0.06, 趋势强度: 17.6% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振空头 (-2+-2) | 60 Market Structure: V5 (DUUD) 🟢 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2.48%｜阻力:距4H阻力42.88%,距1H阻力6.44% Deviation: 70.0% → 仓位x0.6 MarketRegime: SPEC_BULL Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] 多维综合评级: B-4 M-4 V5 Final Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济 [Claude] LONG→REJECT [high] | 8层❌ | pos:0% | WaveMatrix底部买入信号触发reject的多项硬条件：K组日线强空排列(score=-3)和L组1H强空排列(score=-3)均独立触发reject；J组1H_momoCompositeScore=-4≤-3同样触发reject硬条件。1H_Wavematrixtrend=-2与1H_TSIHA=+1严重分歧，叠加finaltotalScore=-17、momoCompositeScore=-4等极端看跌信号，当前环境不具备抄底条件。 ⚠️ [6D/HTF拒绝] 不触发MRC救济 ⚠️ TSI警告: 做多TSI=-42.8<-15 动量严重反向 43461659830910976
Original Signal JSON 
{"action": "buy", "quantity": 33, "stopLoss": {"stopPrice": 145.97}, "takeProfit": {"limitPrice": 155.31}, "referencePrice": 148.9, "timeframe": "15", "ticker": "GDXU", "extras": {"indicator": "[WaveMatrix starreversalbuy]\nSignal: B-4, WMvalue: -42.76, \u8d8b\u52bf\u5f3a\u5ea6: 100%\n\u52a8\u80fd\u4e00\u81f4\u6027: \u5206\u6b67 (0/4)\nMomo State: \u5171\u632f\u7a7a\u5934 (-2+-2)\nHTF: C-4,pass, WMvalue: -0.06, \u8d8b\u52bf\u5f3a\u5ea6: 17.6%\nHTF\u52a8\u80fd\u4e00\u81f4\u6027: \u4e00\u81f4 (3/4)\nHTF Momo State: \u5171\u632f\u7a7a\u5934 (-2+-2) | 60\nMarket Structure: V5 (DUUD)\n\ud83d\udfe2 OB: strongpass(+2) - \u505a\u591a\u4fe1\u53f7\u57284H Bullish OB\u533a\u57df\u5185\uff0c\u5f3a\u652f\u6491\u53cd\u5f39\uff5c\u652f\u6491:4H\u652f\u6491\u5185,1H\u652f\u6491\u4e0a\u65b92.48%\uff5c\u963b\u529b:\u8ddd4H\u963b\u529b42.88%,\u8ddd1H\u963b\u529b6.44%\nDeviation: 70.0% \u2192 \u4ed3\u4f4dx0.6\nMarketRegime: SPEC_BULL\nSqueeze: \u2705\u8d8b\u52bf\u5171\u632f pass, HTF[\u975e\u6324\u538b,\u6709pass]+Cur[\u975e\u6324\u538b,\u6709pass]\n\u591a\u7ef4\u7efc\u5408\u8bc4\u7ea7: B-4 M-4 V5\nFinal Decision: REJECT - [6D/HTF\u62d2\u7edd] \u4e0d\u89e6\u53d1MRC\u6551\u6d4e\n[Claude] LONG\u2192REJECT [high] | 8\u5c42\u274c | pos:0% | WaveMatrix\u5e95\u90e8\u4e70\u5165\u4fe1\u53f7\u89e6\u53d1reject\u7684\u591a\u9879\u786c\u6761\u4ef6\uff1aK\u7ec4\u65e5\u7ebf\u5f3a\u7a7a\u6392\u5217(score=-3)\u548cL\u7ec41H\u5f3a\u7a7a\u6392\u5217(score=-3)\u5747\u72ec\u7acb\u89e6\u53d1reject\uff1bJ\u7ec41H_momoCompositeScore=-4\u2264-3\u540c\u6837\u89e6\u53d1reject\u786c\u6761\u4ef6\u30021H_Wavematrixtrend=-2\u4e0e1H_TSIHA=+1\u4e25\u91cd\u5206\u6b67\uff0c\u53e0\u52a0finaltotalScore=-17\u3001momoCompositeScore=-4\u7b49\u6781\u7aef\u770b\u8dcc\u4fe1\u53f7\uff0c\u5f53\u524d\u73af\u5883\u4e0d\u5177\u5907\u6284\u5e95\u6761\u4ef6\u3002\n\u26a0\ufe0f [6D/HTF\u62d2\u7edd] \u4e0d\u89e6\u53d1MRC\u6551\u6d4e\n\u26a0\ufe0f TSI\u8b66\u544a: \u505a\u591aTSI=-42.8<-15 \u52a8\u91cf\u4e25\u91cd\u53cd\u5411", "timeframe": "15", "filter_status": "\u274c \u62d2\u7edd", "filter_decision": "reject", "btml_path": "claude_reject(0%)", "btml_position_pct": 0, "claude_decision": "reject", "claude_confidence": "high", "claude_reasoning": "WaveMatrix\u5e95\u90e8\u4e70\u5165\u4fe1\u53f7\u89e6\u53d1reject\u7684\u591a\u9879\u786c\u6761\u4ef6\uff1aK\u7ec4\u65e5\u7ebf\u5f3a\u7a7a\u6392\u5217(score=-3)\u548cL\u7ec41H\u5f3a\u7a7a\u6392\u5217(score=-3)\u5747\u72ec\u7acb\u89e6\u53d1reject\uff1bJ\u7ec41H_momoCompositeScore=-4\u2264-3\u540c\u6837\u89e6\u53d1reject\u786c\u6761\u4ef6\u30021H_Wavematrixtrend=-2\u4e0e1H_TSIHA=+1\u4e25\u91cd\u5206\u6b67\uff0c\u53e0\u52a0finaltotalScore=-17\u3001momoCompositeScore=-4\u7b49\u6781\u7aef\u770b\u8dcc\u4fe1\u53f7\uff0c\u5f53\u524d\u73af\u5883\u4e0d\u5177\u5907\u6284\u5e95\u6761\u4ef6\u3002"}, "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}"}

Exit Details
Exit Price: $127.25
Avg Entry Price: $124.77
Exit Quantity: 40.0
Exit Method: trailing_stop
P&L Summary

