XS1 SWINGLIVE

generated Wed Aug 5 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 08/05/26 · 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 08/05/26)

UnderwaySideStop
CLF LONG11.72
LMT LONG579.00
LQDA LONG84.40
RNG LONG57.60
Setting UpSideStop
ACI SHORT12.46
ADBE LONG242.00
GM LONG85.45
LBRT SHORT20.50
MRNA SHORT60.40
THC LONG241.30

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

-0.293R
expectancy
24
closed
33%
win rate
19
open
12
awaiting entry
8
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
BFH112.45110.633.73%12.7%+34%0.530.580.5x
COGT41.3639.304.58%10.4%+33%0.540.730.9xPROPER1.330.54
DCO191.86183.604.22%10.1%+36%0.750.770.8x
INSP64.1460.754.77%10.4%+34%0.000.622.3x
MNPR118.46112.068.48%14.2%+119%0.710.780.7x
NIC175.13173.362.49%7.1%+32%0.240.550.6x
NTAP182.92176.024.39%11.2%+62%0.460.830.8x
PINS25.5824.233.8%13.1%+31%0.890.901.6x
SLG55.8153.553.56%11.1%+37%0.730.860.8x
TBBK71.0068.233.39%8.3%+34%0.490.691.4x
VIK107.52107.502.88%10.0%+36%0.060.010.8x
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
BLLN138.11130.862026-07-30
CAKE101.5092.532026-07-29
CHEF104.00104.002026-07-29
CORT118.11104.942026-07-30
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
LPLA358.00351.852026-08-03
M26.0125.152026-08-03
MMSI87.6476.402026-07-29
PARR85.8180.582026-07-30
SNOW285.00285.002026-07-29
TXRH209.43207.062026-08-03
WTW333.48323.092026-07-30

Closed

TickerStatusRExit
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
ADPTSTOPPED-1.00R2026-08-03
KSSSTOPPED+0.48R2026-08-03
PGYSTOPPED+0.50R2026-08-03
MTDSTOPPED+0.50R2026-08-03
MTNINVALIDATED_PRE_ENTRY2026-07-31
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.