Hong Kong Main — Trades
Every virtual fill this book has made, with the model's reasoning — the fused signal, valuation and news case — behind each. Prices are model fills; quantities are never shown.
Fill history
8 recorded fills.
| Date | Ticker | Name | Side | Fill Px | Signal | Conv | Valuation | Why |
|---|---|---|---|---|---|---|---|---|
| 2026-07-15 | 2513 | — | BUY | 1635.00 | — | — | — | — |
| 2026-07-10 | 2513 | — | SELL | 1817.00 | — | — | — | — |
| 2026-07-09 | 2513 | — | BUY | 1888.00 | — | — | — | — |
| 2026-07-09 | 2513 | — | SELL | 1888.00 | — | — | — | — |
| 2026-07-09 | 2513 | — | SELL | 1806.18 | — | — | — | — |
| 2026-07-09 | 2513 | — | BUY | 1806.18 | — | — | — | — |
| 2026-07-08 | 6869 | — | SELL | 151.00 | — | — | — | — |
| 2026-07-08 | 0992 | — | SELL | 22.32 | — | — | — | — |
Learnings in force
What this book's own record has taught it.
Last reviewed 2026-07-18
Favor PullbackBuy_VWAP entries over breakout/FailedBreakdown chases.
`PullbackBuy_VWAP|buy` is the most reliable buy cell (US hit ~0.86); `FailedBreakdown_Up_20D|buy` chases are weak (~0.25, stop-first ~60%) and `BreakoutUp_52W` 4wk targets overshoot +55-75% and mean-revert. On ties prefer the PullbackBuy; discount breakout/FailedBreakdown chases.
Trim on the stop-break + negative-12wk combo; don't wait for the SELL-REDUCE label.
A decisive close below the recorded stop AND a negative 12wk is itself a signal-based exit (CLAUDE.md §9), even while the engine still prints NO TRADE.
Execute the de-risk promptly.
A trim recommended but not executed keeps bleeding; act when a held name closes below stop with a negative 12wk, don't re-recommend the same trim for days.
The settled close is authoritative; don't act on weak opens.
Intraday/BOD prints whipsaw. Flag intraday reads provisional; reserve firm acquire/dispose for the settled-close EOD.
Distrust the model 1-week estimate when `calib_1w` is degenerate.
If the scorecard `calib_1w_fraction` is <=0 or wildly unstable, fall back to f=0.30 for the 1wk interpolation and flag it.
Don't chase post-earnings gaps.
A blowout (e.g. MU +14% AH) often round-trips within days; wait for the pullback to the model entry.
Same-pool/cross-book shares execute ONCE.
The parent book's decision governs; sub-book runs flag conflicts and avoid double- the shared cash. Tuned sub-book configs can diverge on the same share — surface the conflict, don't silently double-act.
EOD recommendations execute at the NEXT market open, not the decision close.
Persist actions as `execution_status: pending_next_open` with an `execute_on` date; action prices are close-refs — reprice/re-validate if the open gaps >~1.5%; the 1wk/4wk/12wk horizons and the scorecard grade from the execution date/price; live holdings/monitor stay unchanged until the JSON is updated post-fill; the next BOD reconciles pending proposals against the actual open.