+$99.40

1.99%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-03 06:09:36 ET Initial 40.0 $124.77 +$99.40 (2.0%) Signal: B+4, WMvalue: -12.66, 趋势强度: 11.8% 动能一致性: 分歧 (1/4) Momo State: 共振多头 (2+2) HTF: B+4,pass, WMvalue: 51.62, 趋势强度: 52.9% HTF动能一致性: 分歧 (1/4) HTF Momo State: 共振多头 (2+2) | 240 Market Structure: V2 (UUUD) OB: OB中性｜压力:4H压力下方9.64%,1H压力下方10.75%｜支撑:距4H支撑15.52%,距1H支撑15.76% Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] 多维综合评级: B+4 M+4 V2 Final Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V2) [Claude] LONG→REJECT [high] | 8层❌ | pos:0% | 核心指标TSIHA=-1且TSI=-12.66严重逆势，做多方向硬拒条件触发；同时deviation_ratio=1.05>0.85追高做多触发第二个独立硬拒条件，两项强触发规则均成立，无论momoCompositeScore多强均不可绕过。 43461139022610432
Original Signal JSON 
{"timeframe": "60", "action": "buy", "sentiment": "bullish", "price": 124.78, "referencePrice": 124.78, "data": {"volatilitytrend": -1, "BiasState": 1, "PPOState": 0.5, "sqzPassLONG": 1, "sqzPassSHORT": 1, "squezze": 0, "Background_Color": 1e+100, "volatility_stop": 135.46160572121556, "TSI": -12.661972485269077, "TSIMA": 2.5173012889768107, "TSIHA": -1, "TSIMASTATUS": -1, "RSIHA": -1, "RSI": 42.9545521375861, "CenterTrend_State": 1, "Momentum_State": 2, "MomoSwingState": 2, "MomolongswingState": 2, "momoCompositeScore": 4, "Wavematrixtrend": 2, "referencePrice": 124.78, "TrendTracersignal": 1, "TrendTracerHTF": 1, "final_max_dev": 2.2511860276307774, "current_deviation": 2.3697981558625485, "Daily_POC": 125, "Previous_Daily_POC": 126, "Weekly_POC": 136, "Previous_Weekly_POC": 123, "Monthly_POC": 136, "Previous_Monthly_POC": 91, "POCtrend": -1, "maDir_ShortTerm": -1, "MAlongtermtrend": -1, "MarketRegimeCode": 1, "HTFMAtrend": 3, "Heikinashi_State": -1, "hull55": 128.87206596578022, "HULL20": 126.5386108766234, "hull20status": 1, "hull55status": -1, "FinalmaintrendScore": -1, "Final_HTFScore": 4, "Final_WAVEScore": 3, "finaltotalScore": 2, "trendStrengthPct": 11.76470588235294, "Marketstr15m": -1, "Marketstr1H": 1, "Marketstr4H": 1, "Marketstr1D": 1, "Bullish_OB_Top": 105.12, "Bullish_OB_Bottom": 100.5, "Bearish_OB_Top": 138.73, "Bearish_OB_Bottom": 138.2, "_kline": {"time": 1780477200, "open": 125.42, "high": 125.53, "low": 124.54, "close": 124.78, "volume": 11435}}, "monitor_trigger": {"id": "O2_SwingState", "source": "oscillator", "field": "MomoSwingState", "prev_value": -2, "curr_value": 2, "weight": "normal", "combos_met": null, "r_met": null}, "htf_timeframe": "240", "generated_at": "2026-06-03T09:15:06.663Z", "takeProfit": {"limitPrice": 131.02}, "stopLoss": {"stopPrice": 121.04}, "quantity": "40", "ticker": "NOW", "extras": {"indicator": "Signal: B+4, WMvalue: -12.66, \u8d8b\u52bf\u5f3a\u5ea6: 11.8%\n\u52a8\u80fd\u4e00\u81f4\u6027: \u5206\u6b67 (1/4)\nMomo State: \u5171\u632f\u591a\u5934 (2+2)\nHTF: B+4,pass, WMvalue: 51.62, \u8d8b\u52bf\u5f3a\u5ea6: 52.9%\nHTF\u52a8\u80fd\u4e00\u81f4\u6027: \u5206\u6b67 (1/4)\nHTF Momo State: \u5171\u632f\u591a\u5934 (2+2) | 240\nMarket Structure: V2 (UUUD)\nOB: OB\u4e2d\u6027\uff5c\u538b\u529b:4H\u538b\u529b\u4e0b\u65b99.64%,1H\u538b\u529b\u4e0b\u65b910.75%\uff5c\u652f\u6491:\u8ddd4H\u652f\u649115.52%,\u8ddd1H\u652f\u649115.76%\n\nSqueeze: \u2705\u8d8b\u52bf\u5171\u632f pass, HTF[\u975e\u6324\u538b,\u6709pass]+Cur[\u975e\u6324\u538b,\u6709pass]\n\u591a\u7ef4\u7efc\u5408\u8bc4\u7ea7: B+4 M+4 V2\nFinal Decision: REJECT - 6\u7ef4\u5ea6\u5df2\u62d2\u7edd\uff0cV\u8bc4\u7ea7\u786e\u8ba4\u7ef4\u6301 (V=V2)\n[Claude] LONG\u2192REJECT [high] | 8\u5c42\u274c | pos:0% | \u6838\u5fc3\u6307\u6807TSIHA=-1\u4e14TSI=-12.66\u4e25\u91cd\u9006\u52bf\uff0c\u505a\u591a\u65b9\u5411\u786c\u62d2\u6761\u4ef6\u89e6\u53d1\uff1b\u540c\u65f6deviation_ratio=1.05>0.85\u8ffd\u9ad8\u505a\u591a\u89e6\u53d1\u7b2c\u4e8c\u4e2a\u72ec\u7acb\u786c\u62d2\u6761\u4ef6\uff0c\u4e24\u9879\u5f3a\u89e6\u53d1\u89c4\u5219\u5747\u6210\u7acb\uff0c\u65e0\u8bbamomoCompositeScore\u591a\u5f3a\u5747\u4e0d\u53ef\u7ed5\u8fc7\u3002", "filter_status": "\u274c \u62d2\u7edd", "filter_decision": "reject", "btml_path": "claude_reject(0%)", "btml_position_pct": 0, "claude_decision": "reject", "claude_confidence": "high", "claude_reasoning": "\u6838\u5fc3\u6307\u6807TSIHA=-1\u4e14TSI=-12.66\u4e25\u91cd\u9006\u52bf\uff0c\u505a\u591a\u65b9\u5411\u786c\u62d2\u6761\u4ef6\u89e6\u53d1\uff1b\u540c\u65f6deviation_ratio=1.05>0.85\u8ffd\u9ad8\u505a\u591a\u89e6\u53d1\u7b2c\u4e8c\u4e2a\u72ec\u7acb\u786c\u62d2\u6761\u4ef6\uff0c\u4e24\u9879\u5f3a\u89e6\u53d1\u89c4\u5219\u5747\u6210\u7acb\uff0c\u65e0\u8bbamomoCompositeScore\u591a\u5f3a\u5747\u4e0d\u53ef\u7ed5\u8fc7\u3002"}, "timeframe_parsed": "\u5206\u6790\u5468\u671f: {value}", "timeframe_raw": "60", "poc_summary": null, "poc_trend": -1, "poc_trend_description": "\u77ed\u671f\u504f\u5f31\u4f46\u4e2d\u671f\u5f3a\u52bf\uff1a\u77ed\u7ebf\u56de\u8c03\uff0c\u4f46\u4e2d\u671f\u8d44\u91d1\u4f9d\u7136\u770b\u591a\uff0c\u53ef\u7b49\u5f85\u4f4e\u5438\u673a\u4f1a", "analysis_summary": "\u5206\u6790\u5468\u671f: {value}"}

Exit Details
Exit Price: $14.71
Avg Entry Price: $14.62
Exit Quantity: 173.0
Exit Method: webhook_signal
P&L Summary

