XS1 SWINGLIVE

generated Thu Aug 6 2026 · 3:26 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 08/06/26 · 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 08/06/26)

UnderwaySideStop
CLF LONG12.15
GM LONG88.00
LQDA LONG85.70
RNG LONG59.30
THC LONG254.00
Setting UpSideStop
ACI SHORT12.46
ADBE LONG242.00
BB SHORT9.40
HOOD SHORT98.00
LBRT SHORT20.50
MRNA SHORT60.40

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

-0.289R
expectancy
28
closed
36%
win rate
22
open
16
awaiting entry
9
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
ACAD28.8027.803.28%11.6%+33%0.630.742.8x
BIO347.86329.603.41%12.3%+40%0.340.791.5x
CCK122.14120.292.83%7.2%+32%0.190.860.7x
COGT41.3639.304.58%10.4%+33%0.540.730.9xPROPER1.330.54
CRL260.72252.073.73%11.2%+62%0.520.621.8x
EMBJ72.7871.722.53%11.0%+34%0.680.691.1x
FRPT71.4764.955.15%13.8%+34%0.540.724.8x
IR90.0088.573.26%11.7%+31%0.560.800.8x
J144.67142.312.93%10.6%+34%0.030.241.7x
MNPR118.46112.068.48%14.2%+119%0.710.780.7x
NRIX25.1224.545.2%9.6%+70%0.240.670.9x
RVMD197.30192.564.03%8.8%+37%0.560.830.9x
TBBK71.0068.233.39%8.3%+34%0.490.691.4x
TVTX62.7661.004.87%11.7%+42%0.140.344.0x
VRDN21.0720.604.38%12.7%+49%0.100.631.0x
WSM248.88245.002.79%11.4%+44%0.570.671.7x
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
AAMI86.7686.762026-07-31
ASH74.4569.792026-07-29
BAX29.0724.282026-07-29
BFH112.52110.632026-08-04
BLLN138.11138.112026-07-30
CAKE101.5092.532026-07-29
CHEF104.00104.832026-07-29
CORT118.11104.942026-07-30
DCO193.60183.602026-08-04
EAT222.12207.632026-07-31
ELVN58.5852.732026-08-03
GKOS180.22145.782026-07-29
HAE84.5884.582026-07-29
JHX27.8626.802026-08-03
M26.0125.152026-08-03
MMSI87.6476.402026-07-29
NTAP189.51176.022026-08-03
PARR85.8180.582026-07-30
SLG55.4153.552026-08-04
SNOW285.00289.192026-07-29
TXRH209.43207.062026-08-03
WTW333.48323.092026-07-30

Closed

TickerStatusRExit
LPLASTOPPED+0.43R2026-08-05
NICSTOPPED-1.00R2026-08-05
VIKSTOPPED+0.50R2026-08-05
INSPSTOPPED-1.00R2026-08-05
PINSINVALIDATED_PRE_ENTRY2026-08-05
HIWINVALIDATED_PRE_ENTRY2026-08-04
CBRLSTOPPED+0.50R2026-08-04
LADSTOPPED-1.00R2026-08-04
ICUISTOPPED+0.50R2026-08-04
AGMSTOPPED+0.50R2026-08-04
KSSSTOPPED+0.50R2026-08-04
TXRHSTOPPED+0.50R2026-08-03
NSPINVALIDATED_PRE_ENTRY2026-08-03
NBIXINVALIDATED_PRE_ENTRY2026-08-03
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.