{
  "schema_version": 1,
  "generated_at": "2026-09-12T15:29:12.419Z",
  "analysis_type": "descriptive, point-in-time; no threshold optimisation, equity curve, Sharpe ratio, or causal inference",
  "provisional_notice": "Activation audit completed: the simulator does not replay the published VWAP/EMA/capacity gates. Recorded R, fills, stops and cost haircuts describe hypothetical price-level trajectories, not authorized or realized execution performance.",
  "immutable_inputs": {
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      {
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        "folder": "20260828",
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      },
      {
        "folder": "20260831",
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  },
  "scope": {
    "reference_close": "2026-09-11",
    "proposals": 56,
    "filled": 32,
    "mature_filled": 23,
    "non_mature_filled": 9,
    "no_fill": 24,
    "review_only_excluded": 8
  },
  "recorded_baseline": {
    "trades": 23,
    "recorded_mean_r": -0.295,
    "recorded_mean_return_pct": -1.11,
    "positive_r_trades": 7,
    "positive_r_trade_rate_pct": 30.4,
    "gross_positive_r": 10.127,
    "gross_negative_r": 16.909
  },
  "descriptive_groups": {
    "by_scan_date": {
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        "proposals": 9,
        "filled": 9,
        "no_fill": 0,
        "fill_rate_pct": 100,
        "mature_filled": 9,
        "mature_winners": 1,
        "mature_win_rate_pct": 11.1,
        "recorded_mean_r": -0.723,
        "recorded_mean_return_pct": -2.77
      },
      "2026-08-25": {
        "proposals": 10,
        "filled": 8,
        "no_fill": 2,
        "fill_rate_pct": 80,
        "mature_filled": 8,
        "mature_winners": 4,
        "mature_win_rate_pct": 50,
        "recorded_mean_r": -0.028,
        "recorded_mean_return_pct": -0.01
      },
      "2026-08-27": {
        "proposals": 10,
        "filled": 6,
        "no_fill": 4,
        "fill_rate_pct": 60,
        "mature_filled": 6,
        "mature_winners": 2,
        "mature_win_rate_pct": 33.3,
        "recorded_mean_r": -0.009,
        "recorded_mean_return_pct": -0.07
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      "2026-08-28": {
        "proposals": 10,
        "filled": 8,
        "no_fill": 2,
        "fill_rate_pct": 80,
        "mature_filled": 0,
        "mature_winners": 0,
        "mature_win_rate_pct": null,
        "recorded_mean_r": null,
        "recorded_mean_return_pct": null
      },
      "2026-08-31": {
        "proposals": 9,
        "filled": 0,
        "no_fill": 9,
        "fill_rate_pct": 0,
        "mature_filled": 0,
        "mature_winners": 0,
        "mature_win_rate_pct": null,
        "recorded_mean_r": null,
        "recorded_mean_return_pct": null
      },
      "2026-09-01": {
        "proposals": 8,
        "filled": 1,
        "no_fill": 7,
        "fill_rate_pct": 12.5,
        "mature_filled": 0,
        "mature_winners": 0,
        "mature_win_rate_pct": null,
        "recorded_mean_r": null,
        "recorded_mean_return_pct": null
      }
    },
    "by_strategy": {
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        "proposals": 11,
        "filled": 4,
        "no_fill": 7,
        "fill_rate_pct": 36.4,
        "mature_filled": 1,
        "mature_winners": 0,
        "mature_win_rate_pct": 0,
        "recorded_mean_r": -1,
        "recorded_mean_return_pct": -2.79
      },
      "Momentum": {
        "proposals": 27,
        "filled": 17,
        "no_fill": 10,
        "fill_rate_pct": 63,
        "mature_filled": 15,
        "mature_winners": 4,
        "mature_win_rate_pct": 26.7,
        "recorded_mean_r": -0.391,
        "recorded_mean_return_pct": -1.59
      },
      "Pullback": {
        "proposals": 18,
        "filled": 11,
        "no_fill": 7,
        "fill_rate_pct": 61.1,