$-15.57

-0.62%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-03 05:46:13 ET Initial 173.0 $14.62 $-15.57 (-0.6%) 📌Trend Optimizer Strategy Signal: B-1, WMvalue: -28.16, 趋势强度: 58.8% 动能一致性: 强一致 (4/4) Momo State: 震荡偏空 (1+-2) HTF: B-4,strongpass, WMvalue: -14.6, 趋势强度: 64.7% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振空头 (-2+-2) | 60 Market Structure: V5 (UUDD) 🟢 OB: pass(+0.5) - 做空信号在1H+4H压力下方运行｜压力:4H压力下方17.32%,1H压力下方10.15%｜支撑:4H支撑上方11.07%,1H支撑上方9.38% Deviation: 30.6% → 仓位x0.8 MarketRegime: APEX_BEAR Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.401 weak(caution) [XGB:0.386/RF:0.423] 多维综合评级: B-1 M-1 V5 Final Decision: STRONGPASS - 6维度pass但V评级V5偏弱，通过+警告 --- TDIndicator过滤 --- TDIndicator SHORT → full_bypass ✅ HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=1) 最终仓位: 100% 43460954973670400
Original Signal JSON 
{"action":"sell","extras":{"indicator":"📌Trend Optimizer Strategy\nSignal: B-1, WMvalue: -28.16, 趋势强度: 58.8%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏空 (1+-2)\nHTF: B-4,strongpass, WMvalue: -14.6, 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: V5 (UUDD)\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17.32%,1H压力下方10.15%｜支撑:4H支撑上方11.07%,1H支撑上方9.38%\nDeviation: 30.6% → 仓位x0.8\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.401 weak(caution) [XGB:0.386/RF:0.423]\n多维综合评级: B-1 M-1 V5\nFinal Decision: STRONGPASS - 6维度pass但V评级V5偏弱，通过+警告\n--- TDIndicator过滤 ---\nTDIndicator SHORT → full_bypass ✅\nHTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=1)\n最终仓位: 100%","timeframe":"15","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":"TSLL","quantity":173,"stopLoss":{"stopPrice":14.97},"takeProfit":{"limitPrice":13.71},"referencePrice":14.61,"timeframe":"15","filter_result":{"decision":"strongpass","rating":"B-1","final_rating":"📌Trend Optimizer Strategy\nSignal: B-1, WMvalue: -28.16, 趋势强度: 58.8%\n动能一致性: 强一致 (4/4)\nMomo State: 震荡偏空 (1+-2)\nHTF: B-4,strongpass, WMvalue: -14.6, 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: V5 (UUDD)\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17.32%,1H压力下方10.15%｜支撑:4H支撑上方11.07%,1H支撑上方9.38%\nDeviation: 30.6% → 仓位x0.8\nMarketRegime: APEX_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.401 weak(caution) [XGB:0.386/RF:0.423]\n多维综合评级: B-1 M-1 V5\nFinal Decision: STRONGPASS - 6维度pass但V评级V5偏弱，通过+警告\n--- TDIndicator过滤 ---\nTDIndicator SHORT → full_bypass ✅\nHTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=1)\n最终仓位: 100%","reason":"阶段1: B-1级 (总分-0.4, WMvalue: -28.16) | 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): 6维度pass但V评级V5偏弱，通过+警告 | 阶段5(OB): 做空信号在1H+4H压力下方运行｜压力:4H压力下方17.32%,1H压力下方10.15%｜支撑:4H支撑上方11.07%,1H支撑上方9.38% | 乖离率: 30.6%(x1.4)→仓位x0.8 | 阶段6(MRC): [MRC极强] APEX_BEAR+B-1级+HTF通过，强势做空","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":-0.4,"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=-28.16 > -38.5 (避免超卖)"},"tsi_value":-28.156121763359167},"htf_mismatch":true},"signal_type":"filtered","forwarded_at":"2026-06-03T09:45:59.256443"}

Exit Details
Exit Price: $407.76
Avg Entry Price: $410.69
Exit Quantity: 18.0
Exit Method: webhook_signal
P&L Summary

$-52.87

-0.72%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-03 04:15:58 ET Initial 9.0 $410.75 $-26.93 (-0.7%) 📌algo X SniperBuy Mundy Signal: A++4, WMvalue: 82.4, 趋势强度: 88.2% 动能一致性: 一致 (3/4) Momo State: 共振多头 (2+2) HTF: A++4,pass, WMvalue: 73.94, 趋势强度: 88.2% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振多头 (2+2) | 60 Market Structure: V1 (UUUU) ⚪ 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 Deviation: 93.0% → 仓位x0.2 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.266 bearish(caution) [XGB:0.280/RF:0.244] 多维综合评级: A++4 M+4 V1 Final Decision: REJECT - 正常通过 | 趋势双强↑strong_pass --- Claude AI 过滤 (17.41s) --- Claude LONG → REDUCE [medium] 8层 ❌ | 最终仓位: 72% 判断: 核心动量极度顺势（TSIHA/Wave/momo全面共振），市场结构四框全对齐，但deviation_ratio=1.21在MarketRegimeCode=+6和4/4结构放宽后仍超出1.0阈值，触发-10%；M组大级别日线Leading×1H Weakening=轻弱势，15m触底迹象修正为中性，最终仓位调整为-5%；RSI极度超买84.74叠加RSIHA逆势，综合仓位降至约72%。 43460244905005056
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ARM","MAtrend":"0","pmaText":"PMA Trendless","POCtrend":"2","adxValue":"26.5129208906","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"27.8850779322","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 400.00; Prev DailyPOC: 404.00; Weekly POC: 409.00; Prev Weekly POC: 304.00; Monthly POC: 409.00; Prev Monthly POC: 212.00","AIbandsignal":"red downtrend","center_trend":"Weak Bearish","ratingstatus":"Bearish-Medium-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":"Bearish +","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"no chopping","trend_change_volatility_stop":"426.67"},"action":"buy","extras":{"risk":3,"indicator":"📌algo X SniperBuy Mundy\nSignal: A++4, WMvalue: 82.4, 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: A++4,pass, WMvalue: 73.94, 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) - 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: 93.0% → 仓位x0.2\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.266 bearish(caution) [XGB:0.280/RF:0.244]\n多维综合评级: A++4 M+4 V1\nFinal Decision: REJECT - 正常通过 | 趋势双强↑strong_pass\n--- Claude AI 过滤 (17.41s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 72%\n判断: 核心动量极度顺势（TSIHA/Wave/momo全面共振），市场结构四框全对齐，但deviation_ratio=1.21在MarketRegimeCode=+6和4/4结构放宽后仍超出1.0阈值，触发-10%；M组大级别日线Leading×1H Weakening=轻弱势，15m触底迹象修正为中性，最终仓位调整为-5%；RSI极度超买84.74叠加RSIHA逆势，综合仓位降至约72%。","oscrating":30,"timeframe":"15m","trendrating":50,"referencePrice":410.75,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"ARM","quantity":9,"stopLoss":{"stopPrice":401.92},"takeProfit":{"limitPrice":212.0},"timeframe":"15m","filter_result":{"decision":"reject","rating":"A++4","final_rating":"📌algo X SniperBuy Mundy\nSignal: A++4, WMvalue: 82.4, 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: A++4,pass, WMvalue: 73.94, 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) - 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: 93.0% → 仓位x0.2\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.266 bearish(caution) [XGB:0.280/RF:0.244]\n多维综合评级: A++4 M+4 V1\nFinal Decision: REJECT - 正常通过 | 趋势双强↑strong_pass\n--- Claude AI 过滤 (17.41s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 72%\n判断: 核心动量极度顺势（TSIHA/Wave/momo全面共振），市场结构四框全对齐，但deviation_ratio=1.21在MarketRegimeCode=+6和4/4结构放宽后仍超出1.0阈值，触发-10%；M组大级别日线Leading×1H Weakening=轻弱势，15m触底迹象修正为中性，最终仓位调整为-5%；RSI极度超买84.74叠加RSIHA逆势，综合仓位降至约72%。","reason":"阶段1: A++4级 (总分0.6, WMvalue: 82.4) | 阶段2: HTF规则pass | 阶段3(6维度): [回调模式] WMT=+2 TSI=+82.4 RSI=85，HA平滑指标暂时反向(3/4顺势)，HTF通过，放行 | 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: 93.0%(x1.3)→仓位x0.2 | 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":6.0,"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, TSIMASTATUS, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":false,"threshold":40.0,"details":"TSI=82.40 < 40.0 (避免超买)"},"tsi_value":82.40450533729039},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T08:15:49.763024"}
2026-06-03 05:15:30 ET Scale-in 9.0 $410.64 $-25.94 (-0.7%) 📌algo X SniperBuy Vidya Signal: B+4, WMvalue: 67.69, 趋势强度: 52.9% 动能一致性: 分歧 (1/4) Momo State: 共振多头 (2+2) HTF: A++4,pass, WMvalue: 74.88, 趋势强度: 88.2% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振多头 (2+2) | 60 Market Structure: V1 (UUUU) ⚪ 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 Deviation: 37.2% → 仓位x0.8 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.205 bearish(caution) [XGB:0.210/RF:0.198] 多维综合评级: B+4 M+4 V1 Final Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V1) --- Claude AI 过滤 (13.75s) --- Claude LONG → REDUCE [medium] 8层 ❌ | 最终仓位: 75% 判断: TSIHA=-1为最重要单一逆势信号且TSI<TSIMA显示动量减速，叠加RSI超买（75.78）和RSIHA=-1，短线动量已转弱；但Wavematrixtrend=+2顺势、momo=4双层共振强劲、4/4市场结构全对齐、日线强多排列提供强大趋势背景支撑，综合判断为顺势降仓执行。 43460713452146688
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ARM","MAtrend":"1","pmaText":"PMA Trendless","POCtrend":"2","adxValue":"25.7049317077","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"35.6846602895","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 408.00; Prev DailyPOC: 404.00; Weekly POC: 409.00; Prev Weekly POC: 304.00; Monthly POC: 409.00; Prev Monthly POC: 212.00","AIbandsignal":"red downtrend","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":"426.67"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Vidya\nSignal: B+4, WMvalue: 67.69, 趋势强度: 52.9%\n动能一致性: 分歧 (1/4)\nMomo State: 共振多头 (2+2)\nHTF: A++4,pass, WMvalue: 74.88, 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) - 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: 37.2% → 仓位x0.8\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.205 bearish(caution) [XGB:0.210/RF:0.198]\n多维综合评级: B+4 M+4 V1\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V1)\n--- Claude AI 过滤 (13.75s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 75%\n判断: TSIHA=-1为最重要单一逆势信号且TSI<TSIMA显示动量减速，叠加RSI超买（75.78）和RSIHA=-1，短线动量已转弱；但Wavematrixtrend=+2顺势、momo=4双层共振强劲、4/4市场结构全对齐、日线强多排列提供强大趋势背景支撑，综合判断为顺势降仓执行。","oscrating":70,"timeframe":"15m","trendrating":60,"referencePrice":411,"originalIndicator":"algo X SniperBuy Vidya"},"ticker":"ARM","quantity":9,"stopLoss":{"stopPrice":402.37},"takeProfit":{"limitPrice":212.0},"timeframe":"15m","filter_result":{"decision":"reject","rating":"B+4","final_rating":"📌algo X SniperBuy Vidya\nSignal: B+4, WMvalue: 67.69, 趋势强度: 52.9%\n动能一致性: 分歧 (1/4)\nMomo State: 共振多头 (2+2)\nHTF: A++4,pass, WMvalue: 74.88, 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) - 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: 37.2% → 仓位x0.8\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.205 bearish(caution) [XGB:0.210/RF:0.198]\n多维综合评级: B+4 M+4 V1\nFinal Decision: REJECT - 6维度已拒绝，V评级确认维持 (V=V1)\n--- Claude AI 过滤 (13.75s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 75%\n判断: TSIHA=-1为最重要单一逆势信号且TSI<TSIMA显示动量减速，叠加RSI超买（75.78）和RSIHA=-1，短线动量已转弱；但Wavematrixtrend=+2顺势、momo=4双层共振强劲、4/4市场结构全对齐、日线强多排列提供强大趋势背景支撑，综合判断为顺势降仓执行。","reason":"阶段1: B+4级 (总分0.32, WMvalue: 67.69) | 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: 37.2%(x1.2)→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":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=67.69 < 40.0 (避免超买)"},"tsi_value":67.6860410165325},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T09:15:22.684349"}

