Live Book
| Ticker | Side | Units | Entry | Stop |
Last | Open R | 1R | Grimes | 10d |
Action | Entered | Cohort |
|---|
| 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 07/31/26 ·
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 07/31/26)
| Underway | Side | Stop |
|---|
| CBRL | LONG | 55.08 |
C-S Paper Book
0 closed of 20 · 2 invalidated pre-entry
(never became positions, excluded from expectancy)
| When | Ticker | Outcome | Note |
|---|
| 07-27 | RGTI | invalidated pre-entry | INVALIDATED pre-entry: gapped +6.6% to open 15.09, THROUGH the stop |
| 07-27 | QBTS | invalidated pre-entry | INVALIDATED 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
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
| Ticker | Signal close | Stop | ADR | Base | Move |
Body | Close pos | RVol |
|---|
| ADPT | 24.18 | 22.07 | 6.12% | 10.1% | +82% | 0.87 | 0.93 | 2.0x |
| BLLN | 139.59 | 130.86 | 6.05% | 11.1% | +89% | 0.96 | 0.96 | 0.8x |
| CNMD | 46.98 | 45.95 | 5.56% | 12.8% | +45% | 0.17 | 0.34 | 1.1x |
| COGT | 41.36 | 39.30 | 4.58% | 10.4% | +33% | 0.54 | 0.73 | 0.9x |
| CORT | 118.32 | 104.94 | 5.17% | 11.2% | +110% | 0.36 | 0.78 | 3.8x |
| HIW | 34.40 | 34.24 | 2.4% | 5.5% | +43% | 0.49 | 0.13 | 2.6x |
| ILMN | 205.09 | 194.49 | 3.85% | 10.6% | +65% | 0.83 | 0.97 | 1.6x |
| KSS | 19.50 | 18.73 | 5.31% | 13.4% | +66% | 0.67 | 0.77 | 1.5x |
| MMSI | 80.84 | 76.40 | 3.08% | 10.3% | +30% | 0.70 | 0.99 | 1.9x |
| MTN | 160.01 | 156.58 | 3.42% | 10.7% | +31% | 0.88 | 0.89 | 0.9x |
| NBIX | 185.50 | 176.80 | 2.86% | 8.2% | +43% | 0.68 | 0.93 | 2.0x |
| NSP | 53.18 | 52.57 | 5.3% | 12.0% | +86% | 0.09 | 0.18 | 1.5x |
| PARR | 85.91 | 80.58 | 4.72% | 13.6% | +65% | 0.48 | 0.90 | 1.2x |
| PRGS | 42.71 | 40.02 | 5.52% | 11.3% | +56% | 0.73 | 0.84 | 1.2x |
| SLDE | 22.14 | 21.34 | 4.33% | 11.0% | +34% | 0.38 | 0.49 | 2.4x |
| WTW | 336.05 | 323.09 | 2.78% | 12.6% | +33% | 0.16 | 0.64 | 2.0x |
Body / Close pos / RVol = Brooks breakout-quality metrics (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
| Ticker | Entry | Stop | Half off | Signal date |
|---|
| ASH | 74.45 | 69.79 | — | 2026-07-29 |
| BAX | 29.07 | 24.28 | — | 2026-07-29 |
| CAKE | 101.50 | 92.53 | — | 2026-07-29 |
| CBRL | 56.50 | 54.09 | — | 2026-07-29 |
| CHEF | 104.00 | 100.17 | ✔ | 2026-07-29 |
| GKOS | 180.22 | 145.78 | — | 2026-07-29 |
| HAE | 84.58 | 81.72 | — | 2026-07-29 |
| LAD | 420.59 | 374.47 | — | 2026-07-29 |
| SNOW | 285.00 | 277.82 | ✔ | 2026-07-29 |
| TXRH | 207.66 | 203.68 | — | 2026-07-29 |
Closed
| Ticker | Status | R | Exit |
|---|
| PK | STOPPED | -1.00R | 2026-07-30 |
| PAYX | STOPPED | -1.00R | 2026-07-30 |
| AJG | STOPPED | -1.00R | 2026-07-30 |
| LTH | INVALIDATED_PRE_ENTRY | — | 2026-07-30 |
| ADP | STOPPED | -1.00R | 2026-07-30 |
| BOX | STOPPED | -1.00R | 2026-07-30 |
| GPN | STOPPED | +0.00R | 2026-07-30 |
| PAG | STOPPED | +0.00R | 2026-07-30 |
| ABG | STOPPED | -1.00R | 2026-07-30 |
| BFAM | STOPPED | +0.00R | 2026-07-30 |
| DBX | STOPPED | -1.00R | 2026-07-30 |
| PARR | STOPPED | +0.00R | 2026-07-30 |
| ALL | STOPPED | +0.00R | 2026-07-30 |
| FRSH | STOPPED | -1.00R | 2026-07-30 |
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-2026-07-26 (run 2026-07-26)
| Sector | Rotation −5 … +5 | Score | Conf | Type |
|---|
| XLE | | +5 | 0.9 | positioning led |
| XLI | | +3 | 0.8 | positioning led |
| XLF | | +2 | 0.75 | narrative heavy |
| XLU | | +2 | 0.7 | balanced |
| XLV | | +1 | 0.65 | balanced |
| XLB | | +1 | 0.7 | positioning led |
| XLRE | | +1 | 0.65 | positioning led |
| XLP | | +0 | 0.55 | narrative heavy |
| XLY | | -3 | 0.8 | narrative heavy |
| XLK | | -5 | 0.85 | positioning led |
| XLC | | -5 | 0.85 | narrative 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.
ADJ-2026-07-20 (run 2026-07-21)
| Sector | Rotation −5 … +5 | Score | Conf | Type |
|---|
| XLE | | +5 | 0.9 | positioning dominant |
| XLV | | +3 | 0.8 | positioning dominant |
| XLP | | +2 | 0.8 | positioning dominant |
| XLI | | +1 | 0.65 | narrative heavy |
| XLU | | +1 | 0.7 | balanced |
| XLRE | | +1 | 0.65 | narrative heavy |
| XLF | | -1 | 0.7 | balanced |
| XLY | | -2 | 0.75 | positioning dominant |
| XLB | | -3 | 0.75 | positioning dominant |
| XLC | | -3 | 0.75 | positioning dominant |
| XLK | | -4 | 0.85 | positioning dominant |
Defensive risk-off rotation dominant in latest sessions: capital flowing into energy (geopolitical/oil hedge) and defensives (XLV/XLP/XLU/XLRE) while exiting tech/growth and cyclicals; earlier mixed risk-on faded; narrow breadth, selective institutional flows.