XS1 SWINGLIVE

generated Mon Aug 3 2026 · 8:39 AM 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 08/03/26 · 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 08/03/26)

UnderwaySideStop
CBRL LONG55.08
Setting UpSideStop
ABT LONG102.10
ACI SHORT12.46
CLF LONG10.95
GM LONG85.90
INTC SHORT100.04
LBRT SHORT19.65
LMT LONG552.00
LQDA LONG80.50
MRNA SHORT60.40
REXR LONG37.52
RNG LONG51.60
SAP LONG176.50
TGT LONG140.00
THC LONG243.50
TSLA SHORT320.00
UPS SHORT106.70

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

-0.643R
expectancy
14
closed
0%
win rate
15
open
10
awaiting entry
5
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
AAMI86.4981.973.97%9.0%+33%0.400.710.9x
BLLN139.59130.866.05%11.1%+89%0.960.960.8xTEASE1.570.70
COGT41.3639.304.58%10.4%+33%0.540.730.9xPROPER1.330.54
EAT213.70207.634.2%15.0%+66%0.710.920.8x
HIW34.4034.242.4%5.5%+43%0.490.132.6xTEASE1.520.41
MTD1416.301369.502.85%14.7%+38%0.510.491.3x
NBIX185.50176.802.86%8.2%+43%0.680.932.0xTEASE1.510.70
NSP53.1852.575.3%12.0%+86%0.090.181.5xTEASE2.191.03
PGY19.2717.516.64%13.8%+42%0.640.842.4x
WTW336.05323.092.78%12.6%+33%0.160.642.0xFALSE3.431.18
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
ADPT24.5722.072026-07-30
ASH74.4569.792026-07-29
BAX29.0724.282026-07-29
CAKE101.5092.532026-07-29
CBRL56.5054.092026-07-29
CHEF104.00100.172026-07-29
CORT118.11104.942026-07-30
GKOS180.22145.782026-07-29
HAE84.5881.722026-07-29
KSS19.5518.732026-07-30
LAD420.59374.472026-07-29
MMSI87.6476.402026-07-29
PARR85.8180.582026-07-30
SNOW285.00285.002026-07-29
TXRH207.66203.682026-07-29

Closed

TickerStatusRExit
MTNINVALIDATED_PRE_ENTRY2026-07-31
SLDEINVALIDATED_PRE_ENTRY2026-07-31
PRGSINVALIDATED_PRE_ENTRY2026-07-31
ILMNSTOPPED-1.00R2026-07-31
CNMDINVALIDATED_PRE_ENTRY2026-07-31
PKSTOPPED-1.00R2026-07-30
PAYXSTOPPED-1.00R2026-07-30
AJGSTOPPED-1.00R2026-07-30
LTHINVALIDATED_PRE_ENTRY2026-07-30
ADPSTOPPED-1.00R2026-07-30
BOXSTOPPED-1.00R2026-07-30
GPNSTOPPED+0.00R2026-07-30
PAGSTOPPED+0.00R2026-07-30
ABGSTOPPED-1.00R2026-07-30
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-2026-08-02 (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.

ADJ-2026-07-26 (run 2026-07-26)

SectorRotation −5 … +5ScoreConfType
XLE
+50.9positioning led
XLI
+30.8positioning led
XLF
+20.75narrative heavy
XLU
+20.7balanced
XLV
+10.65balanced
XLB
+10.7positioning led
XLRE
+10.65positioning led
XLP
+00.55narrative heavy
XLY
-30.8narrative heavy
XLK
-50.85positioning led
XLC
-50.85narrative heavy
Clear defensive/value/cyclical rotation out of crowded growth/tech/comms into energy, industrials, utilities and select real assets; positioning claims strongest in XLE/XLI/XLK outflows.