Exit Details
Exit Price: $396.00
Avg Entry Price: $396.00
Exit Quantity: 8.0
Exit Method: trailing_stop
P&L Summary

+$0.00

0.00%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-03 04:16:30 ET Initial 8.0 $396.00 +$0.00 (0.0%) - 43460249542724608
Original Signal JSON 
{"close":396,"action":"buy","ticker":"MDB","exchange":"BATS","quantity":8,"stopLoss":{"stopPrice":384.12},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bullish + Buy","takeProfit":{"limitPrice":419.76},"referencePrice":396.0,"filter_result":{"decision":"reject","rating":"A++1","final_rating":"Signal: A++1, WMvalue: 28.82, 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-4,reject, WMvalue: -37.89, 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: V3 (UUDU)\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21.12%｜阻力:距4H阻力5.93%,已破1H阻力17.03%\nDeviation: 61.7% → 仓位x0.6\nMarketRegime: CORRECTION_BEAR\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.228 bearish(caution) [XGB:0.245/RF:0.202]\n多维综合评级: A++1 M+1 V3\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (14.98s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: J组1H_TSIHA=-1且1H_Wavematrixtrend=-2构成硬拒条件，按跨周期动量对齐矩阵（当前TF TSIHA=+1但1H_TSIHA=-1）应触发reject；然而鉴于A组15m核心动量完全顺势且B组/D组背景极强，保留最低仓位reduce而非完全拒绝，但1H动量（momo=-4）与1H综合评分（-14）对当前15m做多信号构成极强压制，风险极高。","reason":"阶段1: A++1级 (总分0.6, WMvalue: 28.82) | 阶段2: HTF规则reject | 阶段3(6维度): 未匹配任何通过规则：cur_T1/strong/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=V3) | 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21.12%｜阻力:距4H阻力5.93%,已破1H阻力17.03% | 乖离率: 61.7%(x1.15)→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":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=28.82 < 40.0 (避免超买)"},"tsi_value":28.815445205850388},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T08:16:24.229139"}

Exit Details
Exit Price: $403.87
Avg Entry Price: $395.99
Exit Quantity: 7.0
Exit Method: trailing_stop
P&L Summary

