XS1 SWINGLIVE

generated Sun Aug 23 2026 · 1:38 PM CT · epoch: Clean slate 2026-07-27
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Live Book

TickerSideUnitsEntryStop LastOpen R1RGrimes10d ActionEnteredCohort
book is flat
exit rule: half off at +1R, trail the rest on Grimes' published stop · reviewed after the close, every change Rob-confirmed · Grimes column derived, issue 08/24/26 · 10d = 10-session low (long) / high (short), reference only

Cohort-0 Progress

2 closed of 20 clean cycles
0 open · adjudication at 20 closed

List State (derived, issue 08/24/26)

UnderwaySideStop
ABNB LONG182.25
PLTR LONG174.75
THC LONG274.00
U LONG45.70
WEN LONG8.80
Setting UpSideStop
BIDU SHORT96.40
CLSK SHORT13.00
CXW LONG30.50
JD SHORT29.80
NLST LONG4.55
SMCI LONG34.60
SNAP LONG4.95
SNDK LONG1482.00
SPCX LONG128.50
VLO LONG337.00
ZETA LONG27.20

C-S Paper Book

gap-adjusted / trade
raw
clean-borrow (0)
0 closed of 20 · 2 invalidated pre-entry (never became positions, excluded from expectancy)
WhenTickerOutcomeNote
07-27RGTIinvalidated pre-entryINVALIDATED pre-entry: gapped +6.6% to open 15.09, THROUGH the stop
07-27QBTSinvalidated pre-entryINVALIDATED pre-entry: gapped +10.8% to open 17.96, THROUGH the stop
adjudication at 20 closed — expectancy reported raw, gap-adjusted, and clean-borrow-only per the realism spec. Gap-adjusted is the number that counts.

Qullamaggie Forward Test

-0.268R
expectancy
88
closed
44%
win rate
38
open
29
awaiting entry
14
invalidated
paper only · benchmarks: 0R and the Grimes mechanical control −0.098R · verdict at 50 closed or 2026-12-31 · breakeven ratchet added 7/31

Awaiting entry — next open

TickerSignal closeStopADRBaseMove BodyClose posRVol VolmanSqueezeGap
AMGN425.28420.722.79%11.1%+30%0.550.680.9x
APPF215.22201.634.93%8.5%+43%0.890.960.9x
BDX187.60181.522.44%9.9%+32%0.610.951.1x
BMNR20.2418.376.55%10.4%+45%0.680.742.2x
CGON80.6877.004.77%10.8%+48%0.720.931.0x
CRM206.09194.214.02%11.0%+36%0.860.861.3x
CTSH60.9357.784.79%12.6%+55%0.840.840.7x
ELF99.6594.565.14%14.2%+101%0.590.831.1x
EWTX46.4444.665.15%9.0%+46%0.460.921.6x
EXLS37.0235.604.16%7.4%+42%0.730.791.2x
FDS298.10285.654.05%6.7%+46%0.720.730.5x
INSW99.7198.883.6%14.5%+30%0.180.520.6x
INTU362.47349.324.12%13.6%+42%0.820.821.0x
JLL390.21375.162.79%6.1%+34%0.810.811.0x
LDOS146.31142.523.3%13.4%+45%0.570.790.6x
LH330.44323.412.66%5.8%+32%0.780.930.7x
PCVX63.3060.944.02%10.5%+34%0.610.831.5x
PRGO13.9613.204.37%11.7%+44%1.010.990.7x
PSNL15.8114.425.21%13.5%+133%0.390.922.9x
QURE48.7646.935.16%11.8%+101%0.360.880.9x
REGN840.84815.382.65%7.3%+37%0.800.860.9x
RGEN176.36170.004.97%11.9%+65%0.370.641.5x
SAP215.60211.243.09%9.5%+46%0.600.630.7x
SPSC80.7678.254.18%13.4%+54%0.650.650.8x
SYRE108.92104.175.72%12.5%+63%0.180.791.1x
TTAN95.0291.246.01%14.0%+64%0.830.871.2x
USFD110.94107.223.02%13.0%+38%0.420.891.2x
VSXY98.5493.294.72%14.8%+110%0.850.880.9x
WPM147.43138.873.2%13.1%+33%0.890.973.1x
Volman grade — KILLED 2026-07-31. Historical test on 7,471 trades returned the spread INVERTED (PROPER −0.245R vs REST −0.163R, t=−3.35), negative in 5 of 6 years. Shown for the record only; it predicts nothing. Definitions below. PROPER = tight buildup pressed against the barrier · TEASE = buildup but away from it · FALSE = no buildup, price arrived from a swing. Squeeze and Gap are in ATRs. Across all 40 signals so far: 4 PROPER, 18 TEASE, 18 FALSE — Volman would decline 90% of what this scan produces. That distribution is a fact about the scan and holds regardless of outcomes. Same run put the scan itself at −0.186R/trade over 7,471 trades WITH survivorship flattering it.

