| { |
| "META": { |
| "ticker": "META", |
| "p_win": 0.6808, |
| "win_rate_pct": 68.1, |
| "p_win_daytrade": 0.6968, |
| "win_rate_daytrade_pct": 69.7, |
| "e_pnl_daytrade_r": 0.722, |
| "p_std": 0.05, |
| "rank_score": -0.0823, |
| "hmm_regime": "RANGE_SIDEWAYS", |
| "volatility_penalty": 1.0, |
| "expected_rr": 1.47, |
| "expected_value_r": 0.642, |
| "kelly_fraction": 0.464, |
| "is_positive_ev": true, |
| "ev_status": "POSITIVE_EV✅", |
| "sor_decision": { |
| "route": "TAKER_IOC", |
| "imbalance": -0.45, |
| "spread_bps": 1.2484126422584545, |
| "queue_priority": 2, |
| "expected_rebate_bps": 0.0 |
| } |
| }, |
| "PLTR": { |
| "ticker": "PLTR", |
| "p_win": 0.3534, |
| "win_rate_pct": 35.3, |
| "p_win_daytrade": 0.3857, |
| "win_rate_daytrade_pct": 38.6, |
| "e_pnl_daytrade_r": -0.056, |
| "p_std": 0.05, |
| "rank_score": -4.9181, |
| "hmm_regime": "RANGE_SIDEWAYS", |
| "volatility_penalty": 1.0, |
| "expected_rr": 1.47, |
| "expected_value_r": -0.167, |
| "kelly_fraction": 0.0, |
| "is_positive_ev": false, |
| "ev_status": "NEGATIVE_EV⚠️", |
| "sor_decision": { |
| "route": "MAKER_LIMIT", |
| "imbalance": 0.45, |
| "spread_bps": 1.7270645792341803, |
| "queue_priority": 1, |
| "expected_rebate_bps": 0.2 |
| } |
| }, |
| "NVDA": { |
| "ticker": "NVDA", |
| "p_win": 0.3566, |
| "win_rate_pct": 35.7, |
| "p_win_daytrade": 0.3888, |
| "win_rate_daytrade_pct": 38.9, |
| "e_pnl_daytrade_r": -0.048, |
| "p_std": 0.05, |
| "rank_score": -4.3862, |
| "hmm_regime": "RANGE_SIDEWAYS", |
| "volatility_penalty": 1.0, |
| "expected_rr": 1.47, |
| "expected_value_r": -0.159, |
| "kelly_fraction": 0.0, |
| "is_positive_ev": false, |
| "ev_status": "NEGATIVE_EV⚠️", |
| "sor_decision": { |
| "route": "TAKER_IOC", |
| "imbalance": -0.45, |
| "spread_bps": 1.0269712341688446, |
| "queue_priority": 2, |
| "expected_rebate_bps": 0.0 |
| } |
| }, |
| "AMZN": { |
| "ticker": "AMZN", |
| "p_win": 0.3601, |
| "win_rate_pct": 36.0, |
| "p_win_daytrade": 0.3921, |
| "win_rate_daytrade_pct": 39.2, |
| "e_pnl_daytrade_r": -0.04, |
| "p_std": 0.05, |
| "rank_score": -3.631, |
| "hmm_regime": "RANGE_SIDEWAYS", |
| "volatility_penalty": 1.0, |
| "expected_rr": 1.47, |
| "expected_value_r": -0.151, |
| "kelly_fraction": 0.0, |
| "is_positive_ev": false, |
| "ev_status": "NEGATIVE_EV⚠️", |
| "sor_decision": { |
| "route": "TAKER_IOC", |
| "imbalance": -0.45, |
| "spread_bps": 0.8531965850022095, |
| "queue_priority": 2, |
| "expected_rebate_bps": 0.0 |
| } |
| }, |
| "TSLA": { |
| "ticker": "TSLA", |
| "p_win": 0.352, |
| "win_rate_pct": 35.2, |
| "p_win_daytrade": 0.3844, |
| "win_rate_daytrade_pct": 38.4, |
| "e_pnl_daytrade_r": -0.059, |
| "p_std": 0.05, |
| "rank_score": -5.8, |
| "hmm_regime": "RANGE_SIDEWAYS", |
| "volatility_penalty": 1.0, |
| "expected_rr": 1.47, |
| "expected_value_r": -0.171, |
| "kelly_fraction": 0.0, |
| "is_positive_ev": false, |
| "ev_status": "NEGATIVE_EV⚠️", |
| "sor_decision": { |
| "route": "TAKER_IOC", |
| "imbalance": -0.45, |
| "spread_bps": 1.4133355070580258, |
| "queue_priority": 2, |
| "expected_rebate_bps": 0.0 |
| } |
| }, |
| "AAPL": { |
| "ticker": "AAPL", |
| "p_win": 0.3788, |
| "win_rate_pct": 37.9, |
| "p_win_daytrade": 0.4099, |
| "win_rate_daytrade_pct": 41.0, |
| "e_pnl_daytrade_r": 0.005, |
| "p_std": 0.05, |
| "rank_score": -2.9473, |
| "hmm_regime": "TREND_BULL", |
| "volatility_penalty": 1.0, |
| "expected_rr": 1.47, |
| "expected_value_r": -0.104, |
| "kelly_fraction": 0.0, |
| "is_positive_ev": false, |
| "ev_status": "NEGATIVE_EV⚠️", |
| "sor_decision": { |
| "route": "MAKER_LIMIT", |
| "imbalance": 0.45, |
| "spread_bps": 0.7457448228279455, |
| "queue_priority": 1, |
| "expected_rebate_bps": 0.2 |