$-55.15

-1.99%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-02 19:30:36 ET Initial 6.0 $395.99 $-47.28 (-2.0%) 📌algo X SniperSell MainTrend AI Signal: B+4, WMvalue: 80.07, 趋势强度: 100% 动能一致性: 分歧 (0/4) Momo State: 共振多头 (2+2) HTF: B+4,reject, WMvalue: 72.33, 趋势强度: 88.2% HTF动能一致性: 分歧 (1/4) HTF Momo State: 共振多头 (2+2) | 60 Market Structure: VOID (UUUU) 🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限154%(6.54>=4.26)，硬拒绝 Deviation: 153.5% → 仓位x0 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.443 weak(caution) [XGB:0.437/RF:0.452] 多维综合评级: B+4 M+4 VOID Final Decision: REJECT - [乖离率] 乖离率极端超限154%(6.54>=4.26)，硬拒绝 --- Claude AI 过滤 (11.94s) --- Claude SHORT → REDUCE [low] 8层 ❌ | 最终仓位: 50% 判断: TSIHA=+1且Wavematrixtrend=+2均逆势做空，A组核心动量完全背离做空方向，momoCompositeScore=+4为最强多头状态，仅deviation极度延伸(1.54)提供均值回归统计支撑，但TSIHA仍为+1未转向，做空信号极弱，仓位压至最低50%。 43456113456975872
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ARM","MAtrend":"-1","pmaText":"PMA Bearish","POCtrend":"-1","adxValue":"23.4828634474","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"29.4961067995","RSIHAsignal":"BearishHA","poc_summary":"Daily POC: 404.00; Prev DailyPOC: 409.00; Weekly POC: 409.00; Prev Weekly POC: 304.00; Monthly POC: 409.00; Prev Monthly POC: 212.00","AIbandsignal":"red downtrend","center_trend":"Strong Bearish","ratingstatus":"Bearish-Strong-OscDriven","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":"Bearish +","adaptive_timeframe_1":"60","adaptive_timeframe_2":"240","choppingrange_signal":"no chopping","trend_change_volatility_stop":"426.67"},"action":"sell","extras":{"risk":1,"indicator":"📌algo X SniperSell MainTrend AI\nSignal: B+4, WMvalue: 80.07, 趋势强度: 100%\n动能一致性: 分歧 (0/4)\nMomo State: 共振多头 (2+2)\nHTF: B+4,reject, WMvalue: 72.33, 趋势强度: 88.2%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: VOID (UUUU)\n🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限154%(6.54>=4.26)，硬拒绝\nDeviation: 153.5% → 仓位x0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.443 weak(caution) [XGB:0.437/RF:0.452]\n多维综合评级: B+4 M+4 VOID\nFinal Decision: REJECT - [乖离率] 乖离率极端超限154%(6.54>=4.26)，硬拒绝\n--- Claude AI 过滤 (11.94s) ---\nClaude SHORT → REDUCE [low]\n8层 ❌ | 最终仓位: 50%\n判断: TSIHA=+1且Wavematrixtrend=+2均逆势做空，A组核心动量完全背离做空方向，momoCompositeScore=+4为最强多头状态，仅deviation极度延伸(1.54)提供均值回归统计支撑，但TSIHA仍为+1未转向，做空信号极弱，仓位压至最低50%。","oscrating":85,"timeframe":"15m","trendrating":80,"referencePrice":395.96,"originalIndicator":"algo X SniperSell MainTrend AI"},"ticker":"ARM","quantity":6,"stopLoss":{"stopPrice":403.87},"takeProfit":{"limitPrice":375.8},"timeframe":"15m","filter_result":{"decision":"reject","rating":"B+4","final_rating":"📌algo X SniperSell MainTrend AI\nSignal: B+4, WMvalue: 80.07, 趋势强度: 100%\n动能一致性: 分歧 (0/4)\nMomo State: 共振多头 (2+2)\nHTF: B+4,reject, WMvalue: 72.33, 趋势强度: 88.2%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: VOID (UUUU)\n🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限154%(6.54>=4.26)，硬拒绝\nDeviation: 153.5% → 仓位x0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.443 weak(caution) [XGB:0.437/RF:0.452]\n多维综合评级: B+4 M+4 VOID\nFinal Decision: REJECT - [乖离率] 乖离率极端超限154%(6.54>=4.26)，硬拒绝\n--- Claude AI 过滤 (11.94s) ---\nClaude SHORT → REDUCE [low]\n8层 ❌ | 最终仓位: 50%\n判断: TSIHA=+1且Wavematrixtrend=+2均逆势做空，A组核心动量完全背离做空方向，momoCompositeScore=+4为最强多头状态，仅deviation极度延伸(1.54)提供均值回归统计支撑，但TSIHA仍为+1未转向，做空信号极弱，仓位压至最低50%。","reason":"阶段1: B+4级 (总分0.4, WMvalue: 80.07) | 阶段2: HTF规则reject | 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=VOID) | 阶段5(OB): [乖离率] 乖离率极端超限154%(6.54>=4.26)，硬拒绝 | 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":0.4,"momentum_check":{"passed":false,"aligned_count":0,"details":"0/4个指标看跌: 无","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=80.07 > -38.5 (避免超卖)"},"tsi_value":80.07156327920795},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-02T23:30:27.339937"}
2026-06-02 19:30:41 ET Scale-in 1.0 $396.00 $-7.87 (-2.0%) - 43456114244321280
Original Signal JSON 
{"close":395.96,"action":"sell","ticker":"ARM","exchange":"BATS","quantity":1,"stopLoss":{"stopPrice":407.84},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bearish","takeProfit":{"limitPrice":376.16},"referencePrice":395.96,"filter_result":{"decision":"reject","rating":"B+4","final_rating":"Signal: B+4, WMvalue: 80.07, 趋势强度: 100%\n动能一致性: 分歧 (0/4)\nMomo State: 共振多头 (2+2)\nHTF: B+4,reject, WMvalue: 72.33, 趋势强度: 88.2%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 共振多头 (2+2) | 60\nMarket Structure: VOID (UUUU)\n🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限154%(6.54>=4.26)，硬拒绝\nDeviation: 153.5% → 仓位x0\nMarketRegime: APEX_BULL\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.440 weak(caution) [XGB:0.437/RF:0.446]\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%(6.54>=4.26)，硬拒绝，MRC不可覆盖\n--- Claude AI 过滤 (13.64s) ---\nClaude SHORT → REDUCE [low]\n8层 ❌ | 最终仓位: 55%\n判断: J组1H_TSIHA=+1且1H_Wavematrixtrend=+2双层逆势本应触发reject，但deviation_ratio=1.54极度过度延伸（做空为均值回归方向），且TSIHA仍为+1（多头动量未转向），按规则⑤触发reduce而非reject。所有核心动量指标（TSIHA/Wave/momo/1H全系）均强烈看涨，做空方向几乎无一指标顺势，仓位压至最低区间55%，风险极高，不建议实际入场。","reason":"阶段1: B+4级 (总分0.4, WMvalue: 80.07) | 阶段2: HTF规则reject | 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=VOID) | 阶段5(OB): [乖离率] 乖离率极端超限154%(6.54>=4.26)，硬拒绝 | 阶段6(MRC): [硬拒绝] 乖离率硬拒绝: 乖离率极端超限154%(6.54>=4.26)，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":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":false,"aligned_count":0,"details":"0/4个指标看跌: 无","wavematrix_status":"分歧","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":-38.5,"details":"TSI=80.07 > -38.5 (避免超卖)"},"tsi_value":80.07156327920795},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-02T23:30:30.853105"}

Exit Details
Exit Price: $355.49
Avg Entry Price: $355.32
Exit Quantity: 19.0
Exit Method: trailing_stop
P&L Summary