        "mature_filled": 7,
        "mature_winners": 3,
        "mature_win_rate_pct": 42.9,
        "recorded_mean_r": 0.011,
        "recorded_mean_return_pct": 0.17
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    },
    "by_exact_score": {
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        "proposals": 2,
        "filled": 1,
        "no_fill": 1,
        "fill_rate_pct": 50,
        "mature_filled": 0,
        "mature_winners": 0,
        "mature_win_rate_pct": null,
        "recorded_mean_r": null,
        "recorded_mean_return_pct": null
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        "filled": 0,
        "no_fill": 1,
        "fill_rate_pct": 0,
        "mature_filled": 0,
        "mature_winners": 0,
        "mature_win_rate_pct": null,
        "recorded_mean_r": null,
        "recorded_mean_return_pct": null
      },
      "88": {
        "proposals": 7,
        "filled": 4,
        "no_fill": 3,
        "fill_rate_pct": 57.1,
        "mature_filled": 3,
        "mature_winners": 1,
        "mature_win_rate_pct": 33.3,
        "recorded_mean_r": 0.036,
        "recorded_mean_return_pct": -0.12
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      "89": {
        "proposals": 4,
        "filled": 3,
        "no_fill": 1,
        "fill_rate_pct": 75,
        "mature_filled": 0,
        "mature_winners": 0,
        "mature_win_rate_pct": null,
        "recorded_mean_r": null,
        "recorded_mean_return_pct": null
      },
      "90": {
        "proposals": 17,
        "filled": 15,
        "no_fill": 2,
        "fill_rate_pct": 88.2,
        "mature_filled": 14,
        "mature_winners": 4,
        "mature_win_rate_pct": 28.6,
        "recorded_mean_r": -0.503,
        "recorded_mean_return_pct": -2.07
      },
      "91": {
        "proposals": 5,
        "filled": 3,
        "no_fill": 2,
        "fill_rate_pct": 60,
        "mature_filled": 2,
        "mature_winners": 0,
        "mature_win_rate_pct": 0,
        "recorded_mean_r": -1,
        "recorded_mean_return_pct": -3.17
      },
      "92": {
        "proposals": 5,
        "filled": 3,
        "no_fill": 2,
        "fill_rate_pct": 60,
        "mature_filled": 2,
        "mature_winners": 1,
        "mature_win_rate_pct": 50,
        "recorded_mean_r": 0.418,
        "recorded_mean_return_pct": 1.92
      },
      "93": {
        "proposals": 2,
        "filled": 2,
        "no_fill": 0,
        "fill_rate_pct": 100,
        "mature_filled": 2,
        "mature_winners": 1,
        "mature_win_rate_pct": 50,
        "recorded_mean_r": 0.656,
        "recorded_mean_return_pct": 3.21
      },
      "94": {
        "proposals": 1,
        "filled": 1,
        "no_fill": 0,
        "fill_rate_pct": 100,
        "mature_filled": 0,
        "mature_winners": 0,
        "mature_win_rate_pct": null,
        "recorded_mean_r": null,
        "recorded_mean_return_pct": null
      },
      "80.7": {
        "proposals": 1,
        "filled": 0,
        "no_fill": 1,
        "fill_rate_pct": 0,
        "mature_filled": 0,
        "mature_winners": 0,
        "mature_win_rate_pct": null,
        "recorded_mean_r": null,
        "recorded_mean_return_pct": null
      },
      "83.1": {
        "proposals": 2,
        "filled": 0,
        "no_fill": 2,
        "fill_rate_pct": 0,
        "mature_filled": 0,
        "mature_winners": 0,
        "mature_win_rate_pct": null,
        "recorded_mean_r": null,
        "recorded_mean_return_pct": null
      },
      "83.4": {
        "proposals": 1,
        "filled": 0,
        "no_fill": 1,
        "fill_rate_pct": 0,
        "mature_filled": 0,
        "mature_winners": 0,
        "mature_win_rate_pct": null,
        "recorded_mean_r": null,
        "recorded_mean_return_pct": null
      },
      "84.3": {
        "proposals": 1,
        "filled": 0,
        "no_fill": 1,
        "fill_rate_pct": 0,