| } |
| }, |
| "SPY": { |
| "ticker": "SPY", |
| "p_win": 0.3607, |
| "win_rate_pct": 36.1, |
| "p_win_daytrade": 0.3927, |
| "win_rate_daytrade_pct": 39.3, |
| "e_pnl_daytrade_r": -0.038, |
| "p_std": 0.05, |
| "rank_score": -3.6139, |
| "hmm_regime": "RANGE_SIDEWAYS", |
| "volatility_penalty": 1.0, |
| "expected_rr": 1.47, |
| "expected_value_r": -0.149, |
| "kelly_fraction": 0.0, |
| "is_positive_ev": false, |
| "ev_status": "NEGATIVE_EV⚠️", |
| "sor_decision": { |
| "route": "TAKER_IOC", |
| "imbalance": -0.45, |
| "spread_bps": 0.5, |
| "queue_priority": 2, |
| "expected_rebate_bps": 0.0 |
| } |
| }, |
| "MSTR": { |
| "ticker": "MSTR", |
| "p_win": 0.4056, |
| "win_rate_pct": 40.6, |
| "p_win_daytrade": 0.4353, |
| "win_rate_daytrade_pct": 43.5, |
| "e_pnl_daytrade_r": 0.068, |
| "p_std": 0.05, |
| "rank_score": -2.0451, |
| "hmm_regime": "RANGE_SIDEWAYS", |
| "volatility_penalty": 1.0, |
| "expected_rr": 1.47, |
| "expected_value_r": -0.038, |
| "kelly_fraction": 0.001, |
| "is_positive_ev": false, |
| "ev_status": "NEGATIVE_EV⚠️", |
| "sor_decision": { |
| "route": "TAKER_IOC", |
| "imbalance": -0.45, |
| "spread_bps": 2.3252346362066865, |
| "queue_priority": 2, |
| "expected_rebate_bps": 0.0 |
| } |
| }, |
| "SNDK": { |
| "ticker": "SNDK", |
| "p_win": 0.3515, |
| "win_rate_pct": 35.1, |
| "p_win_daytrade": 0.3839, |
| "win_rate_daytrade_pct": 38.4, |
| "e_pnl_daytrade_r": -0.06, |
| "p_std": 0.05, |
| "rank_score": -5.8, |
| "hmm_regime": "RANGE_SIDEWAYS", |
| "volatility_penalty": 1.0, |
| "expected_rr": 1.47, |
| "expected_value_r": -0.172, |
| "kelly_fraction": 0.0, |
| "is_positive_ev": false, |
| "ev_status": "NEGATIVE_EV⚠️", |
| "sor_decision": { |
| "route": "MAKER_LIMIT", |
| "imbalance": 0.45, |
| "spread_bps": 3.3390115711165915, |
| "queue_priority": 1, |
| "expected_rebate_bps": 0.2 |
| } |
| }, |
| "QQQ": { |
| "ticker": "QQQ", |
| "p_win": 0.3597, |
| "win_rate_pct": 36.0, |
| "p_win_daytrade": 0.3917, |
| "win_rate_daytrade_pct": 39.2, |
| "e_pnl_daytrade_r": -0.041, |
| "p_std": 0.05, |
| "rank_score": -3.8366, |
| "hmm_regime": "RANGE_SIDEWAYS", |
| "volatility_penalty": 1.0, |
| "expected_rr": 1.47, |
| "expected_value_r": -0.152, |
| "kelly_fraction": 0.0, |
| "is_positive_ev": false, |
| "ev_status": "NEGATIVE_EV⚠️", |
| "sor_decision": { |
| "route": "TAKER_IOC", |
| "imbalance": -0.45, |
| "spread_bps": 0.5, |
| "queue_priority": 2, |
| "expected_rebate_bps": 0.0 |
| } |
| }, |
| "MSFT": { |
| "ticker": "MSFT", |
| "p_win": 0.4119, |
| "win_rate_pct": 41.2, |
| "p_win_daytrade": 0.4413, |
| "win_rate_daytrade_pct": 44.1, |
| "e_pnl_daytrade_r": 0.083, |
| "p_std": 0.05, |
| "rank_score": -2.3282, |
| "hmm_regime": "TREND_BULL", |
| "volatility_penalty": 1.0, |
| "expected_rr": 1.47, |
| "expected_value_r": -0.023, |
| "kelly_fraction": 0.012, |
| "is_positive_ev": false, |
| "ev_status": "NEGATIVE_EV⚠️", |
| "sor_decision": { |
| "route": "MAKER_LIMIT", |
| "imbalance": 0.45, |
| "spread_bps": 0.734541349726882, |
| "queue_priority": 1, |
| "expected_rebate_bps": 0.2 |
| } |
| }, |
| "AMD": { |
| "ticker": "AMD", |
| "p_win": 0.4026, |
| "win_rate_pct": 40.3, |
| "p_win_daytrade": 0.4325, |
| "win_rate_daytrade_pct": 43.2, |
| "e_pnl_daytrade_r": 0.061, |
| "p_std": 0.05, |
| "rank_score": -2.3222, |
| "hmm_regime": "TREND_BULL", |
| "volatility_penalty": 1.0, |
| "expected_rr": 1.47, |
| "expected_value_r": -0.046, |
| "kelly_fraction": 0.0, |
| "is_positive_ev": false, |
| "ev_status": "NEGATIVE_EV⚠️", |
| "sor_decision": { |
| "route": "MAKER_LIMIT", |
| "imbalance": 0.45, |
| "spread_bps": 1.643694395499913, |
| "queue_priority": 1, |
| "expected_rebate_bps": 0.2 |
| } |
| } |
| } |