+$3.26

0.05%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-02 19:47:24 ET Initial 9.0 $354.00 +$13.39 (0.4%) - 43456239018971136
Original Signal JSON 
{"close":354,"action":"buy","ticker":"ALAB","exchange":"BATS","quantity":9,"stopLoss":{"stopPrice":343.38},"indicator":"market wave pro","timeframe":"15","alert_name":"FlowTrend Bullish + Buy","takeProfit":{"limitPrice":375.24},"referencePrice":354.0,"filter_result":{"decision":"reject","rating":"C-4","final_rating":"Signal: C-4, WMvalue: 0.61, 趋势强度: 41.2%\n动能一致性: 分歧 (1/4)\nMomo State: 共振空头 (-2+-2)\nHTF: C+0,pass, WMvalue: 27.17, 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) | 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11.63%,1H支撑上方11.63%｜阻力:4H无阻力OB,1H无阻力OB\nDeviation: 12.6% → 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]\nML: 0.171 bearish(caution) [XGB:0.126/RF:0.237]\n多维综合评级: C-4 M-4 V2\nFinal Decision: REJECT - [6D/HTF拒绝] 不触发MRC救济\n--- Claude AI 过滤 (15.28s) ---\nClaude LONG → REDUCE [low]\n8层 ❌ | 最终仓位: 62%\n判断: A组双核心（TSIHA=-1，Wave=-2）均逆势，C组momo=-4极强空头共振，是本次信号最核心风险——历史胜率仅32%；J组1H_TSIHA=+1顺势但1H_Wave=-1逆势形成1H混合分歧，依规则触发reduce而非reject（非1H_TSIHA逆势硬拒条件），叠加Squeeze激活(-10%)和1H_Wave逆势(-15%)后仓位大幅压缩。日线/1H EMA强多排列与M组大级别强顺势(+10%)提供宏观支撑，但动量层面的全面逆势信号使当前入场时机极差，建议最低仓位观望。","reason":"阶段1: C-4级 (总分-0.55, WMvalue: 0.61) | 阶段2: HTF规则pass | 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=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11.63%,1H支撑上方11.63%｜阻力:4H无阻力OB,1H无阻力OB | 乖离率: 12.6%(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":-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":false,"aligned_count":1,"details":"1/4个指标看涨: TSIMASTATUS","wavematrix_status":"分歧","wavematrix_value":-2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=0.61 < 40.0 (避免超买)"},"tsi_value":0.6087487880903916},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-02T23:46:23.132510"}
2026-06-02 20:01:51 ET Scale-in 10.0 $356.50 $-10.13 (-0.3%) 📌algo X SniperBuy Mundy Signal: B+4, WMvalue: -3.75, 趋势强度: 82.4% 动能一致性: 强一致 (4/4) Momo State: 共振多头 (2+2) HTF: C-4,reject, WMvalue: 0.03, 趋势强度: 52.9% HTF动能一致性: 分歧 (1/4) HTF Momo State: 共振空头 (-2+-2) | 15 Market Structure: V3 (UUDU) 🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限163%(4.06>=2.50[调整后])，硬拒绝 Deviation: 162.5% → 仓位x0 Squeeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass] ML: 0.534 weak(caution) [XGB:0.657/RF:0.349] 多维综合评级: B+4 M+4 V3 Final Decision: REJECT - [乖离率] 乖离率极端超限163%(4.06>=2.50[调整后])，硬拒绝 --- Claude AI 过滤 (12.83s) --- Claude LONG → REDUCE [medium] 8层 ❌ | 最终仓位: 72% 判断: 核心动量TSIHA/Wave/momo全面顺势且综合评分极强，日线RRG大级别强顺势（+10~15%），但deviation_ratio高达1.87已远超极度延伸阈值（正常拒绝线0.85），做多追高风险极高，依规则降仓而非拒绝（无1H动量数据支持硬拒）；15m RRG入场层为Weakening，大级别强顺势+15m减弱查表得+5%，综合各项惩罚后最终建议降仓至72%入场。 43456359461031936
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"Timeframe: ; Bullish OB: 356.6 - 356.6; Bearish OB: 356.6 - 356.6","symbol":"ALAB","MAtrend":"0","pmaText":"PMA Trendless","POCtrend":"2","adxValue":"19.4770375078","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"39.5832650574","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 348.00; Prev DailyPOC: 326.00; Weekly POC: 325.00; Prev Weekly POC: 320.00; Monthly POC: 325.00; Prev Monthly POC: 206.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","HTFwave_signal":"Bearish","TrendTracerHTF":"1","ewotrend_state":"Weak Bearish","lastDemandText":"353.6 - 352 | 5m","lastSupplyText":"356.96 - 355.24 | 5m","FormattedScores":"S:1 / L:5","rsi_state_trend":"Bullish","wavemarket_state":"Short Weak","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":"344.17"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: B+4, WMvalue: -3.75, 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,reject, WMvalue: 0.03, 趋势强度: 52.9%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 共振空头 (-2+-2) | 15\nMarket Structure: V3 (UUDU)\n🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限163%(4.06>=2.50[调整后])，硬拒绝\nDeviation: 162.5% → 仓位x0\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.534 weak(caution) [XGB:0.657/RF:0.349]\n多维综合评级: B+4 M+4 V3\nFinal Decision: REJECT - [乖离率] 乖离率极端超限163%(4.06>=2.50[调整后])，硬拒绝\n--- Claude AI 过滤 (12.83s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 72%\n判断: 核心动量TSIHA/Wave/momo全面顺势且综合评分极强，日线RRG大级别强顺势（+10~15%），但deviation_ratio高达1.87已远超极度延伸阈值（正常拒绝线0.85），做多追高风险极高，依规则降仓而非拒绝（无1H动量数据支持硬拒）；15m RRG入场层为Weakening，大级别强顺势+15m减弱查表得+5%，综合各项惩罚后最终建议降仓至72%入场。","oscrating":70,"timeframe":"5m","trendrating":110,"referencePrice":356.6,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"ALAB","quantity":10,"stopLoss":{"stopPrice":354.14},"takeProfit":{"limitPrice":206.0},"timeframe":"5m","filter_result":{"decision":"reject","rating":"B+4","final_rating":"📌algo X SniperBuy Mundy\nSignal: B+4, WMvalue: -3.75, 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,reject, WMvalue: 0.03, 趋势强度: 52.9%\nHTF动能一致性: 分歧 (1/4)\nHTF Momo State: 共振空头 (-2+-2) | 15\nMarket Structure: V3 (UUDU)\n🚫 OB+POC+DEV: reject - [乖离率] 乖离率极端超限163%(4.06>=2.50[调整后])，硬拒绝\nDeviation: 162.5% → 仓位x0\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.534 weak(caution) [XGB:0.657/RF:0.349]\n多维综合评级: B+4 M+4 V3\nFinal Decision: REJECT - [乖离率] 乖离率极端超限163%(4.06>=2.50[调整后])，硬拒绝\n--- Claude AI 过滤 (12.83s) ---\nClaude LONG → REDUCE [medium]\n8层 ❌ | 最终仓位: 72%\n判断: 核心动量TSIHA/Wave/momo全面顺势且综合评分极强，日线RRG大级别强顺势（+10~15%），但deviation_ratio高达1.87已远超极度延伸阈值（正常拒绝线0.85），做多追高风险极高，依规则降仓而非拒绝（无1H动量数据支持硬拒）；15m RRG入场层为Weakening，大级别强顺势+15m减弱查表得+5%，综合各项惩罚后最终建议降仓至72%入场。","reason":"阶段1: B+4级 (总分0.55, WMvalue: -3.75) | 阶段2: HTF规则reject | 阶段3(6维度): HTF三项均差(C级+分歧+对立)，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): [乖离率] 乖离率极端超限163%(4.06>=2.50[调整后])，硬拒绝 | 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":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":0.55,"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":1},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=-3.75 < 40.0 (避免超买)"},"tsi_value":-3.7496990452457144},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-03T00:01:41.734689"}

Exit Details
Exit Price: $408.15
Avg Entry Price: $418.24
Exit Quantity: 18.0
Exit Method: webhook_signal
P&L Summary

$-181.68

-2.41%

Entry Signals Consumed (2)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-02 12:00:47 ET Initial 6.0 $425.81 $-105.96 (-4.1%) 📌Strong Long Signal Signal: A+4, WMvalue: 15.49, 趋势强度: 94.1% 动能一致性: 强一致 (4/4) Momo State: 共振多头 (2+2) HTF: A++4,pass, WMvalue: 67.88, 趋势强度: 88.2% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振多头 (2+2) | 60 Market Structure: V1 (UUUU) 🟢 OB: pass(+0.5) - 做多信号在1H+4H支撑上方运行｜支撑:4H支撑上方29.26%,1H支撑上方40.01%｜阻力:4H无阻力OB,已破1H阻力36.73% Deviation: 14.8% → 仓位x1.0 MarketRegime: APEX_BULL Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.257 bearish(caution) [XGB:0.280/RF:0.221] 多维综合评级: A+4 M+4 V1 Final Decision: STRONGPASS - 完美确认 --- TDIndicator过滤 --- TDIndicator LONG → full_bypass ✅ HTF评分: 6/6 | 8层 ✅ (硬逆=0 软逆=0) 最终仓位: 50% 43452575939693568
Original Signal JSON 
{"action":"buy","extras":{"indicator":"📌Strong Long Signal\nSignal: A+4, WMvalue: 15.49, 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: A++4,pass, WMvalue: 67.88, 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29.26%,1H支撑上方40.01%｜阻力:4H无阻力OB,已破1H阻力36.73%\nDeviation: 14.8% → 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]\nML: 0.257 bearish(caution) [XGB:0.280/RF:0.221]\n多维综合评级: A+4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认\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%","timeframe":"15","originalIndicator":"Strong Long Signal"},"ticker":"ARM","quantity":6,"stopLoss":{"stopPrice":405.52},"takeProfit":{"limitPrice":454.21},"referencePrice":425.0,"timeframe":"15","filter_result":{"decision":"strongpass","rating":"A+4","final_rating":"📌Strong Long Signal\nSignal: A+4, WMvalue: 15.49, 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: A++4,pass, WMvalue: 67.88, 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29.26%,1H支撑上方40.01%｜阻力:4H无阻力OB,已破1H阻力36.73%\nDeviation: 14.8% → 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]\nML: 0.257 bearish(caution) [XGB:0.280/RF:0.221]\n多维综合评级: A+4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认\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0.55, WMvalue: 15.49) | 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29.26%,1H支撑上方40.01%｜阻力:4H无阻力OB,已破1H阻力36.73% | 乖离率: 14.8%(x1.35)→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":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=15.49 < 40.0 (避免超买)"},"tsi_value":15.490754770764148},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-02T16:00:34.660295"}
2026-06-02 12:30:33 ET Scale-in 12.0 $414.46 $-75.72 (-1.5%) 📌algo Unknown Regular Buy Signal: B+4, WMvalue: 16.51, 趋势强度: 82.4% 动能一致性: 一致 (3/4) Momo State: 共振多头 (2+2) HTF: A++4,pass, WMvalue: 67.88, 趋势强度: 88.2% HTF动能一致性: 一致 (3/4) HTF Momo State: 共振多头 (2+2) | 60 Market Structure: V1 (UUUU) ⚪ 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 Deviation: 4.8% → 仓位x1.0 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.254 bearish(caution) [XGB:0.280/RF:0.214] 多维综合评级: B+4 M+4 V1 Final Decision: PASS - 正常通过 43452810200088576
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ARM","MAtrend":"0","pmaText":"PMA Trendless","POCtrend":"2","adxValue":"22.8318855784","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"41.6258085618","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 422.00; Prev DailyPOC: 409.00; Weekly POC: 409.00; Prev Weekly POC: 304.00; Monthly POC: 409.00; 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":"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":"392.01"},"action":"buy","extras":{"risk":1,"indicator":"📌algo Unknown Regular Buy\nSignal: B+4, WMvalue: 16.51, 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: A++4,pass, WMvalue: 67.88, 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) - 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: 4.8% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.254 bearish(caution) [XGB:0.280/RF:0.214]\n多维综合评级: B+4 M+4 V1\nFinal Decision: PASS - 正常通过","oscrating":90,"timeframe":"15m","trendrating":110,"referencePrice":413.42,"originalIndicator":"algo Unknown Regular Buy"},"ticker":"ARM","quantity":12,"stopLoss":{"stopPrice":398.1},"takeProfit":{"limitPrice":212.0},"timeframe":"15m","filter_result":{"decision":"pass","rating":"B+4","final_rating":"📌algo Unknown Regular Buy\nSignal: B+4, WMvalue: 16.51, 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: A++4,pass, WMvalue: 67.88, 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) - 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: 4.8% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.254 bearish(caution) [XGB:0.280/RF:0.214]\n多维综合评级: B+4 M+4 V1\nFinal Decision: PASS - 正常通过","reason":"阶段1: B+4级 (总分0.55, WMvalue: 16.51) | 阶段2: HTF规则pass | 阶段3(6维度): 当前B级但动能Momo强+HTFA++4支持+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): 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: 4.8%(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":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":-1,"calculated":6.0,"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, TSIMASTATUS, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=16.51 < 40.0 (避免超买)"},"tsi_value":16.508396493379724},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-02T16:30:22.422072"}