        "mature_filled": 0,
        "mature_winners": 0,
        "mature_win_rate_pct": null,
        "recorded_mean_r": null,
        "recorded_mean_return_pct": null
      },
      "84.6": {
        "proposals": 1,
        "filled": 0,
        "no_fill": 1,
        "fill_rate_pct": 0,
        "mature_filled": 0,
        "mature_winners": 0,
        "mature_win_rate_pct": null,
        "recorded_mean_r": null,
        "recorded_mean_return_pct": null
      },
      "84.8": {
        "proposals": 3,
        "filled": 0,
        "no_fill": 3,
        "fill_rate_pct": 0,
        "mature_filled": 0,
        "mature_winners": 0,
        "mature_win_rate_pct": null,
        "recorded_mean_r": null,
        "recorded_mean_return_pct": null
      },
      "85.9": {
        "proposals": 1,
        "filled": 0,
        "no_fill": 1,
        "fill_rate_pct": 0,
        "mature_filled": 0,
        "mature_winners": 0,
        "mature_win_rate_pct": null,
        "recorded_mean_r": null,
        "recorded_mean_return_pct": null
      },
      "89.2": {
        "proposals": 1,
        "filled": 0,
        "no_fill": 1,
        "fill_rate_pct": 0,
        "mature_filled": 0,
        "mature_winners": 0,
        "mature_win_rate_pct": null,
        "recorded_mean_r": null,
        "recorded_mean_return_pct": null
      },
      "90.4": {
        "proposals": 1,
        "filled": 0,
        "no_fill": 1,
        "fill_rate_pct": 0,
        "mature_filled": 0,
        "mature_winners": 0,
        "mature_win_rate_pct": null,
        "recorded_mean_r": null,
        "recorded_mean_return_pct": null
      }
    },
    "by_fill_policy": {
      "chase": {
        "proposals": 13,
        "filled": 13,
        "no_fill": 0,
        "fill_rate_pct": 100,
        "mature_filled": 10,
        "mature_winners": 5,
        "mature_win_rate_pct": 50,
        "recorded_mean_r": 0.162,
        "recorded_mean_return_pct": 0.32
      },
      "not_filled": {
        "proposals": 24,
        "filled": 0,
        "no_fill": 24,
        "fill_rate_pct": 0,
        "mature_filled": 0,
        "mature_winners": 0,
        "mature_win_rate_pct": null,
        "recorded_mean_r": null,
        "recorded_mean_return_pct": null
      },
      "opening_in_zone": {
        "proposals": 13,
        "filled": 13,
        "no_fill": 0,
        "fill_rate_pct": 100,
        "mature_filled": 10,
        "mature_winners": 2,
        "mature_win_rate_pct": 20,
        "recorded_mean_r": -0.54,
        "recorded_mean_return_pct": -1.7
      },
      "opening_window_zone_touch": {
        "proposals": 6,
        "filled": 6,
        "no_fill": 0,
        "fill_rate_pct": 100,
        "mature_filled": 3,
        "mature_winners": 0,
        "mature_win_rate_pct": 0,
        "recorded_mean_r": -1,
        "recorded_mean_return_pct": -3.89
      }
    }
  },
  "no_fill": {
    "reasons": {
      "opening_window_missed": {
        "count": 20,
        "share_of_no_fill_pct": 83.3,
        "by_scan_date": {
          "2026-08-25": 2,
          "2026-08-27": 4,
          "2026-08-28": 2,
          "2026-08-31": 7,
          "2026-09-01": 5
        },
        "by_strategy": {
          "Pullback": 5,
          "Momentum": 10,
          "Breakout": 5
        }
      },
      "gap_down_through_stop": {
        "count": 4,
        "share_of_no_fill_pct": 16.7,
        "by_scan_date": {
          "2026-08-31": 2,
          "2026-09-01": 2
        },
        "by_strategy": {
          "Pullback": 2,
          "Breakout": 2
        }
      }
    },
    "opening_window_missed_count": 20,
    "opening_window_missed_share_of_no_fills_pct": 83.3,
    "interpretation": "The label records that the permitted opening window did not produce a fill. It supports a description of levels remaining outside that window; it does not establish why the level was missed or whether changing it would help."
