XS1 SWINGLIVE

generated Thu Aug 6 2026 · 4:24 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 08/07/26 · 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 08/07/26)

UnderwaySideStop
CLF LONG12.15
HOOD SHORT92.47
LQDA LONG86.75
MRNA SHORT57.20
RNG LONG60.02
THC LONG254.00
Setting UpSideStop
ACI SHORT12.46
ADBE LONG242.00
BB SHORT9.40
COIN SHORT154.75
LBRT SHORT20.90

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

-0.410R
expectancy
37
closed
35%
win rate
24
open
15
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
ALLE168.70167.622.86%12.5%+34%0.330.510.6x
BIO347.86329.603.41%12.3%+40%0.340.791.5x
BLFS33.9333.604.03%13.3%+63%0.450.460.3x
CRBG34.0133.292.79%10.4%+31%0.460.810.9x
ECO63.7862.203.57%13.9%+35%0.640.771.6x
EQH52.1751.032.94%10.9%+31%0.480.820.9x
FA24.1221.465.35%13.9%+73%0.630.852.4x
FRPT71.4764.955.15%13.8%+34%0.540.724.8x
NRIX25.1224.545.2%9.6%+70%0.240.670.9x
RTX223.25220.482.41%9.4%+30%0.180.540.7x
SAIC124.28120.903.1%7.4%+36%0.710.711.3x
SKWD65.6362.783.6%11.8%+50%0.890.981.3x
TBBK71.0068.233.39%8.3%+34%0.490.691.4x
VRDN22.5120.534.71%14.9%+36%0.790.992.4x
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
ACAD28.8527.802026-08-05
ASH74.4569.792026-07-29
BAX29.0724.282026-07-29
CAKE101.5092.532026-07-29
CCK122.27120.292026-08-05
CHEF104.00106.292026-07-29
COGT41.8839.302026-07-30
CORT118.11104.942026-07-30
CRL264.89252.072026-08-05
DCO193.60193.602026-08-04
EAT222.12207.632026-07-31
ELVN58.5852.732026-08-03
GKOS180.22145.782026-07-29
JHX27.8626.802026-08-03
MMSI87.6476.402026-07-29
MNPR119.95112.062026-08-04
NTAP189.51176.022026-08-03
RVMD198.07192.562026-08-05
SLG55.4153.552026-08-04
SNOW285.00294.482026-07-29
TVTX63.6961.002026-08-05
TXRH209.43207.062026-08-03
WTW333.48323.092026-07-30

Closed

TickerStatusRExit
HAESTOPPED+0.50R2026-08-06
BLLNSTOPPED-1.77R2026-08-06
PARRSTOPPED-2.82R2026-08-06
MSTOPPED-1.00R2026-08-06
BFHSTOPPED-1.00R2026-08-06
JSTOPPED+0.50R2026-08-06
EMBJSTOPPED-1.00R2026-08-06
IRSTOPPED-1.00R2026-08-06
VRDNSTOPPED+0.50R2026-08-06
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
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.