R_ARM_2026-06-02_4

Side

SHORT

Status

CLOSED

Quantity

7

Exited: 7
Avg Entry

$395.99

Avg Exit

$403.87

P&L

$-55.15

-1.99%
Opened
2026-06-02 23:30
Closed
2026-06-03 07:39
Hold Duration
8h 8m
Entry Orders (2)
Type Order ID Price Qty Time Signal Grade Signal Indicator Stop Loss Take Profit OCA
ENTRY 43456113456975872 $395.99 6 06/02 23:30 B (4) 📌algo X SniperSell MainTrend AI Signal: $403.87 $375.80 -
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"}
ADD 43456114244321280 $396.00 1 06/02 23:30 B (4) - $407.84 $376.16 -
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 Orders (1)
Order ID Exit Price Qty Time Exit Method P&L Commission
43459957609205760 $403.87 7 06/03 07:39 TRAILING STOP $0.00 $2.01
Complete Order Chain

ENTRY
ARM 6 shares @ $395.99
Order: 43456113456975872
2026-06-02 23:30
Grade B SL $403.87 TP $375.80

ADD
ARM 1 shares @ $396.00
Order: 43456114244321280
2026-06-02 23:30
Grade B SL $407.84 TP $376.16

EXIT
ARM 7 shares @ $403.87
Order: 43459957609205760
2026-06-03 07:39
$0.00
trailing stop