R_SOXL_2026-05-12_1

Side

SHORT

Status

CLOSED

Quantity

73

Exited: 73
Avg Entry

$181.34

Avg Exit

$179.07

P&L

$122.42

0.92%
Opened
2026-05-12 08:05
Closed
2026-05-12 11:35
Hold Duration
3h 29m
Entry Orders (3)
Type Order ID Price Qty Time Signal Grade Signal Indicator Stop Loss Take Profit OCA
ENTRY 43211024843541504 $180.94 19 05/12 08:05 B (4) 📌Trend Optimizer Strategy AI decision矩阵+ $184.92 $170.79 -
Signal JSON
{"action":"sell","extras":{"indicator":"📌Trend Optimizer Strategy\nAI decision矩阵+ML模型 SHORT → block\nML模型 ❌: XGB:❌(0.2495<0.4000) | LGBM:❌(0.0109<0.4000)\n8层矩阵 proxy❌ 实❌: 硬逆势=2 软逆势=3\n最终仓位: 0%","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":"19","stopLoss":{"stopPrice":184.92},"takeProfit":{"limitPrice":170.79},"referencePrice":180.88,"timeframe":"5","filter_result":{"decision":"reject","rating":"B+4","final_rating":"📌Trend Optimizer Strategy\nSignal: B+4, WMvalue: 40.26, 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-2,pass, WMvalue: -1.13, 趋势强度: 0%\nHTF动能一致性: 较弱 (2/4)\nHTF Momo State: 震荡偏空 (-1+-1) | 15\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,距1H支撑16.79%\nDeviation: 56.0% → 仓位x0.6\nMarketRegime: VELOCITY_BULL\nSqueeze: ⚠️局部牵引 pass, HTF[挤压中,无pass]+Cur[非挤压,有pass]\nML: 0.373 bearish(caution) [XGB:0.403/RF:0.329]\n多维综合评级: B+4 M+4 VOID\nFinal Decision: REJECT - [MRC规则] MRC=4(VELOCITY_BULL)与做空方向冲突\n--- AI decision矩阵+ML模型 ---\nAI decision矩阵+ML模型 SHORT → block\nML模型 ❌: XGB:❌(0.2495<0.4000) | LGBM:❌(0.0109<0.4000)\n8层矩阵 proxy❌ 实❌: 硬逆势=2 软逆势=3 | TSIHA=1.00, Wavematrix=2, momo=4, MAlt=1, MSwing=2\n最终仓位: 0%","reason":"阶段1: B+4级 (总分0.4, WMvalue: 40.26) | 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|压力:4H无压力OB,1H无压力OB|支撑:4H无支撑OB,距1H支撑16.79% | 乖离率: 56.0%(x1.1)→仓位x0.6 | 阶段6(MRC): [MRC规则] MRC=4(VELOCITY_BULL)与做空方向冲突","scores":{"main_trend_raw":0,"main_trend_normalized":0.0,"main_trend_weighted":0.0,"wave_raw":5.0,"wave_components":{"wavematrixtrend":2,"momentum_state":2,"tsimastatus":1,"tsiha":1,"rsiha":1,"calculated":7.4,"limited":5.0},"momo_indicators":{"momo_swing_state":2,"momo_longswing_state":2,"momo_composite_score":4},"wave_normalized":1.0,"wave_weighted":0.5,"structural_raw":-2.0,"structural_normalized":-1.0,"structural_weighted":-0.1,"total_score":0.4,"momentum_check":{"passed":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=40.26 > -38.5 (避免超卖)"},"tsi_value":40.25716091481758},"htf_mismatch":false},"signal_type":"filtered","forwarded_at":"2026-05-12T08:05:50.171014"}
ADD 43211702801924096 $181.74 27 05/12 09:32 A (75) algo WaveMatrix shortStrongSignal $183.09 $175.73 -
Signal JSON
{"data":{"ETFQTY":"1000","obData":"Timeframe: ; Bullish OB: 181.1 - 181.1; Bearish OB: 181.1 - 181.1","symbol":"SOXL","MAtrend":"-1","pmaText":"PMA Trendless","POCtrend":"-1","adxValue":"42.399397975","CVDsignal":"cvdAboveMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"59.9737467934","RSIHAsignal":"BullishHA","poc_summary":"Daily POC: 181.00; Prev DailyPOC: 186.00; Weekly POC: 186.00; Prev Weekly POC: 161.00; Monthly POC: 161.00; Prev Monthly POC: 112.00","AIbandsignal":"red downtrend","center_trend":"Weak Bearish","ratingstatus":"Bearish-Strong-TrendDriven","HTFwave_signal":"Bearish","TrendTracerHTF":"-1","ewotrend_state":"Weak