Exit Details
Exit Price: $14.87
Avg Entry Price: $14.73
Exit Quantity: 43.0
Exit Method: trailing_stop
P&L Summary

+$5.95

0.94%

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

Exit Details
Exit Price: $151.27
Avg Entry Price: $146.30
Exit Quantity: 49.0
Exit Method: webhook_signal
P&L Summary

+$243.53

3.40%

Entry Signals Consumed (1)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-02 10:36:19 ET Initial 49.0 $146.30 +$243.53 (3.4%) platform input 43451901526936576
Original Signal JSON 
{"symbol":"GDXU","extras":{"indicator":"platform input","referencePrice":145.375},"side":"buy","quantity":49,"order_type":"limit","price":145.375,"stop_loss":137.33,"take_profit":155.91}

Exit Details
Exit Price: $423.02
Avg Entry Price: $415.08
Exit Quantity: 67.0
Exit Method: webhook_signal
P&L Summary

+$531.79

1.91%

Entry Signals Consumed (5)
Entry Time Type Qty Entry Price Contribution P&L Indicator Order ID
2026-06-02 11:00:26 ET Initial 22.0 $413.84 +$202.07 (2.2%) 📌algo X SniperBuy Mundy Signal: A+4, WMvalue: 15.1, 趋势强度: 94.1% 动能一致性: 强一致 (4/4) Momo State: 共振多头 (2+2) HTF: A++4,pass, WMvalue: 67.3, 趋势强度: 100% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振多头 (2+2) | 60 Market Structure: V1 (UUUU) ⚪ 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 Deviation: 18.9% → 仓位x1.0 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.251 bearish(caution) [XGB:0.269/RF:0.223] 多维综合评级: A+4 M+4 V1 Final Decision: STRONGPASS - 完美确认 43452101328633856
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ARM","MAtrend":"0","pmaText":"PMA Trendless","POCtrend":"2","adxValue":"26.6734602428","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"48.850283499","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 389.00; Prev DailyPOC: 409.00; Weekly POC: 409.00; Prev Weekly POC: 304.00; Monthly POC: 409.00; Prev Monthly POC: 212.00","AIbandsignal":"green uptrend","center_trend":"Weak Bearish","ratingstatus":"Bullish-Medium-TrendDriven","TrendTracerHTF":"-1","lastDemandText":"","lastSupplyText":"","FormattedScores":"S:1 / L:4","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":"392.01"},"action":"buy","extras":{"risk":2,"indicator":"📌algo X SniperBuy Mundy\nSignal: A+4, WMvalue: 15.1, 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: A++4,pass, WMvalue: 67.3, 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: 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: 18.9% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.251 bearish(caution) [XGB:0.269/RF:0.223]\n多维综合评级: A+4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认","oscrating":30,"timeframe":"15m","trendrating":90,"referencePrice":413.88,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"ARM","quantity":22,"stopLoss":{"stopPrice":394.51},"takeProfit":{"limitPrice":212.0},"timeframe":"15m","filter_result":{"decision":"strongpass","rating":"A+4","final_rating":"📌algo X SniperBuy Mundy\nSignal: A+4, WMvalue: 15.1, 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: A++4,pass, WMvalue: 67.3, 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: 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: 18.9% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.251 bearish(caution) [XGB:0.269/RF:0.223]\n多维综合评级: A+4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认","reason":"阶段1: A+4级 (总分0.55, WMvalue: 15.1) | 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): 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%(x1.4)→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":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=15.10 < 40.0 (避免超买)"},"tsi_value":15.098056816480243},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-02T15:00:12.857744"}
2026-06-02 11:01:07 ET Scale-in 22.0 $413.17 +$216.73 (2.4%) 📌algo X SniperBuy Vidya Signal: A+4, WMvalue: 15.1, 趋势强度: 94.1% 动能一致性: 强一致 (4/4) Momo State: 共振多头 (2+2) HTF: A++4,pass, WMvalue: 67.3, 趋势强度: 100% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振多头 (2+2) | 60 Market Structure: V1 (UUUU) ⚪ 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 Deviation: 18.9% → 仓位x1.0 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.251 bearish(caution) [XGB:0.269/RF:0.223] 多维综合评级: A+4 M+4 V1 Final Decision: STRONGPASS - 完美确认 43452104503595008
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"Timeframe: ; Bullish OB: 413.88 - 413.88; Bearish OB: 413.88 - 413.88","symbol":"ARM","MAtrend":"1","pmaText":"PMA Trendless","POCtrend":"2","adxValue":"35.1659518185","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"51.6868799731","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 389.00; Prev DailyPOC: 409.00; Weekly POC: 409.00; Prev Weekly POC: 304.00; Monthly POC: 409.00; Prev Monthly POC: 212.00","AIbandsignal":"green uptrend","center_trend":"Weak Bullish","ratingstatus":"Bullish-Strong-TrendDriven","HTFwave_signal":"Neutral","TrendTracerHTF":"-1","ewotrend_state":"Strong Bullish","lastDemandText":"355.25 - 349.63 | 15m","lastSupplyText":"421.29 - 415.95 | 15m","FormattedScores":"S:1 / L:4","rsi_state_trend":"Bullish","wavemarket_state":"Short Weak","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":"385.73"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Vidya\nSignal: A+4, WMvalue: 15.1, 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: A++4,pass, WMvalue: 67.3, 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: 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: 18.9% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.251 bearish(caution) [XGB:0.269/RF:0.223]\n多维综合评级: A+4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认","oscrating":70,"timeframe":"15m","trendrating":110,"referencePrice":413.88,"originalIndicator":"algo X SniperBuy Vidya"},"ticker":"ARM","quantity":22,"stopLoss":{"stopPrice":389.71},"takeProfit":{"limitPrice":212.0},"timeframe":"15m","filter_result":{"decision":"strongpass","rating":"A+4","final_rating":"📌algo X SniperBuy Vidya\nSignal: A+4, WMvalue: 15.1, 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: A++4,pass, WMvalue: 67.3, 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: 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: 18.9% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.251 bearish(caution) [XGB:0.269/RF:0.223]\n多维综合评级: A+4 M+4 V1\nFinal Decision: STRONGPASS - 完美确认","reason":"阶段1: A+4级 (总分0.55, WMvalue: 15.1) | 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): 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%(x1.4)→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":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=15.10 < 40.0 (避免超买)"},"tsi_value":15.098056816480243},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-02T15:00:38.839379"}
2026-06-02 11:30:42 ET Scale-in 11.0 $417.83 +$57.10 (1.2%) 📌algo X SniperBuy TrendTracer Signal: B+4, WMvalue: 15.04, 趋势强度: 82.4% 动能一致性: 一致 (3/4) Momo State: 共振多头 (2+2) HTF: A++4,pass, WMvalue: 67.3, 趋势强度: 100% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振多头 (2+2) | 60 Market Structure: V1 (UUUU) ⚪ 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 Deviation: 5.7% → 仓位x1.0 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.248 bearish(caution) [XGB:0.269/RF:0.215] 多维综合评级: B+4 M+4 V1 Final Decision: PASS - 正常通过 43452339412930560