  },
  "stops": {
    "mature_stop_count": 16,
    "calendar_days_to_stop": {
      "mean": 7.44,
      "median": 6,
      "minimum": 1,
      "maximum": 16,
      "distribution": {
        "1": 3,
        "2": 2,
        "4": 3,
        "6": 1,
        "8": 1,
        "10": 1,
        "14": 1,
        "15": 2,
        "16": 2
      }
    },
    "gap_below_stop_count": 3,
    "gap_below_stop": [
      {
        "scan_date": "2026-08-24",
        "ticker": "HPE",
        "calendar_days_to_stop": 10,
        "recorded_r": -1.636,
        "stop": 49.7,
        "exit_price": 47.5999,
        "gap_below_stop": true,
        "stop_breach_pct_of_stop": -4.226
      },
      {
        "scan_date": "2026-08-24",
        "ticker": "IGV",
        "calendar_days_to_stop": 2,
        "recorded_r": -1.182,
        "stop": 100.27,
        "exit_price": 99.8099,
        "gap_below_stop": true,
        "stop_breach_pct_of_stop": -0.459
      },
      {
        "scan_date": "2026-08-24",
        "ticker": "INFY",
        "calendar_days_to_stop": 15,
        "recorded_r": -1.091,
        "stop": 11.49,
        "exit_price": 11.4499,
        "gap_below_stop": true,
        "stop_breach_pct_of_stop": -0.349
      }
    ],
    "no_fill_gap_down_through_stop_count": 4,
    "note": "Calendar days use fill date and exit date because the frozen result has no exit timestamp. Gap-down no-fills are not losses because no entry was recorded."
  },
  "winner_dependency": {
    "winners": [
      {
        "scan_date": "2026-08-24",
        "ticker": "FTNT",
        "recorded_r": 2.403,
        "share_of_gross_positive_r_pct": 23.7
      },
      {
        "scan_date": "2026-08-25",
        "ticker": "VRNS",
        "recorded_r": 0.729,
        "share_of_gross_positive_r_pct": 7.2
      },
      {
        "scan_date": "2026-08-25",
        "ticker": "NU",
        "recorded_r": 1.107,
        "share_of_gross_positive_r_pct": 10.9
      },
      {
        "scan_date": "2026-08-25",
        "ticker": "NUE",
        "recorded_r": 1.035,
        "share_of_gross_positive_r_pct": 10.2
      },
      {
        "scan_date": "2026-08-25",
        "ticker": "GLEN.L",
        "recorded_r": 0.909,
        "share_of_gross_positive_r_pct": 9
      },
      {
        "scan_date": "2026-08-27",
        "ticker": "RIG",
        "recorded_r": 1.836,
        "share_of_gross_positive_r_pct": 18.1
      },
      {
        "scan_date": "2026-08-27",
        "ticker": "CNH",
        "recorded_r": 2.108,
        "share_of_gross_positive_r_pct": 20.8
      }
    ],
    "leave_one_scan_date_out": {
      "2026-08-24": {
        "remaining_trades": 14,
        "recorded_net_r": -0.276,
        "recorded_mean_r": -0.02,
        "positive_r_trade_rate_pct": 42.9,
        "recorded_profit_factor": 0.97
      },
      "2026-08-25": {
        "remaining_trades": 15,
        "recorded_net_r": -6.562,
        "recorded_mean_r": -0.437,
        "positive_r_trade_rate_pct": 20,
        "recorded_profit_factor": 0.49
      },
      "2026-08-27": {
        "remaining_trades": 17,
        "recorded_net_r": -6.726,
        "recorded_mean_r": -0.396,
        "positive_r_trade_rate_pct": 29.4,
        "recorded_profit_factor": 0.48
      }
    },
    "repeat_tickers_in_mature_sample": [
      {
        "ticker": "INFY",
        "observations": 2,
        "rows": [
          {
            "scan_date": "2026-08-24",
            "status": "stopped",
            "recorded_r": -1.091
          },
          {
            "scan_date": "2026-08-25",
            "status": "stopped",
            "recorded_r": -1
          }
        ]
      },
      {
        "ticker": "PCG",
        "observations": 2,
        "rows": [
          {
            "scan_date": "2026-08-24",
            "status": "stopped",
            "recorded_r": -1
          },
          {
            "scan_date": "2026-08-25",
            "status": "stopped",
            "recorded_r": -1
          }
        ]
      },
      {
        "ticker": "NU",
        "observations": 2,
        "rows": [
          {
            "scan_date": "2026-08-25",
            "status": "tp1_expired",
            "recorded_r": 1.107
          },
          {
            "scan_date": "2026-08-27",
            "status": "stopped",
            "recorded_r": -1
          }
        ]
      }
    ],
    "note": "Leave-one-date-out and repeat-ticker calculations describe concentration in this 23-trade subset only."