Bearish","lastDemandText":"179.68 - 178.7 | 5m","lastSupplyText":"191.14 - 190.33 | 5m","FormattedScores":"S:2 / L:1","rsi_state_trend":"Bearish","wavemarket_state":"Short Strong","Current_timeframe":"5","TrendTracersignal":"-1","MAtrend_timeframe1":"0","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bearish +","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"186.55"},"action":"sell","extras":{"risk":1,"indicator":"algo WaveMatrix shortStrongSignal","oscrating":50,"timeframe":"5m","trendrating":100,"referencePrice":181.1},"ticker":"SOXL","quantity":27,"stopLoss":{"stopPrice":183.09},"takeProfit":{"limitPrice":175.73},"timeframe":"5m","signal_type":"passthrough","forwarded_at":"2026-05-12T09:32:00.942244"}
ADD 43212293034872832 $181.23 27 05/12 10:47 A (85) algo WaveMatrix shortStrongSignal $182.39 $177.74 -
Signal JSON
{"data":{"ETFQTY":"1000","obData":"Timeframe: ; Bullish OB: 181.17 - 181.17; Bearish OB: 181.17 - 181.17","symbol":"SOXL","MAtrend":"-1","pmaText":"PMA Trendless","POCtrend":"-1","adxValue":"24.6938466116","CVDsignal":"cvdBelowMA","SQZsignal":"no squeeze","MOMOsignal":"bearishmomo","choppiness":"53.7786895675","RSIHAsignal":"BearishHA","poc_summary":"Daily POC: 182.00; Prev DailyPOC: 186.00; Weekly POC: 186.00; Prev Weekly POC: 161.00; Monthly POC: 161.00; Prev Monthly POC: 112.00","AIbandsignal":"red downtrend","center_trend":"Weak Bearish","ratingstatus":"Bearish-Strong-TrendDriven","HTFwave_signal":"Bearish","TrendTracerHTF":"-1","ewotrend_state":"Strong Bearish","lastDemandText":"179.68 - 178.7 | 5m","lastSupplyText":"191.14 - 190.33 | 5m","FormattedScores":"S:2 / L:1","rsi_state_trend":"Bearish","wavemarket_state":"Short Strong","Current_timeframe":"5","TrendTracersignal":"-1","MAtrend_timeframe1":"0","MAtrend_timeframe2":"1","Middle_smooth_trend":"Bearish","adaptive_timeframe_1":"15","adaptive_timeframe_2":"60","choppingrange_signal":"no chopping","trend_change_volatility_stop":"186.17"},"action":"sell","extras":{"risk":1,"indicator":"algo WaveMatrix shortStrongSignal","oscrating":70,"timeframe":"5m","trendrating":100,"referencePrice":181.17},"ticker":"SOXL","quantity":27,"stopLoss":{"stopPrice":182.39},"takeProfit":{"limitPrice":177.74},"timeframe":"5m","signal_type":"passthrough","forwarded_at":"2026-05-12T10:47:02.241916"}
Exit Orders (3)
Order ID Exit Price Qty Time Exit Method P&L Commission
43212603215183872 $179.11 27 05/12 11:26 TRAILING STOP $0.00 $2.07
43212603508395008 $179.04 27 05/12 11:26 TRAILING STOP $0.00 $2.07
- $0.00 19 05/12 11:35 TRAILING STOP - -
Complete Order Chain

ENTRY
SOXL 19 shares @ $180.94
Order: 43211024843541504
2026-05-12 08:05
Grade B SL $184.92 TP $170.79

ADD
SOXL 27 shares @ $181.74
Order: 43211702801924096
2026-05-12 09:32
Grade A SL $183.09 TP $175.73

ADD
SOXL 27 shares @ $181.23
Order: 43212293034872832
2026-05-12 10:47
Grade A SL $182.39 TP $177.74

EXIT
SOXL 27 shares @ $179.11
Order: 43212603215183872
2026-05-12 11:26
$0.00
trailing stop

EXIT
SOXL 27 shares @ $179.04
Order: 43212603508395008
2026-05-12 11:26
$0.00
trailing stop

EXIT
SOXL 19 shares @ $0.00
2026-05-12 11:35
trailing stop