Body / Close pos / RVol = Brooks breakout-quality metrics, now DEMOTED to secondary (Trading Price Action: Ranges, ch.2). RECORDED ONLY — they filter nothing. Pre-registered thresholds body ≥0.60, close ≥0.70, rvol ≥1.5; adjudicated at 50 closed trades. First read on n=13 was underpowered and three of four pointed the wrong way.

Open paper book

TickerEntryStopHalf offSignal date
A156.50150.002026-08-19
ABT112.47107.502026-08-12
ASH74.4569.792026-07-29
BAX29.0724.282026-07-29
BIO350.49329.602026-08-05
BLFS35.0033.602026-08-06
BWIN31.4629.632026-08-12
CIB98.3395.102026-08-11
CORT118.11104.942026-07-30
CRL264.89279.352026-08-05
DNTH115.32108.802026-08-14
DOCU61.0757.852026-08-13
EC17.7717.292026-08-17
ECPG103.44101.152026-08-14
ELVN58.5852.732026-08-03
EQNR41.9141.032026-08-17
FRPT67.1671.132026-08-05
FRSH12.4311.642026-08-13
GKOS180.22145.782026-07-29
GMAB32.3132.312026-08-14
GPN94.7188.602026-08-13
HALO101.9590.502026-08-07
IDYA39.0136.392026-08-18
JHX27.8626.802026-08-03
LFST11.7911.952026-08-10
MMSI87.6476.402026-07-29
MORN207.24196.122026-08-13
MPC335.05339.942026-08-11
NTAP189.51176.022026-08-03
NTNX65.8764.592026-08-13
ROIV37.8335.882026-08-18
RVMD198.07192.562026-08-05
SAIC125.61120.902026-08-06
SLG55.4156.242026-08-04
THC268.11256.292026-08-12
TMO599.99574.772026-08-07
VCTR116.48107.692026-08-10
VRDN22.9820.532026-08-06

Closed

TickerStatusRExit
ACADSTOPPED+0.61R2026-08-21
WSMINVALIDATED_PRE_ENTRY2026-08-19
NICSTOPPED-1.00R2026-08-19
HAESTOPPED+0.50R2026-08-19
AAMISTOPPED+1.02R2026-08-18
IMAXSTOPPED-1.00R2026-08-18
PYPLSTOPPED+0.50R2026-08-18
EXPEINVALIDATED_PRE_ENTRY2026-08-18
SNOWSTOPPED+3.33R2026-08-17
CAKESTOPPED+0.96R2026-08-17
IMVTSTOPPED+0.35R2026-08-17
ATRCSTOPPED+0.50R2026-08-17
ADSKSTOPPED-1.00R2026-08-17
CRMSTOPPED-1.00R2026-08-17
Weekly Grok sentiment → cross-sectional sector rotation. Scores sum to ~zero: this is RELATIVE rotation, not market direction. Research only — 40-observation adjudication series, no execution authority.

ADJ-2026-08-16 (run 2026-08-16)

SectorRotation −5 … +5ScoreConfType
XLE
+40.85positioning
XLK
+30.78positioning
XLV
+20.71mixed
XLF
+10.62narrative
XLI
+10.58narrative
XLB
-10.55narrative
XLC
-10.6narrative
XLY
-20.65narrative
XLP
-20.6narrative
XLRE
-20.68positioning
XLU
-30.72positioning
Consolidation inside ongoing rotation with extreme monthly concentration in tech; energy showing strongest near-term positioning and breakout claims while defensives (utilities, staples, real estate) and discretionary absorb relative outflows. Breadth healthy on weekly timeframe but daily confirmation lacking; selective leadership not broad risk-off.

ADJ-2026-08-02 (run 2026-08-03)

SectorRotation −5 … +5ScoreConfType
XLI
+30.8positioning led
XLF
+20.7balanced
XLE
+20.72positioning led
XLV
+20.78balanced
XLY
+10.55narrative led
XLP
+10.6narrative led
XLRE
+00.5balanced
XLU
-20.65positioning led
XLB
-20.58narrative led
XLK
-30.75positioning led
XLC
-40.7positioning led
Selective internal rotation away from concentrated tech/comms leadership into industrials (new multi-timeframe leader), financials, healthcare and energy; quality/income and real-asset tilt with defensive undertones amid rate and AI-financing uncertainty. Breadth constructive but not broad risk-on.