  },
  "mechanical_cost_sensitivity": {
    "baseline_recorded": {
      "trades": 23,
      "recorded_mean_r": -0.295,
      "recorded_mean_return_pct": -1.11,
      "positive_r_trades": 7,
      "positive_r_trade_rate_pct": 30.4,
      "gross_positive_r": 10.127,
      "gross_negative_r": 16.909
    },
    "costs_bps_round_trip": {
      "20": {
        "round_trip_bps": 20,
        "convention": "total round-trip charge deducted from each recorded exit at bps × effective entry; long positions only",
        "trades": 23,
        "mechanical_mean_r": -0.348,
        "mechanical_mean_return_pct": -1.31,
        "positive_r_trades": 7,
        "mechanical_profit_factor": 0.55
      },
      "50": {
        "round_trip_bps": 50,
        "convention": "total round-trip charge deducted from each recorded exit at bps × effective entry; long positions only",
        "trades": 23,
        "mechanical_mean_r": -0.427,
        "mechanical_mean_return_pct": -1.61,
        "positive_r_trades": 7,
        "mechanical_profit_factor": 0.49
      }
    },
    "limitation": "This is a uniform arithmetic haircut of recorded exits, not an execution simulation. It does not model spreads, liquidity, VWAP, partial fills, order priority or an equity curve."
  },
  "vwap_gate_diagnostic": {
    "observed_vwap_metadata": {
      "null_signal_records": 17,
      "null_signal_records_by_scan_date": {
        "2026-08-31": 9,
        "2026-09-01": 8
      },
      "non_null_records": 0
    },
    "first_15m_close_relative_to_published_entry_range": {
      "below_low": {
        "count": 9,
        "share_of_filled_pct": 28.1,
        "rows": [
          {
            "scan_date": "2026-08-24",
            "ticker": "FTNT",
            "close": 150.8399,
            "entry_low": 152.05,
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            "effective_entry": 152.66,
            "first_bar_return_pct": -1.19
          },
          {
            "scan_date": "2026-08-24",
            "ticker": "HPE",
            "close": 51.9099,
            "entry_low": 52.68,
            "entry_high": 53.44,
            "effective_entry": 53,
            "first_bar_return_pct": -2.06
          },
          {
            "scan_date": "2026-08-24",
            "ticker": "BSX",
            "close": 49.3499,
            "entry_low": 49.96,
            "entry_high": 50.39,
            "effective_entry": 50.29,
            "first_bar_return_pct": -1.87
          },
          {
            "scan_date": "2026-08-24",
            "ticker": "IGV",
            "close": 102.17,
            "entry_low": 102.7,
            "entry_high": 103.37,
            "effective_entry": 102.8,
            "first_bar_return_pct": -0.61
          },
          {
            "scan_date": "2026-08-25",
            "ticker": "KDP",
            "close": 32.2099,
            "entry_low": 32.27,
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            "effective_entry": 32.4399,
            "first_bar_return_pct": -0.71
          },
          {
            "scan_date": "2026-08-27",
            "ticker": "CNH",
            "close": 11.445,
            "entry_low": 11.6,
            "entry_high": 11.6,
            "effective_entry": 11.6199,
            "first_bar_return_pct": -1.51
          },
          {
            "scan_date": "2026-08-28",
            "ticker": "VG",
            "close": 14.385,
            "entry_low": 14.49,
            "entry_high": 14.6,
            "effective_entry": 14.55,
            "first_bar_return_pct": -1.13
          },
          {
            "scan_date": "2026-08-28",
            "ticker": "IBKR",
            "close": 96.44,
            "entry_low": 96.65,
            "entry_high": 97.32,
            "effective_entry": 96.65,
            "first_bar_return_pct": -0.22
          },
          {
            "scan_date": "2026-08-28",
            "ticker": "FSLR",
            "close": 207.7346,
            "entry_low": 208.42,