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"","symbol":"ARM","MAtrend":"0","pmaText":"PMA Trendless","POCtrend":"2","adxValue":"23.9384751329","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"44.8266695957","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 389.00; Prev DailyPOC: 409.00; Weekly POC: 409.00; Prev Weekly POC: 304.00; Monthly POC: 409.00; 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":"392.01"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy TrendTracer\nSignal: B+4, WMvalue: 15.04, 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: A++4,pass, WMvalue: 67.3, 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: 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: 5.7% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.248 bearish(caution) [XGB:0.269/RF:0.215]\n多维综合评级: B+4 M+4 V1\nFinal Decision: PASS - 正常通过","oscrating":35,"timeframe":"15m","trendrating":110,"referencePrice":418.8,"originalIndicator":"algo X SniperBuy TrendTracer"},"ticker":"ARM","quantity":11,"stopLoss":{"stopPrice":399.4},"takeProfit":{"limitPrice":212.0},"timeframe":"15m","filter_result":{"decision":"pass","rating":"B+4","final_rating":"📌algo X SniperBuy TrendTracer\nSignal: B+4, WMvalue: 15.04, 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: A++4,pass, WMvalue: 67.3, 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: 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: 5.7% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.248 bearish(caution) [XGB:0.269/RF:0.215]\n多维综合评级: B+4 M+4 V1\nFinal Decision: PASS - 正常通过","reason":"阶段1: B+4级 (总分0.55, WMvalue: 15.04) | 阶段2: HTF规则pass | 阶段3(6维度): 当前B级但动能Momo强+HTFA++4支持+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): 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: 5.7%(x1.35)→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":6.0,"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, TSIMASTATUS, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=15.04 < 40.0 (避免超买)"},"tsi_value":15.043166641907387},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-02T15:30:28.680872"}
2026-06-02 11:30:45 ET Scale-in 11.0 $418.03 +$54.90 (1.2%) 📌algo X SniperBuy Mundy Signal: B+4, WMvalue: 15.04, 趋势强度: 82.4% 动能一致性: 一致 (3/4) Momo State: 共振多头 (2+2) HTF: A++4,pass, WMvalue: 67.3, 趋势强度: 100% HTF动能一致性: 强一致 (4/4) HTF Momo State: 共振多头 (2+2) | 60 Market Structure: V1 (UUUU) ⚪ 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 Deviation: 5.7% → 仓位x1.0 Squeeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass] ML: 0.248 bearish(caution) [XGB:0.269/RF:0.215] 多维综合评级: B+4 M+4 V1 Final Decision: PASS - 正常通过 43452339725012992
Original Signal JSON 
{"data":{"ETFQTY":"1000","obData":"Timeframe: ; Bullish OB: 418.8 - 418.8; Bearish OB: 418.8 - 418.8","symbol":"ARM","MAtrend":"1","pmaText":"PMA Trendless","POCtrend":"2","adxValue":"33.6949976741","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bullishmomo","choppiness":"44.6093733039","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 389.00; Prev DailyPOC: 409.00; Weekly POC: 409.00; Prev Weekly POC: 304.00; Monthly POC: 409.00; Prev Monthly POC: 212.00","AIbandsignal":"green uptrend","center_trend":"Strong Bullish","ratingstatus":"Bullish-Strong-TrendDriven","HTFwave_signal":"Neutral","TrendTracerHTF":"1","ewotrend_state":"Strong Bullish","lastDemandText":"355.25 - 349.63 | 15m","lastSupplyText":"421.29 - 415.95 | 15m","FormattedScores":"S:0 / L:5","rsi_state_trend":"Bullish","wavemarket_state":"Short Weak","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":"385.73"},"action":"buy","extras":{"risk":1,"indicator":"📌algo X SniperBuy Mundy\nSignal: B+4, WMvalue: 15.04, 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: A++4,pass, WMvalue: 67.3, 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: 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: 5.7% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.248 bearish(caution) [XGB:0.269/RF:0.215]\n多维综合评级: B+4 M+4 V1\nFinal Decision: PASS - 正常通过","oscrating":80,"timeframe":"15m","trendrating":110,"referencePrice":418.8,"originalIndicator":"algo X SniperBuy Mundy"},"ticker":"ARM","quantity":11,"stopLoss":{"stopPrice":395.05},"takeProfit":{"limitPrice":212.0},"timeframe":"15m","filter_result":{"decision":"pass","rating":"B+4","final_rating":"📌algo X SniperBuy Mundy\nSignal: B+4, WMvalue: 15.04, 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: A++4,pass, WMvalue: 67.3, 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: 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: 5.7% → 仓位x1.0\nSqueeze: ✅趋势共振 pass, HTF[非挤压,有pass]+Cur[非挤压,有pass]\nML: 0.248 bearish(caution) [XGB:0.269/RF:0.215]\n多维综合评级: B+4 M+4 V1\nFinal Decision: PASS - 正常通过","reason":"阶段1: B+4级 (总分0.55, WMvalue: 15.04) | 阶段2: HTF规则pass | 阶段3(6维度): 当前B级但动能Momo强+HTFA++4支持+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): 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: 5.7%(x1.35)→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":6.0,"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, TSIMASTATUS, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=15.04 < 40.0 (避免超买)"},"tsi_value":15.043166641907387},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-02T15:30:30.310818"}
2026-06-02 11:45:12 ET Scale-in 1.0 $422.04 +$0.98 (0.2%) - 43452453590797312
Original Signal JSON 
{"close":422.1,"action":"buy","ticker":"ARM","exchange":"BATS","quantity":1,"stopLoss":{"stopPrice":409.44},"indicator":"market wave pro","timeframe":"15","alert_name":"VectorShift Bullish","takeProfit":{"limitPrice":443.2},"referencePrice":422.1,"filter_result":{"decision":"strongpass","rating":"B+4","final_rating":"Signal: B+4, WMvalue: 14.92, 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: A++4,pass, WMvalue: 67.3, 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: 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28.77%,1H支撑上方39.6%｜阻力:4H无阻力OB,已破1H阻力36.3%\nDeviation: 15.0% → 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]\nML: 0.265 bearish(caution) [XGB:0.271/RF:0.257]\n多维综合评级: B+4 M+4 V1\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: B+4级 (总分0.55, WMvalue: 14.92) | 阶段2: HTF规则pass | 阶段3(6维度): 当前B级但动能Momo强+HTFA++4支持+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28.77%,1H支撑上方39.6%｜阻力:4H无阻力OB,已破1H阻力36.3% | 乖离率: 15.0%(x1.35)→仓位x1.0 | 阶段6(MRC): [MRC极强] APEX_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":6.0,"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, TSIMASTATUS, Wavematrixtrend","wavematrix_status":"一致","wavematrix_value":2},"tsi_check":{"passed":true,"threshold":40.0,"details":"TSI=14.92 < 40.0 (避免超买)"},"tsi_value":14.922805356965958},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-06-02T15:45:04.926594"}