SPY · buy
backtestsignal 98dadb8d-b4db-455d-9faa-9e3194ec4491 · Aug 15, 12:00:00 AM
01 · SIGNAL emitted
symbol SPY
side buy
intent entry
emitted at Aug 15, 12:00:00 AM
rationale
EMA20 crossed above EMA50 with ADX 32.1 (threshold 20.0)
02 · AI FILTER not reached
Signal did not reach the AI filter stage.
03 · RISK ENGINE allow
outcome allow
sized qty 57
risk event id fd861995-61d7-413c-963f-dcdea45e7f57
risk rationale
ALLOW (all rules passed)
04 · ORDER submitted
status submitted
order qty 57
filled qty 0
avg fill —
submitted May 18, 07:20:45 AM
filled at —
order id d60a34c3-2c38-4eb8-96ce-244fcd2ebb7c
client order id 35203d8c96a19bd696d223b8c61fa143
05 · FILLS 1 fill
| Fill ID | Qty | Price | Fee | Filled At (ET) |
|---|---|---|---|---|
| …3d8c96a1 | 57 | $552.97 | $0.0000 | Aug 15, 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