            "entry_high": 209.68,
            "effective_entry": 209.6199,
            "first_bar_return_pct": -0.9
          }
        ]
      },
      "inside_range": {
        "count": 5,
        "share_of_filled_pct": 15.6,
        "rows": [
          {
            "scan_date": "2026-08-24",
            "ticker": "UBER",
            "close": 78.0899,
            "entry_low": 78.05,
            "entry_high": 78.8,
            "effective_entry": 79,
            "first_bar_return_pct": -1.15
          },
          {
            "scan_date": "2026-08-24",
            "ticker": "INFY",
            "close": 11.86,
            "entry_low": 11.85,
            "entry_high": 11.94,
            "effective_entry": 11.93,
            "first_bar_return_pct": -0.59
          },
          {
            "scan_date": "2026-08-25",
            "ticker": "NU",
            "close": 14.6099,
            "entry_low": 14.6,
            "entry_high": 14.76,
            "effective_entry": 14.72,
            "first_bar_return_pct": -0.75
          },
          {
            "scan_date": "2026-08-25",
            "ticker": "PCG",
            "close": 18.065,
            "entry_low": 17.98,
            "entry_high": 18.11,
            "effective_entry": 18.11,
            "first_bar_return_pct": -0.25
          },
          {
            "scan_date": "2026-08-28",
            "ticker": "GEN",
            "close": 30.7099,
            "entry_low": 30.53,
            "entry_high": 30.74,
            "effective_entry": 30.53,
            "first_bar_return_pct": 0.59
          }
        ]
      },
      "above_high": {
        "count": 18,
        "share_of_filled_pct": 56.3,
        "rows": [
          {
            "scan_date": "2026-08-24",
            "ticker": "TSCO",
            "close": 35.5099,
            "entry_low": 34.69,
            "entry_high": 34.98,
            "effective_entry": 34.72,
            "first_bar_return_pct": 2.28
          },
          {
            "scan_date": "2026-08-24",
            "ticker": "BMY",
            "close": 67.0999,
            "entry_low": 66.57,
            "entry_high": 67.01,
            "effective_entry": 67.4049,
            "first_bar_return_pct": -0.45
          },
          {
            "scan_date": "2026-08-24",
            "ticker": "PCG",
            "close": 17.8999,
            "entry_low": 17.46,
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            "effective_entry": 17.6399,
            "first_bar_return_pct": 1.47
          },
          {
            "scan_date": "2026-08-25",
            "ticker": "VRNS",
            "close": 41.73,
            "entry_low": 40.53,
            "entry_high": 41.05,
            "effective_entry": 41.13,
            "first_bar_return_pct": 1.46
          },
          {
            "scan_date": "2026-08-25",
            "ticker": "COMP",
            "close": 11.645,
            "entry_low": 11.39,
            "entry_high": 11.55,
            "effective_entry": 11.7299,
            "first_bar_return_pct": -0.72
          },
          {
            "scan_date": "2026-08-25",
            "ticker": "NUE",
            "close": 245.035,
            "entry_low": 242.25,
            "entry_high": 244.64,
            "effective_entry": 246.0399,
            "first_bar_return_pct": -0.41
          },
          {
            "scan_date": "2026-08-25",
            "ticker": "GLEN.L",
            "close": 593.3,
            "entry_low": 588.37,
            "entry_high": 593.1,
            "effective_entry": 593.2999,
            "first_bar_return_pct": 0
          },
          {
            "scan_date": "2026-08-25",
            "ticker": "INFY",
            "close": 11.845,
            "entry_low": 11.72,
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            "effective_entry": 11.8,
            "first_bar_return_pct": 0.38
          },
          {
            "scan_date": "2026-08-27",
            "ticker": "RIG",
            "close": 5.61,
