SPY · sell
backtestsignal 3b92af12-bcc5-4745-8c93-cefb6db55569 · Sep 6, 12:00:00 AM
01 · SIGNAL emitted
symbol SPY
side sell
intent exit
emitted at Sep 6, 12:00:00 AM
rationale
Close 540.46 broke below EMA50 546.85
02 · AI FILTER not reached
Signal did not reach the AI filter stage.
03 · RISK ENGINE allow
outcome allow
sized qty —
risk event id 992acee4-2d6a-45d0-a817-cddca2444434
risk rationale
ALLOW (all rules passed)
04 · ORDER submitted
status submitted
order qty 57
filled qty 0
avg fill —
submitted May 18, 07:20:48 AM
filled at —
order id aff74f5a-2085-411f-b1b6-996af7f9c761
client order id dac0f2a9efa39bc1945f1aa7db45cd71
05 · FILLS 1 fill
| Fill ID | Qty | Price | Fee | Filled At (ET) |
|---|---|---|---|---|
| …f2a9efa3 | 57 | $540.46 | $0.0000 | Sep 6, 12:00:00 AM |
06 · P&L CONTEXT
time-window matched · not signal-linked
P&L events are not uniquely joined to signals. Rows below are from
v_pnl_timeseries filtered to symbol
SPY within 24h of fill.
No P&L events in the 24h window after fill