            "entry_low": 5.6,
            "entry_high": 5.6,
            "effective_entry": 5.63,
            "first_bar_return_pct": -0.36
          },
          {
            "scan_date": "2026-08-27",
            "ticker": "SHOO",
            "close": 45.15,
            "entry_low": 45.11,
            "entry_high": 45.11,
            "effective_entry": 45.11,
            "first_bar_return_pct": 0.09
          },
          {
            "scan_date": "2026-08-27",
            "ticker": "CDE",
            "close": 21.495,
            "entry_low": 21.44,
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            "effective_entry": 21.44,
            "first_bar_return_pct": 0.26
          },
          {
            "scan_date": "2026-08-27",
            "ticker": "SOFI",
            "close": 19.345,
            "entry_low": 18.84,
            "entry_high": 18.84,
            "effective_entry": 19.0063,
            "first_bar_return_pct": 1.78
          },
          {
            "scan_date": "2026-08-27",
            "ticker": "NU",
            "close": 15.1999,
            "entry_low": 15.17,
            "entry_high": 15.17,
            "effective_entry": 15.17,
            "first_bar_return_pct": 0.2
          },
          {
            "scan_date": "2026-08-28",
            "ticker": "BABA",
            "close": 118.5899,
            "entry_low": 115.38,
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            "effective_entry": 117.0599,
            "first_bar_return_pct": 1.31
          },
          {
            "scan_date": "2026-08-28",
            "ticker": "DINO",
            "close": 98.9499,
            "entry_low": 97.1,
            "entry_high": 97.78,
            "effective_entry": 97.1,
            "first_bar_return_pct": 1.91
          },
          {
            "scan_date": "2026-08-28",
            "ticker": "AMRZ",
            "close": 44.75,
            "entry_low": 43.94,
            "entry_high": 44.2,
            "effective_entry": 44.75,
            "first_bar_return_pct": 0
          },
          {
            "scan_date": "2026-08-28",
            "ticker": "IR",
            "close": 78.9,
            "entry_low": 78.34,
            "entry_high": 78.81,
            "effective_entry": 79.3399,
            "first_bar_return_pct": -0.55
          },
          {
            "scan_date": "2026-09-01",
            "ticker": "WMT",
            "close": 105.55,
            "entry_low": 104.97,
            "entry_high": 105.5,
            "effective_entry": 105.19,
            "first_bar_return_pct": 0.34
          }
        ]
      },
      "close_negative_vs_effective_entry": {
        "count": 18,
        "share_of_filled_pct": 56.3,
        "rows": [
          {
            "scan_date": "2026-08-24",
            "ticker": "UBER",
            "close": 78.0899,
            "entry_low": 78.05,
            "entry_high": 78.8,
            "effective_entry": 79,
            "first_bar_return_pct": -1.15
          },
          {
            "scan_date": "2026-08-24",
            "ticker": "FTNT",
            "close": 150.8399,
            "entry_low": 152.05,
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            "effective_entry": 152.66,
            "first_bar_return_pct": -1.19
          },
          {
            "scan_date": "2026-08-24",
            "ticker": "HPE",
            "close": 51.9099,
            "entry_low": 52.68,
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            "effective_entry": 53,
            "first_bar_return_pct": -2.06
          },
          {
            "scan_date": "2026-08-24",
            "ticker": "BMY",
            "close": 67.0999,
            "entry_low": 66.57,
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            "effective_entry": 67.4049,
            "first_bar_return_pct": -0.45
          },
          {
            "scan_date": "2026-08-24",
            "ticker": "BSX",
            "close": 49.3499,
            "entry_low": 49.96,
            "entry_high": 50.39,
            "effective_entry": 50.29,
            "first_bar_return_pct": -1.87
          },
          {
            "scan_date": "2026-08-24",
            "ticker": "IGV",
            "close": 102.17,
            "entry_low": 102.7,
            "entry_high": 103.37,
            "effective_entry": 102.8,
            "first_bar_return_pct": -0.61
          },
          {
            "scan_date": "2026-08-24",
            "ticker": "INFY",
            "close": 11.86,
            "entry_low": 11.85,
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            "effective_entry": 11.93,
            "first_bar_return_pct": -0.59
          },
          {
            "scan_date": "2026-08-25",
            "ticker": "NU",
            "close": 14.6099,
            "entry_low": 14.6,
            "entry_high": 14.76,
            "effective_entry": 14.72,
            "first_bar_return_pct": -0.75
          },
          {
            "scan_date": "2026-08-25",
            "ticker": "PCG",
            "close": 18.065,
            "entry_low": 17.98,
            "entry_high": 18.11,
            "effective_entry": 18.11,
            "first_bar_return_pct": -0.25
          },
          {
            "scan_date": "2026-08-25",
            "ticker": "KDP",
            "close": 32.2099,
            "entry_low": 32.27,
            "entry_high": 32.51,
            "effective_entry": 32.4399,
            "first_bar_return_pct": -0.71
          },
          {
            "scan_date": "2026-08-25",
            "ticker": "COMP",
            "close": 11.645,
            "entry_low": 11.39,
            "entry_high": 11.55,
            "effective_entry": 11.7299,
            "first_bar_return_pct": -0.72
          },
          {
            "scan_date": "2026-08-25",
            "ticker": "NUE",
            "close": 245.035,
            "entry_low": 242.25,
            "entry_high": 244.64,
            "effective_entry": 246.0399,
            "first_bar_return_pct": -0.41
          },
          {
            "scan_date": "2026-08-27",
            "ticker": "RIG",
            "close": 5.61,
            "entry_low": 5.6,
            "entry_high": 5.6,
            "effective_entry": 5.63,
            "first_bar_return_pct": -0.36
          },
          {
            "scan_date": "2026-08-27",
            "ticker": "CNH",
            "close": 11.445,
            "entry_low": 11.6,
            "entry_high": 11.6,
            "effective_entry": 11.6199,
            "first_bar_return_pct": -1.51
          },
          {
            "scan_date": "2026-08-28",
            "ticker": "VG",
            "close": 14.385,
            "entry_low": 14.49,
            "entry_high": 14.6,
            "effective_entry": 14.55,
            "first_bar_return_pct": -1.13
          },
          {
            "scan_date": "2026-08-28",
            "ticker": "IBKR",
            "close": 96.44,
            "entry_low": 96.65,
            "entry_high": 97.32,
            "effective_entry": 96.65,
            "first_bar_return_pct": -0.22
          },
          {
            "scan_date": "2026-08-28",
            "ticker": "FSLR",
            "close": 207.7346,
            "entry_low": 208.42,
            "entry_high": 209.68,
            "effective_entry": 209.6199,
            "first_bar_return_pct": -0.9
          },
          {
            "scan_date": "2026-08-28",
            "ticker": "IR",
            "close": 78.9,
            "entry_low": 78.34,
            "entry_high": 78.81,
            "effective_entry": 79.3399,
            "first_bar_return_pct": -0.55
          }
        ]
      }
    },
    "interpretation": "The source metadata does not provide observed VWAP values for the records where the field is present, and the frozen evaluator did not enforce the advertised VWAP gate. First-15m close comparisons are diagnostic only: they do not reconstruct or test VWAP and cannot validate recorded fills."
  }
}